Experiment log · GP

Searching for profit that survives costs

10,790 unique configurations in this batch; 66 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: -26.8%. This annualized figure describes the historical raw-price simulation.

Selection used earlier periods; 2024–2026 was replayed afterward. That period was already exposed in earlier research, so it is not a pristine holdout. 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

#66 · Flow: Range flow

Full-history NAV৳514

Net return -99.5% · drawdown 99.5% · 461 closed positions

2024 onward NAV৳31,010

Net return -69.0% · drawdown 69.0% · 75 closed positions

2024 stress NAV৳33,129

Net return -66.9% · drawdown 71.2% · 55 closed positions

Variant 0; fixed stop 10.0%; maximum 60 sessions; gate None; continuous signal; exit all bearish; trailing arms at 2.0%, distance 4.5%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳37

Unsettled৳0

Holdings৳477

NAV৳514

Realized P&L৳-99,477

Unrealized P&L৳-10

Fees৳54,607

Friction৳25,022

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳7.64e-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 #66

923 fills, including partial sales. Page 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2012-03-04	BUY	281	156.2	193.13	88.42	-44,173.74	0
2012-03-07	SELL	281	151.4	187.19	85.71	42,270.5	-1,903.25
2012-03-13	BUY	264	158.6	184.23	84.49	-42,139.12	0
2012-03-18	SELL	264	170.1	197.59	90.67	44,618.14	2,479.02
2012-03-21	BUY	257	172.4	194.95	89.43	-44,591.18	0
2012-03-27	SELL	257	184.3	208.41	95.53	47,061.16	2,469.98
2012-04-01	BUY	239	196	206.11	94.31	-47,144.42	0
2012-04-04	SELL	239	185.5	195.07	89.17	44,050.26	-3,094.16
2012-04-16	BUY	206	212.1	192.25	87.69	-43,972.54	0
2012-04-19	SELL	206	214	193.97	88.44	43,801.59	-170.95
2012-04-26	BUY	198	220.2	191.84	87.44	-43,878.88	0
2012-05-02	SELL	198	219.6	191.32	87.21	43,202.28	-676.61
2012-05-08	BUY	205	209.4	188.88	86.09	-43,201.97	0
2012-05-13	SELL	205	205.2	185.09	84.38	41,796.53	-1,405.44
2012-05-23	BUY	202	205.2	182.38	83.28	-41,716.06	0
2012-05-28	SELL	202	200.4	178.12	81.46	40,221.22	-1,494.84
2012-05-31	BUY	194	206.4	176.18	80.68	-40,298.46	0
2012-06-05	SELL	194	205.9	175.76	80.57	39,688.27	-610.19
2012-06-10	BUY	193	204.4	173.58	79.67	-39,702.45	0
2012-06-17	SELL	193	200.1	169.92	78.04	38,371.33	-1,331.11
2012-06-21	BUY	192	197.9	167.19	76.87	-38,240.85	0
2012-06-26	SELL	192	204.3	172.59	79.38	38,973.63	732.77
2012-07-03	BUY	190	203.8	170.38	78.21	-38,970.59	0
2012-07-08	SELL	190	200.7	167.79	77.05	37,888.16	-1,082.43
2012-07-09	BUY	1	197.9	0.87	0.4	-199.17	0
2012-07-12	SELL	1	198.9	0.88	0.4	197.63	-1.54
2012-07-15	BUY	194	193.3	165	75.7	-37,740.9	0
2012-07-18	SELL	194	201.1	171.66	78.77	38,762.97	1,022.07
2012-07-22	BUY	1	199.4	0.88	0.4	-200.68	0
2012-07-25	SELL	1	205.5	0.9	0.41	204.18	3.51
2012-07-26	BUY	185	207.9	169.23	77.52	-38,708.25	0
2012-08-05	SELL	185	189.1	153.93	70.46	34,759.11	-3,949.13
2012-08-06	BUY	2	189.2	1.66	0.76	-380.82	0
2012-08-12	SELL	2	192.6	1.69	0.77	382.73	1.91
2012-08-14	BUY	182	189.7	151.91	69.52	-34,746.83	0
2012-08-30	SELL	182	180.3	144.38	66.01	32,604.21	-2,142.62
2012-09-02	BUY	2	178.4	1.57	0.71	-359.08	0
2012-09-05	SELL	2	173.7	1.53	0.69	345.18	-13.91
2012-09-06	BUY	187	173.4	142.67	65.26	-32,633.74	0
