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 5.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2016-08-28	BUY	35	265.1	40.83	18.61	-9,337.94	0
2016-08-31	SELL	35	262	40.35	18.43	9,111.22	-226.72
2016-09-05	BUY	34	268	40.09	18.33	-9,170.42	0
2016-09-08	SELL	34	266.3	39.84	18.22	8,996.14	-174.28
2016-09-21	BUY	34	264	39.49	18.09	-9,033.58	0
2016-09-25	SELL	34	267.1	39.96	18.32	9,023.13	-10.46
2016-10-02	BUY	33	268.5	38.99	17.87	-8,917.35	0
2016-10-06	SELL	33	272	39.49	18.08	8,918.43	1.08
2016-10-16	BUY	33	269.7	39.16	17.93	-8,957.19	0
2016-10-19	SELL	33	275	39.93	18.27	9,016.8	59.61
2016-10-24	BUY	32	281.2	39.59	18.09	-9,056.08	0
2016-10-27	SELL	32	279.9	39.41	18	8,899.39	-156.69
2016-11-02	BUY	32	278.5	39.21	17.9	-8,969.12	0
2016-11-07	SELL	32	278	39.14	17.87	8,838.98	-130.13
2016-11-10	BUY	31	279.1	38.07	17.37	-8,707.54	0
2016-11-15	SELL	31	279.1	38.07	17.37	8,596.66	-110.88
2016-11-20	BUY	30	282.5	37.29	17.01	-8,529.3	0
2016-11-23	SELL	30	288.6	38.1	17.37	8,602.53	73.23
2016-12-04	BUY	31	283.3	38.64	17.62	-8,838.56	0
2016-12-07	SELL	31	286.2	39.04	17.8	8,815.37	-23.19
2016-12-14	BUY	31	283	38.6	17.6	-8,829.2	0
2016-12-19	SELL	31	285.2	38.9	17.74	8,784.56	-44.64
2016-12-22	BUY	30	286.1	37.77	17.22	-8,637.99	0
2016-12-28	SELL	30	283	37.36	17.04	8,435.6	-202.39
2017-01-04	BUY	29	286.1	36.51	16.65	-8,350.06	0
2017-01-09	SELL	29	290	37	16.88	8,356.12	6.06
2017-01-12	BUY	29	290.7	37.09	16.92	-8,484.31	0
2017-01-17	SELL	29	292.1	37.27	16.99	8,416.64	-67.67
2017-01-22	BUY	28	298	36.71	16.73	-8,397.44	0
2017-01-25	SELL	28	306.3	37.74	17.19	8,521.47	124.03
2017-02-01	BUY	28	301	37.08	16.89	-8,481.97	0
2017-02-06	SELL	28	304	37.45	17.06	8,457.49	-24.48
2017-02-09	BUY	27	308	36.59	16.67	-8,369.26	0
2017-02-16	SELL	27	318	37.78	17.21	8,531.01	161.76
2017-02-26	BUY	27	315.2	37.45	17.06	-8,564.91	0
2017-03-01	SELL	27	309.2	36.73	16.74	8,294.93	-269.98
2017-03-07	BUY	27	310.6	36.9	16.82	-8,439.92	0
2017-03-12	SELL	27	318.7	37.86	17.25	8,549.79	109.87
2017-03-15	BUY	26	317.8	36.36	16.57	-8,315.72	0
2017-03-21	SELL	26	316	36.15	16.48	8,163.37	-152.36
2017-03-27	BUY	26	316.1	36.16	16.49	-8,271.26	0
2017-04-02	SELL	26	332.2	38	17.33	8,581.87	310.61
2017-04-13	BUY	25	342	37.62	17.14	-8,604.76	0
2017-04-18	SELL	25	335	36.85	16.79	8,321.36	-283.41
2017-05-07	BUY	24	340	35.9	16.39	-8,212.3	0
2017-05-11	SELL	24	338	35.69	16.3	8,060.01	-152.29
2017-05-24	BUY	25	331.1	36.42	16.64	-8,330.56	0
2017-05-29	SELL	25	331.7	36.49	16.69	8,239.32	-91.24
2017-06-01	BUY	24	329.2	34.76	15.88	-7,951.45	0
