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: 5.5%. 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

#229 · Volume confirmation

Full-history NAV৳248,900

Net return 148.9% · drawdown 38.5% · 70 closed positions

2024 onward NAV৳147,207

Net return 47.2% · drawdown 12.9% · 11 closed positions

2024 stress NAV৳121,502

Net return 21.5% · drawdown 17.5% · 11 closed positions

Variant 0; fixed stop 4.0%; maximum 30 sessions; gate None; fresh signal only; exit stop/time only; trailing arms at 0.0%, distance 0.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳248,900

Unsettled৳0

Holdings৳0

NAV৳248,900

Realized P&L৳148,900

Unrealized P&L৳0

Fees৳87,611

Friction৳42,564

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 #229

143 fills, including partial sales. Page 1.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2011-01-27	BUY	437	227.1	436.67	200.65	-99,880.02	0
2011-02-06	SELL	437	213	409.56	187.74	92,483.71	-7,396.31
2011-06-01	BUY	630	145.9	404.43	191.85	-92,513.29	0
2011-06-12	SELL	630	140.06	388.26	183.94	87,668.12	-4,845.16
2011-09-27	BUY	528	164.9	383.1	178.68	-87,628.97	0
2011-10-04	SELL	528	157.1	364.97	170.18	82,413.65	-5,215.32
2011-10-27	BUY	503	162.8	360.31	167.03	-82,415.74	0
2011-11-01	SELL	503	164.5	364.07	168.41	82,211.01	-204.73
2011-11-24	BUY	491	166.3	359.27	165.33	-82,177.91	0
2011-11-29	SELL	491	160	345.66	159	78,055.33	-4,122.57
2012-01-10	BUY	450	172.5	341.55	157.55	-78,124.1	0
2012-01-18	SELL	450	163.6	323.93	148.99	73,147.09	-4,977.02
2012-02-14	BUY	469	154.9	319.65	147.19	-73,114.94	0
2012-02-22	SELL	469	148.2	305.83	140.69	69,059.28	-4,055.66
2012-03-27	BUY	372	184.3	301.66	138.8	-69,000.06	0
2012-05-10	SELL	372	208.6	341.44	155.99	77,101.78	8,101.71
2012-06-28	BUY	367	208.8	337.17	156.53	-77,123.3	0
2012-07-04	SELL	367	200.45	323.68	150.03	73,090.7	-4,032.6
2012-07-26	BUY	350	207.9	320.17	147.66	-73,232.83	0
2012-08-05	SELL	350	189.1	291.21	134.13	65,759.66	-7,473.17
2012-12-23	BUY	384	169.9	287.06	136.4	-65,665.06	0
2013-02-05	SELL	384	174.9	295.51	140.67	66,725.42	1,060.36
2013-04-03	BUY	446	148.6	291.61	142.73	-66,709.94	0
2013-05-19	SELL	446	165.6	324.97	159.84	73,372.78	6,662.85
2013-05-30	BUY	420	173.7	321	152.17	-73,427.17	0
2013-07-15	SELL	420	229.9	424.86	195.35	95,937.8	22,510.63
2013-08-26	BUY	453	210.5	419.57	193.28	-95,969.34	0
2013-09-09	SELL	453	202.08	402.79	184.69	90,954.76	-5,014.58
2013-10-28	BUY	477	189.3	397.3	189.11	-90,882.51	0
2013-12-09	SELL	477	204.7	429.62	198.99	97,013.28	6,130.77
2014-01-06	BUY	467	206.4	424.11	199.39	-97,012.3	0
2014-01-09	SELL	467	208.7	428.84	201.67	96,832.4	-179.9
2014-01-23	BUY	454	212.1	423.69	198.28	-96,915.37	0
2014-02-11	SELL	454	203.62	406.74	188.54	91,846.38	-5,068.99
2014-02-26	BUY	433	210.4	400.85	185.64	-91,689.69	0
2014-04-13	SELL	433	260.7	496.69	228.85	112,157.56	20,467.87
2014-07-23	BUY	374	297.7	489.9	226.82	-112,056.52	0
2014-09-11	SELL	374	337.8	555.88	256.1	125,525.22	13,468.7
2014-09-23	BUY	328	380.7	549.43	252.98	-125,672	0
2014-11-03	SELL	328	361.6	521.86	239.7	117,843.24	-7,828.76
2015-02-03	BUY	355	330	515.46	243.88	-117,909.34	0
2015-03-18	SELL	355	340	531.08	249.77	119,919.15	2,009.81
2015-03-29	BUY	342	348	523.67	245.07	-119,784.74	0
