Experiment log · GP

Searching for profit that survives costs

77,233 unique configurations in this batch; 70 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: 4.9%. 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

#47 · MACD + Flow: OBV

Full-history NAV৳225,716

Net return 125.7% · drawdown 29.1% · 27 closed positions

2024 onward NAV৳82,568

Net return -17.4% · drawdown 18.5% · 3 closed positions

2024 stress NAV৳72,924

Net return -27.1% · drawdown 27.5% · 3 closed positions

Variant 1; fixed stop 6.0%; maximum 90 sessions; gate EMA 200; fresh signal only; exit EMA 200 break; trailing arms at 18.0%, distance 1.0%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳225,716

Unsettled৳0

Holdings৳0

NAV৳225,716

Realized P&L৳125,716

Unrealized P&L৳0

Fees৳47,397

Friction৳23,009

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 #47

60 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
2010-12-27	SELL	368	258.4	418.4	191.44	94,481.36	-5,479.22
2012-06-04	BUY	461	203.6	412.98	191.32	-94,463.9	0
2012-07-11	SELL	461	191.38	388.2	180.59	87,659.23	-6,804.67
2012-07-22	BUY	437	199.4	383.41	177.78	-87,698.99	0
2012-07-25	SELL	437	205.5	395.14	182.97	89,225.39	1,526.41
2013-06-12	BUY	497	178.1	389.47	181.86	-89,087.03	0
2013-07-10	SELL	248	220.7	240.83	110.54	54,382.23	9,928.34
2013-07-11	SELL	249	217	237.75	108.89	53,686.36	9,053.22
2013-12-10	BUY	525	204.6	472.63	219.24	-108,106.86	0
2014-04-08	SELL	262	247	284.74	130.85	64,298.41	10,347.94
2014-04-09	SELL	263	247.9	286.87	131.64	64,779.19	10,622.8
2014-04-27	BUY	482	265.8	563.71	258.75	-128,938.06	0
2014-08-04	SELL	482	310.8	659.14	305.98	148,840.48	19,902.42
2014-09-04	BUY	438	338.1	651.59	299.79	-149,039.18	0
2014-09-28	SELL	438	395.8	762.79	352.63	172,245.85	23,206.67
2015-02-12	BUY	485	352.5	752.24	360.72	-172,075.45	0
2015-03-02	SELL	485	331.35	707.1	337.76	159,659.89	-12,415.56
2015-07-09	BUY	476	333.5	698.48	326.35	-159,770.83	0
2015-08-03	SELL	476	328.5	688.01	319.37	155,358.62	-4,412.21
2016-07-20	BUY	587	263	679.28	341.27	-155,401.54	0
2016-09-20	SELL	587	262	676.69	348.78	152,768.53	-2,633.02
2016-09-25	BUY	568	267.1	667.54	346.07	-152,726.41	0
2017-02-02	SELL	568	306.5	766	362.62	172,963.38	20,236.97
2017-02-12	BUY	559	307.1	755.34	358.81	-172,783.06	0
2017-06-22	SELL	559	338.8	833.31	414.28	188,141.61	15,358.55
2017-07-16	BUY	512	365.1	822.5	386.14	-188,139.84	0
2017-09-11	SELL	512	430	968.7	462.19	218,729.11	30,589.27
2017-10-10	BUY	515	422	956.25	455.63	-218,741.88	0
2017-11-14	SELL	257	506.4	572.64	266.82	129,305.35	20,146.78
2017-11-15	SELL	258	500	567.6	263.53	128,168.87	18,585.56
2017-12-06	BUY	525	487	1,124.97	527.58	-257,327.55	0
2018-04-17	SELL	525	485	1,120.35	551.35	252,953.3	-4,374.26
2019-01-24	BUY	643	391.3	1,107.07	540.35	-253,253.32	0
2019-02-13	SELL	643	388	1,097.73	518.91	247,867.36	-5,385.96
2019-02-27	BUY	624	394.5	1,083.14	508.87	-247,760.01	0
2019-03-05	SELL	505	394	875.47	411.5	197,683.03	-2,827.87
2019-03-06	SELL	119	391.6	205.04	94.02	46,301.34	-947.76
2019-03-13	BUY	619	391.7	1,066.83	511.19	-244,040.32	0
2019-03-19	SELL	619	389	1,059.48	510.89	239,220.63	-4,819.69
2019-09-24	BUY	653	363.9	1,045.56	513.06	-239,185.32	0
2019-09-29	SELL	653	360	1,034.35	502.03	233,543.62	-5,641.7
2020-08-24	BUY	787	295	1,021.53	481.48	-233,668.01	0
2020-09-14	SELL	787	350.26	1,212.89	574.15	273,869.16	40,201.15
2020-10-14	BUY	817	333	1,197.07	595.91	-273,853.98	0
2021-02-23	SELL	817	349	1,254.59	615.73	283,262.68	9,408.71
2021-06-13	BUY	801	351	1,237.06	634.74	-283,022.8	0
2021-10-27	SELL	801	356	1,254.69	624.95	283,276.36	253.56
2022-01-13	BUY	788	357.1	1,238.14	673.24	-283,306.17	0
2022-01-30	SELL	647	352	1,002.07	526.92	226,215.01	-6,398.05
2022-01-31	SELL	141	356.2	220.99	103.87	49,899.34	-793.77
2022-02-07	BUY	772	355.3	1,206.88	676.66	-276,175.14	0
2022-02-22	SELL	772	355.8	1,208.58	679.26	272,789.75	-3,385.39
2024-08-15	BUY	712	381	1,193.6	557.51	-273,023.1	0
2024-08-20	SELL	712	353	1,105.88	511.72	249,718.4	-23,304.71
2024-09-25	BUY	714	347.1	1,090.45	508.78	-249,428.63	0
2024-10-07	SELL	714	326.27	1,025.02	477.74	231,456.87	-17,971.76
2024-12-04	BUY	709	324.5	1,012.31	494.94	-231,577.75	0
2025-04-23	SELL	402	319.6	565.31	288.84	127,625.05	-3,678.56
2025-04-24	SELL	307	321	433.61	217.79	97,895.6	-2,378.55