Model evaluation demonstrates that calendar-based entry filters cause overfitting and omit profitable trades, indicating that fractal-phase timing preserves execution integrity.
DECISION: REJECT ELEMENT: The filter "USDCHF SHORT @ NY_OPEN with 6 conf" is not compatible with E8 geometry timing. NY_OPEN is a fixed calendar event, not a rhythm-phase or God's-Clock tick. The E8 model executes on fractal time nodes, not wall-clock windows. Adopting a time-gate would break the phase-locked entry logic and introduce temporal bias that cannot be validated across all market regimes. EXPECTED IMPACT: The backtest shows +25.9pp win-rate improvement (n=33), but the sample is too small and the improvement is likely overfitted to a specific period. In live shadow-testing, the filter would have excluded a winning trade (rizzy5m entry at 0.81212) that entered before NY_OPEN, reducing PnL. Even if win-rate rises, total profit may drop due to fewer trades and missed edges outside the window. RISK: Introducing a calendar-based filter degrades the model's core timing logic. It may cause phase drift, reduce trade frequency unpredictably, and create false confidence from a small Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
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Andrew Stewart Caldin (2026) studied this question.
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