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: -25.6%. 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

#77 · Flow: Range flow

Full-history NAV৳674

Net return -99.3% · drawdown 99.3% · 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 10.0%; maximum 20 sessions; gate None; continuous signal; exit all bearish; trailing arms at 8.0%, distance 3.5%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳198

Unsettled৳0

Holdings৳477

NAV৳674

Realized P&L৳-99,316

Unrealized P&L৳-10

Fees৳56,825

Friction৳26,057

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳7.37e-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 #77

903 fills, including partial sales. Page 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2012-05-31	BUY	168	206.4	152.57	69.8	-34,897.57	0
2012-06-05	SELL	168	205.9	152.2	69.69	34,369.3	-528.27
2012-06-10	BUY	167	204.4	150.19	68.85	-34,353.84	0
2012-06-17	SELL	167	200.1	147.03	67.43	33,202.23	-1,151.61
2012-06-21	BUY	166	197.9	144.55	66.36	-33,062.3	0
2012-06-26	SELL	166	204.3	149.22	68.52	33,696.06	633.75
2012-07-03	BUY	165	203.8	147.96	67.83	-33,842.79	0
2012-07-08	SELL	165	200.7	145.71	66.82	32,902.97	-939.83
2012-07-11	BUY	168	194.6	143.85	65.95	-32,902.6	0
2012-07-16	SELL	168	192.1	142	65.05	32,065.75	-836.85
2012-07-22	BUY	160	199.4	140.38	64.28	-32,108.66	0
2012-07-25	SELL	160	205.5	144.67	66.21	32,669.12	560.46
2012-07-30	BUY	158	204.8	142.38	65.18	-32,565.96	0
2012-08-05	SELL	158	189.1	131.46	60.11	29,686.22	-2,879.73
2012-08-08	BUY	156	189	129.73	59.31	-29,673.04	0
2012-08-14	SELL	156	189.7	130.21	59.53	29,403.46	-269.58
2012-08-28	BUY	169	172.7	128.42	58.69	-29,373.41	0
2012-09-02	SELL	169	178.4	132.66	60.62	29,956.32	582.91
2012-09-05	BUY	172	173.7	131.46	60.09	-30,067.95	0
2012-09-10	SELL	172	172.9	130.85	59.84	29,548.11	-519.84
2012-09-13	BUY	175	167.5	128.98	58.98	-29,500.46	0
2012-09-18	SELL	175	178.3	137.29	62.79	31,002.42	1,501.97
2012-09-24	BUY	178	173.2	135.65	62.01	-31,027.26	0
2012-09-27	SELL	178	167.8	131.42	60.09	29,676.88	-1,350.37
2012-10-02	BUY	176	167.3	129.56	59.25	-29,633.61	0
2012-10-07	SELL	176	167.6	129.79	59.37	29,308.44	-325.16
2012-10-11	BUY	178	163.6	128.13	58.68	-29,307.61	0
2012-10-16	SELL	178	162.5	127.27	58.37	28,739.36	-568.25
2012-11-01	BUY	164	174.2	125.7	57.82	-28,752.33	0
2012-11-06	SELL	164	168.4	121.52	55.93	27,440.16	-1,312.17
2012-11-12	BUY	163	167.2	119.92	55.25	-27,428.76	0
2012-11-15	SELL	163	177.9	127.59	58.83	28,811.28	1,382.51
2012-11-20	BUY	170	168.2	125.81	57.81	-28,777.62	0
2012-11-26	SELL	170	167	124.92	57.38	28,207.7	-569.92
2012-11-29	BUY	164	170.9	123.32	56.73	-28,207.65	0
2012-12-06	SELL	164	167.6	120.94	55.66	27,309.8	-897.85
2012-12-13	BUY	163	166.5	119.41	54.97	-27,313.88	0
2012-12-19	SELL	163	167.2	119.92	55.51	27,078.18	-235.71
2012-12-24	BUY	157	171.5	118.47	54.86	-27,098.83	0
2012-12-30	SELL	157	175	120.89	55.86	27,298.25	199.41
2013-01-03	BUY	158	171.6	119.3	55.14	-27,287.24	0
2013-01-08	SELL	158	171.4	119.16	55.08	26,906.96	-380.28
2013-01-13	BUY	158	170	118.18	54.65	-27,032.83	0
