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 3.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2013-11-24	BUY	106	206.6	96.36	44	-22,039.96	0
2013-11-27	SELL	106	205.6	95.89	43.76	21,653.95	-386.01
2013-12-08	BUY	104	207.3	94.86	43.3	-21,697.36	0
2013-12-11	SELL	104	204.3	93.49	42.67	21,111.04	-586.32
2013-12-17	BUY	104	200.2	91.61	41.82	-20,954.23	0
2013-12-22	SELL	104	202.1	92.48	42.27	20,883.65	-70.58
2013-12-30	BUY	104	200.9	91.93	42.12	-21,027.65	0
2014-01-06	SELL	104	206.4	94.45	43.26	21,327.89	300.24
2014-01-12	BUY	101	209.9	93.28	42.72	-21,335.9	0
2014-01-16	SELL	101	206	91.55	41.91	20,672.55	-663.35
2014-01-21	BUY	99	207.5	90.39	41.37	-20,674.25	0
2014-01-26	SELL	99	215.3	93.78	42.9	21,178.02	503.77
2014-01-29	BUY	99	211.5	92.13	42.11	-21,072.74	0
2014-02-03	SELL	99	212.2	92.43	42.23	20,873.14	-199.6
2014-02-06	BUY	99	210	91.48	41.78	-20,923.25	0
2014-02-11	SELL	99	209.3	91.17	41.63	20,587.9	-335.35
2014-02-16	BUY	99	205.6	89.56	40.88	-20,484.84	0
2014-02-19	SELL	99	208.3	90.74	41.42	20,489.55	4.71
2014-02-24	BUY	98	207.9	89.65	40.92	-20,504.77	0
2014-02-27	SELL	98	214	92.28	42.12	20,837.6	332.83
2014-03-05	BUY	97	213.7	91.21	41.61	-20,861.71	0
2014-03-10	SELL	97	214.4	91.51	41.74	20,663.55	-198.16
2014-03-18	BUY	97	211.3	90.18	41.15	-20,627.43	0
2014-03-23	SELL	97	209.3	89.33	40.76	20,172.01	-455.42
2014-03-30	BUY	95	211.8	88.53	40.41	-20,249.94	0
2014-04-02	SELL	95	220	91.96	42.01	20,766.03	516.09
2014-04-17	BUY	81	254.6	90.74	41.33	-20,754.67	0
2014-04-22	SELL	81	251.6	89.67	40.84	20,249.09	-505.58
2014-04-28	BUY	77	262.8	89.04	40.53	-20,365.17	0
2014-05-04	SELL	77	262.9	89.07	40.54	20,113.69	-251.48
2014-05-07	BUY	72	276.4	87.56	39.86	-20,028.22	0
2014-05-12	SELL	72	270.5	85.69	39.01	19,351.29	-676.93
2014-05-18	BUY	73	262.2	84.22	38.35	-19,263.17	0
2014-05-21	SELL	73	260.4	83.64	38.09	18,887.47	-375.7
2014-05-28	BUY	70	269.8	83.1	37.87	-19,006.97	0
2014-06-02	SELL	70	281.7	86.76	39.55	19,592.69	585.71
2014-06-08	BUY	68	284	84.97	38.73	-19,435.7	0
2014-06-11	SELL	68	295.1	88.29	40.25	19,938.26	502.56
2014-06-17	BUY	65	303.7	86.86	39.57	-19,866.93	0
2014-06-22	SELL	65	296.5	84.8	38.62	19,149.08	-717.85
2014-06-25	BUY	64	301.4	84.87	38.65	-19,413.13	0
2014-07-02	SELL	64	296.1	83.38	37.98	18,829.04	-584.09
2014-07-07	BUY	63	293.3	81.3	37.04	-18,596.24	0
2014-07-10	SELL	63	297.3	82.41	37.55	18,609.94	13.69
2014-07-15	BUY	64	291.7	82.14	37.45	-18,788.4	0
2014-07-22	SELL	64	293.5	82.65	37.69	18,663.66	-124.74
2014-08-04	BUY	59	310.8	80.68	36.77	-18,454.65	0
2014-08-07	SELL	59	323.9	84.08	38.31	18,987.71	533.06
2014-08-12	BUY	57	330.9	82.99	37.79	-18,982.08	0
