{
  "id": 7960,
  "rank": 1865,
  "name": "Peregrine Gold Quant",
  "aka": [
    "XAUUSD H1"
  ],
  "family": "I",
  "subtype": "I3",
  "one_liner": "Systematic trend following with seven volatility-normalised trend signals and Kalman filter.",
  "market_regime": "trending",
  "timeframes": [
    "H1"
  ],
  "symbols": [
    "XAUUSD"
  ],
  "sessions": [
    "trades around the clock"
  ],
  "indicators": [
    {
      "name": "EMA",
      "params": {
        "period": 9
      },
      "applied_to": "close"
    },
    {
      "name": "EMA",
      "params": {
        "period": 2
      },
      "applied_to": "close"
    },
    {
      "name": "EMA",
      "params": {
        "period": 21
      },
      "applied_to": "close"
    },
    {
      "name": "Kalman filter",
      "params": {},
      "applied_to": "close"
    },
    {
      "name": "Kalman filter",
      "params": {},
      "applied_to": "close"
    },
    {
      "name": "USD trend signal",
      "params": {},
      "applied_to": "EURUSD"
    },
    {
      "name": "USD trend signal",
      "params": {},
      "applied_to": "USDJPY"
    }
  ],
  "entry_long": [
    "forecast > 10"
  ],
  "entry_short": [
    "forecast < -10"
  ],
  "exit_rules": [
    "forecast < 5"
  ],
  "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": null,
  "position_size": "12% annual volatility of account, adjusted for volatility",
  "evidence_type": "backtest_shown",
  "completeness": 50.0,
  "signal_warnings": null,
  "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."
  ],
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/7960-peregrine-gold-quant",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://www.mql5.com/en/market/product/195273",
  "limitations": "These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms."
}