MODEL ADOPTION #2327: REJECT — LEDGER BENCH: Apply filter: Min confirmations >= 5 — improves win rate from 31.5% to 33.1% — E8 Intelligence Research
DECISION: REJECT ELEMENT: No element survives — the min-confirmations ≥5 filter is a statistical artifact, not an E8-geometry-compatible edge. EXPECTED IMPACT: +0.0pp win-rate, −5–10% profit over 3 months. The +1.6pp gain in n=1379 is within noise (95% CI ±2.6pp). Removing low-confirmation trades also removes early trend entries (your own two removed wins hit TP2), so net PnL likely flat-to-negative after reduced frequency. RISK: Overfitting to a single window; in fast-trend regimes (XAUUSD breakouts), confirmations lag and you'll miss the highest-R:R entries. Also, the filter is not derived from E8 rhythm or Gods-Clock phase — it's a generic data-quality heuristic that ignores timing structure, so it can't exploit the fade polarity edge you validated. TEST: Before any reconsideration, run a 90-day walk-forward on 5 years of tick data (not 30-day shadow) — require ≥300 trades per regime (trend/choppy), and the filter must show ≥1.0pp win-rate gain AND ≥0% PnL change in BOTH reg 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.22805736
- Primary Topic
- Advanced Statistical Methods and Models
- Type
- preprint