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 3.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2013-07-14	BUY	131	211.5	121.91	55.61	-27,884.02	0
2013-07-17	SELL	131	232.5	134.01	61.08	30,262.41	2,378.39
2013-07-22	BUY	166	180.9	132.13	60.19	-30,221.72	0
2013-07-25	SELL	166	178.4	130.3	59.35	29,424.74	-796.97
2013-08-05	BUY	163	178.9	128.31	58.44	-29,347.45	0
2013-08-14	SELL	163	178.2	127.81	58.23	28,860.57	-486.88
2013-08-27	BUY	137	209.8	126.47	57.71	-28,926.78	0
2013-09-02	SELL	137	214.7	129.42	59.03	29,225.45	298.67
2013-09-05	BUY	137	212	127.79	58.26	-29,230.05	0
2013-09-10	SELL	137	204.5	123.27	56.18	27,837.05	-1,393
2013-09-15	BUY	135	204.3	121.35	55.29	-27,757.15	0
2013-09-18	SELL	135	194.9	115.77	52.74	26,142.99	-1,614.16
2013-09-23	BUY	140	186.5	114.88	52.35	-26,277.23	0
2013-09-26	SELL	140	187.4	115.44	52.64	26,067.93	-209.31
2013-10-03	BUY	137	187.8	113.21	51.72	-25,893.52	0
2013-10-08	SELL	137	178.8	107.78	49.32	24,338.5	-1,555.02
2013-10-09	BUY	1	179.2	0.79	0.36	-180.35	0
2013-10-21	SELL	1	181.5	0.8	0.36	180.34	-0.01
2013-10-23	BUY	132	183.2	106.4	48.91	-24,337.72	0
2013-10-28	SELL	132	189.3	109.95	50.63	24,827.03	489.31
2013-10-31	BUY	129	192	108.98	50.22	-24,927.2	0
2013-11-05	SELL	129	194.6	110.45	50.82	24,942.12	14.92
2013-11-11	BUY	126	196.4	108.88	49.97	-24,905.25	0
2013-11-18	SELL	126	199.9	110.82	50.78	25,025.8	120.55
2013-11-24	BUY	120	206.6	109.08	49.84	-24,950.92	0
2013-11-27	SELL	120	205.6	108.56	49.57	24,513.88	-437.04
2013-12-08	BUY	118	207.3	107.63	49.16	-24,618.19	0
2013-12-11	SELL	118	204.3	106.07	48.44	23,952.89	-665.3
2013-12-17	BUY	119	200.2	104.82	47.88	-23,976.5	0
2013-12-22	SELL	119	202.1	105.82	48.4	23,895.68	-80.83
2013-12-30	BUY	118	200.9	104.31	47.84	-23,858.35	0
2014-01-06	SELL	118	206.4	107.16	49.13	24,198.9	340.56
2014-01-12	BUY	115	209.9	106.21	48.69	-24,293.4	0
2014-01-16	SELL	115	206	104.24	47.76	23,538	-755.4
2014-01-21	BUY	112	207.5	102.26	46.84	-23,389.09	0
2014-01-26	SELL	112	215.3	106.1	48.57	23,958.93	569.84
2014-01-29	BUY	113	211.5	105.16	48.1	-24,052.76	0
2014-02-03	SELL	113	212.2	105.51	48.24	23,824.86	-227.9
2014-02-06	BUY	113	210	104.41	47.72	-23,882.13	0
2014-02-11	SELL	113	209.3	104.06	47.54	23,499.29	-382.83
2014-02-16	BUY	113	205.6	102.22	46.69	-23,381.71	0
2014-02-19	SELL	113	208.3	103.57	47.3	23,387.03	5.32
2014-02-24	BUY	112	207.9	102.45	46.8	-23,434.05	0
2014-02-27	SELL	112	214	105.46	48.17	23,814.37	380.32
2014-03-05	BUY	111	213.7	104.37	47.64	-23,872.71	0
2014-03-10	SELL	111	214.4	104.71	47.79	23,645.89	-226.81
2014-03-18	BUY	111	211.3	103.2	47.11	-23,604.61	0
2014-03-23	SELL	111	209.3	102.22	46.66	23,083.41	-521.2
2014-03-30	BUY	108	211.8	100.65	45.96	-23,021.01	0