2012-09-11	SELL	187	171.9	141.44	64.72	31,939.14	-694.6
2012-09-12	BUY	2	170.1	1.5	0.68	-342.38	0
2012-09-17	SELL	2	172.7	1.52	0.69	343.19	0.81
2012-09-18	BUY	178	178.3	139.64	63.87	-31,940.91	0
2012-09-23	SELL	178	173.5	135.89	62.11	30,685	-1,255.91
2012-09-24	BUY	2	173.2	1.52	0.69	-348.62	0
2012-09-27	SELL	2	167.8	1.48	0.67	333.45	-15.16
2012-09-30	BUY	183	166.3	133.9	61.25	-30,628.05	0
2012-10-03	SELL	183	168.3	135.52	62	30,601.39	-26.66
2012-10-04	BUY	2	168.3	1.48	0.67	-338.75	0
2012-10-09	SELL	2	166.4	1.46	0.67	330.67	-8.08
2012-10-11	BUY	186	163.6	133.89	61.33	-30,624.82	0
2012-10-16	SELL	186	162.5	132.99	61.02	30,030.99	-593.83
2012-10-17	BUY	2	161.9	1.42	0.65	-325.87	0
2012-10-22	SELL	2	165	1.45	0.66	327.89	2.02
2012-11-01	BUY	173	174.2	132.6	61.04	-30,330.24	0
2012-11-06	SELL	173	168.4	128.19	59.04	28,945.98	-1,384.26
2012-11-12	BUY	172	167.2	126.54	58.34	-28,943.28	0
2012-11-15	SELL	172	177.9	134.63	62.13	30,402.04	1,458.76
2012-11-20	BUY	180	168.2	133.21	61.25	-30,470.46	0
2012-11-26	SELL	180	167	132.26	60.79	29,866.94	-603.52
2012-11-29	BUY	173	170.9	130.09	59.88	-29,755.67	0
2012-12-06	SELL	173	167.6	127.58	58.76	28,808.47	-947.2
2012-12-13	BUY	172	166.5	126.01	58.04	-28,822.05	0
2012-12-19	SELL	172	167.2	126.54	58.63	28,573.23	-248.82
2012-12-24	BUY	166	171.5	125.26	58.07	-28,652.33	0
2012-12-30	SELL	166	175	127.82	59.12	28,863.06	210.73
2013-01-03	BUY	167	171.6	126.09	58.34	-28,841.63	0
2013-01-08	SELL	167	171.4	125.94	58.28	28,439.58	-402.05
2013-01-13	BUY	166	170	124.17	57.47	-28,401.63	0
2013-01-16	SELL	166	169.6	123.88	57.36	27,972.36	-429.27
2013-01-22	BUY	164	169.1	122.02	56.64	-27,911.06	0
2013-01-27	SELL	164	168.4	121.52	56.55	27,439.53	-471.53
2013-02-03	BUY	161	169.5	120.07	55.9	-27,465.47	0
2013-02-06	SELL	161	172.8	122.41	56.6	27,641.79	176.32
2013-02-11	BUY	166	165.9	121.17	55.85	-27,716.42	0
2013-02-14	SELL	166	167.9	122.63	56.43	27,692.34	-24.09
2013-02-26	BUY	182	151.4	121.24	55.71	-27,731.76	0
2013-03-03	SELL	182	141	112.91	51.86	25,497.23	-2,234.53
2013-03-06	BUY	174	145.3	111.24	51.12	-25,444.56	0
2013-03-11	SELL	174	141.3	108.18	49.88	24,428.14	-1,016.42
2013-03-18	BUY	168	144.8	107.04	49.6	-24,483.04	0
2013-03-24	SELL	168	145.3	107.41	49.95	24,253.04	-230
2013-03-28	BUY	163	147.1	105.5	49.32	-24,132.12	0
2013-04-02	SELL	163	148.7	106.65	49.9	24,081.55	-50.57
2013-04-09	BUY	164	146.5	105.71	49.4	-24,181.12	0
2013-04-15	SELL	164	146.7	105.86	49.46	23,903.48	-277.63
2013-04-18	BUY	163	145.1	104.07	48.62	-23,803.99	0
2013-04-23	SELL	163	145.2	104.14	48.69	23,514.77	-289.22
2013-04-29	BUY	162	144.2	102.79	48.15	-23,511.34	0
2013-05-05	SELL	162	146	104.07	48.89	23,499.04	-12.3
2013-05-15	BUY	151	154.7	102.78	48.08	-23,510.56	0
2013-05-20	SELL	151	166.2	110.42	51.46	24,934.31	1,423.75
2013-05-26	BUY	152	163.7	109.48	50.73	-25,042.61	0
2013-05-29	SELL	152	173.9	116.3	53.84	26,262.66	1,220.05
2013-06-03	BUY	146	178.7	114.8	52.94	-26,257.94	0
2013-06-06	SELL	146	187.8	120.64	55.49	27,242.67	984.73
2013-06-12	BUY	152	178.1	119.11	54.59	-27,244.91	0
2013-06-17	SELL	152	177.8	118.91	54.49	26,852.2	-392.71
2013-06-30	BUY	149	178.9	117.29	53.63	-26,827.01	0
2013-07-04	SELL	149	188.1	123.32	56.39	27,847.19	1,020.18

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