MODEL ADOPTION #1142: REJECT — LEDGER BENCH: Apply filter: Session = NY_OPEN — improves win rate from 31.7% to 37.7% (+6. — E8 Intelligence Research
DECISION: REJECT ELEMENT: NY_OPEN filter fails compatibility with E8 geometry timing — E8 entries are rhythm-locked to Gods-Clock phase, not session windows. The 37.7% win rate on n=610 is a backtest artifact: NY_OPEN overlaps with high-volatility news events that E8 already avoids via its own polarity filters. The +6.0pp gain is likely a selection bias (fewer, easier trades) not a causal edge. EXPECTED IMPACT: Win rate may rise 1-2pp initially, but absolute profit drops 20-30% due to 40-50% fewer trades. Sharpe ratio degrades because skipped trades include high-R:R winners outside NY_OPEN. RISK: Slippage and spread widening during NY_OPEN (especially on EURUSD, GBPUSD) erode the win-rate gain. E8's FADE polarity edge is session-agnostic — imposing a time filter introduces regime dependency that breaks when NY session behavior shifts (e.g., holiday weeks, low-liquidity Fridays). TEST: Run replay-bench on last 6 months: compare full E8 vs. NY_OPEN-only. Must show Sharpe >1.2 AND 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
- 2026-08-18
- DOI
- https://doi.org/10.5281/zenodo.21989531
- Primary Topic
- Intelligence, Security, War Strategy
- Type
- preprint