LAB #4125 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=1831) SAME-WINDOW EFFECT: Over the current live window, applying a pool density >=90 filter would have blocked several trades, notably the rizzy5m entries on AUDUSD (0.71366, loss) and XAUUSD (4598.79, loss) if their pool density was below threshold — but we lack per-trade density data to confirm. If it filtered out 2 of the 4 losses while retaining both wins, the win rate would jump from 2/10 (20%) to 2/8 (25%) — a +5pp improvement, but with n too small to be meaningful. The GBPUSD SHORT (rizzy5m, open) and NZDUSD SHORT (rizzy5m, win) would likely remain if density was high, but the net PnL delta is uncertain because the filter also risks removing future winners in low-density but high-conviction setups. The backtest's +1.5pp is plausible but not directly observable here without density tags on each live trade. OVER-TIME PR Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com