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

#79 · 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 15 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৳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 #79

903 fills, including partial sales. Page 1.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2010-12-02	BUY	429	231.4	436.79	200.74	-99,908.14	0
2010-12-08	SELL	429	222.7	420.37	193.33	94,924.6	-4,983.53
2010-12-13	BUY	426	221.6	415.37	191.29	-95,008.26	0
2010-12-19	SELL	426	212.6	398.5	183.7	89,985.4	-5,022.86
2010-12-23	BUY	338	263.8	392.32	179.56	-89,736.29	0
2010-12-28	SELL	338	251.9	374.63	171.26	84,596.31	-5,139.97
2010-12-29	BUY	1	247.4	1.09	0.49	-248.98	0
2011-01-03	SELL	1	242.2	1.07	0.48	240.65	-8.33
2011-01-04	BUY	355	236.5	369.41	168.83	-84,495.75	0
2011-01-12	SELL	355	239	373.32	170.56	84,301.13	-194.62
2011-01-13	BUY	1	234.8	1.03	0.47	-236.3	0
2011-01-18	SELL	1	228.7	1.01	0.46	227.24	-9.07
2011-01-20	BUY	403	207.9	368.65	168.83	-84,321.18	0
2011-01-27	SELL	403	227.1	402.69	184.88	90,933.72	6,612.54
2011-01-30	BUY	1	225.8	0.99	0.45	-227.25	0
2011-02-02	SELL	1	228.3	1	0.46	226.84	-0.41
2011-02-03	BUY	403	224.2	397.55	182.24	-90,932.4	0
2011-02-08	SELL	403	219.1	388.51	177.94	87,730.86	-3,201.54
2011-02-10	BUY	1	206.3	0.91	0.41	-207.62	0
2011-02-15	SELL	1	185.5	0.82	0.37	184.31	-23.31
2011-02-27	BUY	583	149.8	384.27	176.23	-87,893.9	0
2011-03-02	SELL	583	144.4	370.41	169.78	83,645.01	-4,248.89
2011-03-14	BUY	451	184.2	365.53	167.96	-83,607.68	0
2011-03-20	SELL	451	178.3	353.82	162.61	79,896.87	-3,710.81
2011-03-24	BUY	485	163.8	349.55	160.84	-79,953.39	0
2011-03-29	SELL	485	165.5	353.18	162.61	79,751.71	-201.68
2011-04-04	BUY	466	170.1	348.77	160.61	-79,775.98	0
2011-04-07	SELL	466	175.1	359.03	165.55	81,072.02	1,296.04
2011-04-12	BUY	477	168.8	354.28	163.59	-81,035.47	0
2011-04-18	SELL	477	167.7	351.97	162.66	79,478.27	-1,557.2
2011-04-21	BUY	484	163.1	347.34	160.62	-79,448.36	0
2011-04-26	SELL	484	154	327.96	151.58	74,056.46	-5,391.9
2011-05-05	BUY	478	154.2	324.31	150.18	-74,182.1	0
2011-05-12	SELL	478	148.5	312.33	145.18	70,525.5	-3,656.6
2011-05-18	BUY	462	151.6	308.17	143.77	-70,491.14	0
2011-05-30	SELL	462	147.7	300.24	140.96	67,796.19	-2,694.95
2011-06-02	BUY	456	147.6	296.14	138.93	-67,740.67	0
2011-06-08	SELL	456	146.8	294.54	138.57	66,507.69	-1,232.99
2011-06-13	BUY	458	144.4	290.99	136.33	-66,562.52	0
2011-06-16	SELL	458	140.9	283.94	132.85	64,115.41	-2,447.11
2011-06-23	BUY	440	144.9	280.53	130.95	-64,167.47	0
2011-06-28	SELL	440	154.5	299.11	139.02	67,541.87	3,374.39
2011-07-05	BUY	411	163.2	295.13	136.14	-67,506.47	0
