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: -4.6%. 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

#2004 · MACD

Full-history NAV৳45,459

Net return -54.5% · drawdown 67.4% · 94 closed positions

2024 onward NAV৳124,065

Net return 24.1% · drawdown 20.8% · 13 closed positions

2024 stress NAV৳148,240

Net return 48.2% · drawdown 12.6% · 10 closed positions

Variant 2; fixed stop 12.0%; maximum 20 sessions; gate EMA 50; continuous signal; exit stop/time only; trailing arms at 8.0%, distance 3.5%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳45,459

Unsettled৳0

Holdings৳0

NAV৳45,459

Realized P&L৳-54,541

Unrealized P&L৳0

Fees৳44,732

Friction৳20,683

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳2.91e-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 #2004

188 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
2010-12-30	BUY	382	245.8	413.14	188.95	-94,497.69	0
2011-01-10	SELL	382	215.2	361.71	165.26	81,679.43	-12,818.26
2011-07-04	BUY	500	162.1	356.62	165.16	-81,571.78	0
2011-07-17	SELL	500	177.1	389.62	179.38	87,981	6,409.22
2011-07-25	BUY	425	205.6	384.47	176.02	-87,940.49	0
2011-08-01	SELL	425	180.93	338.34	154.57	76,401.5	-11,538.99
2011-10-27	BUY	467	162.8	334.52	154.86	-76,516.98	0
2011-11-24	SELL	467	166.3	341.71	157.16	77,163.23	646.25
2011-11-30	BUY	467	164.2	337.4	155.25	-77,174.05	0
2012-01-01	SELL	467	171.1	351.58	164.36	79,387.77	2,213.72
2012-01-04	BUY	445	177.3	347.15	161.15	-79,406.8	0
2012-01-25	SELL	445	156.02	305.49	140.33	68,984.85	-10,421.95
2012-03-04	BUY	438	156.2	301.03	138.37	-68,855	0
2012-04-02	SELL	438	192.8	371.56	170.8	83,904.04	15,049.03
2012-04-05	BUY	437	190.8	366.87	168.47	-83,914.94	0
2012-04-16	SELL	437	212.1	407.83	186.74	92,093.13	8,178.19
2012-04-19	BUY	428	214	403	184.36	-92,179.37	0
2012-05-21	SELL	428	208.1	391.89	179.78	88,495.13	-3,684.24
2012-07-03	BUY	431	203.8	386.49	179.63	-88,403.92	0
2012-07-22	SELL	431	179.34	340.11	157.35	76,799.8	-11,604.11
2012-07-25	BUY	372	205.5	336.36	155.33	-76,937.69	0
2012-08-28	SELL	372	172.7	282.68	130.02	63,831.7	-13,105.99
2012-11-01	BUY	364	174.2	279	130.19	-63,817.99	0
2012-12-02	SELL	364	170	272.27	127.22	61,480.5	-2,337.49
2012-12-24	BUY	356	171.5	268.64	127.3	-61,449.93	0
2013-01-23	SELL	356	168.1	263.31	125.42	59,454.87	-1,995.07
2013-02-06	BUY	342	172.8	260.03	122.52	-59,480.15	0
2013-02-25	SELL	342	150.6	226.62	105.1	51,173.47	-8,306.67
2013-05-15	BUY	328	154.7	223.26	107.89	-51,072.75	0
2013-05-26	SELL	328	163.7	236.25	111.89	53,345.46	2,272.71
2013-05-30	BUY	305	173.7	233.11	109.26	-53,320.87	0
2013-06-09	SELL	305	176.5	236.86	109.74	53,485.89	165.03
2013-06-12	BUY	299	178.1	234.31	108.25	-53,594.46	0
2013-06-27	SELL	299	184	242.07	111.41	54,662.52	1,068.06
2013-07-14	BUY	257	211.5	239.16	109.47	-54,704.13	0
2013-07-17	SELL	257	232.5	262.91	120.14	59,369.45	4,665.31
2013-07-22	BUY	326	180.9	259.48	118.44	-59,351.33	0
2013-08-21	SELL	326	195.7	280.71	128.5	63,389.63	4,038.3
2013-08-26	BUY	299	210.5	276.93	127	-63,343.43	0
2013-09-24	SELL	299	190.4	250.49	114.52	56,564.59	-6,778.84
2013-10-29	BUY	300	187.2	247.1	115.72	-56,522.82	0
