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: -4.9%. 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

#2054 · Flow: Chaikin Oscillator

Full-history NAV৳42,714

Net return -57.3% · drawdown 61.9% · 123 closed positions

2024 onward NAV৳91,023

Net return -9.0% · drawdown 29.6% · 23 closed positions

2024 stress NAV৳85,901

Net return -14.1% · drawdown 34.0% · 18 closed positions

Variant 0; fixed stop 4.0%; maximum 20 sessions; gate EMA 50; continuous signal; exit EMA 200 break; trailing arms at 0.0%, distance 0.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳42,714

Unsettled৳0

Holdings৳0

NAV৳42,714

Realized P&L৳-57,286

Unrealized P&L৳0

Fees৳60,570

Friction৳28,055

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 #2054

246 fills, including partial sales. Page 1.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2011-01-04	BUY	420	236.5	437.05	199.95	-99,967	0
2011-01-09	SELL	420	232.2	429.11	196.28	96,898.61	-3,068.39
2011-01-13	BUY	410	234.8	423.58	193.62	-96,885.19	0
2011-01-18	SELL	410	228.7	412.57	188.62	93,165.81	-3,719.39
2011-02-02	BUY	405	228.3	406.83	186.52	-93,054.86	0
2011-02-07	SELL	405	209.7	373.69	171.13	84,383.69	-8,671.17
2011-08-01	BUY	462	181.6	369.16	168.73	-84,437.08	0
2011-08-04	SELL	462	178.5	362.85	165.84	81,938.31	-2,498.78
2011-08-09	BUY	465	175.1	358.25	163.74	-81,943.49	0
2011-08-14	SELL	465	183.6	375.65	171.74	84,826.62	2,883.12
2011-08-18	BUY	466	180.7	370.51	169.43	-84,746.14	0
2011-08-24	SELL	466	177	362.92	166.25	81,952.82	-2,793.32
2011-09-04	BUY	1	177.8	0.78	0.36	-178.94	0
2011-09-07	SELL	1	173.1	0.76	0.35	171.99	-6.95
2011-11-20	BUY	489	166.6	358.46	165.49	-81,991.35	0
2011-11-23	SELL	489	163.7	352.22	162.17	79,534.91	-2,456.44
2011-11-28	BUY	488	162.2	348.28	160.19	-79,662.07	0
2011-12-01	SELL	488	161.6	346.99	159.83	78,353.98	-1,308.09
2012-01-18	BUY	475	163.6	341.92	157.37	-78,209.29	0
2012-01-23	SELL	475	161	336.49	154.75	75,983.76	-2,225.53
2012-05-03	BUY	349	216.5	332.46	151.86	-76,042.82	0
2012-05-09	SELL	349	200.4	307.73	140.51	69,491.35	-6,551.46
2012-05-14	BUY	331	208.5	303.66	138.73	-69,455.88	0
2012-05-28	SELL	331	200.16	291.51	133.84	65,827.61	-3,628.28
2012-05-31	BUY	317	206.4	287.89	132.45	-65,849.14	0
2012-06-18	SELL	317	198.14	276.37	127.74	62,407.54	-3,441.6
2012-06-21	BUY	313	197.9	272.55	126.21	-62,341.46	0
2012-07-11	SELL	313	189.98	261.65	120.81	59,082.54	-3,258.92
2012-07-22	BUY	295	199.4	258.82	119.24	-59,201.06	0
2012-07-25	SELL	295	205.5	266.74	122.78	60,232.98	1,031.92
2012-07-30	BUY	292	204.8	263.13	121.18	-60,185.91	0
2012-08-05	SELL	292	189.1	242.96	111.66	54,862.59	-5,323.32
2013-01-01	BUY	316	172.6	239.98	112.55	-54,894.13	0
2013-01-06	SELL	316	172.4	239.7	112.66	54,126.04	-768.09
2013-01-09	BUY	315	170.9	236.87	111.38	-54,181.75	0
2013-01-14	SELL	315	170.1	235.76	110.86	53,234.88	-946.87
2013-02-07	BUY	311	170.1	232.76	109.08	-53,242.95	0
2013-02-12	SELL	311	165.1	225.92	105.17	51,015	-2,227.94
2013-06-16	BUY	283	178.8	222.64	102.73	-50,925.77	0
2013-07-16	SELL	283	238	296.36	135.62	66,922.02	15,996.25
2013-07-22	BUY	368	180.9	292.91	133.78	-66,997.89	0
2013-07-25	SELL	368	178.4	288.87	131.91	65,230.42	-1,767.47
