Experiment log · GP

Searching for profit that survives costs

9,400,320 unique configurations in this batch; 3315 finalists received full and recent stress replays. Starting cash: ৳100,000. Data through 2026-10-13. Compute: local connected computer, 4 CPU threads.

Initial search Robust search Recent stress search Exhaustive parameter grid All 51 indicator families

Full historical period: 2009-11-16 → 2026-10-13 (16.9 years). Selected finalist annualized return: -0.5%. This annualized figure describes the historical raw-price simulation.

All settings were tested for 51 fixed rule sets in the declared grid. The maximum is proven only within that finite historical grid. Full and recent-period results were used to select finalists, so those returns are in-sample. No global maximum across all possible strategies has been established. Corporate-action adjustments remain incomplete.

Every individual rule family

Which indicators produce the strongest historical settings?

51/51 families complete · 184,320 parameter configurations per family · full declared single-rule grid finished

Grid complete

Family	Maximum historical NAV	Closed positions	Same setting: recent stress NAV	Profitable settings	Inspect
Flow: Ease of Movement	৳450,033	8	৳127,183	30,526 / 184,320	Rules & fills →
Flow: NVI	৳390,127	11	৳105,747	43,689 / 184,320	Rules & fills →
Flow: Accumulation persistence	৳359,224	41	৳120,380	32,640 / 184,320	Rules & fills →
Flow: RVOL percentile	৳353,244	13	৳162,508	18,868 / 184,320	Rules & fills →
Volume confirmation	৳347,781	15	৳129,339	9,274 / 184,320	Rules & fills →
Flow: Breakout confirmation	৳337,452	42	৳110,700	11,997 / 184,320	Rules & fills →
Bollinger breakout	৳315,960	14	৳116,346	11,999 / 184,320	Rules & fills →
Flow: OBV slope	৳301,207	30	৳140,577	15,991 / 184,320	Rules & fills →
Flow: Signed imbalance	৳301,207	30	৳140,577	15,991 / 184,320	Rules & fills →
Flow: Turnover shock	৳297,222	42	৳89,713	13,754 / 184,320	Rules & fills →
Flow: Volume z-score	৳292,518	34	৳95,596	14,055 / 184,320	Rules & fills →
Flow: VWAP pressure	৳291,657	9	৳101,364	69,788 / 184,320	Rules & fills →
Flow: Price-volume divergence	৳289,526	28	৳113,668	18,692 / 184,320	Rules & fills →
Support rebound	৳283,535	22	৳80,645	42,237 / 184,320	Rules & fills →
Flow: Force Index	৳279,669	35	৳105,558	18,844 / 184,320	Rules & fills →
Flow: RVOL	৳277,160	35	৳96,502	11,370 / 184,320	Rules & fills →
