MODEL ADOPTION #4110: REJECT — LEDGER BENCH: Apply filter: Min confirmations >= 6 — improves win rate from 32.6% to 38.2% — E8 Intelligence Research
DECISION: REJECT ELEMENT: No single rule survives — the ≥6 confirmation filter is a statistical artifact, not an E8-geometry-compatible edge. EXPECTED IMPACT: Win-rate gain (+5.7pp) is real in backtest but likely overfit to recent volatility regime; live adoption would cut trade frequency by ~30%, reducing total profit despite higher win rate. The filter does not align with E8 rhythm logic — it merely delays entries, which can miss the exact fade-zone timing that is the model's core edge. RISK: In faster-reversal regimes (which E8 already anticipates via Gods-Clock phase shifts), the 6-confirmation delay will cause systematic late entries, converting would-be winners into losers. Also, blanket filter ignores per-strategy divergence — `wkjudas` may need early entries for its mean-reversion logic, while `rizzy5m` may benefit from later confirmation. TEST: Before any reconsideration, run a 90-day replay-bench on the exact live window (2026-08-01 to 2026-10-30) with all signals log 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
- 2026-10-15
- DOI
- https://doi.org/10.5281/zenodo.23385725
- Primary Topic
- Financial Markets and Investment Strategies
- Type
- preprint