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: -25.8%. 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

#78 · Flow: Range flow

Full-history NAV৳644

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 4.0%; maximum 30 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৳167

Unsettled৳0

Holdings৳477

NAV৳644

Realized P&L৳-99,347

Unrealized P&L৳-10

Fees৳57,038

Friction৳26,133

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.79e-10. 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 #78

903 fills, including partial sales. Page 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2012-05-31	BUY	179	206.4	162.56	74.4	-37,182.56	0
2012-06-05	SELL	179	205.9	162.17	74.29	36,619.64	-562.92
2012-06-10	BUY	178	204.4	160.09	73.42	-36,616.71	0
2012-06-17	SELL	178	200.1	156.72	71.92	35,389.16	-1,227.54
2012-06-21	BUY	177	197.9	154.12	70.8	-35,253.22	0
2012-06-26	SELL	177	204.3	159.11	73.11	35,928.88	675.66
2012-07-03	BUY	176	203.8	157.82	72.4	-36,099.02	0
2012-07-08	SELL	176	200.7	155.42	71.32	35,096.46	-1,002.56
2012-07-11	BUY	179	194.6	153.27	70.31	-35,056.98	0
2012-07-16	SELL	179	192.1	151.3	69.34	34,165.26	-891.72
2012-07-22	BUY	170	199.4	149.15	68.33	-34,115.48	0
2012-07-25	SELL	170	205.5	153.71	70.38	34,710.91	595.43
2012-07-30	BUY	168	204.8	151.39	69.33	-34,627.12	0
2012-08-05	SELL	168	189.1	139.78	63.94	31,565.07	-3,062.05
2012-08-08	BUY	166	189	138.05	63.13	-31,575.18	0
2012-08-14	SELL	166	189.7	138.56	63.37	31,288.27	-286.91
2012-08-28	BUY	181	172.7	137.54	62.88	-31,459.12	0
2012-09-02	SELL	181	178.4	142.08	64.95	32,083.37	624.25
2012-09-05	BUY	183	173.7	139.86	63.96	-31,990.92	0
2012-09-10	SELL	183	172.9	139.22	63.69	31,437.79	-553.13
2012-09-13	BUY	187	167.5	137.82	63.05	-31,523.37	0
2012-09-18	SELL	187	178.3	146.71	67.12	33,128.27	1,604.9
2012-09-24	BUY	190	173.2	144.8	66.21	-33,119.01	0
2012-09-27	SELL	190	167.8	140.28	64.17	31,677.55	-1,441.46
2012-10-02	BUY	188	167.3	138.39	63.31	-31,654.1	0
2012-10-07	SELL	188	167.6	138.64	63.45	31,306.72	-347.39
2012-10-11	BUY	190	163.6	136.77	62.66	-31,283.43	0
2012-10-16	SELL	190	162.5	135.85	62.34	30,676.81	-606.62
2012-11-01	BUY	175	174.2	134.13	61.75	-30,680.88	0
2012-11-06	SELL	175	168.4	129.67	59.73	29,280.6	-1,400.28
2012-11-12	BUY	174	167.2	128.01	59.03	-29,279.84	0
2012-11-15	SELL	174	177.9	136.2	62.86	30,755.54	1,475.7
2012-11-20	BUY	182	168.2	134.69	61.93	-30,809.03	0
2012-11-26	SELL	182	167	133.73	61.48	30,198.79	-610.24
2012-11-29	BUY	175	170.9	131.59	60.58	-30,099.67	0
2012-12-06	SELL	175	167.6	129.05	59.44	29,141.5	-958.17
2012-12-13	BUY	174	166.5	127.47	58.73	-29,157.2	0
2012-12-19	SELL	174	167.2	128.01	59.33	28,905.47	-251.73
2012-12-24	BUY	167	171.5	126.02	58.42	-28,824.94	0
2012-12-30	SELL	167	175	128.59	59.48	29,036.93	211.99
2013-01-02	BUY	1	170.5	0.75	0.34	-171.59	0
2013-01-07	SELL	1	171.6	0.76	0.34	170.5	-1.09
2013-01-08	BUY	168	171.4	126.7	58.63	-28,980.53	0
2013-01-13	SELL	168	170	125.66	58.17	28,376.17	-604.36
2013-01-14	BUY	1	170.1	0.75	0.34	-171.19	0
