MODEL ADOPTION #2527: REJECT — LEDGER BENCH: Apply filter: Min confirmations >= 5 — improves win rate from 31.0% to 32.6% — E8 Intelligence Research
DECISION: REJECT ELEMENT: No rule added — min-confirmations filter is not a geometric timing edge; it is a statistical heuristic that conflicts with E8's rhythm-based entry logic. EXPECTED IMPACT: Win-rate gain of +1.6pp is within noise (n=1409, p≈0.15). More critically, the filter adds latency, which degrades E8's fade polarity timing — entries will shift later, increasing slippage and reversal exposure. Net effect likely ≤0.0pp after costs. RISK: Over-filtering removes high-confluence fast entries (e.g., news-driven fades) that E8's Gods-Clock rhythm specifically targets; also, confirmation counts are not independent of market regime — in trending conditions, low-confirmation trades may be the only ones that catch the move early. TEST: Before any reconsideration, run a 30-day shadow test with 200+ trades per arm (A: unfiltered, B: min-confirm≥5). Pass criteria: B must show ≥1.0pp win-rate improvement AND ≤0.1R average slippage increase AND no increase in max drawdown. If B fa 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
- 2026-09-21
- DOI
- https://doi.org/10.5281/zenodo.22873957
- Primary Topic
- Intelligence, Security, War Strategy
- Type
- preprint