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: 5.3%. 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

#49 · AO momentum + Flow: NVI + Flow: OBV divergence

Full-history NAV৳239,258

Net return 139.3% · drawdown 18.7% · 15 closed positions

2024 onward NAV৳88,886

Net return -11.1% · drawdown 11.1% · 1 closed positions

2024 stress NAV৳82,897

Net return -17.1% · drawdown 17.1% · 1 closed positions

Variant 2; fixed stop 10.0%; maximum 60 sessions; gate EMA 50 & 200; continuous signal; exit EMA 200 break; trailing arms at 18.0%, distance 6.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳239,258

Unsettled৳0

Holdings৳0

NAV৳239,258

Realized P&L৳139,258

Unrealized P&L৳0

Fees৳26,634

Friction৳12,784

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳2.91e-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 #49

30 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
2012-03-20	BUY	542	172.8	412.09	190.89	-94,260.58	0
2012-04-29	SELL	542	213.2	508.44	232.86	114,813.1	20,552.52
2013-05-21	BUY	671	169.9	501.61	251.76	-114,756.27	0
2013-07-14	SELL	671	211.5	624.43	289	141,003.07	26,246.79
2013-11-05	BUY	720	194.6	616.49	299.41	-141,027.9	0
2014-02-04	SELL	720	210.1	665.6	313.88	150,292.53	9,264.63
2014-03-04	BUY	697	214.2	656.91	306.38	-150,260.69	0
2014-04-16	SELL	697	255.68	784.12	363.22	177,061.62	26,800.94
2014-04-21	BUY	696	252.7	773.87	357.78	-177,010.85	0
2014-07-06	SELL	696	291.9	893.91	416.32	201,852.17	24,841.32
2014-08-12	BUY	606	330.9	882.31	408.9	-201,816.62	0
2014-09-30	SELL	606	381.9	1,018.3	473.21	229,939.9	28,123.28
2017-07-27	BUY	608	375.5	1,004.54	471.43	-229,779.97	0
2017-10-25	SELL	608	440	1,177.09	567.76	265,775.15	35,995.18
2019-01-14	BUY	676	391	1,162.99	581.34	-266,060.33	0
2019-01-17	SELL	676	382	1,136.22	562.32	256,533.46	-9,526.87
2019-01-30	BUY	615	414.4	1,121.37	536.48	-256,513.84	0
2019-02-13	SELL	615	388	1,049.93	495.48	237,074.59	-19,439.25
2020-08-17	BUY	805	292.4	1,035.68	489.85	-236,907.54	0
2020-09-21	SELL	805	333.42	1,180.97	559.36	266,661.17	29,753.63
2020-12-14	BUY	766	346	1,166.16	589.68	-266,791.84	0
2021-03-11	SELL	766	345.6	1,164.81	570.71	262,994.08	-3,797.76
2021-05-25	BUY	766	341.1	1,149.64	589.38	-263,021.63	0
2021-09-02	SELL	766	362.5	1,221.77	601.33	275,851.9	12,830.27
2022-01-17	BUY	522	360	826.85	422.62	-189,169.47	0
2022-01-30	SELL	522	352	808.47	413.98	182,521.54	-6,647.92
2024-08-15	BUY	702	381	1,176.83	549.47	-269,188.3	0
2024-08-21	SELL	702	342.9	1,059.15	489.16	239,167.49	-30,020.81