RSI corridor	৳275,883	38	৳133,936	25,111 / 184,320	Rules & fills →
Flow: Traded value	৳275,366	17	৳101,299	21,390 / 184,320	Rules & fills →
Flow: VPT	৳271,295	24	৳114,099	12,350 / 184,320	Rules & fills →
Flow: Volume Profile POC	৳270,864	13	৳92,249	17,592 / 184,320	Rules & fills →
Flow: Amihud	৳268,877	43	৳69,586	38,276 / 184,320	Rules & fills →
Flow: OBV	৳264,873	29	৳145,581	14,391 / 184,320	Rules & fills →
Donchian breakout	৳260,346	39	৳123,361	37,063 / 184,320	Rules & fills →
Flow: VWAP	৳255,905	34	৳111,052	9,010 / 184,320	Rules & fills →
Flow: Gap pressure	৳250,903	13	৳118,607	9,064 / 184,320	Rules & fills →
Flow: Klinger Oscillator	৳244,058	35	৳101,202	4,692 / 184,320	Rules & fills →
Flow: Accumulation streak	৳241,061	41	৳88,569	12,536 / 184,320	Rules & fills →
Flow: PVI	৳239,641	25	৳119,995	10,240 / 184,320	Rules & fills →
Flow: CMF	৳239,186	43	৳150,064	10,679 / 184,320	Rules & fills →
Flow: OBV divergence	৳238,331	63	৳88,804	11,528 / 184,320	Rules & fills →
MFI corridor	৳234,740	53	৳106,779	4,697 / 184,320	Rules & fills →
EMA 50/200	৳231,496	21	৳108,899	21,101 / 184,320	Rules & fills →
EMA 8/128	৳226,697	20	৳110,141	8,947 / 184,320	Rules & fills →
MACD	৳221,598	38	৳122,159	10,659 / 184,320	Rules & fills →
Flow: Volume concentration	৳213,153	17	৳77,565	12,055 / 184,320	Rules & fills →
Flow: Anchored VWAP	৳210,429	44	৳114,992	5,071 / 184,320	Rules & fills →
Flow: VPT acceleration	৳210,385	42	৳96,266	6,600 / 184,320	Rules & fills →
Flow: ADL slope	৳204,898	11	৳121,869	7,206 / 184,320	Rules & fills →
Flow: Chaikin Oscillator	৳202,030	57	৳99,688	8,676 / 184,320	Rules & fills →
Flow: Pressure regime	৳200,557	30	৳106,827	1,588 / 184,320	Rules & fills →
Flow: MFI	৳199,751	30	৳62,478	7,420 / 184,320	Rules & fills →
Compression breakout	৳199,439	9	৳90,494	50,276 / 184,320	Rules & fills →
Flow: Volatility adjusted flow	৳198,613	66	৳84,315	3,069 / 184,320	Rules & fills →
Custom DMI	৳197,471	58	৳123,087	13,788 / 184,320	Rules & fills →
Flow: Range flow	৳192,201	45	৳105,294	19,188 / 184,320	Rules & fills →
AO momentum	৳188,232	26	৳125,538	11,268 / 184,320	Rules & fills →
Kalman milestone	৳180,095	71	৳114,169	11,008 / 184,320	Rules & fills →
Candle confirmation	৳171,372	23	৳81,231	5,016 / 184,320	Rules & fills →
Five-year profile POC	৳151,274	7	৳75,618	10,384 / 184,320	Rules & fills →
Flow: ADL	৳143,854	24	৳85,551	2,441 / 184,320	Rules & fills →
Confluence	৳100,000	0	৳100,000	0 / 184,320	Rules & fills →

