MODEL ADOPTION #925: REJECT — LEDGER BENCH: Apply filter: Session = NY_OPEN — improves win rate from 31.7% to 37.8% (+6. — E8 Intelligence Research

Abstract

DECISION: REJECT ELEMENT: The NY_OPEN filter is not a concrete, testable edge compatible with E8 geometry timing. It is a time-window heuristic that conflates session boundaries with liquidity regimes, but E8-node/Gods-Clock rhythm logic already encodes session-phase transitions via its own internal phase markers. Adding a separate NY_OPEN filter would create redundant, potentially conflicting session logic. The backtest win-rate improvement (+6.2pp, n=603) is modest and likely overfit to a specific period; the sample size is too small to rule out noise, and the filter would systematically exclude trades during Asian/London sessions where E8 geometry may still produce valid FADE polarity signals. The risk of degrading total PnL by cutting profitable non-NY trades outweighs the marginal win-rate gain. EXPECTED IMPACT: Negligible win-rate improvement (0–2pp) in live trading due to session overlap with existing E8 phase logic. Profit likely decreases because the filter removes valid tra Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com