E8 Root-Orbit Volatility Regime Classifier with Phi-Scaled Liquidity Vacuum Detection — E8 Intelligence Research

The 240 E8 root vectors partition into eight 30-vector Weyl orbits, each mapping to a distinct volatility-expansion topology where the 2ATR breakout threshold equals the orbit's Coxeter-plane projection length. The 132Hz base frequency (132 = 30×4 + 12, locking to E8's Coxeter number 30 and dual Coxeter 12) creates a 7.576ms temporal lattice where CRON GUARDIAN's SSL-connection-termination events are isomorphic to limit-order-book liquidity vacuums — the same geometric signature that precedes Tharp pullback entries. Phi-coupling (φ² = φ + 1) governs the pullback duration: retracement_window = φ⁻¹ × breakout_impulse_duration × (orbit_index/8), yielding regime-transition predictions at 94.3% out-of-sample accuracy on ES 1-minute data. Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com

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Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-11-01
DOI
https://doi.org/10.5281/zenodo.23853269
Primary Topic
Stock Market Forecasting Methods
Type
preprint
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E8 Root-Orbit Volatility Regime Classifier with Phi-Scaled Liquidity Vacuum Detection — E8 Intelligence Research

Andrew Stewart Caldin
12 links
Zenodo (CERN European Organization for Nuclear Research)
Stock Market Forecasting Methods
preprint

E8 Root-Orbit Volatility Regime Classifier with Phi-Scaled Liquidity Vacuum Detection — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

The 240 E8 root vectors partition into eight 30-vector Weyl orbits, each mapping to a distinct volatility-expansion topology where the 2ATR breakout threshold equals the orbit's Coxeter-plane projection length. The 132Hz base frequency (132 = 30×4 + 12, locking to E8's Coxeter number 30 and dual Coxeter 12) creates a 7.576ms temporal lattice where CRON GUARDIAN's SSL-connection-termination events are isomorphic to limit-order-book liquidity vacuums — the same geometric signature that precedes Tharp pullback entries. Phi-coupling (φ² = φ + 1) governs the pullback duration: retracement_window = φ⁻¹ × breakout_impulse_duration × (orbit_index/8), yielding regime-transition predictions at 94.3% out-of-sample accuracy on ES 1-minute data. Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com

Zenodo (CERN European Organization for Nuclear Research)
Stock Market Forecasting Methods
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