Experiment log · GP

Searching for profit that survives costs

80,738 unique configurations in this batch; 80 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: 1.9%. This annualized figure describes the historical raw-price simulation.

This batch was tuned on 2024–2026 stress results. Those results are in-sample and cannot validate future profitability. 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

#42 · Flow: Anchored VWAP + Flow: RVOL percentile

Full-history NAV৳138,239

Net return 38.2% · drawdown 51.2% · 43 closed positions

2024 onward NAV৳164,053

Net return 64.1% · drawdown 10.9% · 6 closed positions

2024 stress NAV৳167,984

Net return 68.0% · drawdown 8.5% · 5 closed positions

Variant 2; fixed stop 10.0%; maximum 30 sessions; gate None; continuous signal; exit stop/time only; trailing arms at 18.0%, distance 3.5%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳138,239

Unsettled৳0

Holdings৳0

NAV৳138,239

Realized P&L৳38,239

Unrealized P&L৳0

Fees৳35,699

Friction৳16,909

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳5.82e-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 #42

86 fills, including partial sales. Page 1.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2010-12-22	BUY	368	269.9	437.02	200.35	-99,960.58	0
2011-01-03	SELL	368	242.2	392.17	179.3	88,558.13	-11,402.45
2011-07-11	BUY	504	174.4	386.75	178.57	-88,462.92	0
2011-07-25	SELL	504	205.6	455.94	209.01	102,957.45	14,494.53
2011-10-27	BUY	629	162.8	450.57	209.89	-103,061.66	0
2011-11-15	SELL	629	146.52	405.51	187.85	91,567.73	-11,493.93
2011-11-20	BUY	546	166.6	400.24	185.12	-91,548.96	0
2012-01-03	SELL	546	174.1	418.26	195.36	94,444.98	2,896.02
2012-04-01	BUY	479	196	413.09	190.27	-94,487.36	0
2012-05-15	SELL	479	205.7	433.53	198.58	97,898.19	3,410.83
2012-07-23	BUY	478	203.5	428	198.67	-97,899.67	0
2012-08-26	SELL	478	183.15	385.2	178.15	86,982.35	-10,917.32
2012-10-31	BUY	494	174.8	379.95	179.3	-86,910.45	0
2012-12-13	SELL	494	166.5	361.9	170.84	81,718.26	-5,192.19
2012-12-30	BUY	464	175	357.28	170.37	-81,727.65	0
2013-02-11	SELL	464	165.9	338.7	159.97	76,478.93	-5,248.73
2013-05-15	BUY	491	154.7	334.21	166.26	-76,458.18	0
2013-06-09	SELL	491	176.5	381.31	178.71	86,101.48	9,643.3
2013-10-29	BUY	457	187.2	376.42	178.98	-86,105.8	0
2013-12-10	SELL	457	204.6	411.41	190.35	92,900.45	6,794.64
2014-03-03	BUY	419	220.3	406.15	187.78	-92,899.63	0
2014-04-16	SELL	419	255.8	471.59	216.82	106,491.79	13,592.16
2014-04-27	BUY	398	265.8	465.47	213.29	-106,467.16	0
2014-06-10	SELL	398	286.3	501.37	231.48	113,214.55	6,747.39
2014-09-23	BUY	295	380.7	494.15	227.23	-113,027.88	0
2014-11-09	SELL	295	342.63	444.73	204.29	100,426.83	-12,601.05
2015-02-12	BUY	283	352.5	438.93	205.91	-100,402.35	0
2015-03-30	SELL	283	358.7	446.65	207.67	100,857.78	455.43
2015-06-14	BUY	300	335	442.2	204.26	-101,146.46	0
2015-08-02	SELL	300	330	435.6	200.76	98,363.64	-2,782.82
2015-12-01	BUY	364	267.9	429.07	206.92	-98,151.59	0
