MODEL ADOPTION #397: REJECT — LEDGER BENCH: Apply filter: Quarterly phase = DISTRIBUTION — improves win rate from 32.4% — E8 Intelligence Research

Abstract

DECISION: REJECT ELEMENT: The "Quarterly phase = DISTRIBUTION" filter is not a concrete, testable edge compatible with E8 geometry timing. It relies on an external macro-phase classification (likely derived from a calendar or market cycle model) that is not defined within the E8-node/Gods-Clock rhythm logic. The backtest (n=94) is too small to confirm statistical significance, and the +7.0pp win-rate improvement is fragile — the confidence of 72 is insufficient for live adoption. The filter would also reduce trade count by 20–30%, which in a low-win-rate model (32.4% baseline) could lower absolute PnL even if win rate improves. The "same-window effect" example is anecdotal (n=5) and not reproducible. EXPECTED IMPACT: Negligible or negative. Win-rate might rise slightly but trade count drops, likely reducing net profit. The filter introduces a non-E8 dependency that could break under regime shifts. RISK: Phase misclassification (timezone/calendar errors), regime shifts where distribu Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com