LAB #4098 NEUTRAL: LEDGER BENCH: Apply filter: Pool density HIGH (>=90) — improves win rate from 32.6% to 34.1% (+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 32.6% to 34.1% (+1.5pp, n=1829) SAME-WINDOW EFFECT: Applying the pool-density filter (≥90) would have excluded most of the trades listed above, as they appear to originate from low-density or mixed pools (rizzy5m/rizzy7m/wkjudas signals with no density annotation). Specifically, the two wkjudas losses (GBPUSD, USDJPY) and the rizzy5m losses (NZDUSD, XAUUSD) would likely have been filtered, while the rizzy7m AUDUSD open and the rizzy5m GBPUSD WIN might survive if their pools were dense. Net effect: roughly 5-6 of 10 trades removed, eliminating at least 3 losses and 1 win — a wash or slight positive PnL shift, but the sample is too small to confirm the +1.5pp win-rate gain. OVER-TIME PROJECTION: Over 3-6 months, if the backtest holds, you'd expect win rate to rise from ~32.6% to ~34.1%, but this comes at a cost of fewer trades (likely 30-50% reduction Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
Authors
- Andrew Stewart Caldin
Publication Details
- Journal
- Zenodo (CERN European Organization for Nuclear Research)
- Published
- 2026-10-15
- DOI
- https://doi.org/10.5281/zenodo.23385410
- Primary Topic
- Financial Markets and Investment Strategies
- Type
- preprint