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: 8.6%. 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

#46 · Kalman milestone + Flow: NVI + Flow: Signed imbalance

Full-history NAV৳404,059

Net return 304.1% · drawdown 29.8% · 14 closed positions

2024 onward NAV৳129,819

Net return 29.8% · drawdown 19.0% · 1 closed positions

2024 stress NAV৳127,322

Net return 27.3% · drawdown 20.0% · 1 closed positions

Variant 2; fixed stop 12.0%; maximum 120 sessions; gate EMA 50; fresh signal only; exit all bearish; trailing arms at 0.0%, distance 2.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳60,669

Unsettled৳0

Holdings৳343,390

NAV৳404,059

Realized P&L৳334,294

Unrealized P&L৳-30,235

Fees৳30,979

Friction৳15,773

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 #46

31 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
2011-01-06	SELL	376	228	377.2	172.41	85,178.38	-14,646.75
2011-07-12	BUY	487	174	372.85	171.92	-85,282.77	0
2011-08-11	SELL	487	185.8	398.13	182.09	89,904.38	4,621.61
2011-10-30	BUY	576	155.2	393.34	182.49	-89,971.03	0
2012-04-30	SELL	576	214.7	544.14	249.34	122,873.73	32,902.7
2013-05-15	BUY	789	154.7	537.06	281.17	-122,876.52	0
2013-11-19	SELL	789	206.5	716.89	341.86	161,869.75	38,993.23
2014-02-02	BUY	760	211.4	706.92	333.98	-161,704.9	0
2014-08-04	SELL	760	310.8	1,039.32	488.25	234,680.44	72,975.54
2014-08-18	BUY	694	335.8	1,025.4	475.41	-234,546.01	0
2014-11-11	SELL	694	351.4	1,073.04	500.92	242,297.64	7,751.64
2015-12-02	BUY	888	271.1	1,059.24	554.15	-242,350.19	0
2016-02-08	SELL	888	260	1,015.87	518.36	229,345.77	-13,004.42
2017-07-27	BUY	607	375.5	1,002.89	470.63	-229,402.02	0
2017-12-18	SELL	607	469.4	1,253.67	600.62	283,071.51	53,669.49
2019-01-01	BUY	760	370	1,237.28	663.53	-283,100.81	0
2019-04-08	SELL	760	376	1,257.34	607.37	283,895.29	794.48
2020-07-26	BUY	1,124	251	1,241.35	623.9	-283,989.24	0
2020-11-05	SELL	1,124	328.3	1,623.64	862.82	366,522.74	82,533.5
2020-12-14	BUY	1,052	346	1,601.56	840.41	-366,433.97	0
2021-02-23	SELL	1,052	349	1,615.45	809.68	364,722.87	-1,711.11
2021-05-25	BUY	970	341.1	1,455.81	768.88	-333,091.7	0
2021-11-28	SELL	495	360	784.08	418	176,997.92	7,018.13
2021-11-29	SELL	298	360.4	472.56	238.52	106,688.12	4,356.86
2021-11-30	SELL	177	363	282.7	137.79	63,830.5	3,049.85
2022-01-16	BUY	1,046	359.9	1,656.4	944.45	-379,056.25	0
2022-03-08	SELL	1,046	316.71	1,457.64	803.53	329,019.59	-50,036.66
2024-06-27	BUY	1,072	236.2	1,114.11	638.48	-254,958.99	0
2024-10-20	SELL	1,072	338	1,594.28	756.54	359,985.18	105,026.19
2026-06-22	BUY	1,441	257.5	1,632.65	935.51	-373,625.67	0