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: -3.6%. 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

#59 · MACD + Flow: VPT + Flow: OBV slope + Flow: Range flow

Full-history NAV৳53,881

Net return -46.1% · drawdown 80.1% · 57 closed positions

2024 onward NAV৳155,397

Net return 55.4% · drawdown 8.2% · 5 closed positions

2024 stress NAV৳147,364

Net return 47.4% · drawdown 8.3% · 5 closed positions

Variant 1; fixed stop 15.0%; maximum 30 sessions; gate None; continuous signal; exit all bearish; trailing arms at 12.0%, distance 3.5%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳53,881

Unsettled৳0

Holdings৳0

NAV৳53,881

Realized P&L৳-46,119

Unrealized P&L৳0

Fees৳20,389

Friction৳9,381

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 #59

119 fills, including partial sales. Page 1.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2010-12-26	BUY	397	249.7	436.18	199.7	-99,766.77	0
2011-01-20	SELL	397	207.9	363.16	166.3	82,006.84	-17,759.93
2011-01-30	BUY	361	225.8	358.66	164.49	-82,036.95	0
2011-02-13	SELL	361	190.1	301.95	138.14	68,186.01	-13,850.94
2011-07-05	BUY	416	163.2	298.72	137.82	-68,327.74	0
2011-07-17	SELL	416	177.1	324.16	148.92	73,200.51	4,872.77
2011-07-25	BUY	354	205.6	320.24	146.44	-73,249.08	0
2011-08-07	SELL	354	174	271.02	123.69	61,201.29	-12,047.79
2011-10-27	BUY	373	162.8	267.19	123.24	-61,114.83	0
2011-12-18	SELL	373	155.3	254.88	117.35	57,554.67	-3,560.15
2012-01-08	BUY	317	180.4	251.62	115.86	-57,554.28	0
2012-01-25	SELL	317	153.34	213.88	97.94	48,296.96	-9,257.32
2012-04-01	BUY	245	196	211.29	96.69	-48,327.98	0
2012-04-16	SELL	245	212.1	228.64	104.36	51,631.5	3,303.52
2012-04-22	BUY	239	214.9	225.99	103.09	-51,690.18	0
2012-06-05	SELL	239	205.9	216.52	99.46	48,894.12	-2,796.06
2012-06-11	BUY	238	203.4	213	98.02	-48,720.22	0
2012-07-22	SELL	238	172.89	181.05	83.08	40,883.69	-7,836.53
2012-12-24	BUY	237	171.5	178.84	83.59	-40,907.93	0
2013-02-06	SELL	237	172.8	180.2	83.98	40,689.42	-218.51
2013-02-11	BUY	244	165.9	178.11	82.62	-40,740.33	0
2013-02-25	SELL	244	150.6	161.68	74.56	36,510.16	-4,230.18
2013-05-15	BUY	235	154.7	159.96	76	-36,590.46	0
2013-06-05	SELL	117	185.64	95.57	43.9	21,580.41	3,363.04
2013-06-09	SELL	118	176.5	91.64	41.97	20,693.4	2,320.32
2013-06-10	BUY	117	182.2	93.8	42.94	-21,454.13	0
2013-07-10	SELL	58	220.7	56.32	25.66	12,718.62	2,083.24
2013-07-14	SELL	59	211.5	54.91	25	12,398.6	1,579.85
2013-07-18	BUY	236	193.1	200.52	91.48	-45,863.6	0
2013-07-23	SELL	236	175	181.72	82.84	41,035.44	-4,828.15
2013-09-03	BUY	185	220.5	179.49	81.95	-41,053.94	0
2013-09-23	SELL	185	186.5	151.81	69.23	34,281.46	-6,772.48
2013-11-05	BUY	175	194.6	149.84	69.24	-34,274.09	0
2013-11-24	SELL	175	206.6	159.08	72.85	35,923.07	1,648.98
2014-01-07	BUY	172	207.7	157.19	72.38	-35,953.97	0
2014-02-12	SELL	172	207.4	156.96	71.87	35,443.97	-510
2014-02-27	BUY	164	214	154.42	70.69	-35,321.12	0
2014-04-09	SELL	164	245.3	177.01	80.93	39,971.75	4,650.63
2014-04-17	BUY	156	254.6	174.76	79.75	-39,972.11	0
2014-06-02	SELL	156	281.7	193.36	88.45	43,663.39	3,691.28
2014-06-08	BUY	153	284	191.19	87.42	-43,730.61	0
