MODEL ADOPTION #2182: REJECT — LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 31.9% t — E8 Intelligence Research
DECISION: REJECT ELEMENT: No element survives — the phase-distance ≤2° filter is not compatible with E8 geometry timing as a standalone rule. The backtest lift (+4.1pp) is derived from a 423-sample window with no demonstrated causal link to E8-node/Gods-Clock rhythm logic. The filter is a statistical artifact, not a geometric timing edge. EXPECTED IMPACT: If adopted, win rate might rise ~2–3pp in the short term, but trade count drops ~20–30%, and total R likely declines because filtered trades (wide phase distance) often capture momentum breakouts — the very trades that produce outsized R in trending regimes. Net profit would likely decrease despite higher win rate. RISK: Overfitting to a narrow sample; phase distance correlates with volatility regime — in high-volatility trends, wide phase entries are often the best R:R. Filtering them would systematically cut winners during the model's strongest periods, increasing drawdown frequency and reducing adaptability. TEST: Before an 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.22742352
- Primary Topic
- Financial Risk and Volatility Modeling
- Type
- preprint