MODEL ADOPTION #2851: REJECT — TG AUTO: New edge proposed: opening_range_breakout_with_prior_day_close_filter — E8 Intelligence Research

DECISION: REJECT ELEMENT: No element survives — the 30-minute OR is incompatible with E8's 15s–7m scalp horizon, and the filter's directional bias (long only if OR_high > PDC, short only if OR_low < PDC) would systematically block counter-trend scalps that E8 geometry explicitly targets (fade polarity edge already validated). The proposed rule is a *trend-following* filter grafted onto a *mean-reversion* engine — a category mismatch. EXPECTED IMPACT: If adopted, win-rate might rise 2–4% on the surviving subset, but trade frequency would drop 10–20%, and the blocked trades would include high-R counter-trend winners (E8's core edge). Net R-multiple likely negative over 90 days. The 4 blocked losses in Merlin's projection are cherry-picked; the same filter would block an unknown number of winning fades on days where price gaps through PDC and retraces into the OR — exactly the fast scalps E8 exploits. RISK: Over-filtering destroys the fade polarity edge; 30-minute OR lags our entry Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com