MODEL ADOPTION #347: REJECT — LEDGER BENCH: Apply filter: USDCHF SHORT @ ASIAN with 5 conf — improves win rate from 32.4 — E8 Intelligence Research

DECISION: REJECT ELEMENT: No element survives. The claimed edge (+30.8pp win rate on n=19) is statistically meaningless — a single losing trade would collapse the delta. The filter is overfitted to a narrow regime (USDCHF + SHORT + ASIAN + 5 conf) with no demonstrated compatibility with E8 geometry timing or Gods-Clock rhythm logic. The FADE polarity edge already validated at scale operates on different signals; this filter would reduce trade frequency without proven PnL gain. EXPECTED IMPACT: Negligible or negative. Even if win rate improved to 63%, the filter would block most USDCHF SHORT trades, likely reducing total PnL. The 40% confidence from Merlin is too low to justify live adoption. RISK: Overfitting to Asian session liquidity patterns that shift with macro regimes. Reduced trade frequency lowers model throughput and may degrade overall performance. Pair-specific filter may cause missed profitable trades outside narrow conditions. TEST: Before any reconsideration, run a sh Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com

Authors

Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-07-30
DOI
https://doi.org/10.5281/zenodo.21697563
Primary Topic
Complex Systems and Time Series Analysis
Type
preprint
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MODEL ADOPTION #347: REJECT — LEDGER BENCH: Apply filter: USDCHF SHORT @ ASIAN with 5 conf — improves win rate from 32.4 — E8 Intelligence Research

Andrew Stewart Caldin
Zenodo (CERN European Organization for Nuclear Research)
Complex Systems and Time Series Analysis
preprint

MODEL ADOPTION #347: REJECT — LEDGER BENCH: Apply filter: USDCHF SHORT @ ASIAN with 5 conf — improves win rate from 32.4 — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

DECISION: REJECT ELEMENT: No element survives. The claimed edge (+30.8pp win rate on n=19) is statistically meaningless — a single losing trade would collapse the delta. The filter is overfitted to a narrow regime (USDCHF + SHORT + ASIAN + 5 conf) with no demonstrated compatibility with E8 geometry timing or Gods-Clock rhythm logic. The FADE polarity edge already validated at scale operates on different signals; this filter would reduce trade frequency without proven PnL gain. EXPECTED IMPACT: Negligible or negative. Even if win rate improved to 63%, the filter would block most USDCHF SHORT trades, likely reducing total PnL. The 40% confidence from Merlin is too low to justify live adoption. RISK: Overfitting to Asian session liquidity patterns that shift with macro regimes. Reduced trade frequency lowers model throughput and may degrade overall performance. Pair-specific filter may cause missed profitable trades outside narrow conditions. TEST: Before any reconsideration, run a sh Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com

Zenodo (CERN European Organization for Nuclear Research)
Complex Systems and Time Series Analysis
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