MODEL ADOPTION #3609: REJECT — LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 32.3% t — E8 Intelligence Research

DECISION: REJECT ELEMENT: No element survives — the phase-distance TIGHT (≤2°) filter is not a concrete, testable edge compatible with E8 geometry timing; it is a statistical artifact from a modest backtest (n=553) with no demonstrated causal link to E8 rhythm logic. EXPECTED IMPACT: Win-rate improvement is likely overfit to recent regime; live slippage/spread will erode the +5.1pp edge to near zero. Trade frequency drop (15–25%) will reduce absolute profit even if win rate rises slightly. Net profit impact: negative or flat. RISK: Filter excludes high-reward entries just outside 2° that still hit TP2 (as Merlin noted). Also, phase-distance distribution varies by instrument and timeframe — a fixed 2° threshold is not rhythm-adaptive and will misfire in trending vs. choppy conditions. Overfitting to 553 trades is the primary degradation vector. TEST: Before any reconsideration, run a 12-month full-history backtest across all 10 instruments (not just 553 trades) with the filter a 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
2026-10-05
DOI
https://doi.org/10.5281/zenodo.23152286
Primary Topic
Financial Markets and Investment Strategies
Type
preprint
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MODEL ADOPTION #3609: REJECT — LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 32.3% t — E8 Intelligence Research

Andrew Stewart Caldin
Zenodo (CERN European Organization for Nuclear Research)
Financial Markets and Investment Strategies
preprint

MODEL ADOPTION #3609: REJECT — LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 32.3% t — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

DECISION: REJECT ELEMENT: No element survives — the phase-distance TIGHT (≤2°) filter is not a concrete, testable edge compatible with E8 geometry timing; it is a statistical artifact from a modest backtest (n=553) with no demonstrated causal link to E8 rhythm logic. EXPECTED IMPACT: Win-rate improvement is likely overfit to recent regime; live slippage/spread will erode the +5.1pp edge to near zero. Trade frequency drop (15–25%) will reduce absolute profit even if win rate rises slightly. Net profit impact: negative or flat. RISK: Filter excludes high-reward entries just outside 2° that still hit TP2 (as Merlin noted). Also, phase-distance distribution varies by instrument and timeframe — a fixed 2° threshold is not rhythm-adaptive and will misfire in trending vs. choppy conditions. Overfitting to 553 trades is the primary degradation vector. TEST: Before any reconsideration, run a 12-month full-history backtest across all 10 instruments (not just 553 trades) with the filter a Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com

Zenodo (CERN European Organization for Nuclear Research)
Financial Markets and Investment Strategies
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MODEL ADOPTION #3609: REJECT — LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 32.3% t — E8 Intelligence Research — Andrew Stewart Caldin · Zenodo (CERN European Organization for Nuclear Research) (2026) | TGRS Research Map | TGRS