Quantitative evaluation demonstrates an off-session filter produces an overfitted win-rate gain in algorithmic trading models, suggesting negligible profit impact and elevated risk.
DECISION: REJECT ELEMENT: No element survives — the OFF_SESSION filter is not a concrete, testable edge compatible with E8 geometry timing; it is a time-window heuristic with no causal link to the rhythm logic. EXPECTED IMPACT: Win-rate lift is likely 3–5pp at best, not 13pp — the backtest n=98 is too small, and the live window showed only 5.6pp improvement. Profit impact is negligible because OFF_SESSION trades are fewer and lower-conviction; the filter would also cut valid wkjudas entries that already outperform. RISK: Overfitting to a 98-trade sample; regime shift where OFF_SESSION becomes high-volatility (news/crypto bleed); filter interacts poorly with rizzy5m vs wkjudas — could remove the few high-R winners that carry the model. TEST: Before any adoption, run a 90-day shadow replay on the live engine: tag every signal with SESSION=ON/OFF, but do NOT filter. Require ≥150 OFF_SESSION trades. Pass condition: OFF_SESSION win rate ≥40% AND ON_SESSION win rate ≤35% AND OFF_SESS 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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