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
- Andrew Stewart Caldin
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