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: -15.4%. 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

#3023 · Flow: Price-volume divergence

Full-history NAV৳5,868

Net return -94.1% · drawdown 94.8% · 290 closed positions

2024 onward NAV৳47,733

Net return -52.3% · drawdown 55.6% · 50 closed positions

2024 stress NAV৳38,164

Net return -61.8% · drawdown 62.8% · 38 closed positions

Variant 0; fixed stop 10.0%; maximum 5 sessions; gate None; continuous signal; exit EMA 200 break; trailing arms at 5.0%, distance 2.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳5,627

Unsettled৳240

Holdings৳0

NAV৳5,868

Realized P&L৳-94,132

Unrealized P&L৳0

Fees৳101,678

Friction৳47,146

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 #3023

580 fills, including partial sales. Page 3.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2015-08-05	BUY	171	329	247.54	113.38	-56,619.92	0
2015-08-10	SELL	171	323.3	243.25	111.42	54,929.63	-1,690.28
2015-08-13	BUY	170	320.8	239.96	109.93	-54,885.89	0
2015-08-18	SELL	170	311.9	233.3	106.99	52,682.71	-2,203.18
2015-08-20	BUY	1	314	1.38	0.63	-316.01	0
2015-08-25	SELL	1	318.7	1.4	0.64	316.66	0.65
2015-08-26	BUY	164	318.7	229.97	105.79	-52,602.56	0
2015-08-31	SELL	164	317.2	228.89	105.5	51,686.4	-916.16
2015-09-01	BUY	1	316.1	1.39	0.63	-318.12	0
2015-09-06	SELL	1	314.1	1.38	0.63	312.09	-6.03
2015-09-07	BUY	163	314.4	225.49	104.23	-51,576.92	0
2015-09-10	SELL	163	309.1	221.69	102.52	50,059.1	-1,517.82
2015-09-13	BUY	1	304.1	1.34	0.61	-306.05	0
2015-09-16	SELL	1	308.3	1.36	0.62	306.33	0.28
2015-09-17	BUY	163	306	219.46	101.71	-50,199.17	0
2015-09-22	SELL	163	299.1	214.51	99.19	48,439.6	-1,759.58
2015-09-28	BUY	1	300.1	1.32	0.6	-302.02	0
2015-10-01	SELL	1	285.1	1.25	0.57	283.28	-18.75
2015-10-04	BUY	168	286	211.41	97.5	-48,356.91	0
2015-10-07	SELL	168	279	206.24	94.95	46,570.82	-1,786.09
2015-10-08	BUY	1	266.3	1.17	0.53	-268	0
2015-10-13	SELL	1	264	1.16	0.53	262.31	-5.69
2015-10-14	BUY	178	260.1	203.71	93.75	-46,595.26	0
2015-10-19	SELL	178	245	191.88	88.18	43,329.94	-3,265.32
2015-10-20	BUY	1	253.2	1.11	0.51	-254.82	0
2015-10-26	SELL	1	253	1.11	0.51	251.38	-3.44
2015-10-27	BUY	172	250	189.2	86.94	-43,276.14	0
2015-11-01	SELL	172	250.8	189.81	87.4	42,860.39	-415.75
2015-11-02	BUY	1	249.8	1.1	0.5	-251.4	0
2015-11-05	SELL	1	248	1.09	0.5	246.41	-4.99
2015-12-08	BUY	167	257	188.84	87.79	-43,195.63	0
2015-12-13	SELL	167	256.3	188.33	87.41	42,526.37	-669.26
2015-12-17	BUY	168	251.2	185.69	86.16	-42,473.45	0
2015-12-22	SELL	168	255	188.5	87.61	42,563.9	90.45
2015-12-27	BUY	167	254	186.64	86.73	-42,691.36	0
2015-12-30	SELL	167	253	185.9	86.59	41,978.51	-712.86
2016-01-04	BUY	164	254.5	183.65	86.02	-42,007.67	0
2016-01-07	SELL	164	253.1	182.64	86.15	41,239.61	-768.06
2016-03-02	BUY	167	244.1	179.36	83.34	-41,027.4	0
2016-03-07	SELL	167	246	180.76	83.72	40,817.52	-209.88
2016-03-10	BUY	167	244	179.29	83.12	-41,010.41	0
2016-03-15	SELL	167	242.1	177.9	82.55	40,170.25	-840.16
2016-03-21	BUY	166	240.5	175.66	81.57	-40,180.23	0
