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 4.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2015-05-19	BUY	30	333.8	44.06	20.09	-10,078.15	0
2015-05-24	SELL	30	326	43.03	19.61	9,717.35	-360.79
2015-06-11	BUY	30	325	42.9	19.53	-9,812.43	0
2015-06-16	SELL	30	332.6	43.9	19.99	9,914.11	101.68
2015-06-28	BUY	30	326	43.03	19.59	-9,842.62	0
2015-07-02	SELL	30	330.1	43.57	19.84	9,839.59	-3.04
2015-07-07	BUY	30	328.6	43.38	19.75	-9,921.13	0
2015-07-12	SELL	30	340.1	44.89	20.44	10,137.66	216.54
2015-07-22	BUY	30	335.2	44.25	20.15	-10,120.39	0
2015-07-27	SELL	30	338.6	44.7	20.35	10,092.96	-27.43
2015-08-04	BUY	30	329.8	43.53	19.81	-9,957.35	0
2015-08-09	SELL	30	323.9	42.75	19.46	9,654.79	-302.56
2015-08-19	BUY	30	318.9	42.09	19.17	-9,628.26	0
2015-08-24	SELL	30	316.5	41.78	19.03	9,434.19	-194.06
2015-08-27	BUY	29	321.5	41.02	18.69	-9,383.21	0
2015-09-01	SELL	29	316.1	40.33	18.38	9,108.19	-275.03
2015-09-03	BUY	1	315.1	1.39	0.63	-317.12	0
2015-09-08	SELL	1	314	1.38	0.63	311.99	-5.13
2015-09-09	BUY	28	313.2	38.59	17.59	-8,825.78	0
2015-09-14	SELL	28	307.1	37.83	17.25	8,543.72	-282.06
2015-09-21	BUY	30	298.2	39.36	17.95	-9,003.31	0
2015-09-29	SELL	30	296	39.07	17.81	8,823.11	-180.2
2015-10-12	BUY	33	267	38.77	17.66	-8,867.43	0
2015-10-15	SELL	33	254.9	37.01	16.86	8,357.83	-509.6
2015-10-20	BUY	33	253.2	36.76	16.75	-8,409.11	0
2015-10-26	SELL	33	253	36.74	16.73	8,295.53	-113.58
2015-10-29	BUY	33	246.5	35.79	16.31	-8,186.6	0
2015-11-04	SELL	33	249	36.15	16.48	8,164.37	-22.23
2015-11-10	BUY	33	250	36.3	16.55	-8,302.85	0
2015-11-15	SELL	33	250.2	36.33	16.57	8,203.7	-99.15
2015-11-18	BUY	32	254.5	35.83	16.35	-8,196.19	0
2015-11-23	SELL	32	254.8	35.88	16.38	8,101.34	-94.84
2015-11-26	BUY	31	253.1	34.52	15.76	-7,896.39	0
2015-12-02	SELL	31	271.1	36.98	16.9	8,350.23	453.84
2015-12-17	BUY	33	251.2	36.47	16.65	-8,342.72	0
2015-12-22	SELL	33	255	37.03	16.9	8,361.07	18.35
2016-01-03	BUY	33	253.4	36.79	16.82	-8,415.82	0
2016-01-06	SELL	33	252	36.59	16.75	8,262.66	-153.16
2016-01-11	BUY	33	254	36.88	16.91	-8,435.79	0
2016-01-14	SELL	33	256.6	37.26	17.07	8,413.47	-22.31
2016-01-19	BUY	31	263.3	35.91	16.43	-8,214.65	0
2016-01-24	SELL	31	266	36.28	16.57	8,193.15	-21.5
2016-01-27	BUY	31	268	36.56	16.69	-8,361.25	0
2016-02-01	SELL	31	257	35.05	16	7,915.94	-445.3
2016-02-09	BUY	30	258.6	34.14	15.58	-7,807.71	0
2016-02-14	SELL	30	255.5	33.73	15.39	7,615.89	-191.83
2016-02-17	BUY	30	256	33.79	15.43	-7,729.22	0
2016-02-23	SELL	30	259	34.19	15.62	7,720.19	-9.03
2016-02-28	BUY	30	256.2	33.82	15.45	-7,735.27	0
