LAB #2842 NEUTRAL: 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=1421) SAME-WINDOW EFFECT: Applying the pool density HIGH (>=90) filter would have excluded trades triggered in low-density pools. In the current window, the two rizzy5m GBPUSD SHORTs (entries 1.34407 and 1.34461) and the rizzy5m XAUUSD SHORT (entry 4051.79) are candidates for exclusion if their pool density fell below 90 — that would remove 2 wins and 1 loss, shifting the window from 6W/4L to 4W/3L, a win-rate drop from 60% to ~57% but a net PnL change near zero (removing 2 wins and 1 loss roughly cancels). The USDCHF SHORT (REJECTED/open) would also be filtered if density low, but its outcome is unknown. Net effect on this small sample is negligible, not the +1.6pp claimed. OVER-TIME PROJECTION: Over 3-6 months, the filter's +1.6pp win-rate gain (n=1421) is statistically marginal (p≈0.10, not significant at 95% CI). The ris Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com