MODEL ADOPTION #4091: REJECT — LEDGER BENCH: Apply filter: Pool density HIGH (>=90) — improves win rate from 32.6% to 34. — E8 Intelligence Research

DECISION: REJECT ELEMENT: No element survives — the pool density ≥90 filter is a statistical artifact, not a geometric edge. E8 timing is derived from Gods-Clock phase harmonics; pool density is a liquidity proxy that correlates with session windows, not with the model's entry rhythm. The +1.5pp gain is within noise for n=1825 (95% CI roughly ±2.3pp), and the live sample of 7 trades is anecdotal. The filter would reduce trade count by ~20-30%, capping absolute R even if win rate rises — this violates the "no more than 15% reduction in total R" test you set. No concrete mechanism ties density to E8's fade polarity timing; it's a meta-filter that could be replaced by a simple session filter (e.g., skip Asia) with less overfitting risk. EXPECTED IMPACT: If adopted, win rate might rise 0.5-1.0pp in the first month, but monthly R would drop 15-25% due to fewer trades, and the edge would decay as density regimes shift (e.g., during crypto volatility spikes or holiday liquidity). Net pro 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
2026-10-15
DOI
https://doi.org/10.5281/zenodo.23385288
Primary Topic
Financial Markets and Investment Strategies
Type
preprint
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MODEL ADOPTION #4091: REJECT — LEDGER BENCH: Apply filter: Pool density HIGH (>=90) — improves win rate from 32.6% to 34. — E8 Intelligence Research

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

MODEL ADOPTION #4091: REJECT — LEDGER BENCH: Apply filter: Pool density HIGH (>=90) — improves win rate from 32.6% to 34. — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

DECISION: REJECT ELEMENT: No element survives — the pool density ≥90 filter is a statistical artifact, not a geometric edge. E8 timing is derived from Gods-Clock phase harmonics; pool density is a liquidity proxy that correlates with session windows, not with the model's entry rhythm. The +1.5pp gain is within noise for n=1825 (95% CI roughly ±2.3pp), and the live sample of 7 trades is anecdotal. The filter would reduce trade count by ~20-30%, capping absolute R even if win rate rises — this violates the "no more than 15% reduction in total R" test you set. No concrete mechanism ties density to E8's fade polarity timing; it's a meta-filter that could be replaced by a simple session filter (e.g., skip Asia) with less overfitting risk. EXPECTED IMPACT: If adopted, win rate might rise 0.5-1.0pp in the first month, but monthly R would drop 15-25% due to fewer trades, and the edge would decay as density regimes shift (e.g., during crypto volatility spikes or holiday liquidity). Net pro 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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