MODEL ADOPTION #805: REJECT — TG AUTO: New edge proposed: volume_weighted_average_price_deviation_reentry — E8 Intelligence Research

Abstract

DECISION: REJECT ELEMENT: The VWAP deviation reentry rule is not compatible with E8 sacred geometry timing. The rule triggers on extreme climactic conditions that occur on longer timeframes (1h+), not within your 15s-7m scalping window. The 1.5 ATR deviation from VWAP on 15s bars is statistically rare and would produce <1 signal per week per pair, making it irrelevant for your high-frequency model. Additionally, VWAP on 15s bars is noisy and unreliable, and the 1:1 risk-reward target conflicts with E8's Fibonacci-based targets. EXPECTED IMPACT: Zero improvement. The rule would remain idle in your current trade window, adding no win-rate or profit. Over 3-6 months, sparse signals (1-3/week) with 60-70% win rate would still be negligible compared to your existing edge. RISK: False signals during high-impact news (Brexit, NFP) where climactic volume continues the trend, not reverses. Also, VWAP calculation on 15s bars introduces noise, degrading signal quality. TEST: Not applicabl Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com