MODEL ADOPTION #2250: REJECT — LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 31.6% t — E8 Intelligence Research

DECISION: REJECT ELEMENT: No single rule survives — the 2° phase-distance filter is a statistical artifact, not a geometric edge. EXPECTED IMPACT: Win-rate gain (+4.4pp) is real on n=425, but it comes from removing 3 losing XAUUSD shorts in one window — that's noise, not signal. Over 3–6 months, the filter will cut 30–50% of trades, many of which are valid E8 rhythm entries, reducing total profit despite higher win rate. The 2° threshold is arbitrary; sensitivity sweep will likely show instability at 1.5° or 2.5°. RISK: Overfitting to a single regime (tight phase dispersion). In choppy or trending markets with wider phase spread, the filter excludes high-probability entries, degrading R:R and total PnL. Also, it biases toward late entries, increasing average loss size when wrong. TEST: Before any reconsideration, run a 30-day shadow test on live data with the filter applied to all rizzy5m, rizzy7m, wkjudas signals. Log every excluded trade with phase distance and outcome. Requi 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
2026-09-15
DOI
https://doi.org/10.5281/zenodo.22762609
Primary Topic
Sports Analytics and Performance
Type
preprint
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MODEL ADOPTION #2250: REJECT — LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 31.6% t — E8 Intelligence Research

Andrew Stewart Caldin
Zenodo (CERN European Organization for Nuclear Research)
Sports Analytics and Performance
preprint

MODEL ADOPTION #2250: REJECT — LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 31.6% t — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

DECISION: REJECT ELEMENT: No single rule survives — the 2° phase-distance filter is a statistical artifact, not a geometric edge. EXPECTED IMPACT: Win-rate gain (+4.4pp) is real on n=425, but it comes from removing 3 losing XAUUSD shorts in one window — that's noise, not signal. Over 3–6 months, the filter will cut 30–50% of trades, many of which are valid E8 rhythm entries, reducing total profit despite higher win rate. The 2° threshold is arbitrary; sensitivity sweep will likely show instability at 1.5° or 2.5°. RISK: Overfitting to a single regime (tight phase dispersion). In choppy or trending markets with wider phase spread, the filter excludes high-probability entries, degrading R:R and total PnL. Also, it biases toward late entries, increasing average loss size when wrong. TEST: Before any reconsideration, run a 30-day shadow test on live data with the filter applied to all rizzy5m, rizzy7m, wkjudas signals. Log every excluded trade with phase distance and outcome. Requi 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
Sports Analytics and Performance
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