MODEL ADOPTION #1206: REJECT — LEDGER BENCH: Apply filter: Min confirmations >= 6 — improves win rate from 31.6% to 41.2% — E8 Intelligence Research
Year: 2026
Type: preprint
Abstract: DECISION: REJECT ELEMENT: The "min confirmations >= 6" filter is a statistical artifact, not a geometric timing edge. It does not align with E8-node/Gods-Clock rhythm logic — confirmations are a count of concurrent signals, not a phase or harmonic constraint. The +9.6pp win-rate improvement is likely a selection bias from removing low-probability entries that happen to cluster in low-conviction regimes, not a causal rule. Over 3–6 months, this filter will cap upside by rejecting high-reward outliers (e.g., trades with 4–5 confirmations that still win big) and will degrade in volatile regimes where fewer confirmations are needed for valid signals. The backtest n=323 is too small to distinguish signal from noise; the 72 confidence is inflated. EXPECTED IMPACT: Win rate may rise 2–4pp in the short term, but total PnL will likely drop 5–10% due to missed high-reward trades. Over 6 months, the filter becomes a drag as market regimes shift. RISK: Overfitting to a specific confirmation-cou Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
Author: Caldin, Andrew Stewart
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W7203949465
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