Each family is ranked using its own maximum full-history NAV. These settings were chosen retrospectively. The count of profitable settings is not a probability of future profit. Combination strategies are a separate search space.

Verification and duplicate signals

9,400,320 stored configurations checked across 51 families. 509 selected configurations were replayed serially; maximum difference: 0. All 3,315 detailed finalist ledgers reconciled. Recorded failures: 0.

The 51 catalog families produced 50 distinct GP signal-mask sets. Flow: OBV slope = Flow: Signed imbalance had identical observed signals. Parameter counts are not counts of independent ideas.

Challenge the profit leader

Flow: Ease of Movement: how concentrated are the gains?

Completed positions8

Largest win: share of realized gains34.9%

Top three wins: share of realized gains78.5%

Shares use the sum of realized gains on winning positions; they do not describe the return of a strategy with those trades removed. All diagnostics reuse the exposed historical data.

full normal৳450,033Drawdown 35.9%

full double costs / T+5৳414,663Drawdown 35.9%

full triple costs / T+5৳381,630Drawdown 36.1%

full half participation cap৳386,768Drawdown 35.9%

recent normal৳128,853Drawdown 28.5%

recent double costs / T+5৳127,183Drawdown 28.4%

full extra-session signal delay৳449,962Drawdown 35.9%

What if you started later?

Each row starts a separate ৳100,000 account and ends on 13 October 2026. The rows cannot be added into one portfolio.

