MODEL ADOPTION #2128: REJECT — LEDGER BENCH: Apply filter: Min confirmations >= 5 — improves win rate from 32.0% to 33.6% — E8 Intelligence Research

Q: What does this research mean for the field?

Applying a 'min confirmations >= 5' filter to the trading model yields a statistically insignificant win-rate improvement driven by survivorship bias, and risks degrading overall profitability by delaying entries during fast-trend regimes. Novelty: ClaimNovelty.INCREMENTAL. Consensus alignment: ConsensusAlignment.NEUTRAL.

Andrew Stewart Caldin

doi:10.5281/zenodo.22732827

September 13, 2026Open Access

MODEL ADOPTION #2128: REJECT — LEDGER BENCH: Apply filter: Min confirmations >= 5 — improves win rate from 32.0% to 33.6% — E8 Intelligence Research

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Key Points

To determine whether imposing a minimum of five confirmations improves trading win rate and net profitability or represents an overfitted statistical artifact.
Analyzed the performance of a proposed confirmation rule (minimum confirmations ≥ 5) across a backtest dataset of n = 1,354 trades.
Assessed sample variance (σ ≈ 1.3 percentage points) to evaluate whether win-rate changes were distinguishable from random distribution noise.
Evaluated execution risks concerning regime-dependent delays, trade frequency changes, and low-volatility bias.
The win rate increased from 32.0% to 33.6% (+1.6 percentage points, n = 1,354), an outcome within expected random variation (σ ≈ 1.3 percentage points).
True performance advantage is estimated at ≤ 0.5 percentage points alongside a 5% to 10% reduction in trade frequency, resulting in flat or negative net PnL.
The filter delays trade execution during rapid market acceleration phases and skews positions toward mean-reverting regimes, degrading counter-trend entry timing.

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Implication

Backtest evaluation reveals minimal win-rate gains from confirmation filters in an algorithmic model, indicating statistical noise and entry delays.

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Andrew Stewart Caldin (2026) studied this question.

synapsesocial.com/papers/6aa7dfc60926e14a848b3e5f https://doi.org/10.5281/zenodo.22732827

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MODEL ADOPTION #2128: REJECT — LEDGER BENCH: Apply filter: Min confirmations >= 5 — improves win rate from 32.0% to 33.6% — E8 Intelligence Research

Key Points

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Implication

Discussion

Cite This Study

MODEL ADOPTION #2128: REJECT — LEDGER BENCH: Apply filter: Min confirmations >= 5 — improves win rate from 32.0% to 33.6% — E8 Intelligence Research

Key Points

No abstract yet

Implication

Discussion

Cite This Study

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