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 4.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2015-01-22	BUY	48	352	74.34	34	-17,004.34	0
2015-01-27	SELL	48	329	69.48	31.77	15,690.75	-1,313.59
2015-02-03	BUY	47	330	68.24	31.19	-15,609.43	0
2015-02-09	SELL	47	340	70.31	32.13	15,877.56	268.12
2015-02-12	BUY	45	352.5	69.8	31.89	-15,964.18	0
2015-02-17	SELL	45	347.4	68.79	31.42	15,532.79	-431.39
2015-02-23	BUY	45	339.6	67.24	30.71	-15,379.95	0
2015-02-26	SELL	45	337.9	66.9	30.55	15,108.04	-271.91
2015-03-04	BUY	45	332.9	65.91	30.1	-15,076.52	0
2015-03-09	SELL	45	328.1	64.96	29.67	14,669.86	-406.65
2015-03-16	BUY	44	334	64.66	29.53	-14,790.19	0
2015-03-22	SELL	44	337.5	65.34	29.82	14,754.84	-35.35
2015-03-25	BUY	43	338	63.95	29.18	-14,627.13	0
2015-04-02	SELL	43	353	66.79	30.44	15,081.77	454.64
2015-04-08	BUY	43	352	66.6	30.35	-15,232.95	0
2015-04-13	SELL	43	349.9	66.2	30.17	14,949.33	-283.61
2015-04-29	BUY	44	331.8	64.24	29.28	-14,692.72	0
2015-05-05	SELL	44	327	63.31	28.88	14,295.81	-396.9
2015-05-07	BUY	1	328.6	1.45	0.66	-330.7	0
2015-05-12	SELL	1	331	1.46	0.66	328.88	-1.82
2015-05-17	BUY	44	324.1	62.75	28.64	-14,351.78	0
2015-05-20	SELL	44	335	64.86	29.6	14,645.54	293.76
2015-05-26	BUY	44	334	64.66	29.51	-14,790.18	0
2015-05-31	SELL	44	328.5	63.6	29	14,361.4	-428.77
2015-06-11	BUY	44	325	62.92	28.67	-14,391.59	0
2015-06-16	SELL	44	332.6	64.39	29.33	14,540.68	149.08
2015-06-28	BUY	44	326	63.11	28.75	-14,435.87	0
2015-07-02	SELL	44	330.1	63.91	29.13	14,431.37	-4.5
2015-07-07	BUY	44	328.6	63.62	29	-14,551.01	0
2015-07-12	SELL	44	340.1	65.84	30.01	14,868.55	317.54
2015-07-22	BUY	44	335.2	64.89	29.57	-14,843.26	0
2015-07-27	SELL	44	338.6	65.55	29.86	14,802.98	-40.28
2015-08-04	BUY	44	329.8	63.85	29.08	-14,604.13	0
2015-08-09	SELL	44	323.9	62.71	28.56	14,160.33	-443.8
2015-08-19	BUY	45	318.9	63.14	28.77	-14,442.41	0
2015-08-24	SELL	45	316.5	62.67	28.57	14,151.26	-291.15
2015-08-27	BUY	43	321.5	60.83	27.74	-13,913.07	0
2015-09-01	SELL	43	316.1	59.81	27.29	13,505.21	-407.86
2015-09-06	BUY	43	314.1	59.43	27.13	-13,592.86	0
2015-09-09	SELL	43	313.2	59.26	27.06	13,381.28	-211.58
2015-09-21	BUY	45	298.2	59.04	26.97	-13,505.01	0
2015-09-29	SELL	45	296	58.61	26.76	13,234.63	-270.38
2015-10-12	BUY	49	267	57.57	26.25	-13,166.82	0
2015-10-15	SELL	49	254.9	54.96	25.06	12,410.08	-756.74
2015-10-20	BUY	49	253.2	54.59	24.89	-12,486.28	0
2015-10-26	SELL	49	253	54.55	24.87	12,317.58	-168.7
2015-10-29	BUY	49	246.5	53.15	24.24	-12,155.88	0
2015-11-04	SELL	49	249	53.68	24.5	12,122.82	-33.06
2015-11-10	BUY	49	250	53.9	24.61	-12,328.51	0
