MODEL ADOPTION #986: REJECT — LEDGER BENCH: Apply filter: XAUUSD LONG @ ASIAN with 5 conf — improves win rate from 31.6% — E8 Intelligence Research
Abstract
DECISION: REJECT ELEMENT: The rule "XAUUSD LONG @ ASIAN with 5 conf" fails because it is a regime-specific filter with tiny sample (n=21), no out-of-sample validation, and zero trades in the current window — it adds no concrete, testable edge compatible with E8 geometry timing. The backtest result is likely overfit to a narrow market regime. EXPECTED IMPACT: Negligible to negative — would reduce trade count without proven win-rate improvement in live conditions; the 35pp gain is not statistically robust. RISK: Overfitting to a short-term pattern; missing profitable non-Asian XAUUSD longs; degrading model adaptability across market regimes. TEST: Before any reconsideration, run a 30-day shadow-test requiring at least 30 filtered signals with a win rate >50% and a positive Sharpe ratio on the filtered subset, compared to unfiltered XAUUSD longs in the same period. Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
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Authors: Andrew Stewart Caldin