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: -26.0%. 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

#61 · Flow: Range flow

Full-history NAV৳621

Net return -99.4% · drawdown 99.4% · 452 closed positions

2024 onward NAV৳38,530

Net return -61.5% · drawdown 67.6% · 78 closed positions

2024 stress NAV৳30,525

Net return -69.5% · drawdown 71.1% · 57 closed positions

Variant 0; fixed stop 4.0%; maximum 10 sessions; gate None; continuous signal; exit all bearish; trailing arms at 8.0%, distance 3.5%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳144

Unsettled৳0

Holdings৳477

NAV৳621

Realized P&L৳-99,369

Unrealized P&L৳-10

Fees৳57,036

Friction৳26,132

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.79e-10. 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 #61

905 fills, including partial sales. Page 5.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2017-01-04	BUY	29	286.1	36.51	16.65	-8,350.06	0
2017-01-09	SELL	29	290	37	16.88	8,356.12	6.06
2017-01-12	BUY	29	290.7	37.09	16.92	-8,484.31	0
2017-01-17	SELL	29	292.1	37.27	16.99	8,416.64	-67.67
2017-01-22	BUY	28	298	36.71	16.73	-8,397.44	0
2017-01-25	SELL	28	306.3	37.74	17.19	8,521.47	124.03
2017-02-01	BUY	28	301	37.08	16.89	-8,481.97	0
2017-02-06	SELL	28	304	37.45	17.06	8,457.49	-24.48
2017-02-09	BUY	27	308	36.59	16.67	-8,369.26	0
2017-02-16	SELL	27	318	37.78	17.21	8,531.01	161.76
2017-02-26	BUY	27	315.2	37.45	17.06	-8,564.91	0
2017-03-01	SELL	27	309.2	36.73	16.74	8,294.93	-269.98
2017-03-07	BUY	27	310.6	36.9	16.82	-8,439.92	0
2017-03-12	SELL	27	318.7	37.86	17.25	8,549.79	109.87
2017-03-15	BUY	26	317.8	36.36	16.57	-8,315.72	0
2017-03-21	SELL	26	316	36.15	16.48	8,163.37	-152.36
2017-03-27	BUY	26	316.1	36.16	16.49	-8,271.26	0
2017-04-02	SELL	26	332.2	38	17.33	8,581.87	310.61
2017-04-13	BUY	25	342	37.62	17.14	-8,604.76	0
2017-04-18	SELL	25	335	36.85	16.79	8,321.36	-283.41
2017-05-07	BUY	24	340	35.9	16.39	-8,212.3	0
2017-05-11	SELL	24	338	35.69	16.3	8,060.01	-152.29
2017-05-24	BUY	24	331.1	34.96	15.97	-7,997.33	0
2017-05-29	SELL	24	331.7	35.03	16.02	7,909.75	-87.58
2017-06-01	BUY	24	329.2	34.76	15.88	-7,951.45	0
2017-06-06	SELL	24	337.1	35.6	16.27	8,038.53	87.09
2017-06-19	BUY	24	340	35.9	16.4	-8,212.3	0
2017-06-22	SELL	24	338.8	35.78	16.33	8,079.09	-133.21
2017-07-02	BUY	23	344.3	34.84	15.89	-7,969.63	0
2017-07-05	SELL	23	355	35.93	16.37	8,112.7	143.07
2017-07-11	BUY	23	348.3	35.25	16.05	-8,062.2	0
2017-07-16	SELL	23	365.1	36.95	16.82	8,343.53	281.33
2017-07-20	BUY	22	370	35.82	16.3	-8,192.12	0
2017-07-25	SELL	22	369	35.72	16.26	8,066.03	-126.09
2017-07-30	BUY	22	376.7	36.46	16.59	-8,340.46	0
2017-08-06	SELL	22	373.2	36.13	16.44	8,157.84	-182.62
2017-08-10	BUY	21	376.2	34.76	15.82	-7,950.78	0
2017-08-17	SELL	21	388	35.85	16.32	8,095.83	145.05
2017-08-22	BUY	21	391.1	36.14	16.45	-8,265.69	0
2017-08-27	SELL	21	390	36.04	16.41	8,137.56	-128.13
2017-08-31	BUY	21	391	36.13	16.45	-8,263.58	0
