MODEL ADOPTION #2234: REJECT — LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 31.8% t — E8 Intelligence Research
DECISION: REJECT ELEMENT: No element survives — phase-distance TIGHT (≤2deg) filter is not compatible with E8-node/Gods-Clock rhythm logic as a standalone rule. EXPECTED IMPACT: Win-rate gain (+4.2pp) is likely overfit to n=424; profit factor may not improve because the filter removes wide-phase winners with strong momentum, and it clusters entries into narrow time windows, increasing trade correlation and drawdown risk. RISK: Non-stationary phase distance — in trending regimes, the filter cuts high-R winners; in phase-locked conditions, it amplifies correlated losses. Also, the 30-day shadow test would require 200+ filtered trades, which at 20-30% frequency reduction could take 3-4 months, delaying live deployment without proven edge. TEST: Before any reconsideration, run a walk-forward backtest on the last 6 months split into three 2-month windows. Require the +4.2pp win-rate gain to persist in at least 2 of 3 windows AND a positive profit-factor delta (≥1.15) in the filtered 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
- 2026-09-15
- DOI
- https://doi.org/10.5281/zenodo.22762216
- Primary Topic
- Advanced Frequency and Time Standards
- Type
- preprint