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 5.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2016-10-02	BUY	35	268.5	41.35	18.96	-9,457.81	0
2016-10-06	SELL	35	272	41.89	19.18	9,458.93	1.12
2016-10-16	BUY	35	269.7	41.53	19.02	-9,500.05	0
2016-10-19	SELL	35	275	42.35	19.38	9,563.27	63.21
2016-10-24	BUY	33	281.2	40.83	18.66	-9,339.09	0
2016-10-27	SELL	33	279.9	40.64	18.56	9,177.5	-161.59
2016-11-02	BUY	33	278.5	40.44	18.47	-9,249.41	0
2016-11-07	SELL	33	278	40.37	18.44	9,115.2	-134.21
2016-11-10	BUY	33	279.1	40.53	18.5	-9,269.32	0
2016-11-15	SELL	33	279.1	40.53	18.49	9,151.28	-118.04
2016-11-20	BUY	32	282.5	39.78	18.15	-9,097.92	0
2016-11-23	SELL	32	288.6	40.63	18.53	9,176.03	78.11
2016-12-04	BUY	32	283.3	39.89	18.19	-9,123.67	0
2016-12-07	SELL	32	286.2	40.3	18.37	9,099.73	-23.94
2016-12-14	BUY	32	283	39.85	18.17	-9,114.01	0
2016-12-19	SELL	32	285.2	40.16	18.31	9,067.93	-46.08
2016-12-22	BUY	32	286.1	40.28	18.38	-9,213.86	0
2016-12-28	SELL	32	283	39.85	18.18	8,997.97	-215.89
2017-01-04	BUY	31	286.1	39.02	17.8	-8,925.93	0
2017-01-09	SELL	31	290	39.56	18.05	8,932.4	6.47
2017-01-12	BUY	30	290.7	38.37	17.5	-8,776.87	0
2017-01-17	SELL	30	292.1	38.56	17.58	8,706.86	-70.01
2017-01-22	BUY	29	298	38.02	17.33	-8,697.36	0
2017-01-25	SELL	29	306.3	39.08	17.81	8,825.81	128.46
2017-02-01	BUY	29	301	38.41	17.49	-8,784.9	0
2017-02-06	SELL	29	304	38.79	17.67	8,759.54	-25.36
2017-02-09	BUY	29	308	39.3	17.9	-8,989.2	0
2017-02-16	SELL	29	318	40.58	18.49	9,162.94	173.73
2017-02-26	BUY	29	315.2	40.22	18.33	-9,199.35	0
2017-03-01	SELL	29	309.2	39.45	17.98	8,909.37	-289.98
2017-03-07	BUY	28	310.6	38.27	17.44	-8,752.51	0
2017-03-12	SELL	28	318.7	39.26	17.89	8,866.44	113.94
2017-03-15	BUY	28	317.8	39.15	17.84	-8,955.4	0
2017-03-21	SELL	28	316	38.93	17.76	8,791.31	-164.08
2017-03-27	BUY	27	316.1	37.55	17.13	-8,589.38	0
2017-04-02	SELL	27	332.2	39.47	18	8,911.94	322.55
2017-04-13	BUY	26	342	39.12	17.83	-8,948.96	0
2017-04-18	SELL	26	335	38.32	17.47	8,654.21	-294.75
2017-05-07	BUY	26	340	38.9	17.77	-8,896.66	0
2017-05-11	SELL	26	338	38.67	17.66	8,731.67	-164.99
2017-05-24	BUY	26	331.1	37.88	17.31	-8,663.78	0
2017-05-29	SELL	26	331.7	37.95	17.36	8,568.89	-94.89
2017-06-01	BUY	26	329.2	37.66	17.21	-8,614.07	0
2017-06-06	SELL	26	337.1	38.56	17.63	8,708.41	94.33
2017-06-19	BUY	25	340	37.4	17.08	-8,554.48	0
2017-06-22	SELL	25	338.8	37.27	17.01	8,415.72	-138.76
2017-07-02	BUY	24	344.3	36.36	16.58	-8,316.14	0
2017-07-05	SELL	24	355	37.49	17.09	8,465.43	149.29
