MODEL ADOPTION #288: REJECT — LEDGER BENCH: Apply filter: Phase distance CLOSE (2-5deg) — improves win rate from 32.3% t — E8 Intelligence Research
DECISION: REJECT ELEMENT: The 2–5° phase distance filter is not a concrete, testable edge; it is a statistical artifact from a small backtest (n=107) with a +0.4pp win-rate gain that is within noise range. The live window "improvement" (30% → 37.5%) is a retrospective cherry-pick of two losses that happened to fall in that band — no guarantee future losses will cluster there. The filter also risks rejecting winners (e.g., EURUSD SHORT) without evidence that the 2–5° band is causally linked to loss generation in E8 geometry timing. EXPECTED IMPACT: Negligible or negative. +0.4pp win rate is not robust; the filter reduces trade frequency, which lowers total PnL if any filtered trades would have been winners. The +7.5pp live-window "improvement" is an illusion of small-sample hindsight bias. RISK: Overfitting to a narrow phase band that shifts with market regime. The filter may reject high-probability setups near phase boundaries that are actually favorable under current rhythm logic. Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
Authors
- Andrew Stewart Caldin
Publication Details
- Journal
- Zenodo (CERN European Organization for Nuclear Research)
- Published
- 2026-07-28
- DOI
- https://doi.org/10.5281/zenodo.21637209
- Primary Topic
- Infrared Target Detection Methodologies
- Type
- preprint