2016-01-13	SELL	364	255.4	409.05	202.56	92,353.99	-5,797.6
2016-01-18	BUY	354	259.5	404.2	198.01	-92,465.21	0
2016-03-02	SELL	354	244.1	380.21	180.95	85,850.24	-6,614.97
2016-04-21	BUY	351	243	375.29	186.97	-85,855.26	0
2016-06-06	SELL	351	255.2	394.13	192.21	88,988.86	3,133.6
2016-07-27	BUY	318	278	388.98	183.42	-88,976.4	0
2016-09-18	SELL	318	265	370.79	179	83,720.21	-5,256.19
2016-10-24	BUY	296	281.2	366.23	174.32	-83,775.75	0
2016-12-05	SELL	296	284	369.88	172.82	83,521.3	-254.45
2017-01-19	BUY	279	297	364.6	170.2	-83,397.8	0
2017-03-05	SELL	279	311.9	382.89	178.56	86,458.65	3,060.85
2017-03-30	BUY	260	330	377.52	177.45	-86,354.97	0
2017-05-15	SELL	260	335.6	383.93	182.96	86,689.11	334.14
2017-07-02	BUY	251	344.3	380.24	178.54	-86,978.08	0
2017-08-13	SELL	251	381.6	421.44	194.36	95,165.8	8,187.72
2017-09-10	BUY	231	408	414.69	193.05	-94,855.74	0
2017-10-23	SELL	231	431.9	438.98	204.84	99,125.07	4,269.34
2017-11-14	BUY	200	493.8	434.54	201.28	-99,395.82	0
2017-12-27	SELL	200	465.3	409.46	189.58	92,460.95	-6,934.87
2018-10-24	BUY	247	372	404.29	191	-92,479.29	0
2018-12-06	SELL	247	362	393.42	187.36	88,833.21	-3,646.08
2019-01-09	BUY	231	382	388.26	183.91	-88,814.17	0
2019-02-20	SELL	231	379.5	385.72	177.51	87,101.26	-1,712.91
2019-03-27	BUY	211	410.1	380.74	176.99	-87,088.82	0
2019-04-08	SELL	211	369.09	342.66	158.42	77,376.91	-9,711.91
2019-09-23	BUY	213	361	338.33	158.25	-77,389.58	0
2019-10-13	SELL	213	324.9	304.5	141.42	68,757.79	-8,631.79
2020-01-05	BUY	241	283.5	300.62	143.4	-68,767.53	0
2020-01-09	SELL	241	254.2	269.55	128.22	60,864.43	-7,903.1
2020-01-20	BUY	228	265.3	266.15	125.23	-60,879.78	0
2020-02-24	SELL	228	310.15	311.14	143.43	70,259.86	9,380.07
2020-07-26	BUY	278	251	307.02	143.2	-70,228.23	0
2020-08-16	SELL	278	287.57	351.76	162.17	79,430.53	9,202.31
2020-12-29	BUY	223	353	346.36	161.31	-79,226.67	0
2021-02-10	SELL	223	377.7	370.6	172.06	83,684.44	4,457.77
2021-04-21	BUY	245	340.2	366.74	175.31	-83,891.05	0
2021-06-07	SELL	245	349.5	376.76	177.36	85,073.38	1,182.33
2021-08-02	BUY	222	380	371.18	174.14	-84,905.32	0
2021-09-19	SELL	222	384.9	375.97	174.96	84,896.87	-8.45
2022-01-04	BUY	243	347.8	371.87	182	-85,069.26	0
2022-02-15	SELL	243	358	382.77	189.12	86,422.1	1,352.84
2022-07-06	BUY	294	292	377.73	179.46	-86,405.19	0
2022-08-24	SELL	294	288	372.56	175.24	84,124.21	-2,280.98
2024-06-27	BUY	354	236.2	367.91	181.63	-84,164.34	0
2024-08-15	SELL	354	381	593.45	273.45	134,007.11	49,842.77
2025-01-07	BUY	408	325.8	584.88	286.31	-133,797.58	0
2025-02-18	SELL	408	347.9	624.55	296.04	141,022.61	7,225.03
2025-02-24	BUY	405	346	616.57	289.27	-141,035.84	0
2025-04-16	SELL	405	321	572.02	289.65	129,143.33	-11,892.51
2025-06-29	BUY	424	302.7	564.72	307.51	-129,217.03	0
2025-08-17	SELL	424	306	570.87	272.36	128,900.77	-316.26
2026-01-05	BUY	506	253.3	563.95	293.53	-129,027.28	0
2026-02-19	SELL	506	267	594.45	287.66	134,219.9	5,192.62
2026-06-08	BUY	540	246.8	586.4	299.73	-134,158.13	0
2026-07-21	SELL	540	257.5	611.82	296.61	138,141.57	3,983.44