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 6.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2018-08-07	BUY	14	376	23.16	10.54	-5,297.71	0
2018-08-12	SELL	14	364	22.42	10.21	5,063.37	-234.33
2018-08-16	BUY	14	369.5	22.76	10.36	-5,206.12	0
2018-08-26	SELL	14	375	23.1	10.52	5,216.38	10.26
2018-08-29	BUY	13	391.5	22.39	10.2	-5,122.09	0
2018-09-04	SELL	13	385.6	22.06	10.05	4,980.7	-141.39
2018-09-09	BUY	13	384	21.96	10	-5,023.97	0
2018-09-12	SELL	13	380.2	21.75	9.9	4,910.95	-113.02
2018-09-18	BUY	13	368.1	21.06	9.59	-4,815.95	0
2018-09-23	SELL	13	358.2	20.49	9.33	4,626.78	-189.17
2018-09-26	BUY	13	367	20.99	9.56	-4,801.55	0
2018-10-01	SELL	13	372.4	21.3	9.7	4,810.2	8.64
2018-10-04	BUY	12	374.9	19.79	9.01	-4,527.61	0
2018-10-09	SELL	12	359.6	18.99	8.64	4,287.57	-240.04
2018-10-14	BUY	12	365.5	19.3	8.79	-4,414.08	0
2018-10-17	SELL	12	362.6	19.15	8.72	4,323.34	-90.75
2018-10-24	BUY	12	372	19.64	8.95	-4,492.59	0
2018-10-29	SELL	12	384	20.28	9.23	4,578.49	85.91
2018-11-04	BUY	11	382	18.49	8.42	-4,228.91	0
2018-11-07	SELL	11	375	18.15	8.27	4,098.58	-130.32
2018-11-12	BUY	11	379	18.34	8.36	-4,195.7	0
2018-11-15	SELL	11	368	17.81	8.11	4,022.08	-173.62
2018-11-22	BUY	11	358.2	17.34	7.89	-3,965.43	0
2018-11-27	SELL	11	362.8	17.56	8	3,965.24	-0.19
2018-12-05	BUY	11	362.4	17.54	7.99	-4,011.93	0
2018-12-10	SELL	11	362.1	17.53	7.98	3,957.59	-54.34
2018-12-17	BUY	11	356.3	17.24	7.86	-3,944.4	0
2018-12-20	SELL	11	356	17.23	7.85	3,890.92	-53.48
2018-12-27	BUY	11	361	17.47	7.96	-3,996.44	0
2019-01-03	SELL	11	365	17.67	8.05	3,989.28	-7.15
2019-01-09	BUY	10	382	16.81	7.65	-3,844.46	0
2019-01-14	SELL	10	391	17.2	7.83	3,884.96	40.5
2019-01-21	BUY	10	387	17.03	7.75	-3,894.78	0
2019-01-24	SELL	10	391.3	17.22	7.83	3,887.95	-6.83
2019-01-29	BUY	10	411	18.08	8.23	-4,136.31	0
2019-02-03	SELL	10	398.2	17.52	7.97	3,956.51	-179.8
2019-02-06	BUY	9	403.6	15.98	7.27	-3,655.65	0
2019-02-11	SELL	9	405	16.04	7.29	3,621.67	-33.98
2019-02-14	BUY	10	395	17.38	7.9	-3,975.28	0
2019-02-19	SELL	10	376	16.54	7.52	3,735.93	-239.35
2019-02-25	BUY	9	386.8	15.32	6.97	-3,503.48	0
2019-03-03	SELL	9	393.5	15.58	7.09	3,518.83	15.35
2019-03-06	BUY	9	391.6	15.51	7.05	-3,546.96	0
2019-03-11	SELL	9	385.8	15.28	6.95	3,449.97	-96.99
2019-03-19	BUY	9	389	15.4	7.01	-3,523.41	0
2019-03-24	SELL	9	398	15.76	7.17	3,559.07	35.66
2019-03-28	BUY	8	410	14.43	6.57	-3,301	0
2019-04-02	SELL	8	417	14.68	6.68	3,314.64	13.65
2019-04-09	BUY	9	373	14.77	6.72	-3,378.49	0
2019-04-15	SELL	9	369.8	14.64	6.66	3,306.9	-71.59