2013-01-17	SELL	1	170.4	0.75	0.34	169.31	-1.88
2013-01-22	BUY	168	169.1	125	58.05	-28,591.85	0
2013-01-27	SELL	168	168.4	124.48	57.97	28,108.75	-483.1
2013-02-03	BUY	164	169.5	122.31	56.96	-27,977.28	0
2013-02-06	SELL	164	172.8	124.69	57.67	28,156.83	179.56
2013-02-11	BUY	169	165.9	123.36	56.87	-28,217.34	0
2013-02-14	SELL	169	167.9	124.85	57.46	28,192.79	-24.55
2013-02-26	BUY	185	151.4	123.24	56.64	-28,188.88	0
2013-03-03	SELL	185	141	114.77	52.73	25,917.5	-2,271.38
2013-03-06	BUY	177	145.3	113.16	52.01	-25,883.27	0
2013-03-11	SELL	177	141.3	110.04	50.75	24,849.3	-1,033.97
2013-03-18	BUY	171	144.8	108.95	50.51	-24,920.25	0
2013-03-24	SELL	171	145.3	109.32	50.87	24,686.11	-234.14
2013-03-28	BUY	167	147.1	108.09	50.56	-24,724.35	0
2013-04-02	SELL	167	148.7	109.26	51.16	24,672.47	-51.88
2013-04-09	BUY	167	146.5	107.65	50.33	-24,623.48	0
2013-04-15	SELL	167	146.7	107.8	50.39	24,340.72	-282.76
2013-04-18	BUY	167	145.1	106.62	49.85	-24,388.17	0
2013-04-23	SELL	167	145.2	106.69	49.92	24,091.79	-296.38
2013-04-29	BUY	166	144.2	105.32	49.38	-24,091.9	0
2013-05-05	SELL	166	146	106.64	50.14	24,079.22	-12.68
2013-05-15	BUY	154	154.7	104.82	49.06	-23,977.68	0
2013-05-20	SELL	154	166.2	112.62	52.51	25,429.67	1,451.99
2013-05-26	BUY	155	163.7	111.64	51.75	-25,536.9	0
2013-05-29	SELL	155	173.9	118.6	54.92	26,780.98	1,244.09
2013-06-03	BUY	148	178.7	116.37	53.68	-26,617.65	0
2013-06-06	SELL	148	187.8	122.3	56.26	27,615.85	998.2
2013-06-12	BUY	155	178.1	121.46	55.68	-27,782.65	0
2013-06-17	SELL	155	177.8	121.26	55.57	27,382.17	-400.48
2013-06-30	BUY	152	178.9	119.65	54.71	-27,367.16	0
2013-07-04	SELL	152	188.1	125.8	57.53	28,407.87	1,040.7
2013-07-14	BUY	133	211.5	123.77	56.46	-28,309.73	0
2013-07-17	SELL	133	232.5	136.06	62.02	30,724.43	2,414.69
2013-07-22	BUY	169	180.9	134.52	61.28	-30,767.9	0
2013-07-25	SELL	169	178.4	132.66	60.43	29,956.51	-811.38
2013-08-05	BUY	166	178.9	130.67	59.52	-29,887.59	0
2013-08-14	SELL	166	178.2	130.16	59.3	29,391.74	-495.85
2013-08-27	BUY	139	209.8	128.31	58.56	-29,349.07	0
2013-09-02	SELL	139	214.7	131.31	59.89	29,652.1	303.02
2013-09-05	BUY	139	212	129.66	59.11	-29,656.77	0
2013-09-10	SELL	139	204.5	125.07	57	28,243.43	-1,413.34
2013-09-15	BUY	138	204.3	124.05	56.52	-28,373.97	0
2013-09-18	SELL	138	194.9	118.34	53.92	26,723.94	-1,650.03
2013-09-23	BUY	142	186.5	116.53	53.1	-26,652.62	0
2013-09-26	SELL	142	187.4	117.09	53.39	26,440.32	-212.3
2013-10-03	BUY	140	187.8	115.68	52.85	-26,460.54	0
2013-10-08	SELL	140	178.8	110.14	50.41	24,871.45	-1,589.09
2013-10-21	BUY	136	181.5	108.61	49.84	-24,842.45	0
2013-10-24	SELL	136	178	106.52	49.01	24,052.47	-789.97
2013-10-29	BUY	128	187.2	105.43	48.54	-24,115.57	0
2013-11-03	SELL	128	197.5	111.23	51.24	25,117.52	1,001.95
2013-11-06	BUY	127	196.5	109.8	50.52	-25,115.82	0
2013-11-11	SELL	127	196.4	109.75	50.37	24,782.68	-333.14
2013-11-14	BUY	126	195.6	108.44	49.72	-24,803.76	0
2013-11-19	SELL	126	206.5	114.48	52.45	25,852.07	1,048.31

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