MODEL ADOPTION #2225: REJECT — LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 31.9% t — E8 Intelligence Research
Year: 2026
Type: preprint
Abstract: DECISION: REJECT ELEMENT: No single rule survives — the ≤2° phase filter is a statistical artifact of n=422, not a geometric timing edge. E8-node/Gods-Clock rhythm logic already encodes phase as a *timing* constraint, not a *distance* filter; adding a separate distance threshold duplicates existing logic and risks excluding high-RR wide-phase entries that are already validated at scale. EXPECTED IMPACT: Win-rate gain of +4.1pp is real in backtest but likely overfit to a specific volatility regime (XAUUSD clustered losses). Net PnL impact over 6 months: −2% to +3% — the filter reduces frequency by 20–40%, cutting compounding opportunities, while average profit per win may drop if wide-phase trades are systematically higher-RR (as your own risk note states). RISK: Overfitting to a 10-trade window (Merlin's own projection shows high variance). In ranging markets, wide-phase entries are often better — this filter would kill them. Also, the ≤2° threshold is untested against live slipp 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: W7212544763
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