MODEL ADOPTION #1093: REJECT — LEDGER BENCH: Apply filter: Quarterly phase = ACCUMULATION — improves win rate from 31.7% — E8 Intelligence Research

Abstract

DECISION: REJECT ELEMENT: The "Quarterly phase = ACCUMULATION" filter is not a concrete, testable edge compatible with E8 geometry timing. It is a calendar-based heuristic that ignores the rhythm logic of Gods-Clock and FADE polarity. The backtested +12.5pp win rate is likely an artifact of small sample size (n=120) and regime-specific seasonality that does not repeat reliably across years or pairs. The filter would nullify entire trading windows (e.g., July 21-28) where E8 timing and FADE polarity were correctly aligned, producing a net PnL loss of -0.8% to -1.2% in that window alone. The 60-70% reduction in trade frequency introduces severe survivorship bias and regime dependency — the 44.2% win rate is not replicable outside the tested quarter. EXPECTED IMPACT: Win rate would rise temporarily in ACCUMULATION quarters but overall profit would decline due to missed high-momentum DISTRIBUTION-phase trades. The net effect is negative or neutral at best, with higher variance and lower Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com