MODEL ADOPTION #3833: REJECT — LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 32.5% t — E8 Intelligence Research

DECISION: REJECT ELEMENT: No element survives — the phase-distance TIGHT (≤2°) filter is not compatible with E8 geometry timing as a standalone rule. The backtest delta (+5.1pp) is derived from a single window (n=588) with no regime segmentation, and Merlin's own projection shows the filter would reject both recent losing shorts but also likely remove high-RR winners in trending conditions. The 62% confidence is below the 75% threshold for live adoption, and the proposed 30-day shadow test is too short to separate regime drift from filter efficacy. EXPECTED IMPACT: If forced, win rate might rise ~2–3pp (not the full 5.1pp) due to regression to mean, but trade count drops 20–40%, reducing absolute profit by 10–20% because the filter removes high-RR trades that lose often but win big. Net expectancy is flat-to-negative. RISK: Overfitting to a specific volatility regime — tight phase alignment is rare in choppy markets, so the filter would starve the model of entries exactly when me Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com