MODEL ADOPTION #2205: REJECT — LEDGER BENCH: Apply filter: Min confirmations >= 5 — improves win rate from 31.9% to 33.5% — E8 Intelligence Research
DECISION: REJECT ELEMENT: No single rule survives — the 5-confirmation filter is a statistical artifact, not an E8-geometry edge. EXPECTED IMPACT: Win-rate gain (+1.6pp) is real but likely offset by 15–25% fewer trades and worse average R:R (later entries on trends). Net PnL probably flat-to-negative. The 4-loss elimination in the sample is cherry-picked; broader backtest shows only marginal net benefit. RISK: Filter introduces systematic lag on fast pairs (XAUUSD, USDJPY), increasing slippage. It also cuts off early trend entries where E8 rhythm logic has its highest reward-to-risk — degrading the very edge that makes the model profitable. The filter is a generic noise-reduction heuristic, not aligned with Gods-Clock phase timing. TEST: Before any reconsideration, run a 90-day replay-bench on the exact live signal stream with 300+ trades per arm (A: all signals, B: ≥5 confirmations). Must show: (1) win rate ≥ +2.5pp, (2) average R:R within 5% of baseline, (3) total PnL ≥ +10% 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
- 2026-09-14
- DOI
- https://doi.org/10.5281/zenodo.22742681
- Primary Topic
- Advanced Statistical Methods and Models
- Type
- preprint