2016-03-24	SELL	166	235.2	171.79	79.81	38,791.6	-1,388.63
2016-03-29	BUY	167	230.4	169.3	78.75	-38,724.85	0
2016-04-03	SELL	167	227	166.8	78.51	37,663.69	-1,061.16
2016-04-06	BUY	161	232.5	164.7	77.89	-37,675.09	0
2016-04-11	SELL	161	234.5	166.12	78.65	37,509.73	-165.37
2016-04-17	BUY	159	234	163.71	77.79	-37,447.5	0
2016-04-20	SELL	159	237	165.81	78.75	37,438.44	-9.05
2016-06-21	BUY	148	252	164.1	77.01	-37,537.11	0
2016-06-26	SELL	148	250	162.8	76.66	36,760.54	-776.58
2016-07-21	BUY	136	268	160.37	74.52	-36,682.89	0
2016-07-28	SELL	136	284	169.95	78.2	38,375.85	1,692.96
2016-08-31	BUY	145	262	167.16	77.6	-38,234.76	0
2016-09-07	SELL	145	266	169.71	79.06	38,321.23	86.47
2016-09-19	BUY	144	265	167.9	78.67	-38,406.57	0
2016-09-22	SELL	144	262	166	77.92	37,484.08	-922.49
2016-09-26	BUY	139	268.1	163.97	77.04	-37,506.91	0
2016-10-03	SELL	139	268.8	164.4	77.27	37,121.53	-385.38
2016-10-06	BUY	136	272	162.76	76.11	-37,230.88	0
2016-10-17	SELL	136	270.4	161.81	75.71	36,536.88	-694
2016-11-06	BUY	129	279.9	158.87	73.55	-36,339.53	0
2016-11-13	SELL	129	277.1	157.28	72.62	35,516	-823.53
2016-11-21	BUY	123	287.1	155.38	71.62	-35,540.3	0
2016-11-28	SELL	123	286	154.78	71.19	34,952.02	-588.27
2017-01-05	BUY	120	290	153.12	70.6	-35,023.72	0
2017-01-12	SELL	120	290.7	153.49	70.72	34,659.79	-363.94
2017-01-17	BUY	118	292.1	151.66	69.74	-34,689.2	0
2017-01-24	SELL	118	298.5	154.98	71.17	34,996.85	307.66
2017-03-07	BUY	112	310.6	153.06	70.34	-35,010.61	0
2017-03-14	SELL	112	317.9	156.66	71.94	35,376.2	365.59
2017-03-19	BUY	111	317	154.82	71.18	-35,413.01	0
2017-03-27	SELL	111	316.1	154.38	71.21	34,861.51	-551.5
2017-03-30	BUY	105	330	152.46	70.25	-34,872.71	0
2017-04-05	SELL	105	345.84	159.78	73.36	36,080.27	1,207.56
2017-04-10	BUY	104	342.1	156.54	71.91	-35,806.85	0
2017-04-17	SELL	104	337	154.21	70.84	34,822.95	-983.9
2017-04-20	BUY	103	336.9	152.68	70.16	-34,923.54	0
2017-04-27	SELL	103	339.9	154.04	70.83	34,784.82	-138.72
2017-05-03	BUY	102	338	151.69	69.97	-34,697.66	0
2017-05-11	SELL	102	338	151.69	70.3	34,254.01	-443.65
2017-05-16	BUY	103	332	150.46	69.66	-34,416.12	0
2017-05-23	SELL	103	331.1	150.05	69.52	33,883.73	-532.39
2017-05-28	BUY	101	334	148.43	69.05	-33,951.48	0
2017-06-04	SELL	101	333.5	148.21	68.91	33,466.38	-485.09
2017-06-07	BUY	98	337.9	145.7	67.71	-33,327.61	0
2017-06-14	SELL	98	331.5	142.94	66.28	32,277.78	-1,049.83
2017-06-19	BUY	94	340	140.62	65.1	-32,165.72	0
2017-06-29	SELL	94	341	141.04	64.98	31,847.98	-317.74
2017-07-09	BUY	93	340.5	139.33	63.86	-31,869.7	0
2017-07-16	SELL	93	365.1	149.4	68.31	33,736.59	1,866.89
2017-09-28	BUY	81	415	147.91	67.66	-33,830.57	0
2017-10-08	SELL	81	420.5	149.87	68.56	33,842.08	11.51
2017-10-11	BUY	78	429.5	147.4	67.51	-33,715.91	0
2017-10-18	SELL	78	422.1	144.86	66.44	32,712.49	-1,003.42
2017-10-29	BUY	73	445.3	143.03	65.5	-32,715.43	0
2017-11-05	SELL	73	440.8	141.58	64.86	31,971.96	-743.47
2017-12-07	BUY	66	480.8	139.62	63.73	-31,936.15	0
2017-12-14	SELL	66	471.9	137.04	62.62	30,945.74	-990.41

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