LAB #4114 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=1826) SAME-WINDOW EFFECT: Applying the pool-density ≥90 filter to the current live window would have rejected the two wkjudas LOSS trades (GBPUSD LONG, USDJPY SHORT) and likely the rizzy5m NZDUSD LOSS, assuming those entries occurred in lower-density pools. That removes 3 of 4 losing trades while keeping the two rizzy5m WINs and the open rizzy7m trade, shifting the window from roughly 2W/4L to 2W/1L/2open — a meaningful PnL improvement, though the small sample (n≈10) makes the +1.5pp backtest delta unreliable here. OVER-TIME PROJECTION: Over 3–6 months, a density filter that only fires at ≥90 will cut trade frequency substantially — likely 20–35% fewer signals — while improving win rate modestly. The risk is that high-density pools correlate with specific market regimes (e.g., high volatility or trending sessions), so the ga Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com