MODEL ADOPTION #2526: REJECT — LEDGER BENCH: Apply filter: Min confirmations >= 6 — improves win rate from 31.0% to 37.7% — E8 Intelligence Research
DECISION: REJECT ELEMENT: No single rule survives — the 6-confirmation filter is a statistical artifact, not an E8-geometry edge. EXPECTED IMPACT: Win-rate gain of +6.6pp is real in-sample but likely shrinks to +1-2pp out-of-sample; profit impact is negative because the filter removes high-RR winners (like the XAUUSD 4051.79 loss is small, but the filter also cuts the 1.34461 win that may have run to TP2). Net PnL delta is modest at best, and trade count drops 20-30%, reducing compounding frequency. RISK: Overfitting to a 414-trade window; the filter delays entries, causing missed fast moves in GBPUSD/XAUUSD where E8 timing is precise — slippage and spread on fewer trades erode the edge. The 6-confirmation threshold is arbitrary; no mechanistic link to Gods-Clock rhythm or FADE polarity. TEST: Before any re-consideration, run a 30-day shadow replay with 200+ trades per arm (all signals vs ≥6 confirmations vs ≥5 confirmations). Require: (1) win-rate improvement ≥4pp out-of-sampl 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.22873895
- Primary Topic
- Advanced Statistical Methods and Models
- Type
- preprint