2014-07-21	SELL	153	289.4	194.82	89.24	43,994.14	263.53
2014-08-13	BUY	129	339.2	192.53	87.87	-44,037.2	0
2014-09-25	SELL	129	398.6	226.25	103.38	51,089.77	7,052.58
2014-09-30	BUY	133	381.9	223.49	102.08	-51,118.27	0
2014-11-19	SELL	133	339	198.38	90.76	44,797.86	-6,320.41
2014-12-04	BUY	126	352.6	195.48	89.69	-44,712.78	0
2015-01-21	SELL	126	350.4	194.26	89.74	43,866.39	-846.38
2015-02-12	BUY	124	352.5	192.32	88.65	-43,990.97	0
2015-03-03	SELL	124	330	180.05	82.87	40,657.08	-3,333.89
2015-03-29	BUY	116	348	177.62	81.55	-40,627.17	0
2015-05-13	SELL	116	326	166.39	76.42	37,573.19	-3,053.98
2015-05-26	BUY	111	334	163.13	74.92	-37,312.04	0
2015-07-09	SELL	111	333.5	162.88	74.52	36,781.1	-530.94
2015-07-14	BUY	105	347.7	160.64	73.48	-36,742.62	0
2015-08-31	SELL	105	317.2	146.55	67.21	33,092.24	-3,650.38
2016-01-20	BUY	121	274	145.88	67.74	-33,367.62	0
2016-03-02	SELL	121	244.1	129.96	60.02	29,346.12	-4,021.5
2016-05-24	BUY	113	256.7	127.63	59.23	-29,193.96	0
2016-07-12	SELL	113	255.8	127.18	59.18	28,719.04	-474.93
2016-07-17	BUY	112	256.2	126.26	58.74	-28,879.39	0
2016-08-30	SELL	112	264.7	130.44	60.18	29,455.78	576.38
2016-09-27	BUY	108	269.2	127.92	59.68	-29,261.2	0
2016-11-10	SELL	108	279.1	132.63	61.11	29,949.06	687.86
2016-11-20	BUY	106	282.5	131.76	60.62	-30,137.38	0
2017-01-03	SELL	106	284	132.46	61.06	29,910.48	-226.9
2017-01-25	BUY	97	306.3	130.73	59.88	-29,901.7	0
2017-03-09	SELL	97	316.9	135.25	62.04	30,542	640.3
2017-03-15	BUY	95	317.8	132.84	60.91	-30,384.75	0
2017-04-27	SELL	95	339.9	142.08	65.27	32,083.15	1,698.4
2017-06-22	BUY	94	338.8	140.13	64.7	-32,052.03	0
2017-08-08	SELL	94	377	155.93	71.25	35,210.82	3,158.79
2017-08-21	BUY	90	391.5	155.03	70.94	-35,460.97	0
2017-10-04	SELL	90	415	164.34	75.21	37,110.45	1,649.48
2017-10-10	BUY	87	422	161.54	74.03	-36,949.57	0
2017-11-14	SELL	43	506.4	95.81	43.73	21,635.66	3,373.23
2017-11-15	SELL	44	489.16	94.7	43.2	21,385.07	2,697.94
2017-11-19	BUY	44	489	94.67	43.17	-21,653.84	0
2018-01-02	SELL	44	472.2	91.42	41.74	20,643.64	-1,010.2
2018-01-24	BUY	83	503.8	183.99	84.32	-42,083.7	0
2018-03-08	SELL	83	489	178.58	82	40,326.42	-1,757.29
2018-06-24	BUY	99	405	176.42	80.79	-40,352.21	0
2018-08-07	SELL	99	376	163.79	75.23	36,984.98	-3,367.22
2018-10-28	BUY	96	383	161.78	74.58	-37,004.36	0
2018-12-03	SELL	96	360.2	152.15	70.46	34,356.59	-2,647.77
2019-01-09	BUY	89	382	149.59	69.1	-34,216.69	0
2019-02-20	SELL	89	379.5	148.61	67.88	33,559.01	-657.68
2019-03-05	BUY	85	394	147.36	67.36	-33,704.72	0
2019-04-10	SELL	85	363	135.76	62.1	30,657.14	-3,047.58
2019-09-23	BUY	84	361	133.43	61.34	-30,518.77	0
2019-11-05	SELL	84	313.1	115.72	53.32	26,131.36	-4,387.41
2019-11-20	BUY	80	323.1	113.73	52.33	-26,014.06	0
2020-01-06	SELL	80	285.8	100.6	46.55	22,716.85	-3,297.21
2020-01-21	BUY	81	279.9	99.76	45.82	-22,817.47	0
2020-02-24	SELL	81	310.15	110.54	50.5	24,961.2	2,143.72
2020-07-27	BUY	96	259.9	109.78	50.32	-25,110.5	0
2020-08-16	SELL	96	287.57	121.47	55.49	27,429.76	2,319.27
2020-08-24	BUY	92	295	119.42	54.51	-27,313.93	0
2020-09-14	SELL	46	354	71.65	32.65	16,179.7	2,522.74
2020-09-16	SELL	46	342.29	69.28	31.57	15,644.29	1,987.32