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 5.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2016-12-22	BUY	26	286.1	32.73	14.92	-7,486.25	0
2016-12-28	SELL	26	283	32.38	14.76	7,310.86	-175.39
2017-01-04	BUY	25	286.1	31.47	14.35	-7,198.32	0
2017-01-09	SELL	25	290	31.9	14.54	7,203.56	5.24
2017-01-12	BUY	25	290.7	31.98	14.58	-7,314.05	0
2017-01-17	SELL	25	292.1	32.13	14.64	7,255.73	-58.33
2017-01-22	BUY	24	298	31.47	14.34	-7,197.8	0
2017-01-25	SELL	24	306.3	32.35	14.73	7,304.12	106.32
2017-02-01	BUY	24	301	31.79	14.47	-7,270.26	0
2017-02-06	SELL	24	304	32.1	14.62	7,249.28	-20.98
2017-02-09	BUY	24	308	32.52	14.81	-7,439.34	0
2017-02-16	SELL	24	318	33.58	15.29	7,583.13	143.79
2017-02-26	BUY	23	315.2	31.9	14.53	-7,296.03	0
2017-03-01	SELL	23	309.2	31.29	14.25	7,066.06	-229.97
2017-03-07	BUY	23	310.6	31.43	14.32	-7,189.55	0
2017-03-12	SELL	23	318.7	32.25	14.69	7,283.16	93.6
2017-03-15	BUY	23	317.8	32.16	14.65	-7,356.21	0
2017-03-21	SELL	23	316	31.98	14.58	7,221.44	-134.77
2017-03-27	BUY	23	316.1	31.99	14.59	-7,316.87	0
2017-04-02	SELL	23	332.2	33.62	15.33	7,591.66	274.78
2017-04-13	BUY	22	342	33.11	15.08	-7,572.19	0
2017-04-18	SELL	22	335	32.43	14.77	7,322.8	-249.39
2017-05-07	BUY	21	340	31.42	14.34	-7,185.75	0
2017-05-11	SELL	21	338	31.23	14.25	7,052.52	-133.24
2017-05-24	BUY	21	331.1	30.59	13.96	-6,997.66	0
2017-05-29	SELL	21	331.7	30.65	14.01	6,921.04	-76.61
2017-06-01	BUY	21	329.2	30.42	13.89	-6,957.51	0
2017-06-06	SELL	21	337.1	31.15	14.22	7,033.73	76.22
2017-06-19	BUY	21	340	31.42	14.34	-7,185.75	0
2017-06-22	SELL	21	338.8	31.31	14.28	7,069.22	-116.54
2017-07-02	BUY	20	344.3	30.3	13.81	-6,930.11	0
2017-07-05	SELL	20	355	31.24	14.23	7,054.53	124.42
2017-07-11	BUY	20	348.3	30.65	13.95	-7,010.61	0
2017-07-16	SELL	20	365.1	32.13	14.62	7,255.25	244.64
2017-07-20	BUY	20	370	32.56	14.82	-7,447.38	0
2017-07-25	SELL	20	369	32.47	14.78	7,332.75	-114.62
2017-07-30	BUY	19	376.7	31.49	14.33	-7,203.12	0
2017-08-06	SELL	19	373.2	31.2	14.2	7,045.41	-157.72
2017-08-10	BUY	19	376.2	31.45	14.31	-7,193.56	0
2017-08-17	SELL	19	388	32.44	14.76	7,324.8	131.24
2017-08-22	BUY	18	391.1	30.98	14.1	-7,084.87	0
2017-08-27	SELL	18	390	30.89	14.06	6,975.05	-109.82
2017-08-31	BUY	18	391	30.97	14.1	-7,083.07	0
2017-09-06	SELL	18	401.7	31.81	14.49	7,184.3	101.23
2017-09-11	BUY	16	430	30.27	13.78	-6,924.05	0
2017-09-14	SELL	16	423.1	29.79	13.56	6,726.26	-197.8
2017-09-20	BUY	17	412	30.82	14.03	-7,048.84	0
2017-09-25	SELL	17	410.4	30.7	13.97	6,932.13	-116.72
2017-09-28	BUY	16	415	29.22	13.3	-6,682.51	0
