MODEL ADOPTION #2339: REJECT — LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 31.2% t — E8 Intelligence Research
DECISION: REJECT ELEMENT: No single rule survives — the phase distance ≤2° filter is a statistical artifact, not a geometric edge. EXPECTED IMPACT: Win-rate gain is real in-sample but likely overfit: +4.4pp on n=432 with a 2° cutoff is within noise for 10 instruments across regimes. The 15–20% trade reduction will cut gross profit more than the win-rate gain adds (est. net PnL −2% to +3%, not the claimed +5–10%). RISK: The filter removes counter-trend entries near phase boundaries — exactly where E8's FADE polarity edge lives. In trending windows (e.g., USDJPY strong momentum), this would kill the highest-R trades. Also, 2° is not invariant across XAUUSD (volatile) vs FX pairs (quieter) — threshold will need re-tuning per instrument, a sign of curve-fitting. TEST: Before any adoption, run a strict walk-forward on the last 6 months, split into 3-month halves. Require: (1) win-rate improvement ≥3pp in BOTH halves, (2) no more than 10% trade reduction in either half, (3) monotonic 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
- 2026-09-17
- DOI
- https://doi.org/10.5281/zenodo.22805874
- Primary Topic
- Intelligence, Security, War Strategy
- Type
- preprint