MODEL ADOPTION #4099: REJECT — LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 32.6% t — E8 Intelligence Research
DECISION: REJECT ELEMENT: No element survives — the ≤2° phase-distance filter is not a concrete, testable edge compatible with E8 geometry timing; it is a statistical artifact from a single backtest window (n=599) with no demonstrated causal link to E8-node/Gods-Clock rhythm logic. EXPECTED IMPACT: Win-rate gain of +4.8pp is likely overfit; live phase drift (1–3°) and broker feed timing make a hard 2° cutoff fragile. Filtering would cut trade frequency 30–50%, likely removing high-volatility breakout winners with wider phase dispersion — net PnL flat or negative. RISK: Degrades model by excluding TP2 hits and high-R:R breakouts; introduces regime-dependent bias; wkjudas vs rizzy signal phase characteristics differ, so filter may not generalize across signal sources. TEST: Must pass a 300-signal shadow test on live rizzy5m/rizzy7m/wkjudas feeds, logging phase distance at entry, comparing ≤2°, ≤3°, and dynamic top-20% thresholds against unfiltered baseline — requiring win-rate AN 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.23385420
- Primary Topic
- Financial Markets and Investment Strategies
- Type
- preprint