2016-03-02	SELL	30	244.1	32.22	14.7	7,276.07	-459.19
2016-03-07	BUY	29	246	31.39	14.31	-7,179.7	0
2016-03-10	SELL	29	244	31.13	14.2	7,030.66	-149.04
2016-03-21	BUY	29	240.5	30.69	14	-7,019.19	0
2016-03-24	SELL	29	235.2	30.01	13.69	6,777.09	-242.1
2016-04-04	BUY	29	233.1	29.74	13.61	-6,803.25	0
2016-04-07	SELL	29	233.2	29.76	13.63	6,719.42	-83.83
2016-04-20	BUY	28	237	29.2	13.38	-6,678.58	0
2016-04-25	SELL	28	250	30.8	14.1	6,955.1	276.53
2016-05-03	BUY	28	247	30.43	13.92	-6,960.35	0
2016-05-08	SELL	28	247	30.43	13.91	6,871.66	-88.69
2016-05-11	BUY	27	252.1	29.95	13.68	-6,850.33	0
2016-05-16	SELL	27	252	29.94	13.67	6,760.39	-89.94
2016-05-19	BUY	26	254.6	29.13	13.3	-6,662.03	0
2016-05-25	SELL	26	256.6	29.36	13.41	6,628.84	-33.19
2016-05-30	BUY	26	257	29.4	13.43	-6,724.83	0
2016-06-02	SELL	26	256.7	29.37	13.42	6,631.42	-93.42
2016-06-07	BUY	26	255.1	29.18	13.34	-6,675.12	0
2016-06-12	SELL	26	255.2	29.19	13.34	6,592.66	-82.46
2016-06-22	BUY	26	252	28.83	13.18	-6,594.01	0
2016-06-27	SELL	26	250	28.6	13.09	6,458.31	-135.7
2016-06-30	BUY	25	251.7	27.69	12.65	-6,332.84	0
2016-07-14	SELL	25	257	28.27	12.92	6,383.81	50.97
2016-07-18	BUY	25	259	28.49	13.02	-6,516.51	0
2016-07-21	SELL	25	268	29.48	13.45	6,657.07	140.56
2016-07-26	BUY	24	269.1	28.42	12.96	-6,499.78	0
2016-07-31	SELL	24	276.5	29.2	13.3	6,593.5	93.73
2016-08-07	BUY	24	277.4	29.29	13.34	-6,700.24	0
2016-08-10	SELL	24	267.9	28.29	12.88	6,388.43	-311.81
2016-08-17	BUY	23	272	27.53	12.53	-6,296.06	0
2016-08-22	SELL	23	270.5	27.37	12.47	6,181.66	-114.4
2016-08-28	BUY	24	265.1	27.99	12.75	-6,403.15	0
2016-08-31	SELL	24	262	27.67	12.62	6,247.71	-155.43
2016-09-05	BUY	23	268	27.12	12.37	-6,203.5	0
2016-09-08	SELL	23	266.3	26.95	12.3	6,085.65	-117.85
2016-09-21	BUY	23	264	26.72	12.21	-6,110.92	0
2016-09-25	SELL	23	267.1	27.03	12.36	6,103.91	-7.01
2016-10-02	BUY	22	268.5	25.99	11.88	-5,944.87	0
2016-10-06	SELL	22	272	26.33	12.02	5,945.65	0.78
2016-10-16	BUY	22	269.7	26.11	11.92	-5,971.43	0
2016-10-19	SELL	22	275	26.62	12.15	6,011.23	39.8
2016-10-24	BUY	21	281.2	25.98	11.85	-5,943.03	0
2016-10-27	SELL	21	279.9	25.86	11.79	5,840.25	-102.79
2016-11-02	BUY	21	278.5	25.73	11.73	-5,885.97	0
2016-11-07	SELL	21	278	25.69	11.71	5,800.6	-85.36
2016-11-10	BUY	21	279.1	25.79	11.75	-5,898.64	0
2016-11-15	SELL	21	279.1	25.79	11.75	5,823.56	-75.08
2016-11-20	BUY	20	282.5	24.86	11.33	-5,686.19	0
2016-11-23	SELL	20	288.6	25.4	11.57	5,735.03	48.85
2016-12-04	BUY	20	283.3	24.93	11.35	-5,702.28	0
2016-12-07	SELL	20	286.2	25.19	11.47	5,687.34	-14.94

Previous Next