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: 1.1%. 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

#55 · Kalman milestone + Flow: Ease of Movement + Flow: Accumulation persistence

Full-history NAV৳121,074

Net return 21.1% · drawdown 49.1% · 16 closed positions

2024 onward NAV৳163,584

Net return 63.6% · drawdown 12.6% · 4 closed positions

2024 stress NAV৳156,154

Net return 56.2% · drawdown 12.9% · 4 closed positions

Variant 2; fixed stop 15.0%; maximum 30 sessions; gate None; continuous signal; exit all bearish; trailing arms at 0.0%, distance 4.5%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳121,074

Unsettled৳0

Holdings৳0

NAV৳121,074

Realized P&L৳21,074

Unrealized P&L৳0

Fees৳12,199

Friction৳5,789

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 #55

33 fills, including partial sales. Page 1.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2013-11-14	BUY	507	195.6	436.34	205.29	-99,810.83	0
2013-12-30	SELL	507	200.9	448.17	211.64	101,196.49	1,385.66
2015-07-14	BUY	289	347.7	442.14	204.5	-101,131.94	0
2015-08-31	SELL	289	317.2	403.35	187.88	91,079.57	-10,052.37
2015-12-01	BUY	338	267.9	398.42	191.35	-91,139.97	0
2016-01-13	SELL	338	255.4	379.83	186.99	85,758.38	-5,381.59
2016-07-28	BUY	300	284	374.88	175.05	-85,749.93	0
2016-09-19	SELL	300	265	349.8	169.2	78,981	-6,768.93
2017-01-22	BUY	264	298	346.16	161.17	-79,179.33	0
2017-03-06	SELL	264	309.5	359.52	167.6	81,180.88	2,001.55
2017-04-04	BUY	230	349.9	354.1	165.03	-80,996.13	0
2017-05-18	SELL	230	330.2	334.16	158.14	75,453.7	-5,542.43
2018-08-29	BUY	191	391.5	329.02	153.99	-75,259.5	0
2018-10-11	SELL	191	362.3	304.48	141.92	68,752.9	-6,506.6
2019-01-13	BUY	176	390	302.02	141	-69,083.02	0
2019-02-25	SELL	176	386.8	299.54	137.51	67,639.75	-1,443.26
2019-09-23	BUY	186	361	295.44	137.7	-67,579.14	0
2019-11-05	SELL	186	313.1	256.24	119.99	57,860.37	-9,718.77
2020-08-13	BUY	198	290	252.65	116.06	-57,788.71	0
2020-09-27	SELL	198	336	292.72	134.68	66,100.6	8,311.89
2020-12-15	BUY	187	351	288.8	134.61	-66,060.41	0
2021-01-28	SELL	187	384.4	316.28	146.07	71,420.45	5,360.03
2021-04-21	BUY	209	340.2	312.85	148.47	-71,563.12	0
2021-06-07	SELL	209	349.5	321.4	150.53	72,573.57	1,010.45
2024-06-27	BUY	305	236.2	316.98	154.77	-72,512.75	0
2024-08-18	SELL	305	374.9	503.12	230.97	113,610.42	41,097.66
2025-01-07	BUY	346	325.8	496	240.16	-113,462.96	0
2025-02-18	SELL	346	347.9	529.64	249.48	119,594.27	6,131.31
2025-06-22	BUY	392	294	507.09	272.64	-116,027.74	0
2025-08-06	SELL	392	320	551.94	264.95	124,623.12	8,595.38
2026-01-27	BUY	477	267.1	560.59	276.78	-128,244.07	0
2026-03-15	SELL	396	255	444.31	211.58	100,324.11	-6,142.66
2026-03-16	SELL	81	254.9	90.85	41.71	20,514.35	-1,262.95