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

#2015 · Flow: Klinger Oscillator

Full-history NAV৳44,919

Net return -55.1% · drawdown 75.2% · 159 closed positions

2024 onward NAV৳54,567

Net return -45.4% · drawdown 45.5% · 41 closed positions

2024 stress NAV৳41,952

Net return -58.0% · drawdown 58.0% · 28 closed positions

Variant 1; fixed stop 6.0%; maximum 120 sessions; gate None; continuous signal; exit EMA 200 break; trailing arms at 0.0%, distance 0.0%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳202

Unsettled৳44,717

Holdings৳0

NAV৳44,919

Realized P&L৳-55,081

Unrealized P&L৳0

Fees৳129,972

Friction৳61,870

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.02e-10. 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 #2015

327 fills, including partial sales. Page 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2015-09-03	BUY	362	315.1	501.89	236.26	-114,804.35	0
2015-09-08	SELL	362	314	500.14	236.35	112,931.52	-1,872.83
2015-10-20	BUY	444	253.2	494.65	231	-113,146.45	0
2015-10-26	SELL	444	253	494.26	231.19	111,606.55	-1,539.9
2015-10-29	BUY	450	246.5	488.07	228.62	-111,641.69	0
2015-11-03	SELL	450	251.4	497.77	234.01	112,398.22	756.54
2015-11-08	BUY	446	250	490.6	231.6	-112,222.2	0
2015-11-11	SELL	446	251	492.56	233.48	111,219.96	-1,002.24
2015-11-16	BUY	443	249.5	486.33	232.1	-111,246.92	0
2015-11-19	SELL	443	250.7	488.66	234.84	110,336.6	-910.32
2015-12-03	BUY	403	272	482.31	233.11	-110,331.42	0
2015-12-08	SELL	403	257	455.71	218.48	102,896.8	-7,434.62
2016-01-21	BUY	379	269.8	449.92	217.32	-102,921.44	0
2016-01-26	SELL	379	266.5	444.42	213.53	100,345.55	-2,575.89
2016-02-24	BUY	389	256.5	439.03	212.02	-100,429.54	0
2016-03-02	SELL	389	244.1	417.8	199.73	94,337.37	-6,092.17
2016-03-21	BUY	390	240.5	412.7	197.11	-94,404.81	0
2016-03-24	SELL	390	235.2	403.6	192.95	91,131.45	-3,273.36
2016-04-06	BUY	389	232.5	397.95	198.54	-91,038.98	0
2016-04-11	SELL	389	234.5	401.37	200.8	90,618.33	-420.66
2016-04-17	BUY	385	234	396.4	200	-90,686.39	0
2016-04-20	SELL	385	237	401.48	202.33	90,641.19	-45.2
2016-04-25	BUY	360	250	396	195.75	-90,591.75	0
2016-04-28	SELL	360	250.5	396.79	193.89	89,589.32	-1,002.44
2016-05-04	BUY	362	246	391.83	191.69	-89,635.52	0
2016-05-09	SELL	362	249.8	397.88	193.93	89,835.79	200.27
2016-05-24	BUY	347	256.7	391.93	189.62	-89,656.45	0
2016-05-29	SELL	347	255.2	389.64	189.22	87,975.54	-1,680.92
2016-07-21	BUY	326	268	384.42	184.07	-87,936.49	0
2016-09-20	SELL	326	262	375.81	183.53	84,852.66	-3,083.83
2016-09-25	BUY	316	267.1	371.38	182.01	-84,956.98	0
2017-02-16	SELL	158	320.52	222.83	102.6	50,316.73	7,838.24
2017-03-19	SELL	158	317	220.38	101.81	49,763.81	7,285.32
2017-03-22	BUY	317	314	437.97	206.51	-100,182.48	0
2017-07-26	SELL	158	376.8	261.95	120.12	59,152.32	9,219.1
2017-09-19	SELL	159	411	287.54	132.41	64,929.05	14,679.8
2017-09-28	BUY	297	415	542.32	252.33	-124,049.65	0
2017-11-14	SELL	148	498	324.3	149.5	73,230.2	11,414.21
2018-03-22	SELL	149	477	312.72	145.58	70,614.7	8,381.04
2018-04-12	BUY	295	484.1	628.36	298.59	-143,736.45	0
2018-05-08	SELL	295	455.05	590.66	276.49	133,373.78	-10,362.67
2018-05-14	BUY	285	465.6	583.86	273.14	-133,553.01	0
2018-05-20	SELL	285	445	558.03	260.57	126,006.4	-7,546.6
