Experiment log · GP

Searching for profit that survives costs

10,790 unique configurations in this batch; 66 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: -26.8%. 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

#58 · Flow: Range flow

Full-history NAV৳514

Net return -99.5% · drawdown 99.5% · 461 closed positions

2024 onward NAV৳31,010

Net return -69.0% · drawdown 69.0% · 75 closed positions

2024 stress NAV৳33,129

Net return -66.9% · drawdown 71.2% · 55 closed positions

Variant 0; fixed stop 10.0%; maximum 45 sessions; gate None; continuous signal; exit any bearish; trailing arms at 2.0%, distance 4.5%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳37

Unsettled৳0

Holdings৳477

NAV৳514

Realized P&L৳-99,477

Unrealized P&L৳-10

Fees৳54,607

Friction৳25,022

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳7.64e-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 #58

923 fills, including partial sales. Page 1.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2010-12-02	BUY	429	231.4	436.79	200.74	-99,908.14	0
2010-12-08	SELL	429	222.7	420.37	193.33	94,924.6	-4,983.53
2010-12-13	BUY	426	221.6	415.37	191.29	-95,008.26	0
2010-12-19	SELL	426	212.6	398.5	183.7	89,985.4	-5,022.86
2010-12-23	BUY	338	263.8	392.32	179.56	-89,736.29	0
2010-12-28	SELL	338	251.9	374.63	171.26	84,596.31	-5,139.97
2010-12-29	BUY	1	247.4	1.09	0.49	-248.98	0
2011-01-03	SELL	1	242.2	1.07	0.48	240.65	-8.33
2011-01-04	BUY	355	236.5	369.41	168.83	-84,495.75	0
2011-01-09	SELL	355	232.2	362.7	165.74	81,902.56	-2,593.19
2011-01-10	BUY	1	215.2	0.95	0.43	-216.58	0
2011-01-13	SELL	1	234.8	1.03	0.47	233.3	16.72
2011-01-17	BUY	351	232.1	358.46	163.68	-81,989.23	0
2011-01-20	SELL	351	207.9	321.08	146.9	72,504.91	-9,484.32
2011-01-25	BUY	1	226	0.99	0.45	-227.45	0
2011-01-30	SELL	1	225.8	0.99	0.45	224.35	-3.09
2011-02-02	BUY	316	228.3	317.43	145.26	-72,605.49	0
2011-02-08	SELL	316	219.1	304.64	139.3	68,791.67	-3,813.82
2011-02-13	BUY	360	190.1	301.12	137.75	-68,874.87	0
2011-02-24	SELL	360	162.2	256.92	117.48	58,017.59	-10,857.28
2011-03-03	BUY	379	152.1	253.64	115.97	-58,015.51	0
2011-03-08	SELL	379	175.5	292.66	134.12	66,087.72	8,072.2
2011-03-14	BUY	357	184.2	289.34	132.65	-66,181.39	0
2011-03-20	SELL	357	178.3	280.07	128.42	63,244.6	-2,936.79
2011-03-24	BUY	383	163.8	276.04	126.69	-63,138.13	0
2011-03-29	SELL	383	165.5	278.9	128.07	62,979.53	-158.59
2011-04-04	BUY	368	170.1	275.43	126.49	-62,998.71	0
2011-04-07	SELL	368	175.1	283.52	130.35	64,022.93	1,024.22
2011-04-12	BUY	377	168.8	280.01	128.87	-64,046.48	0
2011-04-18	SELL	377	167.7	278.18	128.12	62,816.6	-1,229.88
2011-04-21	BUY	383	163.1	274.86	126.65	-62,868.81	0
2011-04-26	SELL	383	154	259.52	119.54	58,602.94	-4,265.87
2011-05-05	BUY	377	154.2	255.79	117.99	-58,507.18	0
2011-05-10	SELL	377	146.2	242.52	111.99	54,762.89	-3,744.28
2011-05-16	BUY	359	151.6	239.47	111.01	-54,774.87	0
2011-05-30	SELL	359	147.7	233.31	108.76	52,682.23	-2,092.64
2011-06-02	BUY	355	147.6	230.55	107.41	-52,735.96	0
2011-06-08	SELL	355	146.8	229.3	107.07	51,777.63	-958.34
2011-06-13	BUY	356	144.4	226.19	105.26	-51,737.85	0
