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

Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-09-14
DOI
https://doi.org/10.5281/zenodo.22742353
Primary Topic
Financial Risk and Volatility Modeling
Type
preprint
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MODEL ADOPTION #2182: 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)
Financial Risk and Volatility Modeling
preprint

MODEL ADOPTION #2182: 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 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

Zenodo (CERN European Organization for Nuclear Research)
Decent work and economic growth
Financial Risk and Volatility Modeling
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MODEL ADOPTION #2182: 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) (2026) | TGRS Research Map | TGRS