MODEL ADOPTION #2383: REJECT — LEDGER BENCH: Apply filter: Quarterly phase = ACCUMULATION — improves win rate from 31.2% — E8 Intelligence Research
DECISION: REJECT ELEMENT: No single rule survives — the ACCUMULATION-phase filter is a macro-regime label, not an E8 geometry timing edge. It lacks a causal mechanism tied to the Gods-Clock rhythm or FADE polarity logic, and its lift (+12.6pp) is derived from a small, mixed-signal sample (n=121) with no demonstrated compatibility with the live model's entry timing. EXPECTED IMPACT: If forced, win-rate might rise ~5–8pp in the short term, but trade frequency would drop 50–70%, likely reducing total R per month. The filter is a proxy for volatility/spread conditions, not a timing edge — it would add a discretionary layer that conflicts with the deterministic E8-node rhythm. RISK: Regime shift into prolonged distribution phases would exclude profitable counter-trend trades; the filter's rarity starves the model of signals, increasing variance and reducing compounding. Also, the backtest lift may be overfit to a specific quarterly window — no evidence it holds across different market 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
- 2026-09-18
- DOI
- https://doi.org/10.5281/zenodo.22824197
- Primary Topic
- Competitive and Knowledge Intelligence
- Type
- preprint