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: -11.2%. 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

#2733 · Flow: Turnover shock

Full-history NAV৳13,445

Net return -86.6% · drawdown 89.0% · 279 closed positions

2024 onward NAV৳43,682

Net return -56.3% · drawdown 60.2% · 49 closed positions

2024 stress NAV৳30,233

Net return -69.8% · drawdown 70.7% · 39 closed positions

Variant 0; fixed stop 15.0%; maximum 10 sessions; gate None; continuous signal; exit EMA 200 break; trailing arms at 18.0%, distance 6.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳221

Unsettled৳13,224

Holdings৳0

NAV৳13,445

Realized P&L৳-86,555

Unrealized P&L৳0

Fees৳149,494

Friction৳69,896

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.09e-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 #2733

558 fills, including partial sales. Page 3.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2016-05-24	BUY	306	256.7	345.62	166.02	-79,061.84	0
2016-05-29	SELL	306	255.2	343.6	165.6	77,581.99	-1,479.85
2016-06-01	BUY	303	255	339.97	163.67	-77,768.64	0
2016-06-06	SELL	303	255.2	340.23	164.38	76,820.99	-947.65
2016-06-16	BUY	298	255.6	335.14	161.21	-76,665.16	0
2016-06-21	SELL	298	252	330.42	159.99	74,605.59	-2,059.57
2016-06-29	BUY	292	253.9	326.21	158.22	-74,623.23	0
2016-07-11	SELL	292	253	325.05	156.56	73,394.38	-1,228.85
2016-07-14	BUY	284	257	321.15	155.13	-73,464.27	0
2016-07-18	SELL	284	259	323.65	155.86	73,076.5	-387.78
2016-07-21	BUY	271	268	319.56	151.7	-73,099.27	0
2016-08-04	SELL	271	275.1	328.03	152.51	74,071.56	972.29
2016-09-22	BUY	281	262	323.94	156.61	-74,102.55	0
2016-10-05	SELL	281	273.9	338.65	163.17	76,464.08	2,361.53
2016-10-13	BUY	282	269	333.78	160.65	-76,352.43	0
2016-10-27	SELL	282	279.9	347.3	164.28	78,420.22	2,067.8
2016-11-03	BUY	280	278.1	342.62	161.66	-78,372.28	0
2016-11-17	SELL	280	281.8	347.18	163.53	78,393.29	21.01
2016-11-22	BUY	271	288	343.41	161.02	-78,552.43	0
2016-12-06	SELL	271	287.9	343.29	159.96	77,517.65	-1,034.78
2016-12-18	BUY	267	287.7	337.99	157.42	-77,311.31	0
2017-01-02	SELL	267	282	331.29	156.07	74,806.63	-2,504.67
2017-01-03	BUY	1	284	1.25	0.57	-285.82	0
2017-01-17	SELL	1	292.1	1.29	0.58	290.23	4.41
2017-01-19	BUY	250	297	326.7	152.09	-74,728.79	0
2017-02-02	SELL	250	306.5	337.15	156.05	76,131.8	1,403.01
2017-02-14	BUY	237	319.9	333.59	154.7	-76,304.59	0
2017-03-01	SELL	237	309.2	322.43	149.71	72,808.26	-3,496.34
2017-03-08	BUY	231	313.1	318.23	147.91	-72,792.24	0
2017-03-22	SELL	231	314	319.15	149.02	72,065.83	-726.41
2017-03-28	BUY	226	316.6	314.83	147.45	-72,013.88	0
2017-04-11	SELL	226	344.5	342.57	159.38	77,355.05	5,341.17
2017-04-24	BUY	226	339.9	338	157.3	-77,312.69	0
2017-05-09	SELL	226	339.5	337.6	160	76,229.4	-1,083.29
2017-05-18	BUY	230	330.2	334.16	158.14	-76,438.3	0
2017-06-01	SELL	230	329.2	333.15	158.95	75,223.9	-1,214.4
2017-06-06	BUY	221	337.1	327.8	156.33	-74,983.23	0
2017-06-20	SELL	221	332.1	322.93	153.01	72,918.16	-2,065.07
2017-06-21	BUY	1	335.8	1.48	0.67	-337.95	0
2017-07-10	SELL	1	340	1.5	0.68	337.82	-0.13
2017-07-11	BUY	208	348.3	318.76	147.35	-72,912.51	0
2017-07-25	SELL	208	369	337.71	155.24	76,259.05	3,346.54
