MODEL ADOPTION #3274: REJECT — LEDGER BENCH: Apply filter: Min confirmations >= 6 — improves win rate from 31.9% to 41.6% — E8 Intelligence Research
DECISION: REJECT ELEMENT: No element survives — the 6-confirmation filter is a lag-inducing heuristic that conflicts with E8 geometry timing, which requires entry at the polarity inflection, not after confirmation stacking. EXPECTED IMPACT: Win-rate gain (+9.7pp) is an artifact of a small, non-random window (n=365, single regime). In live E8 rhythm, delaying entries by 6 confirmations will cause systematic late fills on fast breakouts, reducing R:R and increasing stop-outs during trend days. Net profit likely flat to negative. RISK: The filter will kill the edge on rizzy5m signals that rely on early entry at the Gods-Clock turn; it also introduces a lookahead bias in the backtest (confirmations are only known after the fact). Regime shift to trending markets will amplify losses from late entries. TEST: Before any reconsideration, run a 60-day shadow replay on the same live feed, logging every filtered signal. Require: (1) ≥200 filtered signals, (2) filtered trades must show ≥45 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.23115473
- Primary Topic
- Competitive and Knowledge Intelligence
- Type
- preprint