MODEL ADOPTION #4017: REJECT — LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 32.5% t — E8 Intelligence Research

DECISION: REJECT ELEMENT: No single rule survives — the ≤2° phase filter is a frequency reducer, not an edge enhancer. It does not align with E8-node/Gods-Clock rhythm logic, which already encodes phase timing via the clock's harmonic structure. Adding a second, independent phase filter risks double-counting the same timing signal and creates a brittle, overfit constraint. EXPECTED IMPACT: Win rate may rise ~5pp in the backtest, but absolute profit likely falls because the filter removes high-volatility trades (rizzy5m/rizzy7m) that carry larger R-multiples. The +5.2pp is on n=594 — not statistically robust (CI ±4pp at 95%). Over 3–6 months, expect 30–50% fewer trades, lower total PnL, and no improvement in risk-adjusted return (Sharpe likely flat or worse). RISK: The phase metric is derived from a noisy oscillator; a fixed ≤2° threshold will become stale as market cycles shift. It will also starve the model of exactly the wide-phase, high-momentum entries that drive outsized win 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
2026-10-12
DOI
https://doi.org/10.5281/zenodo.23310298
Primary Topic
Financial Markets and Investment Strategies
Type
preprint
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MODEL ADOPTION #4017: REJECT — LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 32.5% t — E8 Intelligence Research

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

MODEL ADOPTION #4017: REJECT — LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 32.5% t — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

DECISION: REJECT ELEMENT: No single rule survives — the ≤2° phase filter is a frequency reducer, not an edge enhancer. It does not align with E8-node/Gods-Clock rhythm logic, which already encodes phase timing via the clock's harmonic structure. Adding a second, independent phase filter risks double-counting the same timing signal and creates a brittle, overfit constraint. EXPECTED IMPACT: Win rate may rise ~5pp in the backtest, but absolute profit likely falls because the filter removes high-volatility trades (rizzy5m/rizzy7m) that carry larger R-multiples. The +5.2pp is on n=594 — not statistically robust (CI ±4pp at 95%). Over 3–6 months, expect 30–50% fewer trades, lower total PnL, and no improvement in risk-adjusted return (Sharpe likely flat or worse). RISK: The phase metric is derived from a noisy oscillator; a fixed ≤2° threshold will become stale as market cycles shift. It will also starve the model of exactly the wide-phase, high-momentum entries that drive outsized win 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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