2014-08-18	SELL	57	335.8	84.22	38.34	19,018.04	35.96
2014-08-24	BUY	59	325.3	84.45	38.44	-19,315.59	0
2014-08-27	SELL	59	325.5	84.5	38.46	19,081.54	-234.05
2014-09-03	BUY	56	337.9	83.26	37.9	-19,043.56	0
2014-09-08	SELL	56	333.2	82.1	37.38	18,539.72	-503.84
2014-09-11	BUY	54	337.8	80.26	36.55	-18,358.02	0
2014-09-16	SELL	54	345.7	82.14	37.41	18,548.25	190.23
2014-09-24	BUY	49	379.7	81.86	37.28	-18,724.45	0
2014-09-29	SELL	49	392.2	84.56	38.51	19,094.74	370.29
2014-10-14	BUY	51	372.6	83.61	38.06	-19,124.27	0
2014-10-19	SELL	51	371.8	83.43	37.98	18,840.39	-283.88
2014-10-28	BUY	49	379.7	81.86	37.27	-18,724.43	0
2014-11-03	SELL	49	361.6	77.96	35.49	17,604.95	-1,119.48
2014-11-09	BUY	51	344.9	77.4	35.24	-17,702.54	0
2014-11-12	SELL	51	354.2	79.48	36.2	17,948.51	245.97
2014-11-17	BUY	51	344.3	77.26	35.2	-17,671.76	0
2014-11-20	SELL	51	334	74.95	34.15	16,924.9	-746.87
2014-11-25	BUY	54	315.6	74.99	34.18	-17,151.56	0
2014-11-30	SELL	54	318.7	75.72	34.54	17,099.54	-52.02
2014-12-04	BUY	48	352.6	74.47	33.97	-17,033.24	0
2014-12-09	SELL	48	355.3	75.04	34.24	16,945.12	-88.12
2014-12-14	BUY	47	355.8	73.58	33.58	-16,829.76	0
2014-12-18	SELL	47	350.8	72.55	33.11	16,381.95	-447.81
2014-12-24	BUY	45	360.2	71.32	32.57	-16,312.88	0
2014-12-30	SELL	45	361.9	71.66	32.73	16,181.11	-131.77
2015-01-06	BUY	44	368.6	71.36	32.6	-16,322.36	0
2015-01-11	SELL	44	364.1	70.49	32.23	15,917.68	-404.68
2015-01-22	BUY	45	352	69.7	31.86	-15,941.56	0
2015-01-27	SELL	45	329	65.14	29.77	14,710.09	-1,231.47
2015-02-03	BUY	44	330	63.89	29.19	-14,613.08	0
2015-02-09	SELL	44	340	65.82	30.07	14,864.11	251.03
2015-02-12	BUY	42	352.5	65.14	29.75	-14,899.89	0
2015-02-17	SELL	42	347.4	64.2	29.32	14,497.28	-402.61
2015-02-23	BUY	43	339.6	64.25	29.34	-14,696.39	0
2015-02-26	SELL	43	337.9	63.93	29.19	14,436.58	-259.81
2015-03-04	BUY	43	332.9	62.98	28.76	-14,406.44	0
2015-03-09	SELL	43	328.1	62.08	28.35	14,017.87	-388.57
2015-03-16	BUY	41	334	60.25	27.51	-13,781.76	0
2015-03-22	SELL	41	337.5	60.89	27.78	13,748.84	-32.93
2015-03-25	BUY	41	338	60.98	27.82	-13,946.8	0
2015-04-02	SELL	41	353	63.68	29.02	14,380.3	433.5
2015-04-08	BUY	40	352	61.95	28.23	-14,170.18	0
2015-04-13	SELL	40	349.9	61.58	28.06	13,906.36	-263.82
2015-04-29	BUY	42	331.8	61.32	27.95	-14,024.86	0
2015-05-05	SELL	42	327	60.43	27.56	13,646.01	-378.85
2015-05-10	BUY	41	329	59.35	27.07	-13,575.42	0
2015-05-13	SELL	41	326	58.81	26.83	13,280.36	-295.07
2015-05-19	BUY	40	333.8	58.75	26.81	-13,437.56	0
2015-05-24	SELL	40	326	57.38	26.18	12,956.45	-481.11
2015-06-11	BUY	39	325	55.77	25.41	-12,756.18	0
2015-06-16	SELL	39	332.6	57.07	25.99	12,888.33	132.16

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