LAB #2692 PROMISING: LEDGER BENCH: Apply filter: Pool density HIGH (>=90) — improves win rate from 30.9% to 32.5% (+1.6pp — E8 Intelligence Research
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Pool density HIGH (>=90) — improves win rate from 30.9% to 32.5% (+1.6pp, n=1417) SAME-WINDOW EFFECT: Applying the pool-density filter (≥90) would have excluded trades triggered during low-density windows. In the current 10-trade window, 7 of 10 trades are rizzy5m/7m entries; if any of these occurred when pool density was below 90, they would be skipped. Based on the backtest delta (+1.6pp win rate), you'd expect roughly 0–1 additional wins in this small sample, but the actual PnL effect is ambiguous — the two losses (XAUUSD SHORT, USDJPY SHORT) might be filtered out if they were low-density, which would improve the window from 6W/4L to 6W/2L or better. However, one winning GBPUSD SHORT could also be removed, offsetting gains. Net expected delta: +0 to +0.5 wins over this window, with PnL impact roughly neutral to slightly positive. OVER-TIME PROJECTION: Over 3–6 months, a +1.6pp win-rate improvemen Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
Authors
- Andrew Stewart Caldin
Publication Details
- Journal
- Zenodo (CERN European Organization for Nuclear Research)
- Published
- 2026-09-25
- DOI
- https://doi.org/10.5281/zenodo.22951921
- Primary Topic
- Competitive and Knowledge Intelligence
- Type
- preprint