MODEL ADOPTION #3898: REJECT — LEDGER BENCH: Apply filter: Pool density HIGH (>=90) — improves win rate from 32.5% to 34. — E8 Intelligence Research

DECISION: REJECT ELEMENT: No rule survives — pool-density filter is a statistical artifact, not an E8-geometry-compatible edge. EXPECTED IMPACT: +1.5pp win rate is within noise for n=1808 (σ≈1.1pp), and the filter likely removes low-frequency, high-volatility setups (rizzy5m) that carry outsized R-multiples. Net PnL could be negative even if win rate rises. RISK: Regime-dependence — pool density is a liquidity proxy, not a timing signal. In fast markets (news, rollover), density drops precisely when E8 polarity edges are strongest. Filtering those kills the fade edge's best entries. Also reduces trade count, lowering gross profit. TEST: If you insist, run a walk-forward on 12 months in 3-month blocks — require ≥300 trades per block with ≥+2.0pp win-rate improvement AND positive R-multiple delta in at least 3 of 4 blocks. Also require the filter to improve the 10 live trades above (not just remove losses) — if it removes a winner, reject. Until then, no change. Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com

Authors

Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-10-09
DOI
https://doi.org/10.5281/zenodo.23254778
Primary Topic
Financial Markets and Investment Strategies
Type
preprint
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MODEL ADOPTION #3898: REJECT — LEDGER BENCH: Apply filter: Pool density HIGH (>=90) — improves win rate from 32.5% to 34. — E8 Intelligence Research

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

MODEL ADOPTION #3898: REJECT — LEDGER BENCH: Apply filter: Pool density HIGH (>=90) — improves win rate from 32.5% to 34. — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

DECISION: REJECT ELEMENT: No rule survives — pool-density filter is a statistical artifact, not an E8-geometry-compatible edge. EXPECTED IMPACT: +1.5pp win rate is within noise for n=1808 (σ≈1.1pp), and the filter likely removes low-frequency, high-volatility setups (rizzy5m) that carry outsized R-multiples. Net PnL could be negative even if win rate rises. RISK: Regime-dependence — pool density is a liquidity proxy, not a timing signal. In fast markets (news, rollover), density drops precisely when E8 polarity edges are strongest. Filtering those kills the fade edge's best entries. Also reduces trade count, lowering gross profit. TEST: If you insist, run a walk-forward on 12 months in 3-month blocks — require ≥300 trades per block with ≥+2.0pp win-rate improvement AND positive R-multiple delta in at least 3 of 4 blocks. Also require the filter to improve the 10 live trades above (not just remove losses) — if it removes a winner, reject. Until then, no change. 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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MODEL ADOPTION #3898: REJECT — LEDGER BENCH: Apply filter: Pool density HIGH (>=90) — improves win rate from 32.5% to 34. — E8 Intelligence Research — Andrew Stewart Caldin · Zenodo (CERN European Organization for Nuclear Research) (2026) | TGRS Research Map | TGRS