2018-05-29	BUY	289	432	549.33	257.87	-125,655.2	0
2018-06-03	SELL	289	415.2	527.97	248.03	119,216.8	-6,438.4
2018-06-20	BUY	311	381.8	522.46	243.58	-119,505.84	0
2018-06-25	SELL	311	408.9	559.54	260.15	126,348.21	6,842.37
2018-07-17	BUY	320	392	551.94	256.12	-126,248.06	0
2018-07-22	SELL	320	404	568.83	264.48	128,446.68	2,198.62
2018-10-21	BUY	351	363.2	560.93	268.4	-128,312.52	0
2018-10-24	SELL	351	372	574.52	275.75	129,721.74	1,409.21
2018-10-29	BUY	336	384	567.71	270.65	-129,862.36	0
2018-11-01	SELL	336	379.1	560.46	267.1	126,550.04	-3,312.32
2018-11-29	BUY	343	366.7	553.42	268.36	-126,599.88	0
2018-12-04	SELL	343	360.1	543.46	263.85	122,706.99	-3,892.89
2018-12-09	BUY	335	363.6	535.95	259.55	-122,601.5	0
2018-12-12	SELL	335	355.5	524.01	252.88	118,315.61	-4,285.88
2018-12-18	BUY	326	360.5	517.1	249.46	-118,289.56	0
2018-12-23	SELL	326	356.1	510.79	250.39	115,327.42	-2,962.14
2018-12-27	BUY	318	361	505.11	248.1	-115,551.21	0
2019-01-03	SELL	318	365	510.71	249.9	115,309.39	-241.82
2019-01-08	BUY	306	374	503.55	242.46	-115,190.02	0
2019-01-13	SELL	306	390	525.1	249.92	118,564.98	3,374.97
2019-01-24	BUY	301	391.3	518.24	243.7	-118,543.24	0
2019-02-13	SELL	301	388	513.87	237.95	116,036.19	-2,507.05
2019-04-28	BUY	316	365	507.5	237.02	-116,084.51	0
2019-05-02	SELL	316	358.7	498.74	233.48	112,616.99	-3,467.53
2019-05-07	BUY	311	360	492.62	232.21	-112,684.83	0
2019-05-12	SELL	311	356	487.15	232.24	109,996.61	-2,688.22
2019-05-15	BUY	316	346	481.08	231.48	-110,048.56	0
2019-05-20	SELL	316	350.1	486.78	235.64	109,909.18	-139.38
2019-05-23	BUY	312	349.4	479.66	232.54	-109,725	0
2019-05-28	SELL	312	341.8	469.22	227.43	105,944.95	-3,780.05
2019-06-09	BUY	296	355.1	462.48	224.56	-105,796.64	0
2019-06-12	SELL	296	365	475.38	231.98	107,332.64	1,536
2019-06-17	BUY	298	358.1	469.54	228.14	-107,411.48	0
2019-06-20	SELL	298	360.4	472.56	230.71	106,695.93	-715.55
2019-06-30	BUY	291	365	467.35	225.89	-106,908.24	0
2019-07-04	SELL	291	364	466.07	225.09	105,232.84	-1,675.4
2019-07-30	BUY	320	326.8	460.13	218.99	-105,255.13	0
2019-08-06	SELL	320	321.8	453.09	214.87	102,308.04	-2,947.09
2019-09-17	BUY	328	309.9	447.25	213.78	-102,308.23	0
2019-09-22	SELL	328	364	525.32	253.48	118,613.19	16,304.96
2019-09-25	BUY	329	358	518.24	244.25	-118,544.49	0
2019-09-30	SELL	329	357.9	518.1	243.71	116,987.29	-1,557.2
2019-10-24	BUY	359	324	511.79	244.12	-117,071.91	0
2019-10-29	SELL	359	322.5	509.42	244.06	115,024.02	-2,047.89
2019-11-19	BUY	366	311.5	501.64	243.15	-114,753.79	0
2019-11-24	SELL	366	328.9	529.66	252.33	119,595.41	4,841.62
2019-11-27	BUY	388	306.5	523.26	248.14	-119,693.39	0
2019-12-02	SELL	388	310.1	529.4	250.81	119,538.58	-154.81
2020-01-21	BUY	424	279.9	522.18	250.29	-119,450.07	0
2020-01-26	SELL	424	274	511.17	243.3	115,421.53	-4,028.54
2020-02-05	BUY	433	265.2	505.26	237.14	-115,574	0
2020-02-10	SELL	433	261.9	498.97	234.01	112,669.72	-2,904.27
2020-02-16	BUY	428	261.4	492.27	230.66	-112,602.13	0
2020-02-19	SELL	428	266.8	502.44	235.93	113,452.03	849.9
2020-02-24	BUY	353	319.8	496.71	230.87	-113,616.99	0
2020-02-27	SELL	353	288.1	447.48	207.12	101,044.7	-12,572.28
2020-06-01	BUY	388	258.5	441.31	207.76	-100,947.07	0

Previous Next