2013-09-09	BUY	317	204.3	284.96	130.33	-65,178.39	0
2013-09-12	SELL	317	196.13	273.56	125.02	61,773.99	-3,404.39
2013-09-17	BUY	314	195.3	269.83	123.28	-61,717.31	0
2013-09-23	SELL	314	186.5	257.67	117.77	58,185.56	-3,531.75
2013-11-07	BUY	286	202.4	254.7	118.93	-58,260.03	0
2013-11-13	SELL	286	194.3	244.51	113.38	55,213.06	-3,046.97
2013-11-18	BUY	274	199.9	241	111.44	-55,125.04	0
2013-12-17	SELL	274	200.2	241.36	110.94	54,502.5	-622.54
2013-12-22	BUY	268	202.1	238.32	109.87	-54,510.99	0
2014-01-23	SELL	268	212.1	250.11	115.67	56,477.02	1,966.04
2014-02-06	BUY	267	210	246.71	113.58	-56,430.29	0
2014-02-11	SELL	267	201.6	236.84	108.89	53,481.47	-2,948.82
2014-02-17	BUY	260	204.7	234.18	107.6	-53,563.78	0
2014-03-18	SELL	260	211.3	241.73	111	54,585.27	1,021.49
2014-03-31	BUY	254	213.8	238.94	109.86	-54,654.01	0
2014-04-29	SELL	254	267.9	299.41	136.77	67,610.42	12,956.42
2014-05-05	BUY	250	267.9	294.69	134.59	-67,404.28	0
2014-05-22	SELL	250	255.3	280.83	128.47	63,415.7	-3,988.58
2014-05-27	BUY	237	266	277.38	127.17	-63,446.56	0
2014-06-24	SELL	237	300.9	313.78	143.67	70,855.85	7,409.3
2014-06-29	BUY	239	294.7	309.91	141.84	-70,885.05	0
2014-07-20	SELL	239	279.3	293.71	135	66,323.99	-4,561.06
2014-07-23	BUY	221	297.7	289.48	133.03	-66,214.21	0
2014-08-28	SELL	221	321.1	312.24	142.65	70,508.21	4,294
2014-09-02	BUY	207	338.9	308.67	141.08	-70,602.05	0
2014-09-30	SELL	207	381.9	347.83	159.31	78,546.15	7,944.1
2014-10-12	BUY	205	380	342.76	156.82	-78,399.58	0
2014-11-03	SELL	205	361.6	326.16	149.23	73,652.61	-4,746.97
2014-11-09	BUY	213	344.9	323.24	148.06	-73,935	0
2014-11-20	SELL	213	331.1	310.31	142.53	70,072.31	-3,862.69
2015-02-12	BUY	197	352.5	305.55	141.99	-69,890.03	0
2015-02-22	SELL	197	333.1	288.73	133.87	65,198.1	-4,691.93
2015-03-29	BUY	186	348	284.8	131.54	-65,144.34	0
2015-04-20	SELL	186	334.08	273.41	125.63	61,739.84	-3,404.51
2015-07-05	BUY	184	334.4	270.73	124.46	-61,924.79	0
2015-07-08	SELL	184	328	265.55	122.04	59,964.41	-1,960.38
2015-07-13	BUY	172	346.9	262.53	120.59	-60,049.93	0
2015-07-22	SELL	172	335.2	253.68	116.41	57,284.31	-2,765.61
2015-07-27	BUY	168	338.6	250.29	114.73	-57,249.83	0
2015-08-02	SELL	168	325.06	240.28	110.06	54,259.07	-2,990.76
2015-12-01	BUY	201	267.9	236.93	111.32	-54,196.15	0
2015-12-06	SELL	201	272	240.56	112.79	54,318.65	122.5
2016-01-18	BUY	208	259.5	237.49	112.88	-54,326.38	0
2016-01-21	SELL	208	269.8	246.92	116.1	55,755.38	1,429
2016-01-26	BUY	208	266.5	243.9	114.33	-55,790.24	0
2016-01-31	SELL	208	262.5	240.24	112.44	54,247.32	-1,542.91
2016-02-03	BUY	207	260.7	237.45	111	-54,313.35	0
2016-02-08	SELL	207	260	236.81	110.72	53,472.48	-840.87
2016-04-24	BUY	213	248.6	232.99	111.61	-53,296.39	0
2016-04-27	SELL	213	251	235.24	111.82	53,115.94	-180.46
2016-05-03	BUY	214	247	232.58	110.63	-53,201.2	0
2016-05-08	SELL	214	247	232.58	110.25	52,515.17	-686.03
2016-05-11	BUY	207	252.1	229.61	108.29	-52,522.61	0
2016-05-16	SELL	207	252	229.52	108.17	51,826.31	-696.3
2016-05-19	BUY	202	254.6	226.29	106.62	-51,762.11	0
2016-05-25	SELL	202	256.6	228.07	107.58	51,497.56	-264.55
2016-05-30	BUY	199	257	225.03	106.4	-51,474.42	0
2016-06-02	SELL	199	256.7	224.77	106.27	50,752.26	-722.16