MODEL ADOPTION #1391: REJECT — LEDGER BENCH: Apply filter: USDCHF SHORT @ NY_OPEN with 5 conf — improves win rate from 31 — E8 Intelligence Research

Abstract

DECISION: REJECT ELEMENT: The filter "USDCHF SHORT @ NY_OPEN with 5 conf" is too narrow, too fragile, and not proven to be compatible with E8 geometry timing. The reported n=67 is insufficient to distinguish a genuine edge from a regime-specific artifact. The claim of +32.4pp win rate is not accompanied by any R:R or profit factor data — a win rate jump from 31.8% to 64.2% could easily come from catching a few large losers in the unfiltered set while the filtered set avoided them by luck. No cross-pair or cross-session validation is provided. The "5 conf" threshold is arbitrary and not derived from E8 rhythm logic. The filter would reduce trade frequency without a demonstrated increase in expected value per trade. EXPECTED IMPACT: If adopted, win rate might temporarily rise to ~55% on USDCHF SHORT, but trade count would drop by >80% on that pair, likely reducing total profit. On other pairs or sessions, the filter would likely degrade performance (false negatives). Over 3 months, the Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com