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: -0.8%. 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

#1404 · Flow: Ease of Movement

Full-history NAV৳87,660

Net return -12.3% · drawdown 47.6% · 120 closed positions

2024 onward NAV৳106,303

Net return 6.3% · drawdown 28.8% · 19 closed positions

2024 stress NAV৳90,290

Net return -9.7% · drawdown 34.6% · 19 closed positions

Variant 1; fixed stop 4.0%; maximum 20 sessions; gate None; continuous signal; exit stop/time only; trailing arms at 12.0%, distance 4.5%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳71,217

Unsettled৳0

Holdings৳16,443

NAV৳87,660

Realized P&L৳-12,060

Unrealized P&L৳-280

Fees৳85,941

Friction৳40,471

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳5.82e-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 #1404

249 fills, including partial sales. Page 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2015-06-17	SELL	239	333	350.18	161.08	79,075.73	-1,216.77
2015-07-13	BUY	226	346.9	344.96	158.97	-78,903.33	0
2015-07-22	SELL	226	335.2	333.32	153.41	75,268.47	-3,634.86
2015-08-27	BUY	233	321.5	329.6	152.56	-75,391.66	0
2015-09-09	SELL	233	308.64	316.42	147.5	71,449.2	-3,942.45
2015-11-09	BUY	285	249.3	312.62	145.79	-71,508.91	0
2015-12-07	SELL	285	267.4	335.32	159.15	75,714.53	4,205.62
2015-12-10	BUY	297	252.7	330.23	155.85	-75,537.98	0
2016-01-10	SELL	297	252	329.31	160.25	74,354.43	-1,183.54
2016-01-13	BUY	290	255.4	325.89	158.69	-74,550.58	0
2016-02-10	SELL	290	259.7	331.38	156.4	74,825.22	274.64
2016-04-05	BUY	320	232.3	327.08	160	-74,823.08	0
2016-05-05	SELL	320	247	347.78	168.39	78,523.83	3,700.75
2016-05-10	BUY	307	253.4	342.29	164.7	-78,300.8	0
2016-06-08	SELL	291	256	327.78	157.47	74,010.75	-209.22
2016-06-09	SELL	16	255.1	17.96	8.19	4,055.45	-25.37
2016-07-24	BUY	295	263	341.37	162.17	-78,088.54	0
2016-08-22	SELL	295	270.5	351.11	163.43	79,282.96	1,194.42
2016-09-25	BUY	295	267.1	346.7	169.09	-79,310.29	0
2016-10-25	SELL	295	285	369.93	175.7	83,529.37	4,219.08
2016-11-02	BUY	298	278.5	365.17	172.98	-83,531.15	0
2016-11-30	SELL	298	289.9	380.12	177.75	85,832.33	2,301.18
2017-01-09	BUY	294	290	375.14	176.4	-85,811.55	0
2017-02-06	SELL	294	304	393.25	182.59	88,800.15	2,988.6
2017-02-09	BUY	287	308	388.94	180.58	-88,965.53	0
2017-03-12	SELL	287	318.7	402.45	187.72	90,876.72	1,911.19
2017-04-02	BUY	271	332.2	396.12	186.18	-90,608.5	0
2017-04-30	SELL	271	337.1	401.96	188.53	90,763.61	155.12
2017-05-09	BUY	266	339.5	397.35	189.68	-90,894.03	0
2017-05-31	SELL	266	325.92	381.46	184.61	86,128.65	-4,765.38
2017-06-05	BUY	255	336	376.99	181.13	-86,238.12	0
2017-07-06	SELL	255	355.4	398.76	186.4	90,041.84	3,803.71
2017-07-11	BUY	257	348.3	393.86	182.77	-90,089.73	0
2017-08-08	SELL	257	377	426.31	196.59	96,266.09	6,176.36
2017-09-11	BUY	222	430	420.02	195.03	-96,075.05	0
2017-09-14	SELL	222	423.1	413.28	191.4	93,323.51	-2,751.54
2017-09-19	BUY	226	411	408.7	189.23	-93,483.93	0
2017-10-18	SELL	226	422.1	419.74	195.78	94,779.08	1,295.15
2017-10-23	BUY	218	431.9	414.28	193.03	-94,761.51	0
2017-11-16	SELL	218	484	464.25	214.52	104,833.23	10,071.72
2017-11-21	BUY	217	480	458.3	211.52	-104,829.83	0
2017-12-19	SELL	217	468.2	447.04	206.92	100,945.44	-3,884.39
