Extracted algorithm research record
King Arb Gold Euro
Statistical-arbitrage Expert Advisor for gold (XAUUSD) and the euro (EURUSD) using mean-reversion of the residual gap between the two.
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
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 timeframes
- M15
- Recorded sessions
- any
- Recorded regime
- volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| No indicator stack was recorded. This does not establish a price-action-only strategy. | ||
Extracted strategy rules
Recorded long-entry rules
- zres_XAU minus zres_EUR is greater than EntryZ (2.0)
Recorded short-entry rules
- zres_XAU minus zres_EUR is less than -EntryZ (-2.0)
Recorded exit rules
- zres_XAU minus zres_EUR reverts to ExitZ (0.6) or StopZ (4.0) is hit
Recorded filters
- UseDxyGate
- UseEuroGate
- TrendDeriskMult
- UseVolTarget
- MaxSpreadXAU
- MaxSpreadEUR
- Stop loss
- StopZ (4.0) is hit
- Take profit
- ExitZ (0.6) is hit
- Position sizing
- LotsXAU (0.10) - gold-leg lot size and the single leverage / return knob. The euro leg is sized automatically from the hedge ratio. Scale LotsXAU linearly to your balance (about 0.10 per 10,000 USD) and start small.
Questions about this record
What entry rules are recorded for King Arb Gold Euro?
Long: zres_XAU minus zres_EUR is greater than EntryZ (2.0) Short: zres_XAU minus zres_EUR is less than -EntryZ (-2.0) These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: XAUUSD, EURUSD. Timeframes: M15. These are source-recorded labels, not verified execution behavior.