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: -27.0%. 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

#65 · Flow: Range flow

Full-history NAV৳484

Net return -99.5% · drawdown 99.5% · 452 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 4.0%; maximum 15 sessions; gate None; continuous signal; exit all bearish; trailing arms at 2.0%, distance 3.5%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳7

Unsettled৳0

Holdings৳477

NAV৳484

Realized P&L৳-99,506

Unrealized P&L৳-10

Fees৳44,847

Friction৳20,530

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳7.11e-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 #65

905 fills, including partial sales. Page 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2012-05-31	BUY	132	206.4	119.88	54.77	-27,419.44	0
2012-06-05	SELL	132	205.9	119.59	54.67	27,004.54	-414.9
2012-06-10	BUY	132	204.4	118.72	54.32	-27,153.84	0
2012-06-13	SELL	132	203.3	118.08	54.04	26,663.48	-490.36
2012-06-18	BUY	133	198.8	116.34	53.26	-26,609.99	0
2012-06-21	SELL	133	197.9	115.81	53.06	26,151.83	-458.17
2012-07-03	BUY	127	203.8	113.88	52.11	-26,048.59	0
2012-07-08	SELL	127	200.7	112.15	51.33	25,325.42	-723.17
2012-07-11	BUY	130	194.6	111.31	50.94	-25,460.25	0
2012-07-16	SELL	130	192.1	109.88	50.25	24,812.87	-647.38
2012-07-22	BUY	123	199.4	107.92	49.33	-24,683.45	0
2012-07-25	SELL	123	205.5	111.22	50.82	25,114.46	431.02
2012-07-30	BUY	122	204.8	109.94	50.25	-25,145.78	0
2012-08-05	SELL	122	189.1	101.51	46.35	22,922.34	-2,223.45
2012-08-08	BUY	121	189	100.62	45.94	-23,015.57	0
2012-08-14	SELL	121	189.7	101	46.12	22,806.59	-208.98
2012-08-28	BUY	131	172.7	99.54	45.44	-22,768.68	0
2012-09-02	SELL	131	178.4	102.83	46.93	23,220.64	451.95
2012-09-05	BUY	133	173.7	101.65	46.41	-23,250.16	0
2012-09-10	SELL	133	172.9	101.18	46.21	22,848.31	-401.85
2012-09-13	BUY	135	167.5	99.5	45.44	-22,757.43	0
2012-09-18	SELL	135	178.3	105.91	48.37	23,916.22	1,158.79
2012-09-24	BUY	138	173.2	105.17	48.01	-24,054.78	0
2012-09-27	SELL	138	167.8	101.89	46.53	23,007.98	-1,046.8
2012-10-02	BUY	136	167.3	100.11	45.72	-22,898.63	0
2012-10-07	SELL	136	167.6	100.29	45.81	22,647.5	-251.13
2012-10-11	BUY	138	163.6	99.34	45.41	-22,721.55	0
2012-10-16	SELL	138	162.5	98.67	45.16	22,281.17	-440.38
2012-11-01	BUY	127	174.2	97.34	44.66	-22,265.4	0
2012-11-06	SELL	127	168.4	94.1	43.19	21,249.51	-1,015.89
2012-11-12	BUY	126	167.2	92.7	42.58	-21,202.47	0
2012-11-15	SELL	126	177.9	98.63	45.33	22,271.44	1,068.97
2012-11-20	BUY	132	168.2	97.69	44.78	-22,344.87	0
2012-11-26	SELL	132	167	96.99	44.45	21,902.56	-442.31
2012-11-29	BUY	127	170.9	95.5	43.81	-21,843.61	0
2012-12-06	SELL	127	167.6	93.65	42.98	21,148.56	-695.05
2012-12-13	BUY	126	166.5	92.31	42.37	-21,113.68	0
2012-12-19	SELL	126	167.2	92.7	42.73	20,931.77	-181.91
2012-12-24	BUY	122	171.5	92.06	42.46	-21,057.52	0
2012-12-30	SELL	122	175	93.94	43.25	21,212.81	155.29
2013-01-03	BUY	122	171.6	92.11	42.42	-21,069.73	0
2013-01-08	SELL	122	171.4	92.01	42.37	20,776.42	-293.31
2013-01-13	BUY	122	170	91.26	42.03	-20,873.29	0