Start 2009-11-16৳450,0338 closed positions

Start 2012-01-01৳383,4147 closed positions

Start 2015-01-01৳217,0005 closed positions

Start 2018-01-01৳125,9183 closed positions

Start 2021-01-03৳122,4972 closed positions

Start 2024-01-01৳128,8531 closed positions

Choose profit with more trades

Jump to the highest historical NAV that meets a minimum completed-position count. The saved frontier covers this trade-off.

Profit versus completed positions

Each dot is a finalist. Horizontal = full-history completed positions; vertical = full-history net return. Select a dot to inspect it.

Teal: positive recent stress return. Rose: zero or negative recent stress return.

The trade count–profit frontier

These 93 grid candidates cannot be beaten on both historical NAV and completed positions by another grid candidate. More positions often reduce profit.

Compare every trade-off and open its fills

Completed positions	Full-history NAV	Recent stress NAV	Inspect
465	৳479	৳19,237	Rules & trades →
459	৳570	৳19,289	Rules & trades →
455	৳608	৳30,525	Rules & trades →
454	৳696	৳29,045	Rules & trades →
452	৳696	৳19,289	Rules & trades →
427	৳787	৳25,792	Rules & trades →
424	৳1,097	৳25,792	Rules & trades →
421	৳1,228	৳25,792	Rules & trades →
413	৳1,783	৳23,499	Rules & trades →
407	৳2,302	৳23,499	Rules & trades →
406	৳2,320	৳23,499	Rules & trades →
404	৳2,549	৳23,499	Rules & trades →
403	৳2,646	৳23,499	Rules & trades →
401	৳2,945	৳23,499	Rules & trades →
399	৳3,250	৳23,499	Rules & trades →
393	৳3,275	৳23,499	Rules & trades →
381	৳3,641	৳29,502	Rules & trades →
379	৳3,718	৳27,745	Rules & trades →
373	৳3,724	৳30,351	Rules & trades →
371	৳3,732	৳28,986	Rules & trades →
370	৳3,748	৳28,986	Rules & trades →
369	৳4,354	৳28,986	Rules & trades →
368	৳4,894	৳30,824	Rules & trades →
365	৳4,990	৳32,033	Rules & trades →
357	৳4,997	৳32,033	Rules & trades →
356	৳5,218	৳28,837	Rules & trades →
354	৳5,221	৳25,150	Rules & trades →
334	৳5,329	৳30,036	Rules & trades →
333	৳5,419	৳36,559	Rules & trades →
332	৳5,784	৳36,559	Rules & trades →
330	৳6,774	৳24,060	Rules & trades →
322	৳8,326	৳23,926	Rules & trades →
318	৳9,371	৳58,936	Rules & trades →
310	৳10,141	৳51,727	Rules & trades →
307	৳10,511	৳51,727	Rules & trades →
304	৳15,178	৳58,936	Rules & trades →
279	৳20,779	৳54,998	Rules & trades →
278	৳21,564	৳54,275	Rules & trades →
275	৳21,636	৳63,154	Rules & trades →
274	৳26,273	৳63,206	Rules & trades →
273	৳29,419	৳62,712	Rules & trades →
256	৳29,590	৳55,742	Rules & trades →
255	৳31,882	৳55,742	Rules & trades →
254	৳33,027	৳71,757	Rules & trades →
253	৳43,846	৳60,759	Rules & trades →
243	৳50,962	৳61,920	Rules & trades →
222	৳51,791	৳67,184	Rules & trades →
211	৳53,155	৳38,370	Rules & trades →
182	৳53,269	৳73,871	Rules & trades →
180	৳57,215	৳80,303	Rules & trades →
179	৳61,425	৳67,612	Rules & trades →
178	৳64,345	৳78,839	Rules & trades →
174	৳71,910	৳75,863	Rules & trades →
168	৳76,436	৳74,795	Rules & trades →
164	৳76,786	৳83,870	Rules & trades →
151	৳78,693	৳48,065	Rules & trades →
149	৳81,870	৳48,065	Rules & trades →
147	৳83,715	৳51,784	Rules & trades →
146	৳84,726	৳50,158	Rules & trades →
145	৳85,728	৳51,194	Rules & trades →
144	৳91,007	৳49,551	Rules & trades →
143	৳96,356	৳49,551	Rules & trades →
129	৳99,944	৳52,622	Rules & trades →
128	৳100,941	৳52,622	Rules & trades →
122	৳102,600	৳91,283	Rules & trades →
120	৳105,023	৳82,755	Rules & trades →
117	৳110,155	৳49,557	Rules & trades →
114	৳112,924	৳52,842	Rules & trades →
113	৳126,750	৳90,739	Rules & trades →
109	৳138,974	৳102,356	Rules & trades →
106	৳146,851	৳95,338	Rules & trades →
105	৳153,643	৳95,031	Rules & trades →
104	৳160,541	৳98,869	Rules & trades →
103	৳163,825	৳101,081	Rules & trades →
100	৳171,166	৳100,173	Rules & trades →
99	৳174,900	৳102,408	Rules & trades →
93	৳176,438	৳104,720	Rules & trades →
91	৳185,425	৳103,784	Rules & trades →
89	৳203,081	৳106,103	Rules & trades →
78	৳216,647	৳117,604	Rules & trades →
72	৳219,750	৳116,611	Rules & trades →
70	৳248,900	৳121,502	Rules & trades →
57	৳287,506	৳123,512	Rules & trades →
47	৳307,724	৳112,431	Rules & trades →
44	৳310,063	৳67,382	Rules & trades →
43	৳336,818	৳116,030	Rules & trades →
42	৳337,452	৳110,700	Rules & trades →
41	৳359,224	৳120,380	Rules & trades →
20	৳361,179	৳129,192	Rules & trades →
18	৳364,644	৳142,912	Rules & trades →
17	৳388,758	৳142,912	Rules & trades →
16	৳401,243	৳142,912	Rules & trades →
8	৳450,033	৳127,183	Rules & trades →