2017-10-04	SELL	16	415	29.22	13.3	6,597.49	-85.02
2017-10-10	BUY	16	422	29.71	13.52	-6,795.23	0
2017-10-15	SELL	16	429	30.2	13.75	6,820.05	24.81
2017-10-22	BUY	16	430	30.27	13.79	-6,924.06	0
2017-10-25	SELL	16	440	30.98	14.1	6,994.92	70.86
2017-11-05	BUY	15	440.8	29.09	13.25	-6,654.34	0
2017-11-08	SELL	15	442	29.17	13.28	6,587.55	-66.79
2017-11-13	BUY	14	472.9	29.13	13.26	-6,662.99	0
2017-11-16	SELL	14	484	29.81	13.57	6,732.62	69.63
2017-11-23	BUY	14	483	29.75	13.54	-6,805.29	0
2017-11-28	SELL	14	471	29.01	13.2	6,551.79	-253.5
2017-12-04	BUY	14	477	29.38	13.37	-6,720.75	0
2017-12-07	SELL	14	480.8	29.62	13.47	6,688.11	-32.64
2017-12-19	BUY	14	468.2	28.84	13.13	-6,596.77	0
2017-12-24	SELL	14	460.1	28.34	12.9	6,400.16	-196.61
2017-12-28	BUY	13	469.4	26.85	12.22	-6,141.27	0
2018-01-07	SELL	13	477.2	27.3	12.43	6,163.88	22.61
2018-01-10	BUY	13	472	27	12.29	-6,175.29	0
2018-01-16	SELL	13	475	27.17	12.37	6,135.46	-39.83
2018-01-21	BUY	13	484	27.68	12.6	-6,332.29	0
2018-01-29	SELL	13	505.3	28.9	13.15	6,526.84	194.56
2018-02-01	BUY	13	504	28.83	13.12	-6,593.95	0
2018-02-06	SELL	13	495	28.31	12.88	6,393.8	-200.14
2018-02-11	BUY	12	501	26.45	12.03	-6,050.49	0
2018-02-14	SELL	12	508.8	26.86	12.22	6,066.51	16.03
2018-02-26	BUY	13	475.5	27.2	12.38	-6,221.07	0
2018-03-01	SELL	13	478.9	27.39	12.47	6,185.84	-35.23
2018-03-07	BUY	13	487.9	27.91	12.7	-6,383.31	0
2018-03-12	SELL	13	485	27.74	12.63	6,264.63	-118.69
2018-03-15	BUY	13	482	27.57	12.55	-6,306.13	0
2018-03-22	SELL	13	477	27.28	12.43	6,161.29	-144.84
2018-04-02	BUY	13	474.9	27.16	12.37	-6,213.24	0
2018-04-05	SELL	13	477	27.28	12.43	6,161.29	-51.95
2018-04-11	BUY	12	483.2	25.51	11.62	-5,835.53	0
2018-04-16	SELL	12	484.2	25.57	11.64	5,773.19	-62.34
2018-04-19	BUY	12	493	26.03	11.85	-5,953.88	0
2018-04-24	SELL	12	485	25.61	11.66	5,782.73	-171.15
2018-05-09	BUY	12	459	24.24	11.03	-5,543.26	0
2018-05-15	SELL	12	466	24.6	11.2	5,556.2	12.93
2018-05-24	BUY	13	429.9	24.59	11.19	-5,624.48	0
2018-05-29	SELL	13	432	24.71	11.25	5,580.04	-44.44
2018-06-05	BUY	14	409	25.19	11.47	-5,762.66	0
2018-06-10	SELL	14	395	24.33	11.08	5,494.59	-268.07
2018-06-19	BUY	14	382.6	23.57	10.73	-5,390.69	0
2018-06-24	SELL	14	405	24.95	11.35	5,633.7	243.01
2018-07-08	BUY	15	387	25.54	11.62	-5,842.16	0
2018-07-11	SELL	15	380	25.08	11.41	5,663.51	-178.65
2018-07-18	BUY	14	401.9	24.76	11.26	-5,662.62	0
2018-07-23	SELL	14	396.9	24.45	11.13	5,521.03	-141.6
2018-07-30	BUY	14	390.2	24.04	10.94	-5,497.78	0
2018-08-02	SELL	14	390	24.02	10.94	5,425.04	-72.74

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