2015-11-15	SELL	49	250.2	53.94	24.64	12,181.21	-147.3
2015-11-18	BUY	47	254.5	52.63	24.06	-12,038.2	0
2015-11-23	SELL	47	254.8	52.69	24.11	11,898.8	-139.4
2015-11-26	BUY	47	253.1	52.34	23.96	-11,972	0
2015-12-02	SELL	47	271.1	56.06	25.69	12,659.95	687.95
2015-12-17	BUY	50	251.2	55.26	25.28	-12,640.54	0
2015-12-22	SELL	50	255	56.1	25.67	12,668.23	27.69
2016-01-03	BUY	50	253.4	55.75	25.56	-12,751.31	0
2016-01-06	SELL	50	252	55.44	25.48	12,519.08	-232.23
2016-01-11	BUY	49	254	54.76	25.2	-12,525.97	0
2016-01-14	SELL	49	256.6	55.32	25.44	12,492.63	-33.33
2016-01-19	BUY	47	263.3	54.45	25	-12,454.55	0
2016-01-24	SELL	47	266	55.01	25.19	12,421.81	-32.74
2016-01-27	BUY	46	268	54.24	24.83	-12,407.07	0
2016-02-01	SELL	46	257	52.02	23.79	11,746.19	-660.88
2016-02-09	BUY	45	258.6	51.2	23.42	-11,711.62	0
2016-02-14	SELL	45	255.5	50.59	23.13	11,423.78	-287.83
2016-02-17	BUY	44	256	49.56	22.68	-11,336.24	0
2016-02-23	SELL	44	259	50.14	22.96	11,322.9	-13.35
2016-02-28	BUY	44	256.2	49.6	22.71	-11,345.11	0
2016-03-02	SELL	44	244.1	47.26	21.61	10,671.54	-673.57
2016-03-07	BUY	43	246	46.54	21.26	-10,645.8	0
2016-03-10	SELL	43	244	46.16	21.09	10,424.74	-221.06
2016-03-21	BUY	43	240.5	45.5	20.8	-10,407.8	0
2016-03-24	SELL	43	235.2	44.5	20.34	10,048.76	-359.04
2016-04-04	BUY	43	233.1	44.1	20.24	-10,087.65	0
2016-04-07	SELL	43	233.2	44.12	20.28	9,963.2	-124.44
2016-04-20	BUY	42	237	43.8	20.14	-10,017.94	0
2016-04-25	SELL	42	250	46.2	21.21	10,432.59	414.64
2016-05-03	BUY	42	247	45.65	20.94	-10,440.58	0
2016-05-08	SELL	42	247	45.65	20.92	10,307.43	-133.15
2016-05-11	BUY	41	252.1	45.48	20.83	-10,402.41	0
2016-05-16	SELL	41	252	45.46	20.81	10,265.72	-136.68
2016-05-19	BUY	40	254.6	44.81	20.52	-10,249.32	0
2016-05-25	SELL	40	256.6	45.16	20.68	10,198.16	-51.17
2016-05-30	BUY	39	257	44.1	20.2	-10,087.31	0
2016-06-02	SELL	39	256.7	44.05	20.18	9,947.07	-140.23
2016-06-07	BUY	39	255.1	43.78	20.06	-10,012.73	0
2016-06-12	SELL	39	255.2	43.79	20.07	9,888.94	-123.79
2016-06-22	BUY	39	252	43.24	19.83	-9,891.08	0
2016-06-27	SELL	39	250	42.9	19.69	9,687.41	-203.67
2016-06-30	BUY	38	251.7	42.08	19.29	-9,625.97	0
2016-07-14	SELL	38	257	42.97	19.7	9,703.33	77.36
2016-07-18	BUY	37	259	42.17	19.31	-9,644.48	0
2016-07-21	SELL	37	268	43.63	19.95	9,852.42	207.94
2016-07-26	BUY	37	269.1	43.81	20.01	-10,020.52	0
2016-07-31	SELL	37	276.5	45.01	20.52	10,164.96	144.44
2016-08-07	BUY	36	277.4	43.94	20.03	-10,050.37	0
2016-08-10	SELL	36	267.9	42.44	19.34	9,582.62	-467.75
2016-08-17	BUY	35	272	41.89	19.09	-9,580.98	0
2016-08-22	SELL	35	270.5	41.66	18.99	9,406.85	-174.12

Previous Next