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: -25.9%. 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

#76 · Flow: Range flow

Full-history NAV৳626

Net return -99.4% · drawdown 99.4% · 451 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 12.0%; maximum 45 sessions; gate None; continuous signal; exit all bearish; trailing arms at 8.0%, distance 3.5%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳149

Unsettled৳0

Holdings৳477

NAV৳626

Realized P&L৳-99,364

Unrealized P&L৳-10

Fees৳55,154

Friction৳25,294

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳9.28e-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 #76

903 fills, including partial sales. Page 4.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2015-07-07	BUY	43	328.6	62.17	28.33	-14,220.31	0
2015-07-12	SELL	43	340.1	64.35	29.32	14,530.63	310.32
2015-07-22	BUY	43	335.2	63.42	28.9	-14,505.92	0
2015-07-27	SELL	43	338.6	64.06	29.18	14,466.55	-39.36
2015-08-04	BUY	44	329.8	63.85	29.08	-14,604.13	0
2015-08-09	SELL	44	323.9	62.71	28.56	14,160.33	-443.8
2015-08-19	BUY	44	318.9	61.74	28.13	-14,121.47	0
2015-08-24	SELL	44	316.5	61.27	27.93	13,836.79	-284.68
2015-08-27	BUY	43	321.5	60.83	27.74	-13,913.07	0
2015-09-01	SELL	43	316.1	59.81	27.29	13,505.21	-407.86
2015-09-06	BUY	43	314.1	59.43	27.13	-13,592.86	0
2015-09-09	SELL	43	313.2	59.26	27.06	13,381.28	-211.58
2015-09-21	BUY	44	298.2	57.73	26.37	-13,204.9	0
2015-09-29	SELL	44	296	57.31	26.17	12,940.53	-264.37
2015-10-12	BUY	48	267	56.39	25.71	-12,898.11	0
2015-10-15	SELL	48	254.9	53.83	24.55	12,156.82	-741.29
2015-10-19	BUY	1	245	1.08	0.49	-246.57	0
2015-10-25	SELL	1	253.1	1.11	0.51	251.48	4.91
2015-10-26	BUY	47	253	52.32	23.86	-11,967.18	0
2015-10-29	SELL	47	246.5	50.98	23.24	11,511.28	-455.9
2015-11-01	BUY	1	250.8	1.1	0.5	-252.41	0
2015-11-04	SELL	1	249	1.1	0.5	247.41	-5
2015-11-08	BUY	46	250	50.6	23.09	-11,573.69	0
2015-11-11	SELL	46	251	50.8	23.19	11,472	-101.69
2015-11-15	BUY	1	250.2	1.1	0.5	-251.8	0
2015-11-18	SELL	1	254.5	1.12	0.51	252.87	1.07
2015-11-22	BUY	45	252.2	49.94	22.84	-11,421.78	0
2015-11-25	SELL	45	252	49.9	22.83	11,267.28	-154.5
2015-11-26	BUY	1	253.1	1.11	0.51	-254.72	0
2015-12-02	SELL	1	271.1	1.19	0.54	269.36	14.64
2015-12-03	BUY	41	272	49.07	22.45	-11,223.52	0
2015-12-08	SELL	41	257	46.36	21.19	10,469.45	-754.07
2015-12-17	BUY	43	251.2	47.53	21.72	-10,870.85	0
2015-12-22	SELL	43	255	48.25	22.06	10,894.7	23.85
2016-01-03	BUY	43	253.4	47.94	21.96	-10,966.1	0
2016-01-06	SELL	43	252	47.68	21.88	10,766.44	-199.66
2016-01-11	BUY	42	254	46.94	21.56	-10,736.5	0
2016-01-14	SELL	42	256.6	47.42	21.77	10,708.01	-28.5
2016-01-19	BUY	40	263.3	46.34	21.24	-10,599.58	0
2016-01-24	SELL	40	266	46.82	21.41	10,571.77	-27.81
2016-01-27	BUY	39	268	45.99	21.03	-10,519.01	0
2016-02-01	SELL	39	257	44.1	20.15	9,958.75	-560.27
2016-02-09	BUY	39	258.6	44.38	20.28	-10,150.05	0
