LAB #4080 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=1819) SAME-WINDOW EFFECT: Applying a pool density ≥90 filter would have excluded most of the wkjudas entries shown, as these appear to originate from lower-density pools (based on their clustered, low-conviction timing). Specifically, the GBPUSD LONG, USDJPY SHORT, and NZDUSD SHORT from wkjudas would likely be filtered out — all three are losses or open at a loss, removing negative drag. The rizzy5m/7m trades are less clearly affected; if their pool density was below 90, the XAUUSD SHORT (loss) and EURJPY LONG (loss) would also be removed, while the GBPUSD SHORT (win) and EURUSD LONG (win) might survive if density was high. Net effect on this small window: likely a modest win-rate improvement (removing 3–5 losers while keeping 1–2 winners), but PnL delta is uncertain because the filter also risks dropping future winners that 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
2026-10-14
DOI
https://doi.org/10.5281/zenodo.23365627
Primary Topic
Financial Markets and Investment Strategies
Type
preprint
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preprint

LAB #4080 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 #4080 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=1819) SAME-WINDOW EFFECT: Applying a pool density ≥90 filter would have excluded most of the wkjudas entries shown, as these appear to originate from lower-density pools (based on their clustered, low-conviction timing). Specifically, the GBPUSD LONG, USDJPY SHORT, and NZDUSD SHORT from wkjudas would likely be filtered out — all three are losses or open at a loss, removing negative drag. The rizzy5m/7m trades are less clearly affected; if their pool density was below 90, the XAUUSD SHORT (loss) and EURJPY LONG (loss) would also be removed, while the GBPUSD SHORT (win) and EURUSD LONG (win) might survive if density was high. Net effect on this small window: likely a modest win-rate improvement (removing 3–5 losers while keeping 1–2 winners), but PnL delta is uncertain because the filter also risks dropping future winners that 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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