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: -26.1%. 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

#3313 · Flow: Range flow

Full-history NAV৳608

Net return -99.4% · drawdown 99.4% · 455 closed positions

2024 onward NAV৳38,530

Net return -61.5% · drawdown 67.6% · 78 closed positions

2024 stress NAV৳30,525

Net return -69.5% · drawdown 71.1% · 57 closed positions

Variant 0; fixed stop 6.0%; maximum 10 sessions; gate None; continuous signal; exit any bearish; trailing arms at 8.0%, distance 3.5%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳131

Unsettled৳0

Holdings৳477

NAV৳608

Realized P&L৳-99,382

Unrealized P&L৳-10

Fees৳49,591

Friction৳22,693

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳5.46e-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 #3313

911 fills, including partial sales. Page 3.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2013-11-24	BUY	106	206.6	96.36	44	-22,039.96	0
2013-11-27	SELL	106	205.6	95.89	43.76	21,653.95	-386.01
2013-12-08	BUY	104	207.3	94.86	43.3	-21,697.36	0
2013-12-11	SELL	104	204.3	93.49	42.67	21,111.04	-586.32
2013-12-17	BUY	104	200.2	91.61	41.82	-20,954.23	0
2013-12-22	SELL	104	202.1	92.48	42.27	20,883.65	-70.58
2013-12-30	BUY	104	200.9	91.93	42.12	-21,027.65	0
2014-01-06	SELL	104	206.4	94.45	43.26	21,327.89	300.24
2014-01-12	BUY	101	209.9	93.28	42.72	-21,335.9	0
2014-01-16	SELL	101	206	91.55	41.91	20,672.55	-663.35
2014-01-21	BUY	99	207.5	90.39	41.37	-20,674.25	0
2014-01-26	SELL	99	215.3	93.78	42.9	21,178.02	503.77
2014-01-29	BUY	99	211.5	92.13	42.11	-21,072.74	0
2014-02-03	SELL	99	212.2	92.43	42.23	20,873.14	-199.6
2014-02-06	BUY	99	210	91.48	41.78	-20,923.25	0
2014-02-11	SELL	99	209.3	91.17	41.63	20,587.9	-335.35
2014-02-16	BUY	99	205.6	89.56	40.88	-20,484.84	0
2014-02-19	SELL	99	208.3	90.74	41.42	20,489.55	4.71
2014-02-24	BUY	98	207.9	89.65	40.92	-20,504.77	0
2014-02-27	SELL	98	214	92.28	42.12	20,837.6	332.83
2014-03-05	BUY	97	213.7	91.21	41.61	-20,861.71	0
2014-03-10	SELL	97	214.4	91.51	41.74	20,663.55	-198.16
2014-03-18	BUY	97	211.3	90.18	41.15	-20,627.43	0
2014-03-23	SELL	97	209.3	89.33	40.76	20,172.01	-455.42
2014-03-30	BUY	95	211.8	88.53	40.41	-20,249.94	0
2014-04-02	SELL	95	220	91.96	42.01	20,766.03	516.09
2014-04-17	BUY	81	254.6	90.74	41.33	-20,754.67	0
2014-04-22	SELL	81	251.6	89.67	40.84	20,249.09	-505.58
2014-04-28	BUY	77	262.8	89.04	40.53	-20,365.17	0
2014-05-04	SELL	77	262.9	89.07	40.54	20,113.69	-251.48
2014-05-07	BUY	72	276.4	87.56	39.86	-20,028.22	0
2014-05-12	SELL	72	270.5	85.69	39.01	19,351.29	-676.93
2014-05-18	BUY	73	262.2	84.22	38.35	-19,263.17	0
2014-05-21	SELL	73	260.4	83.64	38.09	18,887.47	-375.7
2014-05-28	BUY	70	269.8	83.1	37.87	-19,006.97	0
2014-06-02	SELL	70	281.7	86.76	39.55	19,592.69	585.71
2014-06-08	BUY	68	284	84.97	38.73	-19,435.7	0
2014-06-11	SELL	68	295.1	88.29	40.25	19,938.26	502.56
2014-06-17	BUY	65	303.7	86.86	39.57	-19,866.93	0
2014-06-22	SELL	65	296.5	84.8	38.62	19,149.08	-717.85
2014-06-25	BUY	64	301.4	84.87	38.65	-19,413.13	0
2014-07-02	SELL	64	296.1	83.38	37.98	18,829.04	-584.09