Inspect finalist

#1354 · Donchian breakout

Full-history NAV৳92,522

Net return -7.5% · drawdown 40.6% · 65 closed positions

2024 onward NAV৳72,308

Net return -27.7% · drawdown 31.1% · 11 closed positions

2024 stress NAV৳61,697

Net return -38.3% · drawdown 40.4% · 10 closed positions

Variant 0; fixed stop 4.0%; maximum 20 sessions; gate None; fresh signal only; exit EMA 200 break; trailing arms at 0.0%, distance 0.0%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳92,522

Unsettled৳0

Holdings৳0

NAV৳92,522

Realized P&L৳-7,478

Unrealized P&L৳0

Fees৳66,022

Friction৳31,389

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳8.73e-11. Normal replay: 0.44% commission plus 0.2% base friction per side, modeled impact and T+3. Stress doubles commission/base friction and uses T+5. These are research assumptions.

All fills for finalist #1354

132 fills, including partial sales. Page 1.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2010-12-22	BUY	368	269.9	437.02	200.35	-99,960.58	0
2010-12-27	SELL	368	258.4	418.4	191.44	94,481.36	-5,479.22
2011-07-04	BUY	579	162.1	412.97	191.82	-94,460.68	0
2011-07-07	SELL	579	167.9	427.74	198.38	96,587.98	2,127.29
2011-07-17	BUY	542	177.1	422.35	194.65	-96,605.2	0
2011-07-21	SELL	542	215.8	514.64	236.84	116,212.12	19,606.92
2011-11-24	BUY	694	166.3	507.81	234.87	-116,154.88	0
2011-11-29	SELL	694	160	488.58	225.84	110,325.58	-5,829.3
2012-01-03	BUY	630	174.1	482.61	226.35	-110,391.96	0
2012-01-12	SELL	630	174.7	484.27	224.32	109,352.41	-1,039.54
2012-03-27	BUY	589	184.3	477.63	221.32	-109,251.65	0
2012-04-12	SELL	294	216.7	280.32	128.14	63,301.34	8,768.25
2012-04-24	SELL	295	223.3	289.84	132.33	65,451.33	10,732.76
2012-04-25	BUY	284	221.2	276.41	126.15	-63,223.36	0
2012-04-30	SELL	284	214.7	268.29	122.44	60,584.07	-2,639.29
2012-11-19	BUY	728	172.1	551.27	262.91	-126,102.98	0
2012-11-22	SELL	728	169.1	541.66	257.55	122,305.59	-3,797.39
2013-01-01	BUY	704	172.6	534.65	260.22	-122,305.26	0
2013-01-06	SELL	704	172.4	534.03	261.11	120,574.47	-1,730.8
2013-02-06	BUY	694	172.8	527.66	257.65	-120,708.51	0
2013-02-11	SELL	694	165.9	506.59	243.73	114,384.28	-6,324.24
2013-05-15	BUY	734	154.7	499.62	259.16	-114,308.58	0
2013-05-20	SELL	734	166.2	536.76	274.05	121,179.99	6,871.41
2013-06-09	BUY	682	176.5	529.64	251.14	-121,153.79	0
2013-07-10	SELL	682	220.7	662.28	309.15	149,545.98	28,392.19
2013-07-17	BUY	639	232.5	653.7	301.07	-149,522.26	0
2013-07-22	SELL	639	180.9	508.62	233.1	114,853.38	-34,668.89
2013-11-05	BUY	587	194.6	502.61	241.21	-114,974.02	0
2013-12-03	SELL	587	204.8	528.96	245.85	119,442.8	4,468.77
2014-01-27	BUY	556	213.4	522.06	245.08	-119,417.54	0
2014-02-11	SELL	556	204.86	501.18	233.36	113,169.84	-6,247.7
2014-03-03	BUY	510	220.3	494.35	229.4	-113,076.76	0
2014-03-06	SELL	510	214.7	481.79	223.12	108,792.1	-4,284.66
2014-04-09	BUY	436	247.9	475.57	219.58	-108,779.55	0
2014-05-11	SELL	436	269.5	517.01	237.14	116,747.85	7,968.31
2014-06-17	BUY	382	303.7	510.46	235.07	-116,758.93	0
2014-07-06	SELL	382	291.55	490.04	225.75	110,657.08	-6,101.85
2014-08-04	BUY	354	310.8	484.1	223.48	-110,730.78	0
2014-09-02	SELL	354	338.9	527.87	242.21	119,200.52	8,469.74
2014-09-23	BUY	311	380.7	520.95	239.71	-119,158.35	0
2014-10-28	SELL	311	379.7	519.58	238.44	117,328.68	-1,829.68
