MODEL ADOPTION #2422: REJECT — LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 31.0% t — E8 Intelligence Research
DECISION: REJECT ELEMENT: No element survives — phase-distance filter (≤2°) is not compatible with E8 geometry timing as a standalone live rule. EXPECTED IMPACT: Win-rate gain (+4.4pp) is real but likely overfit to recent volatility clustering; filtering trades by phase distance alone does not align with E8-node/Gods-Clock rhythm logic, which requires entry timing at specific harmonic nodes — not a static angular cutoff. Removing 20-30% of trades may cut high-RR winners, leaving net expectancy flat or negative. RISK: Threshold 2° is arbitrary; microstructure shifts (FX noise, spread widening) degrade predictability. Filter reduces trade frequency, potentially missing E8-aligned entries that occur at wider phase distances but still at valid rhythm nodes. Overfit to 434-sample backtest; live decay likely after 2 months. TEST: Before any reconsideration, run a 200-signal shadow-forward test on live signals — log phase distance at entry, do NOT filter. Then compare win rate AND ave 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
- 2026-09-19
- DOI
- https://doi.org/10.5281/zenodo.22841542
- Primary Topic
- Earthquake Detection and Analysis
- Type
- preprint