2011-06-16	SELL	356	140.9	220.71	102.61	49,837.09	-1,900.77
2011-06-23	BUY	342	144.9	218.05	101.19	-49,875.03	0
2011-06-28	SELL	342	154.5	232.49	107.53	52,498.98	2,623.95
2011-07-05	BUY	319	163.2	229.07	105.32	-52,395.19	0
2011-07-10	SELL	319	175.2	245.91	113	55,529.89	3,134.71
2011-07-13	BUY	308	179.3	242.99	111.45	-55,578.84	0
2011-07-19	SELL	308	195	264.26	121.12	59,674.62	4,095.78
2011-07-25	BUY	288	205.6	260.54	119	-59,592.34	0
2011-08-01	SELL	288	181.6	230.12	104.96	51,965.71	-7,626.62
2011-08-02	BUY	1	176.7	0.78	0.35	-177.83	0
2011-08-07	SELL	1	174	0.77	0.35	172.89	-4.94
2011-08-08	BUY	290	177.7	226.75	103.42	-51,863.16	0
2011-08-11	SELL	290	185.8	237.08	108.16	53,536.76	1,673.6
2011-08-14	BUY	1	183.6	0.81	0.37	-184.78	0
2011-08-18	SELL	1	180.7	0.8	0.36	179.54	-5.23
2011-08-23	BUY	297	179	233.92	106.8	-53,503.72	0
2011-09-04	SELL	297	177.8	232.35	106.28	52,467.97	-1,035.75
2011-09-05	BUY	1	175.1	0.77	0.35	-176.22	0
2011-09-08	SELL	1	172.3	0.76	0.34	171.2	-5.02
2011-09-11	BUY	308	169.5	229.71	105.57	-52,541.28	0
2011-09-14	SELL	308	168.1	227.81	104.81	51,442.18	-1,099.1
2011-09-15	BUY	1	166.9	0.73	0.33	-167.97	0
2011-09-20	SELL	1	161.7	0.71	0.32	160.67	-7.3
2011-09-21	BUY	325	157	224.51	103.61	-51,353.12	0
2011-09-26	SELL	325	168.4	240.81	111.32	54,377.87	3,024.75
2011-09-28	BUY	1	163	0.72	0.33	-164.04	0
2011-10-03	SELL	1	159.8	0.7	0.32	158.78	-5.27
2011-10-04	BUY	344	157.1	237.79	109.9	-54,390.09	0
2011-10-11	SELL	344	141.3	213.87	98.54	48,294.79	-6,095.3
2011-10-12	BUY	2	143.2	1.26	0.57	-288.23	0
2011-10-17	SELL	2	143.7	1.26	0.57	285.56	-2.67
2011-10-19	BUY	343	139.9	211.14	97.4	-48,294.23	0
2011-10-24	SELL	343	154.8	233.62	107.83	52,754.94	4,460.71
2011-10-27	BUY	323	162.8	231.37	106.51	-52,922.28	0
2011-11-01	SELL	323	164.5	233.79	107.47	52,792.24	-130.04
2011-11-13	BUY	330	159.2	231.16	106.23	-52,873.39	0
2011-11-16	SELL	330	161.7	234.79	107.9	53,018.31	144.93
2011-11-24	BUY	317	166.3	231.96	106.28	-53,055.33	0
2011-11-29	SELL	317	160	223.17	102.23	50,394.61	-2,660.73
2011-12-04	BUY	312	160	219.65	100.71	-50,240.36	0
2011-12-08	SELL	312	155.4	213.33	97.88	48,173.59	-2,066.78
2011-12-11	BUY	1	154.3	0.68	0.31	-155.29	0
2011-12-14	SELL	1	155.8	0.69	0.31	154.8	-0.48
2011-12-15	BUY	305	156.7	210.29	96.56	-48,100.35	0
2011-12-20	SELL	305	156.9	210.56	96.83	47,547.11	-553.24
2011-12-26	BUY	295	160.8	208.72	96.32	-47,741.04	0
2011-12-29	SELL	295	163.5	212.22	98.14	47,922.13	181.09
2012-01-08	BUY	264	180.4	209.55	96.28	-47,931.44	0
2012-01-11	SELL	264	176.5	205.02	93.97	46,297	-1,634.43
2012-01-16	BUY	276	166.5	202.2	92.61	-46,248.81	0
2012-01-22	SELL	276	163	197.95	90.6	44,699.46	-1,549.35
2012-01-25	BUY	279	158.9	195.07	89.27	-44,617.43	0
2012-01-30	SELL	279	157.5	193.35	88.47	43,660.69	-956.75
2012-02-01	BUY	1	151.1	0.66	0.3	-152.07	0
2012-02-07	SELL	1	161.7	0.71	0.32	160.67	8.6
2012-02-09	BUY	283	153.1	190.64	87.33	-43,605.27	0
2012-02-14	SELL	283	154.9	192.88	88.36	43,555.46	-49.81
2012-02-15	BUY	1	153.9	0.68	0.31	-154.88	0
2012-02-22	SELL	1	148.2	0.65	0.3	147.25	-7.63
2012-02-23	BUY	284	152.4	190.44	87.22	-43,559.26	0
2012-02-28	SELL	284	155.8	194.69	89.17	43,963.35	404.09