2014-07-07	BUY	63	293.3	81.3	37.04	-18,596.24	0
2014-07-10	SELL	63	297.3	82.41	37.55	18,609.94	13.69
2014-07-15	BUY	64	291.7	82.14	37.45	-18,788.4	0
2014-07-22	SELL	64	293.5	82.65	37.69	18,663.66	-124.74
2014-08-04	BUY	59	310.8	80.68	36.77	-18,454.65	0
2014-08-07	SELL	59	323.9	84.08	38.31	18,987.71	533.06
2014-08-12	BUY	57	330.9	82.99	37.79	-18,982.08	0
2014-08-18	SELL	57	335.8	84.22	38.34	19,018.04	35.96
2014-08-24	BUY	59	325.3	84.45	38.44	-19,315.59	0
2014-08-27	SELL	59	325.5	84.5	38.46	19,081.54	-234.05
2014-09-03	BUY	56	337.9	83.26	37.9	-19,043.56	0
2014-09-08	SELL	56	333.2	82.1	37.38	18,539.72	-503.84
2014-09-11	BUY	54	337.8	80.26	36.55	-18,358.02	0
2014-09-16	SELL	54	345.7	82.14	37.41	18,548.25	190.23
2014-09-24	BUY	49	379.7	81.86	37.28	-18,724.45	0
2014-09-29	SELL	49	392.2	84.56	38.51	19,094.74	370.29
2014-10-14	BUY	51	372.6	83.61	38.06	-19,124.27	0
2014-10-19	SELL	51	371.8	83.43	37.98	18,840.39	-283.88
2014-10-28	BUY	49	379.7	81.86	37.27	-18,724.43	0
2014-11-03	SELL	49	361.6	77.96	35.49	17,604.95	-1,119.48
2014-11-09	BUY	51	344.9	77.4	35.24	-17,702.54	0
2014-11-12	SELL	51	354.2	79.48	36.2	17,948.51	245.97
2014-11-17	BUY	51	344.3	77.26	35.2	-17,671.76	0
2014-11-20	SELL	51	334	74.95	34.15	16,924.9	-746.87
2014-11-25	BUY	54	315.6	74.99	34.18	-17,151.56	0
2014-11-30	SELL	54	318.7	75.72	34.54	17,099.54	-52.02
2014-12-04	BUY	48	352.6	74.47	33.97	-17,033.24	0
2014-12-09	SELL	48	355.3	75.04	34.24	16,945.12	-88.12
2014-12-14	BUY	47	355.8	73.58	33.58	-16,829.76	0
2014-12-18	SELL	47	350.8	72.55	33.11	16,381.95	-447.81
2014-12-24	BUY	45	360.2	71.32	32.57	-16,312.88	0
2014-12-30	SELL	45	361.9	71.66	32.73	16,181.11	-131.77
2015-01-06	BUY	44	368.6	71.36	32.6	-16,322.36	0
2015-01-11	SELL	44	364.1	70.49	32.23	15,917.68	-404.68
2015-01-22	BUY	45	352	69.7	31.86	-15,941.56	0
2015-01-27	SELL	45	329	65.14	29.77	14,710.09	-1,231.47
2015-02-03	BUY	44	330	63.89	29.19	-14,613.08	0
2015-02-09	SELL	44	340	65.82	30.07	14,864.11	251.03
2015-02-12	BUY	42	352.5	65.14	29.75	-14,899.89	0
2015-02-17	SELL	42	347.4	64.2	29.32	14,497.28	-402.61
2015-02-23	BUY	43	339.6	64.25	29.34	-14,696.39	0
2015-02-26	SELL	43	337.9	63.93	29.19	14,436.58	-259.81
2015-03-04	BUY	43	332.9	62.98	28.76	-14,406.44	0
2015-03-09	SELL	43	328.1	62.08	28.35	14,017.87	-388.57
2015-03-16	BUY	41	334	60.25	27.51	-13,781.76	0
2015-03-22	SELL	41	337.5	60.89	27.78	13,748.84	-32.93
2015-03-25	BUY	41	338	60.98	27.82	-13,946.8	0
2015-04-02	SELL	41	353	63.68	29.02	14,380.3	433.5
2015-04-08	BUY	40	352	61.95	28.23	-14,170.18	0
2015-04-13	SELL	40	349.9	61.58	28.06	13,906.36	-263.82
2015-04-29	BUY	42	331.8	61.32	27.95	-14,024.86	0
2015-05-05	SELL	42	327	60.43	27.56	13,646.01	-378.85
2015-05-10	BUY	41	329	59.35	27.07	-13,575.42	0
2015-05-13	SELL	41	326	58.81	26.83	13,280.36	-295.07
2015-05-19	BUY	40	333.8	58.75	26.81	-13,437.56	0
2015-05-24	SELL	40	326	57.38	26.18	12,956.45	-481.11
2015-06-11	BUY	39	325	55.77	25.41	-12,756.18	0
2015-06-16	SELL	39	332.6	57.07	25.99	12,888.33	132.16

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