LAB #817 PROMISING: LEDGER BENCH: Apply filter: Pool density HIGH (>=90) — improves win rate from 32.1% to 33.7% (+1.6pp — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Pool density HIGH (>=90) — improves win rate from 32.1% to 33.7% (+1.6pp, n=1289) SAME-WINDOW EFFECT: Applying the Pool density HIGH (>=90) filter to the current live window would have rejected the EURUSD SHORT (rizzy, loss) and the GBPUSD LONG (wkjudas, loss) — both likely had pool density below 90. It would also have rejected the XAUUSD SHORT (rizzy5m, still open/rejected), the EURJPY SHORT (fade_h4, open), and the AUDUSD SHORT (fade_h4, open), which may or may not have been high-density. The remaining 5 trades (all wins) would have been kept, shifting the window from 5 wins, 2 losses, 3 open to 5 wins, 0 losses, 3 open — a clear win-rate improvement of roughly +28pp on closed trades, but the open/rejected trades introduce uncertainty. OVER-TIME PROJECTION: Over 3-6 months, this filter could lift win rate by ~1.6pp as backtested, but the effect may be smaller or negative if high-density pools are Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com