2017-06-06	SELL	24	337.1	35.6	16.27	8,038.53	87.09
2017-06-19	BUY	24	340	35.9	16.4	-8,212.3	0
2017-06-22	SELL	24	338.8	35.78	16.33	8,079.09	-133.21
2017-07-02	BUY	23	344.3	34.84	15.89	-7,969.63	0
2017-07-05	SELL	23	355	35.93	16.37	8,112.7	143.07
2017-07-11	BUY	23	348.3	35.25	16.05	-8,062.2	0
2017-07-16	SELL	23	365.1	36.95	16.82	8,343.53	281.33
2017-07-20	BUY	23	370	37.44	17.04	-8,564.49	0
2017-07-25	SELL	23	369	37.34	17	8,432.66	-131.82
2017-07-30	BUY	22	376.7	36.46	16.59	-8,340.46	0
2017-08-06	SELL	22	373.2	36.13	16.44	8,157.84	-182.62
2017-08-10	BUY	21	376.2	34.76	15.82	-7,950.78	0
2017-08-17	SELL	21	388	35.85	16.32	8,095.83	145.05
2017-08-22	BUY	21	391.1	36.14	16.45	-8,265.69	0
2017-08-27	SELL	21	390	36.04	16.41	8,137.56	-128.13
2017-08-31	BUY	21	391	36.13	16.45	-8,263.58	0
2017-09-06	SELL	21	401.7	37.12	16.91	8,381.67	118.09
2017-09-11	BUY	19	430	35.95	16.37	-8,222.32	0
2017-09-14	SELL	19	423.1	35.37	16.1	7,987.43	-234.89
2017-09-20	BUY	19	412	34.44	15.68	-7,878.12	0
2017-09-25	SELL	19	410.4	34.31	15.62	7,747.67	-130.45
2017-09-28	BUY	19	415	34.69	15.79	-7,935.49	0
2017-10-04	SELL	19	415	34.69	15.79	7,834.51	-100.97
2017-10-10	BUY	18	422	33.42	15.22	-7,644.64	0
2017-10-15	SELL	18	429	33.98	15.47	7,672.55	27.91
2017-10-22	BUY	18	430	34.06	15.51	-7,789.57	0
2017-10-25	SELL	18	440	34.85	15.87	7,869.28	79.71
2017-11-05	BUY	18	440.8	34.91	15.9	-7,985.21	0
2017-11-08	SELL	18	442	35.01	15.94	7,905.05	-80.16
2017-11-13	BUY	16	472.9	33.29	15.16	-7,614.85	0
2017-11-16	SELL	16	484	34.07	15.51	7,694.42	79.57
2017-11-23	BUY	16	483	34	15.47	-7,777.48	0
2017-11-28	SELL	16	471	33.16	15.09	7,487.75	-289.72
2017-12-04	BUY	16	477	33.58	15.28	-7,680.86	0
2017-12-07	SELL	16	480.8	33.85	15.4	7,643.55	-37.31
2017-12-19	BUY	16	468.2	32.96	15	-7,539.16	0
2017-12-24	SELL	16	460.1	32.39	14.74	7,314.46	-224.7
2017-12-28	BUY	15	469.4	30.98	14.1	-7,086.08	0
2018-01-07	SELL	15	477.2	31.5	14.34	7,112.16	26.08
2018-01-10	BUY	15	472	31.15	14.18	-7,125.34	0
2018-01-16	SELL	15	475	31.35	14.27	7,079.38	-45.96
2018-01-21	BUY	15	484	31.94	14.54	-7,306.49	0
2018-01-29	SELL	15	505.3	33.35	15.18	7,530.97	224.48
2018-02-01	BUY	15	504	33.26	15.14	-7,608.4	0
2018-02-06	SELL	15	495	32.67	14.87	7,377.46	-230.94
2018-02-11	BUY	14	501	30.86	14.04	-7,058.9	0
2018-02-14	SELL	14	508.8	31.34	14.26	7,077.6	18.69
2018-02-26	BUY	15	475.5	31.38	14.28	-7,178.17	0
2018-03-01	SELL	15	478.9	31.61	14.39	7,137.51	-40.66
2018-03-07	BUY	15	487.9	32.2	14.66	-7,365.36	0
2018-03-12	SELL	15	485	32.01	14.58	7,228.41	-136.95

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