MODEL ADOPTION #4140: REJECT — LEDGER BENCH: Apply filter: Session = OFF_SESSION — improves win rate from 32.6% to 42.5% — E8 Intelligence Research
Year: 2026
Type: preprint
Abstract: DECISION: REJECT ELEMENT: No single rule survives — the OFF_SESSION filter is a proxy for signal-source quality (wkjudas underperformance), not a session-time edge. Adopting it would mask the real confound and reduce trade frequency without isolating the causal driver. EXPECTED IMPACT: Win-rate gain is likely spurious (+10pp on n=127, with 3/10 live window showing filter removes all wkjudas — a source bias, not session effect). Absolute PnL would likely drop due to fewer trades, and the filter would not survive regime shifts (e.g., high-vol news sessions where OFF_SESSION entries are actually worse). RISK: Overfitting to summer low-vol regime; discarding wkjudas entirely without testing its standalone quality; session filter may correlate with E8 geometry phase (e.g., OFF_SESSION often aligns with non-optimal God's Clock windows), creating a hidden timing conflict. TEST: Before any adoption, run a 90-day replay-bench on historical tick data (2023–2025) with the following exact 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: W7222604246
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