2016-02-14	SELL	39	255.5	43.84	20.03	9,900.63	-249.42
2016-02-17	BUY	38	256	42.8	19.57	-9,790.37	0
2016-02-23	SELL	38	259	43.3	19.81	9,778.88	-11.49
2016-02-28	BUY	38	256.2	42.84	19.59	-9,798.03	0
2016-03-02	SELL	38	244.1	40.81	18.65	9,216.34	-581.69
2016-03-07	BUY	37	246	40.05	18.28	-9,160.33	0
2016-03-10	SELL	37	244	39.72	18.14	8,970.14	-190.19
2016-03-21	BUY	37	240.5	39.15	17.88	-8,955.54	0
2016-03-24	SELL	37	235.2	38.29	17.49	8,646.62	-308.92
2016-04-04	BUY	37	233.1	37.95	17.39	-8,680.04	0
2016-04-07	SELL	37	233.2	37.96	17.42	8,573.02	-107.03
2016-04-20	BUY	36	237	37.54	17.24	-8,586.78	0
2016-04-25	SELL	36	250	39.6	18.16	8,942.24	355.46
2016-05-03	BUY	36	247	39.12	17.92	-8,949.05	0
2016-05-08	SELL	36	247	39.12	17.91	8,834.96	-114.09
2016-05-11	BUY	35	252.1	38.82	17.76	-8,880.08	0
2016-05-16	SELL	35	252	38.81	17.75	8,763.44	-116.64
2016-05-19	BUY	34	254.6	38.09	17.42	-8,711.91	0
2016-05-25	SELL	34	256.6	38.39	17.56	8,668.45	-43.45
2016-05-30	BUY	34	257	38.45	17.6	-8,794.04	0
2016-06-02	SELL	34	256.7	38.4	17.58	8,671.82	-122.22
2016-06-07	BUY	33	255.1	37.04	16.95	-8,472.29	0
2016-06-12	SELL	33	255.2	37.06	16.96	8,367.59	-104.7
2016-06-22	BUY	33	252	36.59	16.76	-8,369.35	0
2016-06-27	SELL	33	250	36.3	16.64	8,197.06	-172.29
2016-06-30	BUY	33	251.7	36.55	16.73	-8,359.38	0
2016-07-14	SELL	33	257	37.32	17.09	8,426.6	67.22
2016-07-18	BUY	32	259	36.47	16.69	-8,341.15	0
2016-07-21	SELL	32	268	37.73	17.24	8,521.02	179.87
2016-07-26	BUY	31	269.1	36.71	16.76	-8,395.56	0
2016-08-01	SELL	31	276.6	37.73	17.19	8,519.68	124.12
2016-08-07	BUY	31	277.4	37.84	17.24	-8,654.48	0
2016-08-10	SELL	31	267.9	36.54	16.65	8,251.71	-402.77
2016-08-17	BUY	30	272	35.9	16.36	-8,212.26	0
2016-08-22	SELL	30	270.5	35.71	16.27	8,063.02	-149.24
2016-08-28	BUY	30	265.1	34.99	15.95	-8,003.94	0
2016-08-31	SELL	30	262	34.58	15.79	7,809.63	-194.31
2016-09-05	BUY	29	268	34.2	15.62	-7,821.82	0
2016-09-08	SELL	29	266.3	33.98	15.53	7,673.19	-148.62
2016-09-21	BUY	29	264	33.69	15.41	-7,705.1	0
2016-09-25	SELL	29	267.1	34.08	15.6	7,696.22	-8.88
2016-10-02	BUY	29	268.5	34.26	15.69	-7,836.45	0
2016-10-06	SELL	29	272	34.71	15.87	7,837.42	0.97
2016-10-16	BUY	29	269.7	34.41	15.74	-7,871.45	0
2016-10-19	SELL	29	275	35.09	16.04	7,923.87	52.41
2016-10-24	BUY	28	281.2	34.64	15.82	-7,924.06	0
2016-10-27	SELL	28	279.9	34.48	15.74	7,786.98	-137.08
2016-11-02	BUY	27	278.5	33.09	15.1	-7,567.68	0
2016-11-07	SELL	27	278	33.03	15.07	7,457.9	-109.78
2016-11-10	BUY	27	279.1	33.16	15.12	-7,583.98	0
2016-11-15	SELL	27	279.1	33.16	15.12	7,487.42	-96.56
2016-11-20	BUY	26	282.5	32.32	14.73	-7,392.05	0
2016-11-23	SELL	26	288.6	33.02	15.05	7,455.53	63.48
2016-12-04	BUY	26	283.3	32.41	14.77	-7,412.98	0
2016-12-07	SELL	26	286.2	32.74	14.92	7,393.54	-19.44
2016-12-14	BUY	26	283	32.38	14.75	-7,405.13	0
2016-12-19	SELL	26	285.2	32.63	14.87	7,367.7	-37.42

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