Experiment log · GP

Searching for profit that survives costs

77,233 unique configurations in this batch; 70 finalists received full and recent stress replays. Starting cash: ৳100,000. Data through 2026-10-13. Compute: local connected computer.

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: 3.7%. This annualized figure describes the historical raw-price simulation.

Selection used earlier periods; 2024–2026 was replayed afterward. That period was already exposed in earlier research, so it is not a pristine holdout. No global maximum across all possible strategies has been established. Corporate-action adjustments remain incomplete.

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.

Inspect finalist

#31 · MACD

Full-history NAV৳183,778

Net return 83.8% · drawdown 26.0% · 47 closed positions

2024 onward NAV৳78,534

Net return -21.5% · drawdown 23.7% · 8 closed positions

2024 stress NAV৳61,230

Net return -38.8% · drawdown 40.1% · 8 closed positions

Variant 1; fixed stop 4.0%; maximum 90 sessions; gate EMA 50; fresh signal only; exit EMA 200 break; trailing arms at 18.0%, distance 2.0%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳183,778

Unsettled৳0

Holdings৳0

NAV৳183,778

Realized P&L৳83,778

Unrealized P&L৳0

Fees৳67,378

Friction৳32,605

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.46e-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 #31

103 fills, including partial sales. Page 1.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2011-01-13	BUY	423	234.8	437.01	199.79	-99,957.2	0
2011-01-18	SELL	423	228.7	425.66	194.63	96,119.81	-3,837.39
2011-11-21	BUY	581	164.3	420.02	194.31	-96,072.62	0
2011-11-24	SELL	581	166.3	425.13	196.08	95,999.09	-73.53
2011-12-26	BUY	593	160.8	419.56	196.57	-95,970.53	0
2011-12-29	SELL	593	163.5	426.6	200.69	96,328.21	357.67
2012-06-04	BUY	470	203.6	421.04	195.13	-96,308.17	0
2012-06-25	SELL	470	195.46	404.2	188.91	91,271.21	-5,036.96
2012-06-28	BUY	434	208.8	398.72	185.81	-91,203.73	0
2012-07-04	SELL	434	200.45	382.78	178.05	86,433.61	-4,770.12
2012-07-22	BUY	431	199.4	378.14	175.29	-86,494.83	0
2012-07-25	SELL	431	205.5	389.71	180.41	88,000.38	1,505.54
2012-12-03	BUY	520	168.1	384.61	181.73	-87,978.34	0
2012-12-06	SELL	520	167.6	383.47	181.23	86,587.3	-1,391.04
2013-06-12	BUY	483	178.1	378.5	176.61	-86,577.41	0
2013-07-10	SELL	241	220.7	234.03	107.39	52,847.28	9,648.2
2013-07-11	SELL	242	216.87	230.93	105.75	52,146.83	8,768.51
2013-12-10	BUY	510	204.6	459.12	212.85	-105,017.97	0
2014-04-07	SELL	255	240.7	270.07	124.29	60,984.14	8,475.15
2014-04-09	SELL	255	247.9	278.14	127.59	62,808.76	10,299.77
2014-04-27	BUY	463	265.8	541.49	248.45	-123,855.34	0
2014-05-22	SELL	463	255.17	519.83	239.1	117,383.86	-6,471.48
2014-06-01	BUY	423	275.4	512.57	236.95	-117,243.73	0
2014-08-07	SELL	211	323.9	300.71	137.78	67,904.41	9,421.13
2014-08-11	SELL	212	330.06	307.88	140.98	69,524.71	10,764.26
2014-09-04	BUY	404	338.1	601.01	276.26	-137,469.67	0
2014-09-22	SELL	202	388.82	345.58	158.43	78,036.62	9,301.79
2014-09-29	SELL	202	392.2	348.59	159.64	78,716.18	9,981.34
2014-10-29	BUY	416	374.6	685.67	315.65	-156,834.92	0
2014-11-05	SELL	416	358.5	656.2	302.23	148,177.57	-8,657.35
2014-12-29	BUY	413	356.5	647.83	307.65	-148,189.98	0
2015-01-25	SELL	413	342.24	621.92	297.1	140,426.1	-7,763.88
2015-06-14	BUY	416	335	613.18	284.99	-140,258.17	0
2015-06-22	SELL	416	328.9	602.02	279.43	135,940.95	-4,317.22
2015-07-02	BUY	409	330.1	594.05	276.67	-135,881.62	0
2015-07-08	SELL	409	328	590.27	274.92	133,286.81	-2,594.81
2016-05-10	BUY	523	253.4	583.12	291.51	-133,402.83	0