2015-04-20	SELL	342	334.08	502.72	233.09	113,519.54	-6,265.2
2015-05-20	BUY	337	335	496.74	232.98	-113,624.72	0
2015-05-28	SELL	337	321.6	476.87	222.79	107,679.54	-5,945.18
2015-06-02	BUY	325	329.5	471.19	218.68	-107,777.37	0
2015-07-22	SELL	325	335.2	479.34	221.8	108,238.87	461.5
2015-12-01	BUY	401	267.9	472.68	229.29	-108,129.87	0
2015-12-07	SELL	401	257.18	453.78	218.59	102,458.42	-5,671.45
2016-01-12	BUY	394	258.5	448.14	223.18	-102,520.31	0
2016-02-24	SELL	394	256.5	444.67	214.91	100,401.43	-2,118.89
2016-04-20	BUY	421	237	439.02	223.28	-100,439.3	0
2016-06-05	SELL	421	255.2	472.73	233.65	106,732.82	6,293.52
2016-06-29	BUY	417	253.9	465.86	232.02	-106,574.18	0
2016-08-17	SELL	417	272	499.07	233.86	112,691.08	6,116.9
2016-09-26	BUY	418	268.1	493.09	246.82	-112,805.71	0
2016-11-09	SELL	418	281.3	517.37	248	116,818.03	4,012.32
2016-11-17	BUY	412	281.8	510.85	244.59	-116,857.04	0
2017-01-02	SELL	412	282	511.21	245.43	115,427.37	-1,429.67
2017-01-15	BUY	394	291	504.48	238.65	-115,397.13	0
2017-02-27	SELL	394	315.1	546.26	257.35	123,345.79	7,948.66
2017-03-22	BUY	390	314	538.82	256.18	-123,255	0
2017-05-07	SELL	390	340	583.44	284.33	131,732.23	8,477.23
2017-06-05	BUY	389	336	575.1	284.15	-131,563.25	0
2017-07-20	SELL	389	370	633.29	294.09	143,002.62	11,439.37
2017-08-17	BUY	367	388	626.54	292.38	-143,314.92	0
2017-10-02	SELL	367	412.3	665.78	311.25	150,337.07	7,022.15
2017-10-23	BUY	345	431.9	655.62	309.84	-149,970.97	0
2017-12-04	SELL	345	477	724.09	336.37	163,504.55	13,533.58
2017-12-19	BUY	347	468.2	714.85	334.45	-163,514.7	0
2018-02-01	SELL	347	504	769.51	358.81	173,759.69	10,244.99
2018-04-11	BUY	358	483.2	761.14	365.27	-174,112	0
2018-05-03	SELL	358	463.87	730.69	344.93	164,990.56	-9,121.45
2018-06-19	BUY	428	382.6	720.51	339.52	-164,812.83	0
2018-08-01	SELL	428	392.9	739.91	352.63	167,068.66	2,255.83
2018-09-24	BUY	451	368	730.26	354.47	-167,052.73	0
2018-11-05	SELL	451	380	754.07	366.73	170,259.2	3,206.47
2018-12-26	BUY	469	360.5	743.93	377.93	-170,196.36	0
2019-02-10	SELL	469	405.7	837.2	392.74	189,043.36	18,847
2019-02-20	BUY	495	379.5	826.55	385.73	-189,064.78	0
2019-04-09	SELL	495	373	812.39	383.44	183,439.16	-5,625.62
2019-05-29	BUY	521	350	802.34	405.58	-183,557.92	0
2019-07-10	SELL	521	336	770.25	385.78	173,899.97	-9,657.95
2019-09-11	BUY	557	309.9	759.5	373.72	-173,747.52	0
2019-09-16	SELL	557	306.6	751.42	371.63	169,653.16	-4,094.36
2019-09-23	BUY	467	361	741.78	358.64	-169,687.42	0
2019-10-02	SELL	467	346.56	712.11	338.9	160,792.51	-8,894.91
2019-10-24	BUY	493	324	702.82	341.13	-160,775.95	0
2019-11-13	SELL	493	311.04	674.71	332.3	152,335.71	-8,440.24
2019-11-20	BUY	469	323.1	666.75	324.7	-152,525.34	0
2019-11-25	SELL	469	312	643.84	309.76	145,374.39	-7,150.95
2019-12-24	BUY	506	285	634.52	316.06	-145,160.58	0
2020-01-06	SELL	506	273.6	609.14	306.92	137,525.53	-7,635.05
2020-01-19	BUY	560	244.2	601.71	296.86	-137,650.57	0
2020-03-01	SELL	560	277.4	683.51	319.29	154,341.2	16,690.63
2020-07-12	BUY	636	241	674.41	358.77	-154,309.18	0
2020-08-25	SELL	636	301.7	844.28	395.06	190,641.87	36,332.69
2020-12-06	BUY	592	320.1	833.8	415.62	-190,748.61	0
2021-01-19	SELL	592	384.2	1,000.76	476.78	225,968.86	35,220.24