MODEL ADOPTION #2173: REJECT — LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 31.9% t — E8 Intelligence Research

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Authors

Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-09-14
DOI
https://doi.org/10.5281/zenodo.22742248
Primary Topic
Intelligence, Security, War Strategy
Type
preprint
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preprint

MODEL ADOPTION #2173: REJECT — LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 31.9% t — E8 Intelligence Research

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

MODEL ADOPTION #2173: REJECT — LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 31.9% t — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

DECISION: REJECT ELEMENT: No single rule survives — the phase-distance filter is a statistical artifact, not a geometric edge. E8 timing already encodes phase boundaries; adding a ≤2° filter double-counts the same information and will cannibalize high-RR entries near reversals. EXPECTED IMPACT: Win rate may rise ~2–3pp in backtest, but average R per trade will drop by a similar margin (filter removes early-trend entries that later become winners). Net expectancy likely flat to slightly negative over 200+ trades. The +4.2pp gain (n=421) is within noise for a 15–20% frequency cut. RISK: Overfitting to a choppy regime — in fast trends, phase distance expands, and the filter will exclude the exact momentum entries that carry the model's fat right tail. Also, "missed trade regret" will degrade discipline, causing manual overrides that break E8 rhythm. TEST: Before any future consideration, run a 30-day shadow on XAUUSD/AUDUSD/USDCAD/USDJPY/GBPUSD/EURJPY with rizzy5m/rizzy7m/wkjudas/ 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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