2013-11-10	SELL	300	196.8	259.78	120.89	58,659.33	2,136.51
2013-11-13	BUY	300	194.6	256.87	119.23	-58,756.1	0
2013-11-24	SELL	300	206.6	272.71	125.55	61,581.74	2,825.64
2013-11-27	BUY	297	205.6	268.68	123.48	-61,455.36	0
2013-12-29	SELL	297	198.3	259.14	120.3	58,515.66	-2,939.7
2014-01-09	BUY	279	208.7	256.2	118.86	-58,602.36	0
2014-02-09	SELL	279	207.9	255.22	117.53	57,631.35	-971.01
2014-03-03	BUY	260	220.3	252.02	115.78	-57,645.8	0
2014-04-02	SELL	260	220	251.68	115.99	56,832.33	-813.47
2014-04-09	BUY	227	247.9	247.6	113.47	-56,634.37	0
2014-04-16	SELL	227	255.8	255.49	116.86	57,694.25	1,059.88
2014-04-21	BUY	227	252.7	252.4	115.37	-57,730.66	0
2014-04-27	SELL	227	265.8	265.48	121.23	59,949.89	2,219.22
2014-04-30	BUY	222	268.9	262.66	119.9	-60,078.37	0
2014-06-01	SELL	222	275.4	269.01	123.37	60,746.42	668.05
2014-06-05	BUY	211	285.9	265.43	121.59	-60,711.92	0
2014-06-17	SELL	211	301.08	279.52	127.97	63,120.39	2,408.47
2014-06-22	BUY	211	296.5	275.27	125.96	-62,962.73	0
2014-07-21	SELL	211	289.4	268.68	123.42	60,671.3	-2,291.44
2014-08-12	BUY	182	330.9	264.98	121.16	-60,609.94	0
2014-09-10	SELL	182	338	270.67	123.81	61,121.51	511.57
2014-09-23	BUY	160	380.7	268.01	122.59	-61,302.61	0
2014-10-28	SELL	160	379.7	267.31	122.1	60,362.59	-940.02
2014-12-07	BUY	171	350.3	263.57	121.38	-60,286.24	0
2015-01-08	SELL	171	365.8	275.23	127.86	62,148.71	1,862.46
2015-01-13	BUY	169	366	272.16	126.44	-62,252.6	0
2015-02-02	SELL	169	322.08	239.5	110.99	54,081.04	-8,171.56
2015-02-12	BUY	152	352.5	235.75	109.01	-53,924.76	0
2015-03-12	SELL	152	326	218.03	100.66	49,233.31	-4,691.45
2015-03-18	BUY	144	340	215.42	99.3	-49,274.72	0
2015-04-19	SELL	144	342	216.69	99.33	48,931.98	-342.74
2015-06-14	BUY	145	335	213.73	97.91	-48,886.64	0
2015-07-13	SELL	145	346.9	221.32	101.5	49,977.68	1,091.04
2015-07-22	BUY	148	335.2	218.28	100.03	-49,927.91	0
2015-08-19	SELL	148	318.9	207.67	95.15	46,894.38	-3,033.53
2015-12-01	BUY	175	267.9	206.28	96.51	-47,185.3	0
2015-12-30	SELL	175	253	194.81	90.84	43,989.35	-3,195.95
2016-01-18	BUY	168	259.5	191.82	90.41	-43,878.23	0
2016-02-15	SELL	168	255	188.5	87.56	42,563.94	-1,314.29
2016-04-24	BUY	170	248.6	185.95	88.16	-42,536.11	0
2016-05-24	SELL	170	256.7	192.01	90.03	43,356.96	820.85
2016-05-29	BUY	169	255.2	189.77	89.13	-43,407.7	0
2016-06-26	SELL	169	250	185.9	87.97	41,976.13	-1,431.57
2016-07-13	BUY	162	256.8	183.05	86.4	-41,871.05	0
2016-07-28	SELL	162	275.99	196.73	90.7	44,422.95	2,551.9
2016-08-02	BUY	161	275.5	195.16	89.91	-44,640.58	0
2016-09-01	SELL	161	262.9	186.24	86.73	42,053.93	-2,586.65
2016-09-27	BUY	155	269.2	183.59	86.61	-41,996.2	0
2016-10-27	SELL	155	279.9	190.89	88.71	43,104.9	1,108.7
2016-11-01	BUY	157	273	188.59	87.59	-43,137.18	0
2016-11-29	SELL	157	285.2	197.02	90.91	44,488.48	1,351.3
2017-01-09	BUY	152	290	193.95	89.73	-44,363.68	0
2017-02-06	SELL	152	304	203.32	93.44	45,911.24	1,547.56
2017-02-09	BUY	148	308	200.57	92.18	-45,876.75	0
2017-03-12	SELL	148	318.7	207.54	95.61	46,864.45	987.71
2017-03-30	BUY	141	330	204.73	94.78	-46,829.51	0
2017-04-27	SELL	141	339.9	210.87	97.38	47,617.65	788.13