2017-09-06	SELL	21	401.7	37.12	16.91	8,381.67	118.09
2017-09-11	BUY	19	430	35.95	16.37	-8,222.32	0
2017-09-14	SELL	19	423.1	35.37	16.1	7,987.43	-234.89
2017-09-20	BUY	19	412	34.44	15.68	-7,878.12	0
2017-09-25	SELL	19	410.4	34.31	15.62	7,747.67	-130.45
2017-09-28	BUY	19	415	34.69	15.79	-7,935.49	0
2017-10-04	SELL	19	415	34.69	15.79	7,834.51	-100.97
2017-10-10	BUY	18	422	33.42	15.22	-7,644.64	0
2017-10-15	SELL	18	429	33.98	15.47	7,672.55	27.91
2017-10-22	BUY	18	430	34.06	15.51	-7,789.57	0
2017-10-25	SELL	18	440	34.85	15.87	7,869.28	79.71
2017-11-05	BUY	18	440.8	34.91	15.9	-7,985.21	0
2017-11-08	SELL	18	442	35.01	15.94	7,905.05	-80.16
2017-11-13	BUY	16	472.9	33.29	15.16	-7,614.85	0
2017-11-16	SELL	16	484	34.07	15.51	7,694.42	79.57
2017-11-23	BUY	16	483	34	15.47	-7,777.48	0
2017-11-28	SELL	16	471	33.16	15.09	7,487.75	-289.72
2017-12-04	BUY	16	477	33.58	15.28	-7,680.86	0
2017-12-07	SELL	16	480.8	33.85	15.4	7,643.55	-37.31
2017-12-19	BUY	16	468.2	32.96	15	-7,539.16	0
2017-12-24	SELL	16	460.1	32.39	14.74	7,314.46	-224.7
2017-12-28	BUY	15	469.4	30.98	14.1	-7,086.08	0
2018-01-07	SELL	15	477.2	31.5	14.34	7,112.16	26.08
2018-01-10	BUY	15	472	31.15	14.18	-7,125.34	0
2018-01-16	SELL	15	475	31.35	14.27	7,079.38	-45.96
2018-01-21	BUY	15	484	31.94	14.54	-7,306.49	0
2018-01-29	SELL	15	505.3	33.35	15.18	7,530.97	224.48
2018-02-01	BUY	15	504	33.26	15.14	-7,608.4	0
2018-02-06	SELL	15	495	32.67	14.87	7,377.46	-230.94
2018-02-11	BUY	14	501	30.86	14.04	-7,058.9	0
2018-02-14	SELL	14	508.8	31.34	14.26	7,077.6	18.69
2018-02-26	BUY	15	475.5	31.38	14.28	-7,178.17	0
2018-03-01	SELL	15	478.9	31.61	14.39	7,137.51	-40.66
2018-03-07	BUY	15	487.9	32.2	14.66	-7,365.36	0
2018-03-12	SELL	15	485	32.01	14.58	7,228.41	-136.95
2018-03-15	BUY	15	482	31.81	14.49	-7,276.3	0
2018-03-22	SELL	15	477	31.48	14.34	7,109.17	-167.13
2018-04-02	BUY	14	474.9	29.25	13.33	-6,691.18	0
2018-04-05	SELL	14	477	29.38	13.39	6,635.23	-55.95
2018-04-11	BUY	14	483.2	29.77	13.56	-6,808.12	0
2018-04-16	SELL	14	484.2	29.83	13.59	6,735.39	-72.74
2018-04-19	BUY	14	493	30.37	13.83	-6,946.2	0
2018-04-24	SELL	14	485	29.88	13.61	6,746.52	-199.68
2018-05-09	BUY	14	459	28.27	12.87	-6,467.14	0
2018-05-15	SELL	14	466	28.71	13.07	6,482.23	15.08
2018-05-24	BUY	15	429.9	28.37	12.91	-6,489.79	0
2018-05-29	SELL	15	432	28.51	12.98	6,438.51	-51.28
2018-06-05	BUY	16	409	28.79	13.11	-6,585.91	0
2018-06-10	SELL	16	395	27.81	12.66	6,279.53	-306.38
2018-06-19	BUY	16	382.6	26.94	12.26	-6,160.8	0
2018-06-24	SELL	16	405	28.51	12.98	6,438.51	277.72
2018-07-08	BUY	17	387	28.95	13.17	-6,621.12	0
2018-07-11	SELL	17	380	28.42	12.93	6,418.64	-202.48
2018-07-18	BUY	16	401.9	28.29	12.88	-6,471.57	0
2018-07-23	SELL	16	396.9	27.94	12.72	6,309.74	-161.83
2018-07-30	BUY	16	390.2	27.47	12.51	-6,283.18	0
2018-08-02	SELL	16	390	27.46	12.5	6,200.04	-83.14
2018-08-07	BUY	16	376	26.47	12.05	-6,054.52	0
2018-08-12	SELL	16	364	25.63	11.67	5,786.71	-267.81

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