2014-12-14	BUY	327	355.8	511.93	239.19	-117,097.72	0
2015-01-15	SELL	327	360	517.97	246.39	116,955.65	-142.07
2015-03-29	BUY	334	348	511.42	239.18	-116,982.6	0
2015-04-20	SELL	334	334.08	490.96	227.53	110,864.22	-6,118.38
2015-07-13	BUY	318	346.9	485.38	224.93	-111,024.51	0
2015-07-22	SELL	318	335.2	469.01	216.94	105,907.65	-5,116.86
2015-11-30	BUY	411	256.1	463.13	223.94	-105,944.17	0
2015-12-03	SELL	411	272	491.88	238.02	111,062.1	5,117.93
2016-01-20	BUY	403	274	485.86	236.75	-111,144.6	0
2016-01-25	SELL	403	266.2	472.03	227.66	106,578.92	-4,565.69
2016-04-21	BUY	435	243	465.1	236.58	-106,406.68	0
2016-04-26	SELL	435	251.9	482.14	240.19	108,854.17	2,447.49
2016-05-11	BUY	429	252.1	475.86	233.16	-108,859.92	0
2016-05-16	SELL	429	252	475.68	232.73	107,399.6	-1,460.32
2016-07-20	BUY	406	263	469.82	229.11	-107,476.93	0
2016-08-18	SELL	406	271.2	484.47	227	109,395.73	1,918.8
2016-10-04	BUY	401	271	478.15	238.16	-109,387.31	0
2016-11-03	SELL	401	278.1	490.68	235.18	110,792.24	1,404.93
2016-11-21	BUY	383	287.1	483.82	229.54	-110,672.66	0
2016-12-20	SELL	383	285	480.28	227.03	108,447.69	-2,224.97
2017-01-09	BUY	372	290	474.67	225.18	-108,579.85	0
2017-02-06	SELL	372	304	497.59	232.33	112,358.09	3,778.24
2017-02-14	BUY	349	319.9	491.24	229.95	-112,366.28	0
2017-03-15	SELL	349	317.8	488.01	228.93	110,195.26	-2,171.02
2017-03-29	BUY	343	319.4	482.04	229.24	-110,265.48	0
2017-04-26	SELL	343	338	510.11	240.32	115,183.57	4,918.09
2017-06-29	BUY	335	341	502.63	239.55	-114,977.19	0
2017-07-27	SELL	335	375.5	553.49	256.09	124,982.93	10,005.74
2017-08-17	BUY	320	388	546.3	254.09	-124,960.39	0
2017-09-17	SELL	320	418	588.54	274.86	132,896.59	7,936.2
2017-10-12	BUY	307	430	580.84	272.01	-132,862.86	0
2017-11-09	SELL	307	457	617.32	289.48	139,392.2	6,529.34
2018-01-22	BUY	283	489.7	609.77	286.17	-139,481.05	0
2018-02-22	SELL	283	494.9	616.25	285.84	139,154.61	-326.44
2018-04-19	BUY	280	493	607.38	288.17	-138,935.55	0
2018-04-24	SELL	280	473.28	583.08	274.84	131,660.48	-7,275.07
2018-10-28	BUY	342	383	576.34	275.2	-131,837.54	0
2018-10-31	SELL	342	380.5	572.58	273.15	129,285.27	-2,552.27
2019-01-10	BUY	335	383.2	564.84	270.89	-129,207.73	0
2019-01-15	SELL	335	390	574.86	273.67	129,801.47	593.74
2019-01-27	BUY	325	397	567.71	267.45	-129,860.16	0
2019-02-13	SELL	325	388	554.84	257.29	125,287.87	-4,572.29
2019-03-27	BUY	304	410.1	548.55	257.48	-125,476.43	0
2019-04-04	SELL	304	393.7	526.61	246.4	118,910.58	-6,565.86
2019-06-12	BUY	323	365	518.74	254.73	-118,668.47	0
2019-06-17	SELL	323	358.1	508.93	248.62	114,908.75	-3,759.71
2019-06-30	BUY	313	365	502.68	244.07	-114,991.75	0
2019-07-04	SELL	313	364	501.3	243.19	113,187.51	-1,804.23
2020-02-20	BUY	402	280	495.26	232.33	-113,287.59	0
2020-02-25	SELL	402	292	516.49	239.97	116,627.54	3,339.95
2020-07-12	BUY	481	241	510.05	261.71	-116,692.76	0
2020-07-15	SELL	481	243	514.29	255.84	116,112.87	-579.89
2020-07-26	BUY	459	251	506.92	240.36	-115,956.28	0
2020-07-29	SELL	459	255	515	242.22	116,287.79	331.5
2020-08-04	BUY	437	264.8	509.16	238.1	-116,464.86	0
2020-08-09	SELL	437	255	490.31	228.1	110,716.59	-5,748.27
2020-08-25	BUY	364	301.7	483.2	223.34	-110,525.34	0
2020-09-10	SELL	182	346.96	277.84	127.44	62,740.53	7,477.86
2020-09-23	SELL	182	329	263.46	120.95	59,493.59	4,230.92