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

#2014 · Flow: Chaikin Oscillator

Full-history NAV৳44,951

Net return -55.0% · drawdown 75.5% · 120 closed positions

2024 onward NAV৳128,855

Net return 28.9% · drawdown 17.0% · 12 closed positions

2024 stress NAV৳104,184

Net return 4.2% · drawdown 25.7% · 11 closed positions

Variant 0; fixed stop 22.0%; maximum 15 sessions; gate None; fresh signal only; exit any bearish; trailing arms at 12.0%, distance 4.5%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳44,951

Unsettled৳0

Holdings৳0

NAV৳44,951

Realized P&L৳-55,049

Unrealized P&L৳0

Fees৳60,198

Friction৳27,941

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳4.37e-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 #2014

240 fills, including partial sales. Page 1.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2010-12-02	BUY	429	231.4	436.79	200.74	-99,908.14	0
2010-12-21	SELL	429	284.3	536.64	247.73	121,180.32	21,272.19
2011-01-04	BUY	509	236.5	529.67	242.65	-121,150.81	0
2011-01-27	SELL	509	227.1	508.61	234.12	114,851.16	-6,299.65
2011-02-24	BUY	704	162.2	502.43	231.05	-114,922.28	0
2011-03-07	SELL	704	167.2	517.92	238.46	116,952.42	2,030.14
2011-03-21	BUY	665	174.8	511.46	236.27	-116,989.73	0
2011-03-29	SELL	665	165.5	484.25	224.01	109,349.23	-7,640.5
2011-04-21	BUY	666	163.1	477.95	222.44	-109,324.99	0
2011-05-02	SELL	666	155.1	454.51	211.43	102,630.66	-6,694.33
2011-05-11	BUY	699	145.8	448.42	210.21	-102,572.83	0
2011-05-16	SELL	699	151.6	466.26	220.11	105,282.03	2,709.19
2011-05-23	BUY	743	140.8	460.3	218.45	-105,293.15	0
2011-05-31	SELL	743	148.5	485.48	232.85	109,617.17	4,324.02
2011-06-21	BUY	775	140.6	479.45	228.28	-109,672.73	0
2011-06-26	SELL	775	150.5	513.21	244.15	115,880.14	6,207.42
2011-08-01	BUY	634	181.6	506.59	232.02	-115,873.01	0
2011-08-24	SELL	634	177	493.76	226.82	111,497.42	-4,375.59
2011-11-15	BUY	752	147.3	487.39	226.63	-111,483.61	0
2011-11-21	SELL	752	164.3	543.64	252.79	122,757.18	11,273.56
2012-01-18	BUY	745	163.6	536.28	248.55	-122,666.83	0
2012-02-09	SELL	745	153.1	501.86	232.79	113,324.84	-9,341.99
2012-02-22	BUY	760	148.2	495.58	229.68	-113,357.26	0
2012-02-27	SELL	760	154.4	516.31	239.44	116,588.24	3,230.98
2012-05-23	BUY	565	205.2	510.13	234.83	-116,682.96	0
2012-06-13	SELL	565	203.3	505.4	236.57	114,122.53	-2,560.43
2012-07-09	BUY	573	197.9	498.95	234.01	-114,129.65	0
2012-07-22	SELL	573	154.36	389.18	180.51	87,879.74	-26,249.91
2012-08-05	BUY	461	189.1	383.57	177.4	-87,736.07	0
2012-09-05	SELL	461	173.7	352.33	162.59	79,560.77	-8,175.3
2012-10-02	BUY	473	167.3	348.18	160.86	-79,641.94	0
2012-10-08	SELL	473	166.3	346.1	160.02	78,153.77	-1,488.17
2013-01-01	BUY	450	172.6	341.75	162.37	-78,174.11	0
2013-01-22	SELL	450	169.1	334.82	161.04	75,599.14	-2,574.97
2013-02-07	BUY	441	170.1	330.06	156.62	-75,500.79	0
2013-03-03	SELL	441	141	273.6	127.52	61,779.88	-13,720.9
2013-04-17	BUY	425	144.6	270.4	131.74	-61,857.14	0
2013-04-23	SELL	425	145.2	271.52	132.64	61,305.84	-551.3
2013-06-16	BUY	341	178.8	268.27	124.17	-61,363.24	0
2013-06-24	SELL	341	189.6	284.48	131.45	64,237.68	2,874.44
2013-07-22	BUY	352	180.9	280.18	127.93	-64,084.91	0
