MODEL ADOPTION #1041: REJECT — LEDGER BENCH: Apply filter: Min confirmations >= 5 — improves win rate from 31.5% to 33.1% — E8 Intelligence Research

Andrew Stewart Caldin

doi:10.5281/zenodo.21942645

August 15, 2026Open Access

MODEL ADOPTION #1041: REJECT — LEDGER BENCH: Apply filter: Min confirmations >= 5 — improves win rate from 31.5% to 33.1% — E8 Intelligence Research

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Key Points

To evaluate whether applying a minimum threshold of five bar confirmations provides a genuine trading edge or improves trading strategy performance.
Assessed a minimum confirmation filter (≥ 5 bar closes) using a 1326-sample backtest window.
Modeled live performance projections and trade volume reduction impacts on absolute profit and loss.
Backtesting demonstrated a win rate increase of 1.6 percentage points (from 31.5% to 33.1%) across the 1326-sample window.
Live projections estimated a minimal win rate gain of +0.5 to +1.0 percentage points alongside a 15% to 20% trade volume reduction, leading to model rejection.

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Implication

Backtest analysis reveals marginal win rate gains from confirmation filtering in trading models, indicating risks of overfitting and reduced overall profitability.

Abstract

DECISION: REJECT ELEMENT: The filter "min confirmations >= 5" is a statistical artifact, not a geometric edge. It does not align with E8-node/Gods-Clock rhythm logic — confirmations are a count of bar closes, not a phase or polarity condition. The backtest gain (+1.6pp) is small and likely overfit to the specific 1326-sample window. Merlin's own projection shows marginal live effect (+0.5–1.0pp) and a 15–20% trade count reduction that could destroy absolute PnL. The risk of missing early entries in trending markets is real and unmitigated. No concrete, testable E8-compatible timing rule is offered. EXPECTED IMPACT: None — the rule is not adopted. RISK: N/A TEST: N/A Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com

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Cite This Study

Andrew Stewart Caldin (2026) studied this question.

synapsesocial.com/papers/6a817ab4f2fb91fc834aeb2d https://doi.org/10.5281/zenodo.21942645

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MODEL ADOPTION #1041: REJECT — LEDGER BENCH: Apply filter: Min confirmations >= 5 — improves win rate from 31.5% to 33.1% — E8 Intelligence Research

Key Points

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Implication

Abstract

Discussion

Cite This Study

MODEL ADOPTION #1041: REJECT — LEDGER BENCH: Apply filter: Min confirmations >= 5 — improves win rate from 31.5% to 33.1% — E8 Intelligence Research

Key Points

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Implication

Abstract

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