MODEL ADOPTION #2388: 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 filter (≤2°) is a statistical artifact, not a geometric edge. EXPECTED IMPACT: Win-rate gain of +4.4pp is within noise (n=433, ±2pp error). Even if real, the 25–35% trade reduction will cut absolute profit by more than the win-rate gain (fewer trades × lower R per trade in diffuse regimes). Net effect: likely −5% to −10% monthly PnL, not an improvement. RISK: Overfitting to a narrow phase band — E8 rhythm logic already encodes phase coherence; adding a second filter double-counts the same signal, starving the engine during low-volatility consolidation where the Gods-Clock still produces valid fade entries. Also, the live shadow test (5/6–5/7 win rate) is a 6–7 trade sample — meaningless. TEST: Before any re-adoption, run a 90-day replay-bench on all 10 instruments with the filter ON, but require: (1) filtered set must show ≥5pp win-rate improvement over unfiltered (not 3pp), (2) monthly trade count must drop 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.22824393
- Primary Topic
- Intelligence, Security, War Strategy
- Type
- preprint