Experiment log · GP

Searching for profit that survives costs

10,790 unique configurations in this batch; 66 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: 5.1%. 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

#5 · Kalman milestone + Flow: NVI

Full-history NAV৳233,658

Net return 133.7% · drawdown 29.5% · 30 closed positions

2024 onward NAV৳80,221

Net return -19.8% · drawdown 23.0% · 8 closed positions

2024 stress NAV৳68,541

Net return -31.5% · drawdown 33.8% · 7 closed positions

Variant 2; fixed stop 6.0%; maximum 120 sessions; gate EMA 50; fresh signal only; exit EMA 200 break; trailing arms at 0.0%, distance 4.5%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳233,658

Unsettled৳0

Holdings৳0

NAV৳233,658

Realized P&L৳133,658

Unrealized P&L৳0

Fees৳49,554

Friction৳24,754

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.16e-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 #5

68 fills, including partial sales. Page 1.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2010-12-23	BUY	376	263.8	436.43	199.91	-99,825.14	0
2010-12-28	SELL	376	251.9	416.74	190.64	94,107.02	-5,718.12
2011-07-12	BUY	538	174	411.89	190.21	-94,214.1	0
2011-07-17	SELL	538	177.1	419.23	193.2	94,667.37	453.27
2011-10-30	BUY	606	155.2	413.83	192.2	-94,657.23	0
2011-11-02	SELL	606	163	434.62	201.63	98,141.75	3,484.53
2012-04-09	BUY	498	195.9	429.26	197.28	-98,184.73	0
2012-07-22	SELL	498	184.15	403.5	187.29	91,113.92	-7,070.82
2013-02-10	BUY	538	168.3	398.4	190.04	-91,133.84	0
2013-02-13	SELL	538	166.6	394.38	186.65	89,049.77	-2,084.07
2013-05-15	BUY	571	154.7	388.67	196.07	-88,918.44	0
2013-05-20	SELL	571	166.2	417.56	208	94,274.64	5,356.2
2013-05-30	BUY	540	173.7	412.71	197.95	-94,408.66	0
2013-07-10	SELL	270	220.7	262.19	120.45	59,206.36	12,002.03
2013-07-23	SELL	270	175	207.9	94.81	46,947.29	-257.04
2013-08-27	BUY	502	209.8	463.41	213.71	-105,996.72	0
2013-09-12	SELL	502	196.3	433.59	198.79	97,910.23	-8,086.49
2013-11-13	BUY	500	194.6	428.12	201.45	-97,929.57	0
2014-04-07	SELL	250	240.7	264.77	121.83	59,788.4	10,823.62
2014-05-14	SELL	250	267	293.7	134.25	66,322.05	17,357.26
2014-06-08	BUY	441	284	551.07	254.78	-126,049.85	0
2014-08-11	SELL	220	340.8	329.89	151.14	74,494.97	11,612.96
2014-12-10	SELL	221	365	354.93	164.36	80,145.72	16,977.88
2015-12-02	BUY	567	271.1	676.34	337.06	-154,727.1	0
2015-12-07	SELL	567	267.4	667.11	329.88	150,618.82	-4,108.28
2016-01-19	BUY	568	263.3	658.04	335.42	-150,547.86	0
2016-01-24	SELL	568	266	664.79	328.76	150,094.45	-453.41
2016-11-21	BUY	520	287.1	656.88	316.32	-150,265.2	0
2017-04-03	SELL	260	344.52	394.13	184.83	88,996.24	13,863.64
2017-05-16	SELL	260	332	379.81	180.71	85,759.48	10,626.88
2017-07-11	BUY	498	348.3	763.19	360.97	-174,577.57	0
2017-09-10	SELL	249	417.96	457.92	213.69	103,400.43	16,111.65
2018-01-03	SELL	249	481	526.98	245.97	118,996.04	31,707.26
2019-01-01	BUY	597	370	971.92	504.18	-222,366.1	0
2019-01-06	SELL	597	367.7	965.87	500.29	218,050.73	-4,315.36
2019-01-23	BUY	554	391	953.1	462.61	-218,029.72	0
2019-02-13	SELL	554	388	945.79	444.71	213,561.5	-4,468.21
2020-07-26	BUY	846	251	934.32	458.48	-213,738.81	0
2020-07-29	SELL	846	255	949.21	459.06	214,321.73	582.92
2020-08-09	BUY	835	255	936.87	444.94	-214,306.81	0
2020-08-13	SELL	835	290	1,065.46	506.07	240,578.47	26,271.65
2020-08-18	BUY	830	288	1,051.78	497.34	-240,589.12	0
2020-09-09	SELL	415	345.6	631.07	292.55	142,500.38	22,205.82
2021-02-08	SELL	415	376.8	688.04	325.05	155,358.91	35,064.35
2021-05-12	BUY	854	346.2	1,300.88	700.25	-297,655.94	0
2021-10-27	SELL	854	356	1,337.71	670.16	302,016.14	4,360.2
2022-01-13	BUY	840	357.1	1,319.84	725.43	-302,009.27	0
2022-01-30	SELL	647	352	1,002.07	526.92	226,215.01	-6,404.04
2022-01-31	SELL	193	356.2	302.49	143.91	68,300.21	-1,090.02
2022-02-15	BUY	701	358	1,104.22	627.88	-252,690.1	0
2022-02-22	SELL	701	355.8	1,097.43	605.94	247,712.43	-4,977.67
2024-06-27	BUY	1,072	236.2	1,114.11	638.48	-254,958.99	0
2024-07-03	SELL	752	239.9	793.78	418.35	179,192.67	340.84
2024-07-04	SELL	320	240.2	338.2	164.31	76,361.49	254.33
2024-07-08	BUY	847	251	935.43	500	-214,032.42	0
2024-07-11	SELL	847	247	920.52	482.17	207,806.31	-6,226.11
2024-08-15	BUY	741	381	1,242.21	580.85	-284,144.06	0
2024-08-20	SELL	741	353	1,150.92	532.95	259,889.13	-24,254.93
2025-09-03	BUY	828	311.5	1,134.86	589.29	-259,646.14	0
2025-09-08	SELL	828	308.5	1,123.93	592.36	253,721.71	-5,924.43
2026-02-16	BUY	907	278	1,109.44	567.69	-253,823.13	0
2026-02-19	SELL	907	267	1,065.54	540.41	240,563.05	-13,260.08
2026-06-22	BUY	928	257.5	1,051.42	558.13	-240,569.55	0
2026-06-25	SELL	928	257.5	1,051.42	546.08	237,362.5	-3,207.05
2026-07-12	BUY	919	256.6	1,037.59	525.06	-237,378.05	0
2026-07-15	SELL	919	259	1,047.29	527.95	236,445.76	-932.29
2026-07-28	BUY	904	259.8	1,033.38	532.54	-236,425.12	0
2026-08-02	SELL	904	260	1,034.18	541.21	233,464.61	-2,960.5