LAB #2890 NEUTRAL: LEDGER BENCH: Apply filter: Pool density HIGH (>=90) — improves win rate from 31.1% to 32.7% (+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 31.1% to 32.7% (+1.6pp, n=1427) SAME-WINDOW EFFECT: Over the current 10-trade window, applying a pool-density filter ≥90 would have excluded trades where density was low. Based on the backtest, this filter improves win rate by +1.6pp, but the live window is too small (n=10) to isolate a meaningful delta. Likely 1–2 trades would be filtered out (e.g., the AUDUSD LONG or USDJPY SHORT if their pool density was below threshold), and the net PnL change would be marginal — possibly +0.2 to +0.5% if a losing trade is removed, or negative if a winner is excluded. The observed 31.1%→32.7% improvement is statistically fragile at n=1427, and this window cannot confirm it. OVER-TIME PROJECTION: Over 3–6 months, a +1.6pp win-rate gain with no change in risk/reward could translate to roughly +2–4% annualized PnL if the filter is stable. However, the risk is overfi Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com