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 4.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2015-06-28	BUY	40	326	57.38	26.13	-13,123.51	0
2015-07-02	SELL	40	330.1	58.1	26.47	13,119.43	-4.08
2015-07-07	BUY	39	328.6	56.39	25.69	-12,897.48	0
2015-07-12	SELL	39	340.1	58.36	26.59	13,178.95	281.47
2015-07-22	BUY	39	335.2	57.52	26.2	-13,156.52	0
2015-07-27	SELL	39	338.6	58.1	26.46	13,120.83	-35.69
2015-08-04	BUY	40	329.8	58.04	26.43	-13,276.48	0
2015-08-09	SELL	40	323.9	57.01	25.96	12,873.04	-403.44
2015-08-19	BUY	40	318.9	56.13	25.57	-12,837.69	0
2015-08-24	SELL	40	316.5	55.7	25.39	12,578.91	-258.78
2015-08-27	BUY	39	321.5	55.17	25.15	-12,618.82	0
2015-09-01	SELL	39	316.1	54.24	24.74	12,248.92	-369.91
2015-09-06	BUY	39	314.1	53.9	24.6	-12,328.4	0
2015-09-09	SELL	39	313.2	53.75	24.54	12,136.52	-191.88
2015-09-21	BUY	40	298.2	52.48	23.96	-12,004.44	0
2015-09-29	SELL	40	296	52.1	23.78	11,764.13	-240.32
2015-10-12	BUY	44	267	51.69	23.57	-11,823.26	0
2015-10-15	SELL	44	254.9	49.35	22.5	11,143.75	-679.5
2015-10-20	BUY	44	253.2	49.02	22.34	-11,212.16	0
2015-10-26	SELL	44	253	48.98	22.33	11,060.69	-151.47
2015-10-29	BUY	44	246.5	47.72	21.76	-10,915.48	0
2015-11-04	SELL	44	249	48.21	21.99	10,885.81	-29.67
2015-11-10	BUY	44	250	48.4	22.09	-11,070.49	0
2015-11-15	SELL	44	250.2	48.44	22.12	10,938.24	-132.25
2015-11-18	BUY	42	254.5	47.03	21.49	-10,757.52	0
2015-11-23	SELL	42	254.8	47.09	21.53	10,632.99	-124.54
2015-11-26	BUY	42	253.1	46.77	21.39	-10,698.37	0
2015-12-02	SELL	42	271.1	50.1	22.93	11,313.17	614.8
2015-12-17	BUY	45	251.2	49.74	22.73	-11,376.47	0
2015-12-22	SELL	45	255	50.49	23.09	11,401.42	24.95
2016-01-03	BUY	45	253.4	50.17	22.99	-11,476.16	0
2016-01-06	SELL	45	252	49.9	22.9	11,267.2	-208.96
2016-01-11	BUY	44	254	49.17	22.6	-11,247.78	0
2016-01-14	SELL	44	256.6	49.68	22.82	11,217.9	-29.88
2016-01-19	BUY	42	263.3	48.66	22.32	-11,129.57	0
2016-01-24	SELL	42	266	49.16	22.49	11,100.35	-29.22
2016-01-27	BUY	41	268	48.35	22.11	-11,058.46	0
2016-02-01	SELL	41	257	46.36	21.19	10,469.45	-589.01
2016-02-09	BUY	40	258.6	45.51	20.8	-10,410.31	0
2016-02-14	SELL	40	255.5	44.97	20.54	10,154.49	-255.83
2016-02-17	BUY	40	256	45.06	20.61	-10,305.66	0
2016-02-23	SELL	40	259	45.58	20.86	10,293.56	-12.11
2016-02-28	BUY	40	256.2	45.09	20.63	-10,313.72	0
2016-03-02	SELL	40	244.1	42.96	19.63	9,701.41	-612.32
2016-03-07	BUY	39	246	42.21	19.27	-9,655.49	0
2016-03-10	SELL	39	244	41.87	19.12	9,455.01	-200.48
2016-03-21	BUY	39	240.5	41.27	18.85	-9,439.62	0
2016-03-24	SELL	39	235.2	40.36	18.44	9,114	-325.62
2016-04-04	BUY	39	233.1	40	18.34	-9,149.24	0
