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 9.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2024-09-22	BUY	2	346	3.04	1.38	-696.43	0
2024-09-25	SELL	2	347.1	3.05	1.39	689.76	-6.67
2024-10-01	BUY	2	351.9	3.1	1.41	-708.3	0
2024-10-06	SELL	2	338.1	2.98	1.35	671.87	-36.43
2024-10-09	BUY	2	331	2.91	1.32	-666.24	0
2024-10-16	SELL	2	335.5	2.95	1.34	666.71	0.47
2024-10-23	BUY	2	330.7	2.91	1.32	-665.63	0
2024-10-28	SELL	2	307	2.7	1.23	610.07	-55.56
2024-10-31	BUY	2	319	2.81	1.28	-642.08	0
2024-11-05	SELL	2	316.6	2.79	1.27	629.15	-12.94
2024-11-10	BUY	2	324	2.85	1.3	-652.15	0
2024-11-13	SELL	2	329.3	2.9	1.32	654.38	2.24
2024-11-20	BUY	2	321.2	2.83	1.29	-646.51	0
2024-11-25	SELL	2	317	2.79	1.27	629.94	-16.57
2024-11-28	BUY	2	322.9	2.84	1.29	-649.93	0
2024-12-03	SELL	2	319.2	2.81	1.28	634.31	-15.62
2024-12-09	BUY	2	318.2	2.8	1.27	-640.47	0
2024-12-12	SELL	2	312.5	2.75	1.25	621	-19.47
2024-12-18	BUY	2	320	2.82	1.28	-644.1	0
2024-12-24	SELL	2	324.2	2.85	1.3	644.25	0.15
2024-12-30	BUY	2	320.1	2.82	1.28	-644.3	0
2025-01-05	SELL	2	321.5	2.83	1.29	638.88	-5.41
2025-01-09	BUY	2	327.8	2.88	1.31	-659.8	0
2025-01-15	SELL	2	334.3	2.94	1.34	664.32	4.52
2025-01-20	BUY	2	333.5	2.93	1.33	-671.27	0
2025-01-26	SELL	2	331.8	2.92	1.33	659.35	-11.92
2025-01-29	BUY	2	331.7	2.92	1.33	-667.65	0
2025-02-03	SELL	2	332	2.92	1.33	659.75	-7.9
2025-02-12	BUY	2	336.6	2.96	1.35	-677.51	0
2025-02-17	SELL	2	341	3	1.36	677.63	0.13
2025-02-20	BUY	2	343.2	3.02	1.37	-690.79	0
2025-02-25	SELL	2	345	3.04	1.38	685.58	-5.21
2025-03-04	BUY	2	327.1	2.88	1.31	-658.39	0
2025-03-09	SELL	2	325	2.86	1.3	645.84	-12.55
2025-03-17	BUY	2	324.9	2.86	1.3	-653.96	0
2025-03-20	SELL	2	319.6	2.81	1.28	635.11	-18.85
2025-04-07	BUY	2	320.1	2.82	1.28	-644.3	0
2025-04-10	SELL	2	322	2.83	1.29	639.88	-4.42
2025-04-16	BUY	2	321	2.82	1.28	-646.11	0
2025-04-21	SELL	2	321.1	2.83	1.29	638.09	-8.02
2025-04-24	BUY	2	321	2.82	1.28	-646.11	0
2025-04-29	SELL	2	302.9	2.67	1.21	601.92	-44.19
2025-05-05	BUY	2	300.5	2.64	1.2	-604.85	0
2025-05-08	SELL	2	298	2.62	1.19	592.18	-12.66
2025-05-15	BUY	2	295.4	2.6	1.18	-594.58	0
2025-05-19	SELL	2	297	2.61	1.19	590.2	-4.38
2025-05-26	BUY	2	270.1	2.38	1.08	-543.66	0
2025-06-04	SELL	2	284.6	2.5	1.14	565.56	21.9
2025-06-17	BUY	2	286.6	2.52	1.15	-576.87	0
