MODEL ADOPTION #4625: REJECT — LEDGER BENCH: Apply filter: Min confirmations >= 7 — improves win rate from 32.2% to 48.1% — E8 Intelligence Research
Year: 2026
Type: preprint
Abstract: DECISION: REJECT ELEMENT: No element survives — the ≥7 confirmation filter is a frequency-reduction artifact, not a timing edge. E8 geometry already defines entry rhythm; adding confirmations delays entries into later bar phases, violating the fade polarity window. EXPECTED IMPACT: Win rate would rise only because you'd skip early, high-risk entries — but those are the highest-R trades in E8's fade logic. Net PnL likely flat or negative after accounting for missed winners and wider stops on late entries. The +15.9pp is from n=27 with 14 BE trades — noise floor. RISK: Regime dependence — in fast trends, 7 confirmations means you enter after the move, catching reversals against you. Also, capital lockup reduction is irrelevant since rejected trades never held SL/TP. TEST: Replay the last 90 days of live E8 signals. For each signal, record the bar-time at which the 7th confirmation would occur. If that time is >2 bars after the E8 rhythm entry point, reject the filter. Then run a 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: W7223472607
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