2016-04-07	SELL	39	233.2	40.02	18.37	9,036.41	-112.83
2016-04-20	BUY	38	237	39.63	18.21	-9,063.83	0
2016-04-25	SELL	38	250	41.8	19.18	9,439.02	375.19
2016-05-03	BUY	38	247	41.3	18.93	-9,446.23	0
2016-05-08	SELL	38	247	41.3	18.92	9,325.79	-120.44
2016-05-11	BUY	36	252.1	39.93	18.27	-9,133.8	0
2016-05-16	SELL	36	252	39.92	18.26	9,013.82	-119.98
2016-05-19	BUY	36	254.6	40.33	18.45	-9,224.38	0
2016-05-25	SELL	36	256.6	40.65	18.6	9,178.36	-46.02
2016-05-30	BUY	35	257	39.58	18.12	-9,052.7	0
2016-06-02	SELL	35	256.7	39.53	18.1	8,926.87	-125.82
2016-06-07	BUY	35	255.1	39.29	17.99	-8,985.77	0
2016-06-12	SELL	35	255.2	39.3	17.99	8,874.71	-111.06
2016-06-22	BUY	35	252	38.81	17.78	-8,876.59	0
2016-06-27	SELL	35	250	38.5	17.65	8,693.85	-182.74
2016-06-30	BUY	34	251.7	37.65	17.24	-8,612.7	0
2016-07-14	SELL	34	257	38.45	17.61	8,681.95	69.25
2016-07-18	BUY	33	259	37.61	17.21	-8,601.82	0
2016-07-21	SELL	33	268	38.91	17.78	8,787.3	185.48
2016-07-26	BUY	33	269.1	39.07	17.84	-8,937.21	0
2016-07-31	SELL	33	276.5	40.15	18.3	9,066.05	128.84
2016-08-07	BUY	32	277.4	39.06	17.8	-8,933.66	0
2016-08-10	SELL	32	267.9	37.72	17.19	8,517.89	-415.77
2016-08-17	BUY	31	272	37.1	16.9	-8,486	0
2016-08-22	SELL	31	270.5	36.9	16.81	8,331.79	-154.21
2016-08-28	BUY	32	265.1	37.33	17.01	-8,537.54	0
2016-08-31	SELL	32	262	36.89	16.85	8,330.26	-207.28
2016-09-05	BUY	31	268	36.56	16.7	-8,361.26	0
2016-09-08	SELL	31	266.3	36.32	16.61	8,202.37	-158.89
2016-09-21	BUY	30	264	34.85	15.95	-7,970.8	0
2016-09-25	SELL	30	267.1	35.26	16.14	7,961.6	-9.2
2016-10-02	BUY	30	268.5	35.44	16.23	-8,106.67	0
2016-10-06	SELL	30	272	35.9	16.42	8,107.67	1
2016-10-16	BUY	30	269.7	35.6	16.29	-8,142.89	0
2016-10-19	SELL	30	275	36.3	16.6	8,197.1	54.21
2016-10-24	BUY	29	281.2	35.88	16.38	-8,207.07	0
2016-10-27	SELL	29	279.9	35.72	16.3	8,065.08	-141.98
2016-11-02	BUY	29	278.5	35.54	16.22	-8,128.26	0
2016-11-07	SELL	29	278	35.47	16.19	8,010.34	-117.92
2016-11-10	BUY	28	279.1	34.39	15.69	-7,864.87	0
2016-11-15	SELL	28	279.1	34.39	15.68	7,764.73	-100.14
2016-11-20	BUY	27	282.5	33.56	15.3	-7,676.36	0
2016-11-23	SELL	27	288.6	34.29	15.63	7,742.28	65.92
2016-12-04	BUY	28	283.3	34.9	15.91	-7,983.21	0
2016-12-07	SELL	28	286.2	35.26	16.07	7,962.27	-20.94
2016-12-14	BUY	27	283	33.62	15.32	-7,689.94	0
2016-12-19	SELL	27	285.2	33.88	15.44	7,651.07	-38.87
2016-12-22	BUY	27	286.1	33.99	15.5	-7,774.19	0
2016-12-28	SELL	27	283	33.62	15.33	7,592.05	-182.14
2017-01-04	BUY	26	286.1	32.73	14.92	-7,486.25	0
2017-01-09	SELL	26	290	33.18	15.13	7,491.7	5.44

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