MODEL ADOPTION #1116: REJECT — LEDGER BENCH: Apply filter: Phase distance MODERATE (5-10deg) — improves win rate from 31. — E8 Intelligence Research

DECISION: REJECT ELEMENT: Phase distance filter (5-10deg) fails to survive hostile scrutiny — the +1.6pp win rate gain on n=156 is statistically indistinguishable from noise (p ≈ 0.25). The filter is a blunt cut that discards both losses and wins, with no demonstrated edge in PnL per trade. E8 geometry already encodes phase via Gods-Clock rhythm; adding a second arbitrary phase window introduces redundant truncation without a causal mechanism. The "moderate" band is not a natural E8 harmonic — it's a data-mined bin. EXPECTED IMPACT: Negligible or negative. Win rate may tick up 1-2pp but trade count drops ~15-20%, and average PnL per trade does not improve (backtest shows filtered wins are smaller). Net PnL likely flat or lower. RISK: Overfitting to a small window of recent volatility. Phase distance effectiveness is regime-dependent; in trending markets, the filter kills high-reward breakouts. Reduces model adaptability. TEST: Must pass a 12-month rolling backtest across 3 regi 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
2026-08-18
DOI
https://doi.org/10.5281/zenodo.21989221
Primary Topic
Intelligence, Security, War Strategy
Type
preprint
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preprint

MODEL ADOPTION #1116: REJECT — LEDGER BENCH: Apply filter: Phase distance MODERATE (5-10deg) — improves win rate from 31. — E8 Intelligence Research

Andrew Stewart Caldin
Zenodo (CERN European Organization for Nuclear Research)
Intelligence, Security, War Strategy
preprint

MODEL ADOPTION #1116: REJECT — LEDGER BENCH: Apply filter: Phase distance MODERATE (5-10deg) — improves win rate from 31. — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

DECISION: REJECT ELEMENT: Phase distance filter (5-10deg) fails to survive hostile scrutiny — the +1.6pp win rate gain on n=156 is statistically indistinguishable from noise (p ≈ 0.25). The filter is a blunt cut that discards both losses and wins, with no demonstrated edge in PnL per trade. E8 geometry already encodes phase via Gods-Clock rhythm; adding a second arbitrary phase window introduces redundant truncation without a causal mechanism. The "moderate" band is not a natural E8 harmonic — it's a data-mined bin. EXPECTED IMPACT: Negligible or negative. Win rate may tick up 1-2pp but trade count drops ~15-20%, and average PnL per trade does not improve (backtest shows filtered wins are smaller). Net PnL likely flat or lower. RISK: Overfitting to a small window of recent volatility. Phase distance effectiveness is regime-dependent; in trending markets, the filter kills high-reward breakouts. Reduces model adaptability. TEST: Must pass a 12-month rolling backtest across 3 regi Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com

Zenodo (CERN European Organization for Nuclear Research)
Intelligence, Security, War Strategy
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