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: 0.9%. 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

#56 · Flow: PVI

Full-history NAV৳116,831

Net return 16.8% · drawdown 50.7% · 34 closed positions

2024 onward NAV৳159,848

Net return 59.8% · drawdown 8.2% · 4 closed positions

2024 stress NAV৳151,963

Net return 52.0% · drawdown 8.2% · 4 closed positions

Variant 1; fixed stop 15.0%; maximum 60 sessions; gate EMA 50; fresh signal only; exit all bearish; trailing arms at 12.0%, distance 3.5%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳116,831

Unsettled৳0

Holdings৳0

NAV৳116,831

Realized P&L৳16,831

Unrealized P&L৳0

Fees৳22,256

Friction৳10,430

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 #56

68 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
2011-01-06	SELL	368	228	369.18	168.73	83,366.1	-16,594.48
2011-08-01	BUY	456	181.6	364.36	166.52	-83,340.49	0
2011-09-22	SELL	456	154.36	309.71	143.77	69,934.68	-13,405.8
2012-01-03	BUY	399	174.1	305.65	141.73	-69,913.28	0
2012-01-26	SELL	399	157.7	276.86	127.04	62,518.4	-7,394.89
2012-03-27	BUY	337	184.3	273.28	125.6	-62,507.98	0
2012-04-16	SELL	337	212.1	314.5	143.77	71,019.43	8,511.45
2012-06-25	BUY	353	200	310.64	144.26	-71,054.9	0
2012-07-12	SELL	353	198.9	308.93	142.95	69,759.82	-1,295.08
2012-07-22	BUY	347	199.4	304.44	140.59	-69,636.84	0
2012-07-25	SELL	347	205.5	313.76	144.74	70,850.01	1,213.17
2013-02-05	BUY	403	174.9	310.13	147.96	-70,942.79	0
2013-02-10	SELL	403	168.3	298.43	140.67	67,385.8	-3,556.99
2013-05-21	BUY	394	169.9	294.54	142.07	-67,377.21	0
2013-06-09	SELL	394	176.5	305.98	142.55	69,092.47	1,715.26
2013-08-26	BUY	326	210.5	301.94	138.57	-69,063.51	0
2013-09-15	SELL	326	204.3	293.05	133.96	66,174.79	-2,888.73
2014-01-06	BUY	319	206.4	289.7	134.77	-66,266.07	0
2014-01-09	SELL	319	208.7	292.93	136.3	66,146.07	-120
2014-01-26	BUY	305	215.3	288.93	133.88	-66,089.31	0
2014-02-11	SELL	305	209.3	280.88	129.42	63,426.2	-2,663.11
2014-07-03	BUY	214	294.9	277.68	127.12	-63,513.4	0
2014-08-12	SELL	214	330.9	311.58	142.6	70,358.42	6,845.02
2014-12-22	BUY	195	357.6	306.82	142.01	-70,180.84	0
2015-01-26	SELL	195	340	291.72	135.79	65,872.49	-4,308.35
2015-03-30	BUY	182	358.7	287.25	132.49	-65,703.14	0
2015-04-21	SELL	182	337	269.87	123.97	60,940.16	-4,762.98
2016-05-04	BUY	247	246	267.35	127.85	-61,157.2	0
2016-07-28	SELL	247	275.99	299.95	139.32	67,730.27	6,573.07
2016-08-10	BUY	251	267.9	295.87	137.02	-67,675.79	0
2016-11-14	SELL	251	280	309.23	144.93	69,825.84	2,150.05
2017-02-26	BUY	220	315.2	305.11	141.34	-69,790.45	0
2017-05-24	SELL	220	331.1	320.5	152.06	72,369.43	2,578.98
2017-06-21	BUY	214	335.8	316.19	149.29	-72,326.68	0
2017-09-11	SELL	214	419.78	395.26	183.3	89,253.29	16,926.6
2018-10-25	BUY	233	381	390.6	183.99	-89,347.59	0
2018-11-15	SELL	233	368	377.27	178.78	85,187.94	-4,159.65
2019-01-29	BUY	206	411	372.53	172.58	-85,211.11	0
2019-02-12	SELL	206	397	359.84	165.8	81,256.36	-3,954.75
2019-03-25	BUY	201	401.4	355	165.07	-81,201.47	0
2019-04-21	SELL	201	368.5	325.9	150.3	73,592.3	-7,609.17
2019-06-19	BUY	201	363.9	321.83	153.85	-73,619.58	0
2019-07-09	SELL	201	346	306	144.98	69,095.02	-4,524.57
2019-09-23	BUY	190	361	301.8	140.73	-69,032.53	0
2019-11-14	SELL	190	306.85	256.53	120.3	57,924.67	-11,107.85
2019-11-20	BUY	178	323.1	253.05	118.14	-57,882.99	0
2019-12-18	SELL	178	292	228.69	105.96	51,641.35	-6,241.64
2020-02-20	BUY	184	280	226.69	104.55	-51,851.24	0
2020-02-25	SELL	184	292	236.4	108.55	53,383.05	1,531.81
2020-08-03	BUY	205	259	233.62	107.67	-53,436.29	0
2020-08-16	SELL	205	287.57	259.39	119.14	58,573.32	5,137.03
2020-08-24	BUY	197	295	255.71	117.3	-58,488.01	0
2020-09-16	SELL	197	342.29	296.69	136.3	66,997.25	8,509.24
2020-12-13	BUY	194	343	292.78	136.98	-66,971.77	0
2021-01-06	SELL	194	374.42	319.6	147.86	72,170.01	5,198.25
2021-06-13	BUY	204	351	315.06	147.91	-72,066.96	0
2021-09-13	SELL	204	382.91	343.7	160.21	77,610.14	5,543.17
2022-08-08	BUY	255	302.9	339.85	159.9	-77,739.25	0
2022-08-14	SELL	255	288	323.14	151.72	72,965.14	-4,774.11
2024-07-07	BUY	298	243	318.62	154.01	-72,886.63	0
2024-08-15	SELL	298	381	499.57	229.7	112,808.74	39,922.1
2024-11-12	BUY	344	325.7	492.98	231.32	-112,765.1	0
2025-02-09	SELL	344	337.3	510.54	240.62	115,280.04	2,514.94
2025-06-29	BUY	379	302.7	504.78	270.05	-115,498.14	0
2025-09-08	SELL	379	308.5	514.45	250.92	116,156.13	657.99
2026-06-08	BUY	467	246.8	507.12	255.33	-116,018.05	0
2026-08-16	SELL	467	251.5	516.78	250.58	116,683.14	665.08