2014-04-02	SELL	108	220	104.54	47.79	23,607.66	586.65
2014-04-17	BUY	92	254.6	103.06	46.96	-23,573.22	0
2014-04-22	SELL	92	251.6	101.85	46.4	22,998.95	-574.26
2014-04-28	BUY	87	262.8	100.6	45.81	-23,010.01	0
2014-05-04	SELL	87	262.9	100.64	45.82	22,725.84	-284.16
2014-05-07	BUY	82	276.4	99.73	45.4	-22,809.93	0
2014-05-12	SELL	82	270.5	97.6	44.44	22,038.96	-770.96
2014-05-18	BUY	83	262.2	95.76	43.61	-21,901.97	0
2014-05-21	SELL	83	260.4	95.1	43.32	21,474.78	-427.18
2014-05-28	BUY	79	269.8	93.78	42.76	-21,450.74	0
2014-06-02	SELL	79	281.7	97.92	44.65	22,111.73	660.99
2014-06-08	BUY	78	284	97.47	44.44	-22,293.91	0
2014-06-11	SELL	78	295.1	101.28	46.18	22,870.34	576.43
2014-06-17	BUY	74	303.7	98.88	45.06	-22,617.75	0
2014-06-22	SELL	74	296.5	96.54	43.99	21,800.47	-817.27
2014-06-25	BUY	72	301.4	95.48	43.5	-21,839.78	0
2014-07-02	SELL	72	296.1	93.8	42.74	21,182.66	-657.12
2014-07-07	BUY	72	293.3	92.92	42.35	-21,252.87	0
2014-07-10	SELL	72	297.3	94.18	42.93	21,268.48	15.62
2014-07-15	BUY	73	291.7	93.69	42.74	-21,430.53	0
2014-07-20	SELL	73	279.3	89.71	40.92	20,258.27	-1,172.26
2014-08-04	BUY	64	310.8	87.52	39.89	-20,018.62	0
2014-08-07	SELL	64	323.9	91.21	41.56	20,596.83	578.21
2014-08-12	BUY	62	330.9	90.27	41.11	-20,647.18	0
2014-08-18	SELL	62	335.8	91.61	41.71	20,686.28	39.1
2014-08-24	BUY	63	325.3	90.17	41.05	-20,625.12	0
2014-08-27	SELL	63	325.5	90.23	41.07	20,375.2	-249.93
2014-09-03	BUY	60	337.9	89.21	40.61	-20,403.82	0
2014-09-08	SELL	60	333.2	87.96	40.06	19,863.98	-539.84
2014-09-11	BUY	59	337.8	87.69	39.95	-20,057.84	0
2014-09-16	SELL	59	345.7	89.74	40.89	20,265.67	207.83
2014-09-24	BUY	53	379.7	88.55	40.33	-20,252.98	0
2014-09-29	SELL	53	392.2	91.46	41.65	20,653.48	400.5
2014-10-14	BUY	55	372.6	90.17	41.05	-20,624.22	0
2014-10-19	SELL	55	371.8	89.98	40.96	20,318.06	-306.16
2014-10-28	BUY	53	379.7	88.55	40.31	-20,252.96	0
2014-11-02	SELL	53	370.7	86.45	39.36	19,521.29	-731.67
2014-11-06	BUY	55	353.3	85.5	38.94	-19,555.94	0
2014-11-11	SELL	55	351.4	85.04	38.74	19,203.22	-352.71
2014-11-16	BUY	55	347.1	84	38.28	-19,212.77	0
2014-11-19	SELL	55	339	82.04	37.39	18,525.57	-687.2
2014-11-24	BUY	58	316.7	80.82	36.84	-18,486.26	0
2014-11-27	SELL	58	313	79.88	36.43	18,037.69	-448.57
2014-12-04	BUY	51	352.6	79.12	36.1	-18,097.83	0
2014-12-09	SELL	51	355.3	79.73	36.39	18,004.18	-93.65
2014-12-14	BUY	50	355.8	78.28	35.73	-17,904.01	0
2014-12-18	SELL	50	350.8	77.18	35.23	17,427.59	-476.41
2014-12-24	BUY	48	360.2	76.07	34.75	-17,400.42	0
2014-12-30	SELL	48	361.9	76.43	34.93	17,259.84	-140.58
2015-01-06	BUY	47	368.6	76.23	34.83	-17,435.26	0
2015-01-11	SELL	47	364.1	75.3	34.44	17,002.97	-432.29

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