2018-01-04	BUY	205	487.6	439.82	204.74	-100,602.55	0
2018-02-01	SELL	205	504	454.61	209.79	102,655.6	2,053.05
2018-04-04	BUY	214	478	450.08	211.44	-102,953.52	0
2018-05-07	SELL	214	464.1	437	203.2	98,677.21	-4,276.32
2018-07-08	BUY	253	387	430.81	198.93	-98,540.74	0
2018-08-07	SELL	253	376	418.56	195.36	94,514.07	-4,026.67
2018-08-19	BUY	251	375	414.15	193.97	-94,733.12	0
2018-09-19	SELL	251	360	397.58	188.71	89,773.71	-4,959.42
2018-10-10	BUY	245	363	391.31	183.68	-89,510	0
2018-11-07	SELL	245	375	404.25	191.53	91,279.22	1,769.22
2018-11-12	BUY	240	379	400.22	190.19	-91,550.41	0
2018-11-19	SELL	240	363.84	384.22	181.98	86,755.41	-4,795.01
2019-01-01	BUY	233	370	379.32	181.93	-86,771.25	0
2019-01-29	SELL	233	411	421.36	195.68	95,145.96	8,374.71
2019-02-06	BUY	234	403.6	415.55	191.85	-95,049.79	0
2019-02-12	SELL	234	387.46	398.92	184.08	90,081.7	-4,968.09
2019-04-02	BUY	214	417	392.65	182.68	-89,813.33	0
2019-04-07	SELL	214	385	362.52	167.91	81,859.57	-7,953.75
2019-05-06	BUY	225	362.1	358.48	167	-81,997.98	0
2019-05-13	SELL	225	347.62	344.14	162.2	77,707.26	-4,290.72
2019-06-09	BUY	218	355.1	340.61	162.6	-77,915.01	0
2019-07-07	SELL	218	340.9	326.99	155.24	73,833.1	-4,081.91
2019-07-31	BUY	225	325.1	321.85	151.09	-73,620.44	0
2019-08-26	SELL	225	312.1	308.98	145.42	69,767.21	-3,853.23
2019-09-16	BUY	226	306.6	304.88	143.53	-69,740.02	0
2019-10-01	SELL	226	348.48	346.53	161.05	78,248.79	8,508.77
2019-10-06	BUY	224	347	342	159.11	-78,229.11	0
2019-10-10	SELL	224	333.5	328.7	152.9	74,222.4	-4,006.71
2020-01-29	BUY	274	269.7	325.15	151.67	-74,374.62	0
2020-02-03	SELL	274	258.5	311.65	144.88	70,372.47	-4,002.14
2020-02-06	BUY	266	263	307.82	142.63	-70,408.45	0
2020-02-23	SELL	133	321	187.85	86.25	42,418.9	7,214.67
2020-02-24	SELL	133	306.94	179.62	82.31	40,560.69	5,356.47
2020-02-26	BUY	144	292.4	185.26	84.85	-42,375.71	0
2020-03-02	SELL	144	273	172.97	79.18	39,059.85	-3,315.87
2020-06-11	BUY	331	238.8	347.79	163.26	-79,553.85	0
2020-07-12	SELL	331	241	350.99	173.68	79,246.32	-307.53
2020-07-22	BUY	320	246.5	347.07	163.61	-79,390.68	0
2020-08-13	SELL	160	295.8	208.24	95.49	47,024.27	7,328.93
2020-08-18	SELL	160	284.59	200.35	91.77	45,242.28	5,546.94
2020-08-19	BUY	163	286.9	205.76	94.24	-47,064.7	0
2020-09-09	SELL	81	344.28	122.7	55.99	27,707.99	4,320.01
2020-09-17	SELL	82	340.7	122.92	56.13	27,758.35	4,081.62
2020-12-09	BUY	299	334.1	439.54	209.31	-100,544.75	0
2021-01-06	SELL	299	370.54	487.48	227.6	110,076.38	9,531.63
2021-01-11	BUY	293	373.6	481.65	224.47	-110,170.91	0
2021-02-08	SELL	293	376.8	485.77	226.94	109,689.69	-481.22
2021-04-08	BUY	335	325	479.05	228.45	-109,582.5	0
2021-05-09	SELL	335	335	493.79	242.06	111,489.15	1,906.66
2021-08-03	BUY	298	372	487.77	230.22	-111,573.99	0
2021-08-11	SELL	298	357.12	468.26	219.34	105,734.16	-5,839.83
2021-09-07	BUY	282	372.5	462.2	217.22	-105,724.42	0
2021-10-05	SELL	282	378.2	469.27	219.06	105,964.06	239.64
2021-11-15	BUY	292	360.2	462.78	223.82	-105,865.01	0
2021-12-13	SELL	292	358	459.96	230.84	103,845.2	-2,019.8
2022-01-12	BUY	292	354	454.82	222.3	-104,045.12	0
2022-02-09	SELL	292	359.5	461.89	229.04	104,283.07	237.95
2022-02-17	BUY	290	357	455.53	226.21	-104,211.74	0

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