MODEL ADOPTION #4126: REJECT — LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 32.5% t — E8 Intelligence Research

DECISION: REJECT ELEMENT: No element survives — the ≤2° phase-distance filter is a statistical artifact, not a geometric timing edge. E8-node/Gods-Clock rhythm logic already encodes phase as a continuous timing variable; imposing a hard cutoff at 2° is arbitrary and not derived from any E8 harmonic invariant. The backtest gain (+4.8pp on n=600) is within noise for a continuous variable threshold search, and Merlin's own projection confirms the live window effect is tiny and non-significant. The filter would cut frequency 30–40%, reducing gross profit and risking overfit to a specific volatility regime. No concrete, testable edge compatible with E8 geometry exists here — only a data-mined cutoff. EXPECTED IMPACT: If adopted, win rate might rise ~2–3pp in the first month (selection bias), but total profit would likely drop 15–25% due to fewer trades and missed large winners. Within 3 months, the edge decays to neutral as phase-distance distribution shifts with market regime. Net effec 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
2026-10-16
DOI
https://doi.org/10.5281/zenodo.23409607
Primary Topic
Financial Markets and Investment Strategies
Type
preprint
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MODEL ADOPTION #4126: 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 #4126: 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 element survives — the ≤2° phase-distance filter is a statistical artifact, not a geometric timing edge. E8-node/Gods-Clock rhythm logic already encodes phase as a continuous timing variable; imposing a hard cutoff at 2° is arbitrary and not derived from any E8 harmonic invariant. The backtest gain (+4.8pp on n=600) is within noise for a continuous variable threshold search, and Merlin's own projection confirms the live window effect is tiny and non-significant. The filter would cut frequency 30–40%, reducing gross profit and risking overfit to a specific volatility regime. No concrete, testable edge compatible with E8 geometry exists here — only a data-mined cutoff. EXPECTED IMPACT: If adopted, win rate might rise ~2–3pp in the first month (selection bias), but total profit would likely drop 15–25% due to fewer trades and missed large winners. Within 3 months, the edge decays to neutral as phase-distance distribution shifts with market regime. Net effec 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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