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: 1.4%. 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

#57 · Flow: PVI

Full-history NAV৳126,150

Net return 26.1% · drawdown 46.8% · 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 12.0%; 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৳126,150

Unsettled৳0

Holdings৳0

NAV৳126,150

Realized P&L৳26,150

Unrealized P&L৳0

Fees৳23,519

Friction৳11,044

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳5.82e-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 #57

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
2011-01-04	SELL	368	236.5	382.94	175.05	86,474.01	-13,486.57
2011-08-01	BUY	473	181.6	377.95	172.77	-86,447.51	0
2011-09-19	SELL	473	159.81	332.59	154.24	75,102.35	-11,345.16
2012-01-03	BUY	428	174.1	327.87	152.25	-74,994.92	0
2012-01-25	SELL	428	153.21	288.52	132.46	65,152.04	-9,842.87
2012-03-27	BUY	352	184.3	285.44	131.25	-65,290.3	0
2012-04-16	SELL	352	212.1	328.5	150.21	74,180.49	8,890.2
2012-06-25	BUY	368	200	323.84	150.53	-74,074.37	0
2012-07-12	SELL	368	198.9	322.06	149.14	72,724.01	-1,350.36
2012-07-22	BUY	363	199.4	318.48	147.18	-72,847.86	0
2012-07-25	SELL	363	205.5	328.22	151.51	74,116.76	1,268.9
2013-02-05	BUY	421	174.9	323.98	154.89	-74,111.77	0
2013-02-10	SELL	421	168.3	311.76	147.19	70,395.35	-3,716.42
2013-05-21	BUY	411	169.9	307.25	148.57	-70,284.72	0
2013-06-09	SELL	411	176.5	319.18	148.86	72,073.46	1,788.74
2013-08-26	BUY	340	210.5	314.91	144.58	-72,029.49	0
2013-09-15	SELL	340	204.3	305.63	139.75	69,016.62	-3,012.88
2014-01-06	BUY	333	206.4	302.42	140.83	-69,174.44	0
2014-01-09	SELL	333	208.7	305.79	142.42	69,048.89	-125.55
2014-01-26	BUY	318	215.3	301.25	139.7	-68,906.34	0
2014-02-11	SELL	318	209.3	292.85	135.01	66,129.54	-2,776.81
2014-07-03	BUY	223	294.9	289.36	132.51	-66,184.56	0
2014-08-12	SELL	223	330.9	324.68	148.64	73,317.38	7,132.81
2014-12-22	BUY	204	357.6	320.98	148.69	-73,420.07	0
2015-01-26	SELL	204	340	305.18	142.22	68,912.6	-4,507.47
2015-03-30	BUY	190	358.7	299.87	138.4	-68,591.27	0
2015-04-21	SELL	190	337	281.73	129.48	63,618.78	-4,972.49
2016-05-04	BUY	258	246	279.26	133.84	-63,881.1	0
2016-07-28	SELL	258	275.99	313.3	145.66	70,746.46	6,865.36
2016-08-10	BUY	262	267.9	308.84	143.14	-70,641.78	0
2016-11-14	SELL	262	280	322.78	151.48	72,885.74	2,243.96
2017-02-26	BUY	230	315.2	318.98	147.89	-72,962.87	0
2017-05-24	SELL	230	331.1	335.07	159.28	75,658.65	2,695.78
2017-06-21	BUY	224	335.8	330.96	156.54	-75,706.71	0
2017-09-11	SELL	224	419.78	413.73	192.05	93,423.82	17,717.11
2018-10-25	BUY	243	381	407.37	192.17	-93,182.54	0
2018-11-15	SELL	243	368	393.47	186.78	88,843.75	-4,338.79
2019-01-29	BUY	215	411	388.81	180.27	-88,934.07	0
2019-02-12	SELL	215	397	375.56	173.15	84,806.29	-4,127.78
2019-03-25	BUY	210	401.4	370.89	172.64	-84,837.53	0
2019-04-21	SELL	210	368.5	340.49	157.13	76,887.37	-7,950.16
2019-06-19	BUY	210	363.9	336.24	161.09	-76,916.34	0
2019-07-09	SELL	210	346	319.7	151.75	72,188.55	-4,727.79
2019-09-23	BUY	199	361	316.09	147.58	-72,302.67	0
2019-10-14	SELL	199	317.68	278.16	128.96	62,811.2	-9,491.47
2019-11-20	BUY	193	323.1	274.38	128.38	-62,761.06	0
2019-12-18	SELL	193	292	247.97	115.07	55,992.96	-6,768.09
2020-02-20	BUY	198	280	243.94	112.63	-55,796.56	0
2020-02-25	SELL	198	292	254.39	116.89	57,444.72	1,648.15
2020-08-03	BUY	221	259	251.85	116.2	-57,607.05	0
2020-08-16	SELL	221	287.57	279.63	128.55	63,144.79	5,537.74
2020-08-24	BUY	213	295	276.47	126.93	-63,238.4	0
2020-09-16	SELL	213	342.29	320.79	147.49	72,438.53	9,200.13
2020-12-13	BUY	209	343	315.42	147.9	-72,150.32	0
2021-01-06	SELL	209	374.42	344.32	159.51	77,749.95	5,599.63
2021-06-13	BUY	220	351	339.77	159.9	-77,719.67	0
2021-09-13	SELL	220	382.91	370.66	173.11	83,696.87	5,977.2
2022-08-08	BUY	275	302.9	366.51	172.9	-83,836.91	0
2022-08-14	SELL	275	288	348.48	164.03	78,687.49	-5,149.42
2024-07-07	BUY	322	243	344.28	167.21	-78,757.5	0
2024-08-15	SELL	322	381	539.8	248.42	121,893.78	43,136.28
2024-11-12	BUY	372	325.7	533.11	250.78	-121,944.29	0
2025-02-09	SELL	372	337.3	552.09	260.96	124,662.54	2,718.26
2025-06-29	BUY	409	302.7	544.74	294.9	-124,643.94	0
2025-09-08	SELL	409	308.5	555.18	272.24	125,349.09	705.15
2026-06-08	BUY	504	246.8	547.3	277.68	-125,212.19	0
2026-08-16	SELL	504	251.5	557.73	271.78	125,926.5	714.31