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: -25.7%. 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

#63 · Flow: Range flow

Full-history NAV৳654

Net return -99.3% · drawdown 99.4% · 463 closed positions

2024 onward NAV৳41,294

Net return -58.7% · drawdown 65.2% · 77 closed positions

2024 stress NAV৳29,045

Net return -71.0% · drawdown 72.5% · 57 closed positions

Variant 0; fixed stop 12.0%; maximum 45 sessions; gate None; continuous signal; exit all bearish; trailing arms at 2.0%, distance 3.5%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳177

Unsettled৳0

Holdings৳477

NAV৳654

Realized P&L৳-99,337

Unrealized P&L৳-10

Fees৳57,809

Friction৳26,496

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳2.38e-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 #63

927 fills, including partial sales. Page 3.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2013-08-27	BUY	149	209.8	137.54	62.79	-31,460.54	0
2013-09-02	SELL	149	214.7	140.76	64.22	31,785.33	324.79
2013-09-05	BUY	149	212	138.99	63.37	-31,790.36	0
2013-09-10	SELL	149	204.5	134.07	61.11	30,275.32	-1,515.04
2013-09-15	BUY	147	204.3	132.14	60.22	-30,224.46	0
2013-09-18	SELL	147	194.9	126.06	57.44	28,466.8	-1,757.66
2013-09-23	BUY	152	186.5	124.73	56.85	-28,529.58	0
2013-09-26	SELL	152	187.4	125.33	57.16	28,302.3	-227.27
2013-10-03	BUY	149	187.8	123.12	56.27	-28,161.59	0
2013-10-08	SELL	149	178.8	117.22	53.67	26,470.31	-1,691.28
2013-10-21	BUY	145	181.5	115.8	53.17	-26,486.46	0
2013-10-24	SELL	145	178	113.56	52.3	25,644.14	-842.33
2013-10-29	BUY	136	187.2	112.02	51.62	-25,622.84	0
2013-11-03	SELL	136	197.5	118.18	54.49	26,687.32	1,064.49
2013-11-06	BUY	135	196.5	116.72	53.74	-26,697.96	0
2013-11-11	SELL	135	196.4	116.66	53.57	26,343.77	-354.2
2013-11-14	BUY	134	195.6	115.33	52.91	-26,378.63	0
2013-11-19	SELL	134	206.5	121.75	55.8	27,493.44	1,114.81
2013-11-24	BUY	132	206.6	119.99	54.85	-27,446.04	0
2013-11-27	SELL	132	205.6	119.41	54.55	26,965.24	-480.8
2013-12-08	BUY	130	207.3	118.58	54.18	-27,121.76	0
2013-12-11	SELL	130	204.3	116.86	53.39	26,388.75	-733.01
2013-12-17	BUY	131	200.2	115.4	52.73	-26,394.33	0
2013-12-22	SELL	131	202.1	116.49	53.32	26,305.29	-89.04
2013-12-30	BUY	130	200.9	114.91	52.76	-26,284.67	0
2014-01-06	SELL	130	206.4	118.06	54.18	26,659.76	375.09
2014-01-12	BUY	126	209.9	116.37	53.39	-26,617.16	0
2014-01-16	SELL	126	206	114.21	52.37	25,789.42	-827.74
2014-01-21	BUY	123	207.5	112.3	51.48	-25,686.28	0
2014-01-26	SELL	123	215.3	116.52	53.38	26,312	625.73
2014-01-29	BUY	124	211.5	115.39	52.82	-26,394.21	0
2014-02-03	SELL	124	212.2	115.78	52.96	26,144.06	-250.15
2014-02-06	BUY	124	210	114.58	52.39	-26,206.97	0
2014-02-11	SELL	124	209.3	114.19	52.19	25,786.81	-420.16
2014-02-16	BUY	124	205.6	112.18	51.25	-25,657.83	0
2014-02-19	SELL	124	208.3	113.65	51.93	25,663.62	5.79
2014-02-24	BUY	123	207.9	112.52	51.42	-25,735.64	0
2014-02-27	SELL	123	214	115.82	52.93	26,153.26	417.62
2014-03-05	BUY	122	213.7	114.71	52.38	-26,238.49	0
2014-03-10	SELL	122	214.4	115.09	52.55	25,989.16	-249.33
2014-03-18	BUY	122	211.3	113.43	51.8	-25,943.83	0
