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 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2012-05-14	BUY	150	208.5	137.61	62.69	-31,475.3	0
2012-05-17	SELL	150	206.9	136.55	62.24	30,836.2	-639.1
2012-05-23	BUY	151	205.2	136.33	62.18	-31,183.72	0
2012-05-28	SELL	151	200.4	133.15	60.8	30,066.45	-1,117.26
2012-05-31	BUY	144	206.4	130.78	59.77	-29,912.15	0
2012-06-05	SELL	144	205.9	130.46	59.68	29,459.47	-452.68
2012-06-10	BUY	144	204.4	129.51	59.3	-29,622.4	0
2012-06-17	SELL	144	200.1	126.78	58.08	28,629.54	-992.86
2012-06-21	BUY	143	197.9	124.52	57.08	-28,481.3	0
2012-06-26	SELL	143	204.3	128.55	58.94	29,027.41	546.11
2012-07-03	BUY	142	203.8	127.33	58.31	-29,125.24	0
2012-07-08	SELL	142	200.7	125.4	57.44	28,316.56	-808.68
2012-07-11	BUY	144	194.6	123.3	56.46	-28,202.16	0
2012-07-16	SELL	144	192.1	121.71	55.7	27,484.99	-717.17
2012-07-22	BUY	137	199.4	120.2	54.98	-27,492.98	0
2012-07-25	SELL	137	205.5	123.88	56.64	27,972.99	480.01
2012-07-30	BUY	136	204.8	122.55	56.05	-28,031.4	0
2012-08-05	SELL	136	189.1	113.16	51.7	25,552.74	-2,478.66
2012-08-08	BUY	134	189	111.43	50.9	-25,488.34	0
2012-08-14	SELL	134	189.7	111.85	51.1	25,256.86	-231.48
2012-08-28	BUY	146	172.7	110.94	50.66	-25,375.81	0
2012-09-02	SELL	146	178.4	114.6	52.33	25,879.46	503.66
2012-09-05	BUY	148	173.7	113.11	51.67	-25,872.38	0
2012-09-10	SELL	148	172.9	112.59	51.45	25,425.16	-447.22
2012-09-13	BUY	151	167.5	111.29	50.85	-25,454.64	0
2012-09-18	SELL	151	178.3	118.46	54.13	26,750.71	1,296.07
2012-09-24	BUY	153	173.2	116.6	53.26	-26,669.46	0
2012-09-27	SELL	153	167.8	112.96	51.61	25,508.83	-1,160.63
2012-10-02	BUY	152	167.3	111.89	51.13	-25,592.62	0
2012-10-07	SELL	152	167.6	112.09	51.23	25,311.88	-280.74
2012-10-11	BUY	153	163.6	110.14	50.38	-25,191.32	0
2012-10-16	SELL	153	162.5	109.4	50.11	24,703	-488.32
2012-11-01	BUY	141	174.2	108.07	49.63	-24,719.9	0
2012-11-06	SELL	141	168.4	104.48	48	23,591.92	-1,127.98
2012-11-12	BUY	141	167.2	103.73	47.7	-23,726.63	0
2012-11-15	SELL	141	177.9	110.37	50.79	24,922.74	1,196.1
2012-11-20	BUY	147	168.2	108.79	49.91	-24,884.11	0
2012-11-26	SELL	147	167	108.02	49.55	24,391.44	-492.67
2012-11-29	BUY	142	170.9	106.78	49.04	-24,423.62	0
2012-12-06	SELL	142	167.6	104.72	48.11	23,646.37	-777.25
2012-12-13	BUY	141	166.5	103.3	47.47	-23,627.27	0
2012-12-19	SELL	141	167.2	103.73	47.9	23,423.57	-203.7
2012-12-24	BUY	135	171.5	101.87	47.05	-23,301.42	0
2012-12-30	SELL	135	175	103.95	47.93	23,473.12	171.7
2013-01-03	BUY	136	171.6	102.69	47.36	-23,487.64	0
2013-01-08	SELL	136	171.4	102.57	47.3	23,160.53	-327.11
2013-01-13	BUY	136	170	101.73	46.93	-23,268.66	0
2013-01-16	SELL	136	169.6	101.49	46.84	22,917.27	-351.38
2013-01-22	BUY	134	169.1	99.7	46.1	-22,805.2	0
