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

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
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MODEL ADOPTION #4099: REJECT — LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 32.6% t — E8 Intelligence Research

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

MODEL ADOPTION #4099: REJECT — LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 32.6% t — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

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

Zenodo (CERN European Organization for Nuclear Research)
Financial Markets and Investment Strategies
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