2016-05-15	SELL	523	251.1	577.83	287.1	130,460.37	-2,942.46
2016-05-24	BUY	505	256.7	570.39	283.57	-130,487.45	0
2016-05-29	SELL	505	255.2	567.05	283.41	128,025.53	-2,461.92
2016-06-30	BUY	506	251.7	560.38	282.45	-128,203.04	0
2016-07-12	SELL	506	255.8	569.51	286.32	128,578.97	375.93
2016-09-06	BUY	476	268	561.3	275.76	-128,405.06	0
2016-09-20	SELL	476	262	548.73	276.51	123,886.76	-4,518.3
2016-09-25	BUY	461	267.1	541.79	274.36	-123,949.24	0
2017-01-24	SELL	230	307.17	310.85	144.19	70,192.91	8,352.72
2017-02-02	SELL	231	306.5	311.53	143.99	70,345.98	8,236.93
2017-02-12	BUY	455	307.1	614.81	289.71	-140,635.03	0
2017-06-22	SELL	455	338.8	678.28	331.83	153,143.89	12,508.86
2017-07-16	BUY	416	365.1	668.28	311.87	-152,861.75	0
2017-09-10	SELL	208	419.87	384.26	178.57	86,769.09	10,338.21
2017-09-11	SELL	208	426.3	390.15	180.89	88,099.36	11,668.49
2017-10-10	BUY	412	422	765	361.15	-174,990.15	0
2017-11-13	SELL	206	485.3	439.88	204.22	99,327.7	11,832.62
2017-11-15	SELL	206	496.76	450.27	208.14	101,674.56	14,179.49
2017-12-06	BUY	410	487	878.55	409.24	-200,957.79	0
2017-12-14	SELL	410	467.52	843.41	395.85	190,443.94	-10,513.85
2017-12-28	BUY	403	469.4	832.34	392.78	-190,393.32	0
2018-05-13	SELL	403	466	826.31	390.47	186,581.22	-3,812.1
2019-01-24	BUY	474	391.3	816.1	391.13	-186,683.43	0
2019-02-13	SELL	474	388	809.21	378.66	182,724.13	-3,959.3
2019-02-27	BUY	460	394.5	798.47	371.93	-182,640.4	0
2019-03-05	SELL	460	394	797.46	373.73	180,068.81	-2,571.58
2019-03-13	BUY	457	391.7	787.63	372.33	-180,166.86	0
2019-03-19	SELL	457	389	782.2	371.52	176,619.28	-3,547.58
2019-06-27	BUY	483	363.5	772.51	388.92	-176,731.93	0
2019-07-03	SELL	483	364.9	775.49	388.07	175,083.14	-1,648.79
2020-08-09	BUY	682	255	765.2	360.56	-175,035.76	0
2020-08-13	SELL	682	290	870.23	410.09	196,499.68	21,463.92
2020-08-24	BUY	662	295	859.28	402.72	-196,551.99	0
2020-09-08	SELL	331	339.25	494.08	228.09	111,569.58	13,293.58
2020-09-14	SELL	331	346.72	504.97	233.49	114,027.19	15,751.19
2020-10-14	BUY	673	333	986.08	483.36	-225,578.44	0
2020-11-23	SELL	673	319.68	946.64	476.47	213,721.53	-11,856.9
2020-12-07	BUY	653	325.1	934.08	470.93	-213,695.31	0
2021-01-04	SELL	326	373.87	536.27	251.93	121,091.78	14,407.75
2021-01-06	SELL	327	376	540.99	253.31	122,157.7	15,146.42
2021-01-19	BUY	629	384.2	1,063.31	508.03	-243,233.14	0
2021-01-25	SELL	629	368.83	1,020.78	486.4	230,488.15	-12,744.99
2021-02-07	BUY	595	385	1,007.93	484.92	-230,567.85	0
2021-02-10	SELL	595	377.7	988.82	475.14	223,267.55	-7,300.31
2021-05-12	BUY	640	346.2	974.9	504.32	-223,047.22	0
2021-10-04	SELL	640	380	1,070.08	516.69	241,613.23	18,566.01
2021-12-06	BUY	435	362.8	694.4	361.95	-158,874.34	0
2021-12-15	SELL	435	357.3	683.87	357.18	154,384.44	-4,489.9
2022-02-07	BUY	663	355.3	1,036.48	565.59	-237,165.97	0
2022-02-22	SELL	663	355.8	1,037.94	567.61	234,289.85	-2,876.12
2024-07-24	BUY	938	248.2	1,024.37	540.45	-234,376.42	0
2024-07-29	SELL	938	257	1,060.69	558.63	239,446.68	5,070.25
2024-08-15	BUY	624	381	1,046.07	486.98	-239,277.05	0
2024-08-20	SELL	624	353	969.2	447.5	218,855.31	-20,421.75
2024-09-25	BUY	627	347.1	957.58	445.39	-219,034.66	0
2024-10-06	SELL	627	333.22	919.28	427.2	207,579.96	-11,454.71
2024-12-18	BUY	644	320	906.75	453.59	-207,440.34	0
2025-04-27	SELL	644	307.2	870.48	481.8	196,484.52	-10,955.82
2025-07-21	BUY	644	303	858.58	452.71	-196,443.29	0
2025-08-17	SELL	644	306	867.08	423.82	195,773.1	-670.19
2025-08-31	BUY	634	307	856.41	433.34	-195,927.75	0
2025-09-03	SELL	634	311.5	868.96	438.04	196,184	256.25
2026-02-16	BUY	701	278	857.46	427.63	-196,163.09	0