Work

MODEL ADOPTION #1205: REJECT — LEDGER BENCH: Apply filter: Session = NY_OPEN — improves win rate from 31.6% to 37.8% (+6. — E8 Intelligence Research

Year: 2026
Type: preprint
Abstract: DECISION: REJECT ELEMENT: The NY_OPEN session filter is not a concrete, testable edge compatible with E8 geometry timing. It is a time-window heuristic that conflates session start with structural rhythm. E8-node/Gods-Clock logic already encodes session transitions via phase angles and polarity windows — adding a flat clock-based filter introduces redundancy and regime dependency without geometric justification. The +6.2pp improvement in n=603 is likely overfit to recent high-volatility NY overlap and will degrade when NY volatility compresses or when Asian/European sessions produce high-quality FADE entries that E8 already captures. EXPECTED IMPACT: Win rate may temporarily rise 2-4pp in the next 200 trades, but trade frequency drops ~15-20%, reducing total profit. Over 3-6 months, the filter will miss profitable entries during low-volatility regimes where E8's polarity edge is strongest (e.g., Asian session reversals on USDJPY). Net effect: lower absolute PnL with no sustainable wi Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
Language: English
Subfield: Finance
Open Access status: green
OpenAlex ID: W7203869756
Cites:
Cited by:
Related to: