{"ok":true,"nota":{"id":"9f111dd1011f2c13","slug":"un-filtro-de-densidad-de-pool-subio-los-aciertos-en-simulaciones-pero--9f111d","titulo":"Un filtro de densidad de pool subió los aciertos en simulaciones, pero la mejora es difícil de sostener","resumen":"Un grupo probó excluir señales de operaciones con baja densidad de pool en un sistema de trading. En la ventana analizada, el filtro habría eliminado tres operaciones perdedoras y mejorado el resultado en simulación.","fuente":"zenodo","fuenteNombre":"Zenodo · Investigación abierta","color":"#1682d4","autor":"Caldin, Andrew Stewart","url":"https://doi.org/10.5281/zenodo.23490776","imagen":"/hoy/portada/9f111dd1011f2c13","tema":"economia","subtemas":["trading algorítmico","backtesting","mercado de divisas","significancia estadística","rendimiento de inversiones"],"entidades":["E8 Intelligence Research"],"formato":"dato","entretenimiento":false,"pubTs":"2026-10-20T05:25:12.000Z","indexTs":"2026-10-22T21:54:18.823Z","hash":"cfdf8b607eaf7e7be1dccc78043090e8c21ba4f5e1ff556d9015ac8724a59d34","tsa":{"time":"Oct 22 21:56:07 2026 GMT","provider":"freetsa.org","sobre":"sello"},"stats":{"views":0,"likes":0,"clicks":0,"dwell":0},"tipo":"motor","registro":"hallazgo","porQueImporta":"Un resultado que mejora mucho en pocas operaciones suele ser ruido más que un método confiable. Quien siga sistemas automáticos de inversión tiene que mirar el tamaño de la muestra antes de creer en una cifra de rendimiento. Los propios autores admiten que la ganancia estadística es débil a largo plazo. Desconfiar de las promesas de precisión es la mejor defensa para el ahorrista.","quienFirma":"E8 Intelligence Research (investigación independiente)","confianza":"preprint","consulta":{"pregunta":"¿Qué tan segura te parece una mejora de 1,4 puntos?"}},"sello":{"hash":"cfdf8b607eaf7e7be1dccc78043090e8c21ba4f5e1ff556d9015ac8724a59d34","sello":"e83913727d8f7547027f43609d859c86f9eab57209fd96ff3d86524f7872a504","beacon":{"drand":{"cadena":"8990e7a9aaed2ffed73dbd7092123d6f289930540d7651336225dc172e51b2ce","ronda":6575838,"aleatorio":"0a3876e39172152042339137ab5e3b393dcc0b9424256c5af20c090e9045fc73","tiempo":"2026-10-22T21:56:00.000Z"},"nist":{"cadena":2,"pulso":1995118,"salida":"F0E0C41C949133434038AD3665131BA50B8741AD6763A98DA9C9F98A82572C39F0270A26E31EB0E30B2F4719DE6ED82AA401EE3E9EB6515A5780BD147A7BE091","tiempo":"2026-10-22T21:55:00.000Z"},"noAntes":"2026-10-22T21:56:00.000Z"},"verificacion":{"drand":true,"nist":true},"tsa":{"time":"Oct 22 21:56:07 2026 GMT","provider":"freetsa.org","sobre":"sello"},"original":{"titulo":"LAB #4429 NEUTRAL: LEDGER BENCH: Apply filter: Pool density HIGH (>=90) — improves win rate from 31.5% to 33.0% (+1.4pp — E8 Intelligence Research","descripcion":"<p>IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Pool density HIGH (>=90) — improves win rate from 31.5% to 33.0% (+1.4pp, n=1907) SAME-WINDOW EFFECT: Applying the pool-density filter (≥90) would have excluded the three wkjudas entries (GBPUSD LONG, USDJPY SHORT, NZDUSD SHORT) — all three closed as LOSSES. That removes 3 losses from the 10-trade window, leaving 4 wins, 1 loss, and 2 rejected/open trades. Win rate on closed trades would jump from 4/8 (50%) to 4/5 (80%), and PnL would improve by roughly +3R (assuming each loss ≈ −1R). However, the two rizzy7m trades (AUDUSD SHORT loss, USDCHF LONG win) would remain, so the filter's benefit here is concentrated in excluding wkjudas signals — not a uniform density effect. OVER-TIME PROJECTION: Over 3–6 months, the +1.4pp win-rate gain (n=1907) is statistically thin — the standard error on that delta is","pubDate":"2026-10-20T05:25:12Z","url":"https://doi.org/10.5281/zenodo.23490776"},"indexado":"2026-10-22T21:54:18.823Z"}}