LAB #1993 PROMISING: LEDGER BENCH: Apply filter: Pool density HIGH (>=90) — improves win rate from 31.9% to 33.6% (+1.6pp — E8 Intelligence Research
Year: 2026
Type: preprint
Abstract: IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Pool density HIGH (>=90) — improves win rate from 31.9% to 33.6% (+1.6pp, n=1350) SAME-WINDOW EFFECT: Applying the pool-density filter (≥90) would have excluded the three rizzy5m trades that entered during low-density windows (GBPUSD SHORT, XAUUSD SHORT at 11:20, EURJPY SHORT at 10:35) — all three were losses. The remaining trades (EURJPY LONG, GBPUSD LONG, AUDUSD SHORT, GBPUSD LONG, EURUSD SHORT, USDJPY SHORT) would have shifted the live win rate from 3/8 (37.5%) to 3/5 (60%) on closed trades, with the EURUSD SHORT still open. Net PnL delta would be positive, roughly +2.5R, since the three excluded trades collectively lost ~2.5R. This is directionally consistent with the backtest improvement, though the sample is tiny. OVER-TIME PROJECTION: Over 3–6 months, the +1.6pp win-rate gain (31.9%→33.6%) is modest but could compound if the filter also reduces average loss size (by avoiding low-density, chop Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
Author: Caldin, Andrew Stewart
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W7212175239
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