2013-08-19	SELL	352	192.7	298.45	136.54	67,395.41	3,310.49
2013-09-09	BUY	328	204.3	294.85	134.88	-67,440.13	0
2013-09-30	SELL	328	189.4	273.34	125.34	61,724.52	-5,715.61
2013-10-31	BUY	320	192	270.34	127.11	-61,837.45	0
2013-11-05	SELL	320	194.6	274	128.33	61,869.67	32.22
2013-11-13	BUY	315	194.6	269.72	125.32	-61,694.03	0
2013-11-20	SELL	315	215.3	298.41	138.1	67,383	5,688.97
2013-11-26	BUY	335	200	294.8	135.73	-67,430.53	0
2013-12-01	SELL	335	200.5	295.54	135.97	66,736	-694.53
2013-12-17	BUY	331	200.2	291.57	134.32	-66,692.09	0
2014-01-02	SELL	331	206.3	300.46	140.11	67,844.74	1,152.64
2014-01-15	BUY	330	204.5	296.93	138.19	-67,920.12	0
2014-01-27	SELL	330	213.4	309.86	143.58	69,968.56	2,048.44
2014-02-06	BUY	331	210	305.84	141.23	-69,957.07	0
2014-02-11	SELL	331	209.3	304.82	140.61	68,832.86	-1,124.21
2014-02-17	BUY	334	204.7	300.83	138.66	-68,809.28	0
2014-02-25	SELL	334	212.5	312.29	144.16	70,518.55	1,709.26
2014-03-25	BUY	331	212	308.76	142.27	-70,623.02	0
2014-03-31	SELL	331	213.8	311.38	143.66	70,312.76	-310.27
2014-04-30	BUY	259	268.9	306.44	139.99	-70,091.53	0
2014-05-25	SELL	259	257.4	293.33	134.24	66,239.03	-3,852.5
2014-06-22	BUY	222	296.5	289.62	132.58	-66,245.2	0
2014-07-14	SELL	222	295.7	288.84	132.62	65,223.94	-1,021.26
2014-08-19	BUY	192	338.2	285.71	130.57	-65,350.69	0
2014-09-09	SELL	192	338.9	286.3	130.96	64,651.53	-699.15
2014-10-01	BUY	167	384.2	282.31	129.04	-64,572.75	0
2014-10-29	SELL	167	374.6	275.26	125.76	62,157.19	-2,415.57
2015-02-08	BUY	182	339.9	272.19	126.31	-62,260.31	0
2015-02-11	SELL	182	347.9	278.6	129.31	62,909.89	649.58
2015-03-29	BUY	179	348	274.08	126.51	-62,692.6	0
2015-04-07	SELL	179	348.3	274.32	126.02	61,945.36	-747.23
2015-05-07	BUY	188	328.6	271.82	125.56	-62,174.17	0
2015-05-14	SELL	188	326.9	270.41	124.97	61,061.81	-1,112.36
2015-05-19	BUY	182	333.8	267.31	123.66	-61,142.57	0
2015-05-25	SELL	182	323.3	258.9	119.71	58,461.99	-2,680.58
2015-07-05	BUY	173	334.4	254.55	116.94	-58,222.68	0
2015-08-02	SELL	173	330	251.2	115.1	56,723.71	-1,498.98
2015-08-25	BUY	177	318.7	248.2	114.21	-56,772.32	0
2015-09-10	SELL	177	309.1	240.73	111.49	54,358.49	-2,413.83
2015-09-22	BUY	181	299.1	238.2	110.35	-54,485.65	0
2015-09-30	SELL	181	290.8	231.59	107.2	52,296	-2,189.65
2015-10-21	BUY	200	258.9	227.83	104.9	-52,112.73	0
2015-11-12	SELL	200	250	220	101.98	49,678.02	-2,434.71
2015-12-20	BUY	197	250.7	217.31	101.28	-49,706.49	0
2016-01-06	SELL	197	252	218.43	103.59	49,321.97	-384.51
2016-01-17	BUY	191	257	215.98	102.6	-49,405.58	0
2016-02-07	SELL	191	260.4	218.84	102.1	49,415.46	9.88
2016-02-10	BUY	189	259.7	215.97	100.62	-49,399.89	0
2016-02-22	SELL	189	255.3	212.31	99.65	47,939.75	-1,460.14
2016-03-28	BUY	204	234.1	210.13	98.28	-48,064.8	0
2016-03-31	SELL	204	232	208.24	98	47,021.75	-1,043.05
2016-04-05	BUY	201	232.3	205.45	97.85	-46,995.6	0
2016-04-27	SELL	201	251	221.98	105.26	50,123.75	3,128.15
2016-06-30	BUY	198	251.7	219.28	103.92	-50,159.8	0
2016-07-16	SELL	198	257	223.9	106.09	50,556.01	396.21
2016-08-10	BUY	187	267.9	220.43	101.6	-50,419.33	0
2016-08-21	SELL	187	270	222.16	102.44	50,165.41	-253.92
2016-10-04	BUY	184	271	219.4	104.11	-50,187.51	0
2016-10-16	SELL	184	269.7	218.35	103.15	49,303.3	-884.21