MODEL ADOPTION #4058: 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 phase-distance filter (≤2°) is a statistical artifact, not a geometric timing edge. E8-node/Gods-Clock rhythm logic already encodes phase alignment; adding a second, redundant threshold on the same variable creates overfitting without new information. The backtest n=595 is too small to separate regime luck from structural edge, and the +5.1pp win-rate gain is within noise for a 32.5% base rate (std error ~2.1pp). EXPECTED IMPACT: If adopted, win rate might rise to ~37% but trade frequency drops 30–40%, reducing absolute R by ~15–25% over 3 months (fewer trades × similar R per trade). Profit per trade may improve slightly, but total PnL likely flat-to-negative. The two "blocked" losses in the live window are cherry-picked — the filter would also block high-RR winners in other regimes, as Merlin's own projection admits (20% chance of negative drift). RISK: Overfitting to 2026-09-01 phase dispersion. In higher-volatility regime 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
2026-10-14
DOI
https://doi.org/10.5281/zenodo.23357682
Primary Topic
Financial Markets and Investment Strategies
Type
preprint
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MODEL ADOPTION #4058: 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 #4058: 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 phase-distance filter (≤2°) is a statistical artifact, not a geometric timing edge. E8-node/Gods-Clock rhythm logic already encodes phase alignment; adding a second, redundant threshold on the same variable creates overfitting without new information. The backtest n=595 is too small to separate regime luck from structural edge, and the +5.1pp win-rate gain is within noise for a 32.5% base rate (std error ~2.1pp). EXPECTED IMPACT: If adopted, win rate might rise to ~37% but trade frequency drops 30–40%, reducing absolute R by ~15–25% over 3 months (fewer trades × similar R per trade). Profit per trade may improve slightly, but total PnL likely flat-to-negative. The two "blocked" losses in the live window are cherry-picked — the filter would also block high-RR winners in other regimes, as Merlin's own projection admits (20% chance of negative drift). RISK: Overfitting to 2026-09-01 phase dispersion. In higher-volatility regime 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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