2013-01-16	SELL	122	169.6	91.04	41.95	20,558.21	-315.08
2013-01-22	BUY	121	169.1	90.03	41.56	-20,592.69	0
2013-01-27	SELL	121	168.4	89.66	41.47	20,245.27	-347.42
2013-02-03	BUY	118	169.5	88	40.71	-20,129.71	0
2013-02-06	SELL	118	172.8	89.72	41.3	20,259.39	129.67
2013-02-11	BUY	122	165.9	89.06	40.9	-20,369.75	0
2013-02-14	SELL	122	167.9	90.13	41.34	20,352.33	-17.42
2013-02-26	BUY	133	151.4	88.6	40.6	-20,265.39	0
2013-03-03	SELL	133	141	82.51	37.79	18,632.69	-1,632.7
2013-03-06	BUY	128	145.3	81.83	37.5	-18,717.73	0
2013-03-11	SELL	128	141.3	79.58	36.56	17,970.26	-747.47
2013-03-18	BUY	123	144.8	78.37	36.13	-17,924.9	0
2013-03-24	SELL	123	145.3	78.64	36.35	17,756.91	-167.98
2013-03-28	BUY	120	147.1	77.67	36.04	-17,765.71	0
2013-04-02	SELL	120	148.7	78.51	36.46	17,729.02	-36.69
2013-04-09	BUY	120	146.5	77.35	35.88	-17,693.23	0
2013-04-15	SELL	120	146.7	77.46	35.92	17,490.62	-202.62
2013-04-18	BUY	120	145.1	76.61	35.54	-17,524.15	0
2013-04-23	SELL	120	145.2	76.67	35.58	17,311.75	-212.4
2013-04-29	BUY	119	144.2	75.5	35.09	-17,270.4	0
2013-05-05	SELL	119	146	76.45	35.61	17,261.95	-8.45
2013-05-15	BUY	111	154.7	75.56	35.08	-17,282.33	0
2013-05-20	SELL	111	166.2	81.17	37.58	18,329.44	1,047.11
2013-05-26	BUY	111	163.7	79.95	36.86	-18,287.51	0
2013-05-29	SELL	111	173.9	84.93	39.12	19,178.84	891.34
2013-06-03	BUY	107	178.7	84.13	38.65	-19,243.68	0
2013-06-06	SELL	107	187.8	88.42	40.54	19,965.64	721.96
2013-06-12	BUY	111	178.1	86.98	39.78	-19,895.86	0
2013-06-17	SELL	111	177.8	86.84	39.7	19,609.26	-286.6
2013-06-30	BUY	109	178.9	85.8	39.17	-19,625.07	0
2013-07-04	SELL	109	188.1	90.21	41.19	20,371.5	746.43
2013-07-14	BUY	96	211.5	89.34	40.71	-20,434.05	0
2013-07-17	SELL	96	232.5	98.21	44.73	22,177.06	1,743.01
2013-07-22	BUY	122	180.9	97.11	44.21	-22,211.12	0
2013-07-25	SELL	122	178.4	95.77	43.6	21,625.44	-585.68
2013-08-05	BUY	120	178.9	94.46	43	-21,605.46	0
2013-08-14	SELL	120	178.2	94.09	42.84	21,247.07	-358.39
2013-08-27	BUY	100	209.8	92.31	42.08	-21,114.39	0
2013-09-02	SELL	100	214.7	94.47	43.05	21,332.49	218.09
2013-09-05	BUY	100	212	93.28	42.49	-21,335.77	0
2013-09-10	SELL	100	204.5	89.98	40.98	20,319.04	-1,016.73
2013-09-15	BUY	99	204.3	88.99	40.52	-20,355.21	0
2013-09-18	SELL	99	194.9	84.9	38.65	19,171.55	-1,183.67
2013-09-23	BUY	102	186.5	83.7	38.11	-19,144.82	0
2013-09-26	SELL	102	187.4	84.11	38.32	18,992.38	-152.44
2013-10-03	BUY	101	187.8	83.46	38.08	-19,089.33	0
2013-10-08	SELL	101	178.8	79.46	36.3	17,943.05	-1,146.29
2013-10-21	BUY	98	181.5	78.26	35.82	-17,901.08	0
2013-10-24	SELL	98	178	76.75	35.2	17,332.05	-569.03
2013-10-29	BUY	92	187.2	75.78	34.76	-17,332.94	0
2013-11-03	SELL	92	197.5	79.95	36.69	18,053.36	720.42
2013-11-06	BUY	91	196.5	78.68	36.07	-17,996.25	0
2013-11-11	SELL	91	196.4	78.64	35.99	17,757.77	-238.48
2013-11-14	BUY	91	195.6	78.32	35.82	-17,913.74	0
2013-11-19	SELL	91	206.5	82.68	37.8	18,671.02	757.28
2013-11-24	BUY	89	206.6	80.9	36.91	-18,505.22	0
2013-11-27	SELL	89	205.6	80.51	36.72	18,181.17	-324.05

Previous Next