MODEL ADOPTION #1801: REJECT — LEDGER BENCH: Apply filter: Pool density HIGH (>=90) — improves win rate from 31.9% to 33. — E8 Intelligence Research
Abstract
DECISION: REJECT ELEMENT: No element survives — pool density ≥90 filter is a lagging, regime-dependent proxy, not a geometric timing edge. It does not align with E8-node/Gods-Clock rhythm logic; it filters by market state, not by entry timing. EXPECTED IMPACT: +1.6pp win rate is within noise for n=1347 (σ≈1.3pp), and the 10-trade window projection is speculative. Over 3–6 months, +20–25 wins at avg R could add +5–8% PnL, but this assumes the density regime persists — a fragile assumption. RISK: Pool density ≥90 correlates with high-trending, high-liquidity conditions. In choppy or low-volatility regimes, the filter will remove valid fade entries (counter-trend at E8 nodes), cutting frequency >20% and missing the best entries — exactly when the fade edge works. Also, density is computed from past pool behavior, so it lags the actual signal; by the time density hits 90, the E8 node may already be exhausted. TEST: Must pass a walk-forward on 12 months in 3-month blocks, requiring Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