2014-03-23	SELL	122	209.3	112.35	51.31	25,370.94	-572.89
2014-03-30	BUY	119	211.8	110.9	50.67	-25,365.77	0
2014-04-02	SELL	119	220	115.19	52.69	26,012.11	646.35
2014-04-17	BUY	101	254.6	113.14	51.56	-25,879.31	0
2014-04-22	SELL	101	251.6	111.81	50.95	25,248.84	-630.47
2014-04-28	BUY	96	262.8	111.01	50.55	-25,390.36	0
2014-05-04	SELL	96	262.9	111.05	50.57	25,076.78	-313.58
2014-05-07	BUY	90	276.4	109.45	49.84	-25,035.29	0
2014-05-12	SELL	90	270.5	107.12	48.78	24,189.1	-846.2
2014-05-18	BUY	92	262.2	106.14	48.35	-24,276.89	0
2014-05-21	SELL	92	260.4	105.41	48.03	23,803.36	-473.53
2014-05-28	BUY	87	269.8	103.28	47.1	-23,622.98	0
2014-06-02	SELL	87	281.7	107.83	49.19	24,350.87	727.89
2014-06-08	BUY	85	284	106.22	48.44	-24,294.66	0
2014-06-11	SELL	85	295.1	110.37	50.34	24,922.79	628.14
2014-06-17	BUY	82	303.7	109.57	49.95	-25,062.92	0
2014-06-22	SELL	82	296.5	106.98	48.75	24,157.27	-905.65
2014-06-25	BUY	80	301.4	106.09	48.34	-24,266.43	0
2014-07-02	SELL	80	296.1	104.23	47.5	23,536.28	-730.16
2014-07-07	BUY	79	293.3	101.95	46.48	-23,319.13	0
2014-07-10	SELL	79	297.3	103.34	47.12	23,336.24	17.11
2014-07-15	BUY	80	291.7	102.68	46.85	-23,485.53	0
2014-07-20	SELL	80	279.3	98.31	44.85	22,200.83	-1,284.7
2014-08-04	BUY	71	310.8	97.09	44.27	-22,208.17	0
2014-08-07	SELL	71	323.9	101.19	46.12	22,849.6	641.43
2014-08-12	BUY	68	330.9	99.01	45.1	-22,645.31	0
2014-08-18	SELL	68	335.8	100.47	45.76	22,688.17	42.86
2014-08-24	BUY	70	325.3	100.19	45.62	-22,916.81	0
2014-08-27	SELL	70	325.5	100.25	45.65	22,639.1	-277.71
2014-09-03	BUY	66	337.9	98.13	44.68	-22,444.21	0
2014-09-08	SELL	66	333.2	96.76	44.07	21,850.37	-593.84
2014-09-11	BUY	64	337.8	95.12	43.34	-21,757.66	0
2014-09-16	SELL	64	345.7	97.35	44.36	21,983.09	225.43
2014-09-24	BUY	58	379.7	96.9	44.15	-22,163.65	0
2014-09-29	SELL	58	392.2	100.09	45.59	22,601.92	438.27
2014-10-14	BUY	60	372.6	98.37	44.79	-22,499.16	0
2014-10-19	SELL	60	371.8	98.16	44.69	22,165.16	-334
2014-10-28	BUY	58	379.7	96.9	44.12	-22,163.62	0
2014-11-02	SELL	58	370.7	94.6	43.08	21,362.92	-800.71
2014-11-06	BUY	60	353.3	93.27	42.49	-21,333.76	0
2014-11-11	SELL	60	351.4	92.77	42.27	20,948.96	-384.79
2014-11-16	BUY	60	347.1	91.63	41.76	-20,959.4	0
2014-11-19	SELL	60	339	89.5	40.8	20,209.71	-749.69
2014-11-24	BUY	64	316.7	89.18	40.66	-20,398.65	0
2014-11-27	SELL	64	313	88.14	40.21	19,903.65	-495
2014-12-04	BUY	56	352.6	86.88	39.66	-19,872.14	0
2014-12-09	SELL	56	355.3	87.55	39.98	19,769.28	-102.86
2014-12-14	BUY	55	355.8	86.1	39.32	-19,694.43	0
2014-12-18	SELL	55	350.8	84.89	38.77	19,170.34	-524.09
2014-12-24	BUY	53	360.2	84	38.39	-19,212.98	0
2014-12-30	SELL	53	361.9	84.4	38.59	19,057.72	-155.27
2015-01-06	BUY	51	368.6	82.71	37.81	-18,919.13	0
2015-01-11	SELL	51	364.1	81.7	37.39	18,450.01	-469.12
2015-01-22	BUY	52	352	80.54	36.85	-18,421.39	0
2015-01-27	SELL	52	329	75.28	34.43	16,998.29	-1,423.09
2015-02-03	BUY	52	330	75.5	34.53	-17,270.03	0
2015-02-09	SELL	52	340	77.79	35.57	17,566.64	296.61
2015-02-12	BUY	49	352.5	76	34.74	-17,383.24	0
2015-02-17	SELL	49	347.4	74.9	34.23	16,913.47	-469.76

Previous Next