MODEL ADOPTION #2693: REJECT — LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 30.9% t — E8 Intelligence Research

DECISION: REJECT ELEMENT: No single rule survives — the ≤2° phase filter is a statistical artifact, not an E8-geometry timing edge. EXPECTED IMPACT: Win rate would appear to rise (+4.4pp) but only by deleting 40–60% of trades, many of which are trend-following winners in strong phases. Net profit likely flat or negative due to reduced frequency and higher per-trade variance. RISK: The filter becomes a low-volatility proxy, aligning entries with wider spreads/slippage. It also breaks E8 rhythm logic — phase distance is not a timing gate in the Gods-Clock model; it's a descriptive state, not a predictive trigger. Overfitting to a 442-sample backtest with a single market regime is the primary degradation vector. TEST: Before any reconsideration, run a 12-month walk-forward (3-month rolling) on all 10 instruments, requiring the +4.4pp edge to persist in at least 8 of 10 windows AND show positive net R after accounting for reduced trade count. Additionally, replay the last 30 live d Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com

Authors

Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-09-25
DOI
https://doi.org/10.5281/zenodo.22951928
Primary Topic
Complex Systems and Time Series Analysis
Type
preprint
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MODEL ADOPTION #2693: REJECT — LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 30.9% t — E8 Intelligence Research

Andrew Stewart Caldin
Zenodo (CERN European Organization for Nuclear Research)
Complex Systems and Time Series Analysis
preprint

MODEL ADOPTION #2693: REJECT — LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 30.9% t — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

DECISION: REJECT ELEMENT: No single rule survives — the ≤2° phase filter is a statistical artifact, not an E8-geometry timing edge. EXPECTED IMPACT: Win rate would appear to rise (+4.4pp) but only by deleting 40–60% of trades, many of which are trend-following winners in strong phases. Net profit likely flat or negative due to reduced frequency and higher per-trade variance. RISK: The filter becomes a low-volatility proxy, aligning entries with wider spreads/slippage. It also breaks E8 rhythm logic — phase distance is not a timing gate in the Gods-Clock model; it's a descriptive state, not a predictive trigger. Overfitting to a 442-sample backtest with a single market regime is the primary degradation vector. TEST: Before any reconsideration, run a 12-month walk-forward (3-month rolling) on all 10 instruments, requiring the +4.4pp edge to persist in at least 8 of 10 windows AND show positive net R after accounting for reduced trade count. Additionally, replay the last 30 live d Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com

Zenodo (CERN European Organization for Nuclear Research)
Complex Systems and Time Series Analysis
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