MODEL ADOPTION #1893: REJECT — TG AUTO: New edge proposed: volume_weighted_average_price_deviation_reversion — E8 Intelligence Research

DECISION: REJECT ELEMENT: No element survives — the 2.0 ATR VWAP deviation rule is incompatible with our 15s–7m scalp horizon and E8 sacred geometry timing. The 20-bar VWAP on 1m/5m is too slow to align with our entry windows, and the next-bar open confirmation adds a full bar of latency that breaks our rhythm logic. Volume data on eToro for these timeframes is notoriously noisy, making the VWAP calculation unreliable at the exact frequencies we trade. The rule is also trend-agnostic — in the strong directional moves we often scalp, it would fire early and produce a string of small losses that our 10-bar max hold cannot recover from. EXPECTED IMPACT: Zero to negative. No overlap with current trades means no immediate PnL delta, but over 3–6 months it would likely add 5–15 low-quality trades per instrument per month with a 45–55% win rate — below our live threshold. The 10-bar hold would cut winners short in slow reversion, and the 2.0 ATR threshold is too wide for our 15s–7m targe Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com