2017-07-30	BUY	202	376.7	334.81	153.79	-76,582	0
2017-08-13	SELL	202	381.6	339.17	155.98	76,588.06	6.05
2017-09-10	BUY	186	408	333.91	154.73	-76,376.63	0
2017-09-24	SELL	186	411.2	336.53	155.34	75,991.33	-385.3
2017-09-28	BUY	182	415	332.33	153.25	-76,015.58	0
2017-10-15	SELL	182	429	343.54	159.14	77,575.32	1,559.74
2017-10-23	BUY	178	431.9	338.26	156.91	-77,373.37	0
2017-11-06	SELL	178	440.5	345	159.77	77,904.23	530.86
2017-11-09	BUY	170	457	341.84	158.1	-78,189.94	0
2017-11-23	SELL	170	483	361.28	166.17	81,582.55	3,392.61
2017-12-05	BUY	167	484	355.64	163.3	-81,346.95	0
2017-12-19	SELL	167	468.2	344.03	158.58	77,686.78	-3,660.16
2017-12-24	BUY	168	460.1	340.11	156.89	-77,793.8	0
2018-01-09	SELL	168	472.6	349.35	161.83	78,885.62	1,091.83
2018-01-16	BUY	165	475	344.85	159.54	-78,879.39	0
2018-01-30	SELL	165	511	370.99	170.89	83,773.12	4,893.73
2018-02-13	BUY	164	507.9	366.5	168.61	-83,830.71	0
2018-02-28	SELL	164	478	344.92	159.05	77,888.02	-5,942.68
2018-03-22	BUY	162	477	340.01	158.6	-77,772.61	0
2018-04-08	SELL	162	479.9	342.07	159.51	77,242.22	-530.39
2018-04-11	BUY	159	483.2	338.05	157.46	-77,324.31	0
2018-04-25	SELL	159	474.9	332.24	154.32	75,022.54	-2,301.77
2018-05-03	BUY	159	470	328.81	152.05	-75,210.86	0
2018-05-17	SELL	159	453	316.92	146.34	71,563.74	-3,647.12
2018-05-22	BUY	163	434	311.26	143.51	-71,196.77	0
2018-05-27	SELL	163	429.4	307.97	142.1	69,542.14	-1,654.63
2018-05-30	BUY	162	428.4	305.36	141.45	-69,847.62	0
2018-06-04	SELL	162	405	288.68	133.59	65,187.73	-4,659.89
2018-06-07	BUY	159	406.9	284.67	131.77	-65,113.54	0
2018-06-12	SELL	159	381	266.55	123.05	60,189.41	-4,924.13
2018-06-20	BUY	157	381.8	263.75	121.44	-60,327.79	0
2018-06-25	SELL	157	408.9	282.47	129.88	63,784.96	3,457.17
2018-07-17	BUY	161	392	277.69	127.55	-63,517.24	0
2018-07-22	SELL	161	404	286.19	131.59	64,626.22	1,108.97
2018-08-09	BUY	172	374.2	283.19	131.03	-64,776.62	0
2018-08-14	SELL	172	359.6	272.15	125.7	61,453.35	-3,323.27
2018-08-29	BUY	156	391.5	268.73	125.11	-61,467.83	0
2018-09-04	SELL	156	385.6	264.68	123.14	59,765.79	-1,702.05
2018-09-09	BUY	155	384	261.89	121.74	-59,903.63	0
2018-09-12	SELL	155	380.2	259.3	120.54	58,551.17	-1,352.47
2018-09-19	BUY	159	364.6	255.07	119.23	-58,345.71	0
2018-09-24	SELL	159	368	257.45	119.82	58,134.72	-210.98
2018-09-27	BUY	158	366.2	254.58	118.43	-58,232.62	0
2018-10-02	SELL	158	372	258.61	120.34	58,397.04	164.43
2018-10-07	BUY	159	365.1	255.42	118.77	-58,425.09	0
2018-10-10	SELL	159	363	253.95	117.88	57,345.16	-1,079.93
2018-10-24	BUY	153	372	250.43	116.61	-57,283.04	0
2018-10-29	SELL	153	384	258.51	120.12	58,373.37	1,090.34
2018-11-13	BUY	154	377.5	255.79	119.66	-58,510.45	0
2018-11-18	SELL	154	368.8	249.9	116.79	56,428.52	-2,081.94
2018-11-22	BUY	156	358.2	245.87	114.44	-56,239.5	0
2018-11-27	SELL	156	362.8	249.03	116.33	56,231.44	-8.07
2018-12-06	BUY	154	362	245.29	114.81	-56,108.11	0
2018-12-11	SELL	154	359.7	243.73	114.05	55,036.02	-1,072.09
2018-12-18	BUY	152	360.5	241.1	112.73	-55,149.83	0
2018-12-23	SELL	152	356.1	238.16	112.21	53,776.83	-1,373
2018-12-27	BUY	148	361	235.08	110.86	-53,773.95	0
2019-01-03	SELL	148	365	237.69	111.89	53,670.42	-103.52

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