LAB #2686 PROMISING: LEDGER BENCH: Apply filter: Pool density HIGH (>=90) — improves win rate from 31.0% to 32.6% (+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 31.0% to 32.6% (+1.6pp, n=1416) SAME-WINDOW EFFECT: Over the current 10-trade window, applying the pool-density HIGH (>=90) filter would have removed trades lacking that condition. Based on the backtest delta (+1.6pp win rate), you'd expect roughly 0–1 of the 10 trades to flip from loss to win — likely the XAUUSD SHORT (4048.74) or USDJPY SHORT (157.883) if they had low pool density. Net PnL delta is small but positive, roughly +0.2R to +0.4R over this window, with no clear harm to the 6 winners already present. The filter does not appear to remove any of the current winners, so the immediate effect is neutral-to-slightly-positive. OVER-TIME PROJECTION: Over 3–6 months, a +1.6pp win-rate improvement on ~1,400 trades suggests roughly 22–23 additional wins, but this comes at a cost of fewer total trades (density filter will reject many setups). If the Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com