LAB #3826 NEUTRAL: LEDGER BENCH: Apply filter: Pool density HIGH (>=90) — improves win rate from 32.5% to 34.0% (+1.5pp — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Pool density HIGH (>=90) — improves win rate from 32.5% to 34.0% (+1.5pp, n=1801) SAME-WINDOW EFFECT: Applying the pool density ≥90 filter would have excluded the two `wkjudas` entries (NZDUSD LONG and USDJPY SHORT) if their pool density was below threshold — but since we don't have per-trade density data here, we can only infer from the backtest. If those two trades (one loss, one open) were removed, the live window's win rate would shift from 2W/5L (28.6%) to 2W/4L (33.3%) — a marginal improvement consistent with the +1.5pp backtest. However, the filter would also have removed the GBPUSD SHORT win (rizzy5m) if its density was <90, which would erase the gain. Net PnL delta is ambiguous without per-trade density tags; the backtest's n=1801 suggests statistical significance, but the live sample is too small to confirm. OVER-TIME PROJECTION: Over 3–6 months, a +1.5pp win-rate improvement on a 32.5% ba Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com

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Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-10-06
DOI
https://doi.org/10.5281/zenodo.23179846
Primary Topic
Financial Markets and Investment Strategies
Type
preprint
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LAB #3826 NEUTRAL: LEDGER BENCH: Apply filter: Pool density HIGH (>=90) — improves win rate from 32.5% to 34.0% (+1.5pp — E8 Intelligence Research

Andrew Stewart Caldin
Zenodo (CERN European Organization for Nuclear Research)
Financial Markets and Investment Strategies
preprint

LAB #3826 NEUTRAL: LEDGER BENCH: Apply filter: Pool density HIGH (>=90) — improves win rate from 32.5% to 34.0% (+1.5pp — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Pool density HIGH (>=90) — improves win rate from 32.5% to 34.0% (+1.5pp, n=1801) SAME-WINDOW EFFECT: Applying the pool density ≥90 filter would have excluded the two `wkjudas` entries (NZDUSD LONG and USDJPY SHORT) if their pool density was below threshold — but since we don't have per-trade density data here, we can only infer from the backtest. If those two trades (one loss, one open) were removed, the live window's win rate would shift from 2W/5L (28.6%) to 2W/4L (33.3%) — a marginal improvement consistent with the +1.5pp backtest. However, the filter would also have removed the GBPUSD SHORT win (rizzy5m) if its density was <90, which would erase the gain. Net PnL delta is ambiguous without per-trade density tags; the backtest's n=1801 suggests statistical significance, but the live sample is too small to confirm. OVER-TIME PROJECTION: Over 3–6 months, a +1.5pp win-rate improvement on a 32.5% ba Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com

Zenodo (CERN European Organization for Nuclear Research)
Financial Markets and Investment Strategies
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