MODEL ADOPTION #3278: REJECT — LEDGER BENCH: Apply filter: Min confirmations >= 6 — improves win rate from 32.0% to 42.0% — E8 Intelligence Research
DECISION: REJECT ELEMENT: No single rule survives — the "min 6 confirmations" filter is a statistical artifact, not an E8-geometry-compatible edge. EXPECTED IMPACT: Win-rate gain (+10pp) is real in backtest but unproven in live drift; likely reduces trade frequency by 30–50%, cutting absolute PnL despite higher per-trade expectancy. The live window's 7W/0L/1R is noise (n=8 closed trades). RISK: Overfits to a 362-trade window; kills early TP2 winners in trending regimes; adds latency that conflicts with Gods-Clock rhythm timing (E8 entries are time-locked, not confirmation-locked). TEST: Before any adoption, run a 90-day shadow replay on the exact E8-node clock: log all signals, execute only ≥6-confirmation trades, and compare against counterfactual all-signal ledger. Require ≥200 trades per side, stratified by timeframe (5m/7m) and asset (FX/XAU). Pass only if filter shows ≥5pp win-rate gain AND ≥0.1R average R-multiple improvement WITHOUT reducing total profit by >20%. Current 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
- 2026-10-03
- DOI
- https://doi.org/10.5281/zenodo.23115479
- Primary Topic
- Time Series Analysis and Forecasting
- Type
- preprint