Simulation study evaluates geometric cross-cluster linking in algorithmic trading setups, suggesting improved win rates by filtering orthogonal root vector noise.
DECISION: ADOPT ELEMENT: Add geometric cross-cluster linking filter at E8-77-90° grid using 0.395/0.438 compression thresholds — reject any trade where orthogonal root vector clusters fail to bridge at the 0.395 level, and only enter when 0.438 threshold confirms cluster cohesion. EXPECTED IMPACT: +3-7% win rate improvement (from current 39% to ~42-46%) by eliminating false signals from orthogonal root vector noise, especially in choppy markets. PnL gain of +0.5% to +1.2% per 10-trade block based on the same-window effect observed. RISK: Overfitting to the E8-77-90° grid geometry — may miss valid trades in trending markets where orthogonal clusters are naturally sparse. Latency increase from geometric computation could cause slippage in 15s-7m scalps. The 0.395/0.438 thresholds may not generalize across all currency pairs. TEST: Run shadow-test on Replay Bench using last 30 days of GTX setup data (91 wins, 142 losses). For each trade entry, compute whether the 0.395/0.438 thres 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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