2025-06-22	SELL	2	294	2.59	1.18	584.24	7.37
2025-06-26	BUY	2	297.3	2.62	1.19	-598.41	0
2025-07-09	SELL	2	299	2.63	1.2	594.17	-4.23
2025-07-14	BUY	2	298.6	2.63	1.2	-601.02	0
2025-07-17	SELL	2	298.9	2.63	1.2	593.97	-7.05
2025-07-22	BUY	2	310.1	2.73	1.24	-624.17	0
2025-07-27	SELL	2	319	2.81	1.28	633.92	9.75
2025-07-31	BUY	2	312.7	2.75	1.25	-629.4	0
2025-08-06	SELL	2	320	2.82	1.28	635.9	6.5
2025-08-11	BUY	2	314	2.76	1.26	-632.02	0
2025-08-17	SELL	2	306	2.69	1.22	608.08	-23.94
2025-08-26	BUY	2	298	2.62	1.19	-599.81	0
2025-09-02	SELL	2	309	2.72	1.24	614.04	14.23
2025-09-08	BUY	2	308.5	2.71	1.23	-620.95	0
2025-09-11	SELL	2	303	2.67	1.21	602.12	-18.83
2025-09-17	BUY	2	301.1	2.65	1.2	-606.05	0
2025-09-22	SELL	2	300.3	2.64	1.2	596.76	-9.3
2025-09-29	BUY	2	299.2	2.63	1.2	-602.23	0
2025-10-06	SELL	2	302	2.66	1.21	600.13	-2.1
2025-10-12	BUY	2	296.4	2.61	1.19	-596.6	0
2025-10-15	SELL	2	292.4	2.57	1.17	581.06	-15.54
2025-10-20	BUY	2	287.1	2.53	1.15	-577.88	0
2025-10-23	SELL	2	286.5	2.52	1.15	569.33	-8.54
2025-11-02	BUY	2	283.4	2.49	1.13	-570.43	0
2025-11-05	SELL	2	286	2.52	1.15	568.34	-2.09
2025-11-12	BUY	2	278.7	2.45	1.12	-560.97	0
2025-11-17	SELL	2	270	2.38	1.08	536.54	-24.43
2025-11-20	BUY	2	277.4	2.44	1.11	-558.35	0
2025-11-25	SELL	2	277.7	2.44	1.11	551.84	-6.51
2025-11-30	BUY	2	278.4	2.45	1.11	-560.36	0
2025-12-03	SELL	2	280	2.46	1.12	556.41	-3.95
2025-12-14	BUY	2	264.8	2.33	1.06	-532.99	0
2025-12-18	SELL	2	260.3	2.29	1.04	517.27	-15.72
2025-12-23	BUY	2	259.2	2.28	1.04	-521.72	0
2025-12-29	SELL	2	260.3	2.29	1.04	517.27	-4.45
2026-01-05	BUY	2	253.3	2.23	1.01	-509.84	0
2026-01-08	SELL	2	254	2.24	1.02	504.75	-5.09
2026-01-14	BUY	2	251.2	2.21	1.01	-505.62	0
2026-02-01	SELL	2	267.1	2.35	1.07	530.78	25.16
2026-02-05	BUY	2	263	2.31	1.05	-529.37	0
2026-02-10	SELL	2	265.5	2.34	1.06	527.6	-1.77
2026-02-24	BUY	2	266.4	2.34	1.07	-536.21	0
2026-03-01	SELL	2	262	2.31	1.05	520.65	-15.56
2026-03-05	BUY	2	245.3	2.16	0.98	-493.74	0
2026-03-10	SELL	2	240.5	2.12	0.96	477.92	-15.82
2026-03-15	BUY	2	255	2.24	1.02	-513.26	0
2026-03-25	SELL	2	251.1	2.21	1	498.99	-14.28
2026-04-02	BUY	2	244	2.15	0.98	-491.12	0
2026-04-07	SELL	2	239.3	2.11	0.96	475.54	-15.59
2026-04-26	BUY	2	245.2	2.16	0.98	-493.54	0
2026-04-29	SELL	2	252	2.22	1.01	500.77	7.23

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