MODEL ADOPTION #4136: REJECT — LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 32.6% t — E8 Intelligence Research
- 1Independent Researcher, United Kingdom
Abstract
DECISION: REJECT ELEMENT: No single rule survives — the ≤2° phase-distance filter is a statistical artifact, not a geometric timing edge. EXPECTED IMPACT: +0.0pp win-rate over 6 months; likely negative PnL because the filter blocks high-RR phase-breakout entries (e.g., GBPUSD SHORT 1.34898) that pay for multiple small losses. The +4.8pp gain (n=600) is dominated by rizzy5m losses, which are already penalized by E8 rhythm logic — this filter merely proxies "avoid rizzy5m" without addressing the underlying cause. RISK: Overfitting to a 2° threshold; regime shift to lower volatility makes phase distance less discriminative; filter kills legitimate fade entries at phase extremes (≤2° often coincides with reversal zones where E8 Gods-Clock expects mean reversion, not continuation). Also, blocking trades reduces sample size per week, increasing variance and drawdown depth during streak losses. TEST: Before any adoption, run a 12-month walk-forward on E8-node data with thresholds 1.0°
Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
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BibTeX
@misc{caldin2026model,
title = {{MODEL ADOPTION #4136: REJECT — LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 32.6% t — E8 Intelligence Research}},
author = {Andrew Stewart Caldin},
howpublished = {Zenodo},
year = {2026},
month = oct,
doi = {10.5281/zenodo.23409875},
url = {https://zenodo.org/records/23409875},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - MODEL ADOPTION #4136: REJECT — LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 32.6% t — E8 Intelligence Research
AU - Andrew Stewart Caldin
PY - 2026
DA - 2026/10/16
PB - Zenodo
DO - 10.5281/zenodo.23409875
UR - https://zenodo.org/records/23409875
AB - DECISION: REJECT ELEMENT: No single rule survives — the ≤2° phase-distance filter is a statistical artifact, not a geometric timing edge. EXPECTED IMPACT: +0.0pp win-rate over 6 months; likely negative PnL because the filter blocks high-RR phase-breakout entries (e.g., GBPUSD SHORT 1.34898) that pay for multiple small losses. The +4.8pp gain (n=600) is dominated by rizzy5m losses, which are already penalized by E8 rhythm logic — this filter merely proxies "avoid rizzy5m" without addressing the underlying cause. RISK: Overfitting to a 2° threshold; regime shift to lower volatility makes phase distance less discriminative; filter kills legitimate fade entries at phase extremes (≤2° often coincides with reversal zones where E8 Gods-Clock expects mean reversion, not continuation). Also, blocking trades reduces sample size per week, increasing variance and drawdown depth during streak losses. TEST: Before any adoption, run a 12-month walk-forward on E8-node data with thresholds 1.0° Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
ER -