MODEL ADOPTION #3975: REJECT — LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 32.5% t — E8 Intelligence Research
Year: 2026
Type: preprint
Abstract: DECISION: REJECT ELEMENT: No element survives — the phase-distance filter (≤2°) is a statistical artifact, not a geometric timing edge. E8-node/Gods-Clock rhythm logic already encodes phase as a timing gate; adding a second, redundant distance threshold on the same variable risks double-counting and overfitting to a 593-trade window. The +5.1pp win-rate gain is within noise for that sample size (σ≈2.1pp), and the filter's selection bias (removing losers) is circular — you cannot validate a filter by applying it to the same trades that generated the threshold. EXPECTED IMPACT: If adopted, win rate might rise 2–4pp in the short term, but trade frequency drops 20–30%, and average win size likely shrinks because tight phase filters cut off trend-reversal winners (high-volatility, high-R trades). Net profit would be flat to negative over 3 months, with a false sense of safety from reduced drawdown. RISK: The filter will remove legitimate fade entries at phase extremes (where E8 rhythm 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: W7221464716
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