2017-07-11	BUY	24	348.3	36.78	16.75	-8,412.73	0
2017-07-16	SELL	24	365.1	38.55	17.55	8,706.29	293.56
2017-07-20	BUY	24	370	39.07	17.78	-8,936.86	0
2017-07-25	SELL	24	369	38.97	17.74	8,799.3	-137.56
2017-07-30	BUY	23	376.7	38.12	17.35	-8,719.57	0
2017-08-06	SELL	23	373.2	37.77	17.19	8,528.64	-190.93
2017-08-10	BUY	23	376.2	38.07	17.33	-8,708	0
2017-08-17	SELL	23	388	39.27	17.88	8,866.86	158.86
2017-08-22	BUY	22	391.1	37.86	17.24	-8,659.3	0
2017-08-27	SELL	22	390	37.75	17.19	8,525.06	-134.24
2017-08-31	BUY	22	391	37.85	17.24	-8,657.09	0
2017-09-06	SELL	22	401.7	38.88	17.72	8,780.8	123.71
2017-09-11	BUY	20	430	37.84	17.23	-8,655.07	0
2017-09-14	SELL	20	423.1	37.23	16.95	8,407.81	-247.26
2017-09-20	BUY	20	412	36.26	16.51	-8,292.76	0
2017-09-25	SELL	20	410.4	36.12	16.44	8,155.44	-137.32
2017-09-28	BUY	20	415	36.52	16.63	-8,353.15	0
2017-10-04	SELL	20	415	36.52	16.63	8,246.85	-106.29
2017-10-10	BUY	19	422	35.28	16.06	-8,069.34	0
2017-10-15	SELL	19	429	35.86	16.33	8,098.8	29.46
2017-10-22	BUY	19	430	35.95	16.38	-8,222.33	0
2017-10-25	SELL	19	440	36.78	16.75	8,306.46	84.14
2017-11-05	BUY	19	440.8	36.85	16.78	-8,428.84	0
2017-11-08	SELL	19	442	36.95	16.83	8,344.22	-84.62
2017-11-13	BUY	17	472.9	35.37	16.11	-8,090.78	0
2017-11-16	SELL	17	484	36.2	16.48	8,175.32	84.54
2017-11-23	BUY	17	483	36.13	16.44	-8,263.57	0
2017-11-28	SELL	17	471	35.23	16.03	7,955.74	-307.83
2017-12-04	BUY	17	477	35.68	16.24	-8,160.92	0
2017-12-07	SELL	17	480.8	35.96	16.36	8,121.27	-39.64
2017-12-19	BUY	17	468.2	35.02	15.94	-8,010.36	0
2017-12-24	SELL	17	460.1	34.42	15.67	7,771.62	-238.75
2017-12-28	BUY	16	469.4	33.05	15.04	-7,558.49	0
2018-01-07	SELL	16	477.2	33.59	15.3	7,586.31	27.82
2018-01-10	BUY	16	472	33.23	15.13	-7,600.36	0
2018-01-16	SELL	16	475	33.44	15.23	7,551.33	-49.03
2018-01-21	BUY	16	484	34.07	15.52	-7,793.59	0
2018-01-29	SELL	16	505.3	35.57	16.19	8,033.04	239.45
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
2018-02-08	BUY	1	499	2.2	1	-502.19	0
2018-02-13	SELL	1	507.9	2.23	1.02	504.65	2.46
2018-02-14	BUY	14	508.8	31.34	14.26	-7,168.8	0
2018-02-22	SELL	14	494.9	30.49	13.87	6,884.24	-284.56
2018-02-26	BUY	1	475.5	2.09	0.95	-478.54	0
2018-03-01	SELL	1	478.9	2.11	0.96	475.83	-2.71
2018-03-04	BUY	14	485.5	29.91	13.61	-6,840.52	0
2018-03-07	SELL	14	487.9	30.05	13.68	6,786.86	-53.66
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	15	474.9	31.34	14.28	-7,169.12	0
2018-04-05	SELL	15	477	31.48	14.34	7,109.17	-59.95

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