Experiment log · GP

Searching for profit that survives costs

80,738 unique configurations in this batch; 80 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: -25.5%. This annualized figure describes the historical raw-price simulation.

This batch was tuned on 2024–2026 stress results. Those results are in-sample and cannot validate future profitability. 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

#68 · Flow: Range flow

Full-history NAV৳696

Net return -99.3% · drawdown 99.3% · 454 closed positions

2024 onward NAV৳41,294

Net return -58.7% · drawdown 65.2% · 77 closed positions

2024 stress NAV৳29,045

Net return -71.0% · drawdown 72.5% · 57 closed positions

Variant 0; fixed stop 6.0%; maximum 15 sessions; gate None; continuous signal; exit all bearish; trailing arms at 5.0%, distance 3.5%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳220

Unsettled৳0

Holdings৳477

NAV৳696

Realized P&L৳-99,294

Unrealized P&L৳-10

Fees৳49,140

Friction৳22,487

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳7.09e-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 #68

909 fills, including partial sales. Page 1.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2010-12-02	BUY	429	231.4	436.79	200.74	-99,908.14	0
2010-12-08	SELL	429	222.7	420.37	193.33	94,924.6	-4,983.53
2010-12-13	BUY	426	221.6	415.37	191.29	-95,008.26	0
2010-12-19	SELL	426	212.6	398.5	183.7	89,985.4	-5,022.86
2010-12-23	BUY	338	263.8	392.32	179.56	-89,736.29	0
2010-12-28	SELL	338	251.9	374.63	171.26	84,596.31	-5,139.97
2010-12-29	BUY	1	247.4	1.09	0.49	-248.98	0
2011-01-03	SELL	1	242.2	1.07	0.48	240.65	-8.33
2011-01-04	BUY	355	236.5	369.41	168.83	-84,495.75	0
2011-01-10	SELL	355	215.2	336.14	153.52	75,906.34	-8,589.41
2011-01-13	BUY	322	234.8	332.66	151.88	-76,090.14	0
2011-01-18	SELL	322	228.7	324.02	147.95	73,169.43	-2,920.71
2011-01-25	BUY	322	226	320.2	146.6	-73,238.8	0
2011-01-30	SELL	322	225.8	319.91	146.57	72,241.11	-997.69
2011-02-02	BUY	314	228.3	315.42	144.34	-72,145.95	0
2011-02-07	SELL	314	209.7	289.72	132.46	65,423.62	-6,722.33
2011-02-10	BUY	316	206.3	286.84	131.13	-65,608.77	0
2011-02-15	SELL	316	185.5	257.92	117.9	58,242.18	-7,366.59
2011-02-27	BUY	386	149.8	254.42	116.33	-58,193.55	0
2011-03-02	SELL	386	144.4	245.25	112.09	55,381.06	-2,812.49
2011-03-14	BUY	299	184.2	242.33	110.95	-55,429.08	0
2011-03-20	SELL	299	178.3	234.57	107.41	52,969.72	-2,459.36
2011-03-24	BUY	321	163.8	231.35	106.02	-52,917.17	0
2011-03-29	SELL	321	165.5	233.75	107.16	52,784.59	-132.58
2011-04-04	BUY	308	170.1	230.52	105.69	-52,727.01	0
2011-04-07	SELL	308	175.1	237.3	108.89	53,584.61	857.6
2011-04-12	BUY	316	168.8	234.7	107.8	-53,683.3	0
2011-04-18	SELL	316	167.7	233.17	107.16	52,652.87	-1,030.43
2011-04-21	BUY	320	163.1	229.64	105.58	-52,527.23	0
2011-04-26	SELL	320	154	216.83	99.66	48,963.51	-3,563.72
2011-05-05	BUY	316	154.2	214.4	98.66	-49,040.26	0
2011-05-10	SELL	316	146.2	203.28	93.63	45,902.29	-3,137.97
2011-05-16	BUY	301	151.6	200.78	92.78	-45,925.16	0
2011-05-23	SELL	301	140.8	186.48	86.27	42,108.05	-3,817.11
2011-05-26	BUY	293	142.7	183.97	85.24	-42,080.31	0
2011-05-31	SELL	293	148.5	191.45	88.92	43,230.14	1,149.83
2011-06-05	BUY	291	147.4	188.73	87.6	-43,169.73	0
2011-06-08	SELL	291	146.8	187.96	87.35	42,443.49	-726.24
