Extracted algorithm research record
Peregrine Gold Quant
Systematic trend following with seven volatility-normalised trend signals and Kalman filter.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 50.0/100. Neither is a performance result.
Names identify source records. Inclusion is not an endorsement or a claim of authorship, ownership or reuse permission. Check the source license before reusing any implementation.
Extraction warnings
Claim warnings
- UNSIZED CLAIM: performance figures are published with no trade count, so the sample behind them cannot be judged.
Opacity warnings
- UNDEFINED ENTRY TERM: the entry conditions are prose naming a concept with no numeric definition, so two readers would implement them differently. Advisory only -- this does not affect the score.
Recorded market & execution profile
- Recorded markets
- XAUUSD
- Recorded timeframes
- H1
- Recorded sessions
- trades around the clock
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 9} | close |
| EMA | {"period": 2} | close |
| EMA | {"period": 21} | close |
| Kalman filter | {} | close |
| Kalman filter | {} | close |
| USD trend signal | {} | EURUSD |
| USD trend signal | {} | USDJPY |
Extracted strategy rules
Recorded long-entry rules
- forecast > 10
Recorded short-entry rules
- forecast < -10
Recorded exit rules
- forecast < 5
Recorded filters
- protective stop on every position
- daily loss limit
- maximum equity drawdown
- minimum margin level
- orders capped at 90% of free margin and maximum lot size
- no orders during broker's gold session closure
- risk budget not smaller than broker's minimum lot
- Stop loss
- 4x daily volatility
- Take profit
- Not specified
- Position sizing
- 12% annual volatility of account, adjusted for volatility
Questions about this record
What entry rules are recorded for Peregrine Gold Quant?
Long: forecast > 10 Short: forecast < -10 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: XAUUSD. Timeframes: H1. These are source-recorded labels, not verified execution behavior.