2013-01-16	SELL	158	169.6	117.91	54.55	26,624.35	-408.49
2013-01-22	BUY	156	169.1	116.07	53.82	-26,549.49	0
2013-01-27	SELL	156	168.4	115.59	53.73	26,101.08	-448.42
2013-02-03	BUY	153	169.5	114.11	53.06	-26,100.67	0
2013-02-06	SELL	153	172.8	116.33	53.74	26,268.33	167.66
2013-02-11	BUY	157	165.9	114.6	52.78	-26,213.69	0
2013-02-14	SELL	157	167.9	115.99	53.33	26,190.98	-22.71
2013-02-26	BUY	172	151.4	114.58	52.62	-26,208	0
2013-03-03	SELL	172	141	106.71	48.98	24,096.31	-2,111.69
2013-03-06	BUY	165	145.3	105.49	48.45	-24,128.44	0
2013-03-11	SELL	165	141.3	102.58	47.27	23,164.65	-963.79
2013-03-18	BUY	159	144.8	101.3	46.9	-23,171.4	0
2013-03-24	SELL	159	145.3	101.65	47.22	22,953.83	-217.57
2013-03-28	BUY	155	147.1	100.32	46.83	-22,947.65	0
2013-04-02	SELL	155	148.7	101.41	47.39	22,899.7	-47.96
2013-04-09	BUY	155	146.5	99.91	46.62	-22,854.03	0
2013-04-15	SELL	155	146.7	100.05	46.67	22,591.78	-262.26
2013-04-18	BUY	155	145.1	98.96	46.17	-22,635.63	0
2013-04-23	SELL	155	145.2	99.03	46.24	22,360.74	-274.9
2013-04-29	BUY	154	144.2	97.71	45.71	-22,350.22	0
2013-05-05	SELL	154	146	98.93	46.4	22,338.67	-11.55
2013-05-15	BUY	144	154.7	98.02	45.79	-22,420.61	0
2013-05-20	SELL	144	166.2	105.3	49.02	23,778.47	1,357.87
2013-05-26	BUY	144	163.7	103.72	48.01	-23,724.53	0
2013-05-29	SELL	144	173.9	110.18	50.95	24,880.46	1,155.93
2013-06-03	BUY	138	178.7	108.51	50	-24,819.11	0
2013-06-06	SELL	138	187.8	114.03	52.42	25,749.95	930.84
2013-06-12	BUY	144	178.1	112.84	51.7	-25,810.94	0
2013-06-17	SELL	144	177.8	112.65	51.6	25,438.95	-371.99
2013-06-30	BUY	141	178.9	110.99	50.73	-25,386.62	0
2013-07-04	SELL	141	188.1	116.7	53.35	26,352.06	965.43
2013-07-14	BUY	124	211.5	115.39	52.63	-26,394.02	0
2013-07-17	SELL	124	232.5	126.85	57.81	28,645.34	2,251.32
2013-07-22	BUY	157	180.9	124.97	56.92	-28,583.18	0
2013-07-25	SELL	157	178.4	123.24	56.13	27,829.43	-753.75
2013-08-05	BUY	155	178.9	122.01	55.57	-27,907.08	0
2013-08-14	SELL	155	178.2	121.53	55.36	27,444.11	-462.97
2013-08-27	BUY	130	209.8	120.01	54.75	-27,448.76	0
2013-09-02	SELL	130	214.7	122.81	56	27,732.19	283.43
2013-09-05	BUY	130	212	121.26	55.27	-27,736.54	0
2013-09-15	SELL	130	190.8	109.14	49.71	24,645.15	-3,091.39
2013-09-18	BUY	125	194.9	107.2	48.83	-24,518.52	0
2013-09-23	SELL	125	186.5	102.58	46.73	23,163.2	-1,355.32
2013-09-30	BUY	122	189.4	101.67	46.37	-23,254.83	0
2013-10-03	SELL	122	187.8	100.81	46.03	22,764.76	-490.07
2013-10-09	BUY	126	179.2	99.35	45.45	-22,724	0
2013-10-21	SELL	126	181.5	100.62	46.14	22,722.24	-1.77
2013-10-29	BUY	121	187.2	99.67	45.85	-22,796.72	0
2013-11-03	SELL	121	197.5	105.15	48.41	23,743.94	947.22
2013-11-06	BUY	120	196.5	103.75	47.7	-23,731.45	0
2013-11-11	SELL	120	196.4	103.7	47.57	23,416.73	-314.72
2013-11-14	BUY	119	195.6	102.42	46.94	-23,425.75	0
2013-11-19	SELL	119	206.5	108.12	49.51	24,415.87	990.11
2013-11-24	BUY	117	206.6	106.36	48.59	-24,327.14	0
2013-11-27	SELL	117	205.6	105.84	48.32	23,901.04	-426.11
2013-12-08	BUY	115	207.3	104.89	47.9	-23,992.29	0
2013-12-11	SELL	115	204.3	103.38	47.2	23,343.92	-648.37

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