2019-04-18	BUY	9	372.5	14.75	6.71	-3,373.96	0
2019-04-24	SELL	9	374.8	14.84	6.75	3,351.61	-22.35
2019-04-29	BUY	9	365.5	14.47	6.58	-3,310.56	0
2019-05-05	SELL	9	361.9	14.33	6.52	3,236.25	-74.31
2019-05-15	BUY	10	346	15.22	6.93	-3,482.16	0
2019-05-20	SELL	10	350.1	15.4	7.02	3,478.58	-3.58
2019-05-28	BUY	10	341.8	15.04	6.85	-3,439.89	0
2019-06-13	SELL	10	360.3	15.85	7.22	3,579.92	140.03
2019-06-19	BUY	10	363.9	16.01	7.3	-3,662.31	0
2019-06-24	SELL	10	359.2	15.8	7.2	3,568.99	-93.32
2019-06-27	BUY	9	363.5	14.39	6.56	-3,292.45	0
2019-07-03	SELL	9	364.9	14.45	6.58	3,263.07	-29.38
2019-07-08	BUY	10	351.7	15.47	7.05	-3,539.52	0
2019-07-11	SELL	10	333	14.65	6.67	3,308.68	-230.85
2019-07-17	BUY	10	330	14.52	6.61	-3,321.13	0
2019-07-22	SELL	10	325.3	14.31	6.52	3,232.17	-88.96
2019-07-25	BUY	9	323	12.79	5.82	-2,925.61	0
2019-07-30	SELL	9	326.8	12.94	5.89	2,922.37	-3.24
2019-08-18	BUY	10	318	13.99	6.37	-3,200.36	0
2019-08-22	SELL	10	324	14.26	6.49	3,219.25	18.89
2019-08-27	BUY	10	314.5	13.84	6.3	-3,165.14	0
2019-09-01	SELL	10	312.1	13.73	6.25	3,101.02	-64.12
2019-09-08	BUY	10	295.5	13	5.92	-2,973.92	0
2019-09-12	SELL	10	305.1	13.42	6.11	3,031.46	57.54
2019-09-17	BUY	10	309.9	13.64	6.21	-3,118.84	0
2019-09-22	SELL	10	364	16.02	7.29	3,616.69	497.85
2019-09-25	BUY	10	358	15.75	7.17	-3,602.92	0
2019-09-30	SELL	10	357.9	15.75	7.17	3,556.09	-46.83
2019-10-06	BUY	10	347	15.27	6.95	-3,492.22	0
2019-10-10	SELL	10	333.5	14.67	6.68	3,313.65	-178.57
2019-10-20	BUY	11	317	15.34	6.98	-3,509.32	0
2019-10-23	SELL	11	321.6	15.57	7.09	3,514.95	5.62
2019-10-30	BUY	10	321.2	14.13	6.43	-3,232.57	0
2019-11-04	SELL	10	315.1	13.86	6.31	3,130.82	-101.74
2019-11-11	BUY	10	315.9	13.9	6.33	-3,179.23	0
2019-11-14	SELL	10	310.1	13.64	6.21	3,081.14	-98.09
2019-11-19	BUY	10	311.5	13.71	6.24	-3,134.95	0
2019-11-25	SELL	10	312	13.73	6.25	3,100.02	-34.92
2019-11-28	BUY	10	320	14.08	6.41	-3,220.49	0
2019-12-03	SELL	10	311.4	13.7	6.23	3,094.06	-126.42
2019-12-08	BUY	10	309.8	13.63	6.2	-3,117.83	0
2019-12-11	SELL	10	298.4	13.13	5.97	2,964.9	-152.94
2019-12-17	BUY	10	297.2	13.08	5.95	-2,991.03	0
2019-12-22	SELL	10	293	12.89	5.87	2,911.24	-79.79
2019-12-29	BUY	10	284.3	12.51	5.7	-2,861.21	0
2020-01-02	SELL	10	281.8	12.4	5.65	2,799.95	-61.26
2020-01-13	BUY	11	253	12.25	5.58	-2,800.82	0
2020-01-16	SELL	11	231.5	11.2	5.1	2,530.19	-270.63
2020-01-21	BUY	9	279.9	11.08	5.04	-2,535.23	0
2020-01-26	SELL	9	274	10.85	4.94	2,450.21	-85.02

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