2011-06-13	BUY	292	144.4	185.53	85.98	-42,436.3	0
2011-06-16	SELL	292	140.9	181.03	83.82	40,877.95	-1,558.36
2011-06-23	BUY	281	144.9	179.15	82.83	-40,978.89	0
2011-06-28	SELL	281	154.5	191.02	88.08	43,135.4	2,156.51
2011-07-05	BUY	262	163.2	188.14	86.32	-43,032.86	0
2011-07-10	SELL	262	175.2	201.97	92.63	45,607.8	2,574.94
2011-07-13	BUY	253	179.3	199.6	91.4	-45,653.9	0
2011-07-19	SELL	253	195	217.07	99.35	49,018.58	3,364.68
2011-07-25	BUY	237	205.6	214.4	97.85	-49,039.44	0
2011-08-01	SELL	237	181.6	189.37	86.32	42,763.5	-6,275.94
2011-08-07	BUY	244	174	186.81	85.15	-42,727.96	0
2011-08-10	SELL	244	184.7	198.29	90.41	44,778.09	2,050.14
2011-08-16	BUY	246	181.1	196.02	89.38	-44,836	0
2011-08-21	SELL	246	177.6	192.23	87.68	43,409.69	-1,426.31
2011-08-25	BUY	240	179.7	189.76	86.66	-43,404.43	0
2011-09-06	SELL	240	171.8	181.42	83	40,967.58	-2,436.85
2011-09-11	BUY	240	169.5	178.99	82.07	-40,941.06	0
2011-09-20	SELL	240	161.7	170.76	78.49	38,558.75	-2,382.31
2011-09-25	BUY	235	162.7	168.23	77.36	-38,480.09	0
2011-09-28	SELL	235	163	168.54	77.48	38,058.98	-421.11
2011-10-03	BUY	237	159.8	166.64	76.62	-38,115.86	0
2011-10-09	SELL	237	147.7	154.02	70.73	34,780.15	-3,335.71
2011-10-12	BUY	242	143.2	152.48	69.98	-34,876.86	0
2011-10-17	SELL	242	143.7	153.01	70.27	34,552.12	-324.74
2011-10-20	BUY	237	144.5	150.68	69.23	-34,466.41	0
2011-10-25	SELL	237	167	174.15	80.03	39,324.83	4,858.42
2011-10-31	BUY	245	159.3	171.73	78.74	-39,278.97	0
2011-11-03	SELL	245	162.9	175.61	80.47	39,654.42	375.46
2011-11-15	BUY	268	147.3	173.7	79.6	-39,729.7	0
2011-11-20	SELL	268	166.6	196.45	90.07	44,362.28	4,632.58
2011-11-24	BUY	265	166.3	193.91	88.73	-44,352.13	0
2011-11-29	SELL	265	160	186.56	85.35	42,128.09	-2,224.04
2011-12-04	BUY	262	160	184.45	84.46	-42,188.9	0
2011-12-08	SELL	262	155.4	179.15	82.07	40,453.58	-1,735.32
2011-12-15	BUY	256	156.7	176.51	80.92	-40,372.62	0
2011-12-20	SELL	256	156.9	176.73	81.12	39,908.55	-464.08
2011-12-26	BUY	247	160.8	174.76	80.45	-39,972.81	0
2011-12-29	SELL	247	163.5	177.69	81.95	40,124.86	152.05
2012-01-08	BUY	221	180.4	175.42	80.46	-40,124.28	0
2012-01-11	SELL	221	176.5	171.63	78.56	38,756.31	-1,367.97
2012-01-16	BUY	231	166.5	169.23	77.41	-38,708.14	0
2012-01-22	SELL	231	163	165.67	75.74	37,411.59	-1,296.56
2012-01-25	BUY	234	158.9	163.6	74.79	-37,420.99	0
2012-01-30	SELL	234	157.5	162.16	74.12	36,618.72	-802.27
2012-02-02	BUY	236	154	159.91	73.12	-36,577.04	0
2012-02-08	SELL	236	147.1	152.75	69.87	34,492.99	-2,084.05
2012-02-15	BUY	223	153.9	151.01	69.06	-34,539.77	0
2012-02-22	SELL	223	148.2	145.41	66.48	32,836.71	-1,703.06
2012-02-28	BUY	209	155.8	143.27	65.49	-32,770.96	0
2012-03-04	SELL	209	156.2	143.64	65.64	32,436.52	-334.45
2012-03-08	BUY	209	154.8	142.35	65.08	-32,560.64	0
2012-03-13	SELL	209	158.6	145.85	66.76	32,934.79	374.15
2012-03-21	BUY	189	172.4	143.37	65.61	-32,792.57	0
2012-03-27	SELL	189	184.3	153.26	70.1	34,609.34	1,816.76
2012-04-01	BUY	176	196	151.78	69.33	-34,717.11	0
2012-04-04	SELL	176	185.5	143.65	65.57	32,438.78	-2,278.33
2012-04-16	BUY	152	212.1	141.85	64.64	-32,445.7	0
2012-04-19	SELL	152	214	143.12	65.2	32,319.67	-126.02
2012-04-26	BUY	145	220.2	140.49	63.99	-32,133.48	0
2012-05-02	SELL	145	219.6	140.1	63.82	31,638.08	-495.4
2012-05-07	BUY	1	214.1	0.94	0.43	-215.47	0
2012-05-10	SELL	1	208.6	0.92	0.42	207.26	-8.21