2013-01-27	SELL	134	168.4	99.29	46.01	22,420.3	-384.9
2013-02-03	BUY	132	169.5	98.45	45.63	-22,518.08	0
2013-02-06	SELL	132	172.8	100.36	46.26	22,662.97	144.89
2013-02-11	BUY	136	165.9	99.27	45.64	-22,707.32	0
2013-02-14	SELL	136	167.9	100.47	46.13	22,687.8	-19.52
2013-02-26	BUY	148	151.4	98.59	45.21	-22,551.01	0
2013-03-03	SELL	148	141	91.82	42.09	20,734.09	-1,816.92
2013-03-06	BUY	142	145.3	90.78	41.64	-20,765.02	0
2013-03-11	SELL	142	141.3	88.28	40.6	19,935.71	-829.31
2013-03-18	BUY	137	144.8	87.29	40.31	-19,965.19	0
2013-03-24	SELL	137	145.3	87.59	40.57	19,777.95	-187.24
2013-03-28	BUY	134	147.1	86.73	40.34	-19,838.47	0
2013-04-02	SELL	134	148.7	87.67	40.82	19,797.31	-41.16
2013-04-09	BUY	134	146.5	86.38	40.16	-19,757.54	0
2013-04-15	SELL	134	146.7	86.49	40.21	19,531.1	-226.44
2013-04-18	BUY	134	145.1	85.55	39.78	-19,568.73	0
2013-04-23	SELL	134	145.2	85.61	39.83	19,331.36	-237.37
2013-04-29	BUY	133	144.2	84.39	39.32	-19,302.31	0
2013-05-05	SELL	133	146	85.44	39.91	19,292.65	-9.66
2013-05-15	BUY	124	154.7	84.4	39.28	-19,306.49	0
2013-05-20	SELL	124	166.2	90.68	42.08	20,476.05	1,169.56
2013-05-26	BUY	124	163.7	89.31	41.24	-20,429.36	0
2013-05-29	SELL	124	173.9	94.88	43.77	21,424.95	995.59
2013-06-03	BUY	119	178.7	93.57	43.04	-21,401.9	0
2013-06-06	SELL	119	187.8	98.33	45.13	22,204.74	802.83
2013-06-12	BUY	124	178.1	97.17	44.47	-22,226.04	0
2013-06-17	SELL	124	177.8	97.01	44.38	21,905.81	-320.23
2013-06-30	BUY	122	178.9	96.03	43.86	-21,965.7	0
2013-07-04	SELL	122	188.1	100.97	46.12	22,801.11	835.41
2013-07-14	BUY	107	211.5	99.57	45.39	-22,775.47	0
2013-07-17	SELL	107	232.5	109.46	49.87	24,718.17	1,942.71
2013-07-22	BUY	136	180.9	108.25	49.29	-24,759.94	0
2013-07-25	SELL	136	178.4	106.75	48.61	24,107.04	-652.9
2013-08-05	BUY	133	178.9	104.69	47.67	-23,946.06	0
2013-08-14	SELL	133	178.2	104.28	47.49	23,548.83	-397.23
2013-08-27	BUY	112	209.8	103.39	47.15	-23,648.14	0
2013-09-02	SELL	112	214.7	105.8	48.23	23,892.37	244.23
2013-09-05	BUY	112	212	104.47	47.6	-23,896.07	0
2013-09-12	SELL	112	196.3	96.74	44.06	21,844.81	-2,051.27
2013-09-17	BUY	111	195.3	95.38	43.44	-21,817.12	0
2013-09-22	SELL	111	190.5	93.04	42.37	21,010.09	-807.03
2013-09-30	BUY	110	189.4	91.67	41.79	-20,967.46	0
2013-10-03	SELL	110	187.8	90.9	41.48	20,525.62	-441.84
2013-10-09	BUY	114	179.2	89.89	41.1	-20,559.79	0
2013-10-21	SELL	114	181.5	91.04	41.71	20,558.25	-1.54
2013-10-29	BUY	109	187.2	89.78	41.26	-20,535.84	0
2013-11-03	SELL	109	197.5	94.72	43.55	21,389.23	853.39
2013-11-06	BUY	108	196.5	93.38	42.88	-21,358.26	0
2013-11-11	SELL	108	196.4	93.33	42.77	21,075.1	-283.16
2013-11-14	BUY	107	195.6	92.09	42.17	-21,063.46	0
2013-11-19	SELL	107	206.5	97.22	44.49	21,953.79	890.34

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