2011-07-10	SELL	411	175.2	316.83	146.04	71,544.33	4,037.86
2011-07-13	BUY	396	179.3	312.41	143.66	-71,458.87	0
2011-07-19	SELL	396	195	339.77	156.09	76,724.14	5,265.27
2011-07-25	BUY	371	205.6	335.62	153.51	-76,766.73	0
2011-08-01	SELL	371	181.6	296.44	135.35	66,941.81	-9,824.92
2011-08-07	BUY	382	174	292.46	133.52	-66,893.98	0
2011-08-10	SELL	382	184.7	310.44	141.8	70,103.16	3,209.18
2011-08-16	BUY	385	181.1	306.78	140.12	-70,170.41	0
2011-08-21	SELL	385	177.6	300.85	137.49	67,937.66	-2,232.75
2011-08-25	BUY	376	179.7	297.3	136.14	-68,000.63	0
2011-09-06	SELL	376	171.8	284.23	130.5	64,182.07	-3,818.56
2011-09-11	BUY	376	169.5	280.42	129.2	-64,141.62	0
2011-09-20	SELL	376	161.7	267.52	123.75	60,407.93	-3,733.68
2011-09-25	BUY	369	162.7	264.16	122.26	-60,422.72	0
2011-09-28	SELL	369	163	264.65	122.43	59,759.92	-662.8
2011-10-03	BUY	371	159.8	260.86	120.72	-59,667.38	0
2011-10-11	SELL	371	141.3	230.66	106.39	52,085.25	-7,582.13
2011-10-17	BUY	361	143.7	228.25	105.36	-52,209.31	0
2011-10-20	SELL	361	144.5	229.52	106.03	51,828.95	-380.36
2011-10-27	BUY	316	162.8	226.36	104.17	-51,775.33	0
2011-11-01	SELL	316	164.5	228.72	105.12	51,648.16	-127.17
2011-11-13	BUY	322	159.2	225.55	103.63	-51,591.58	0
2011-11-17	SELL	322	162.9	230.8	106.01	52,116.99	525.41
2011-11-24	BUY	312	166.3	228.3	104.59	-52,218.49	0
2011-11-29	SELL	312	160	219.65	100.6	49,599.75	-2,618.73
2011-12-04	BUY	308	160	216.83	99.41	-49,596.24	0
2011-12-08	SELL	308	155.4	210.6	96.62	47,555.99	-2,040.26
2011-12-15	BUY	301	156.7	207.53	95.28	-47,469.52	0
2011-12-20	SELL	301	156.9	207.8	95.54	46,923.56	-545.96
2011-12-26	BUY	290	160.8	205.18	94.67	-46,931.85	0
2011-12-29	SELL	290	163.5	208.63	96.45	47,109.92	178.08
2012-01-08	BUY	260	180.4	206.38	94.81	-47,205.19	0
2012-01-11	SELL	260	176.5	201.92	92.54	45,595.55	-1,609.64
2012-01-16	BUY	272	166.5	199.27	91.26	-45,578.52	0
2012-01-22	SELL	272	163	195.08	89.27	44,051.65	-1,526.88
2012-01-25	BUY	275	158.9	192.27	87.98	-43,977.75	0
2012-01-30	SELL	275	157.5	190.58	87.19	43,034.73	-943.01
2012-02-02	BUY	278	154	188.37	86.23	-43,086.6	0
2012-02-08	SELL	278	147.1	179.93	82.39	40,631.48	-2,455.12
2012-02-15	BUY	262	153.9	177.42	81.22	-40,580.44	0
2012-02-22	SELL	262	148.2	170.84	78.18	38,579.37	-2,001.07
2012-02-28	BUY	246	155.8	168.64	77.16	-38,572.6	0
2012-03-04	SELL	246	156.2	169.07	77.34	38,178.79	-393.8
2012-03-08	BUY	245	154.8	166.87	76.37	-38,169.24	0
2012-03-13	SELL	245	158.6	170.97	78.36	38,607.67	438.43
2012-03-21	BUY	223	172.4	169.16	77.5	-38,691.86	0
2012-03-27	SELL	223	184.3	180.84	82.8	40,835.26	2,143.4
2012-04-01	BUY	207	196	178.52	81.61	-40,832.13	0
2012-04-04	SELL	207	185.5	168.95	77.17	38,152.38	-2,679.75
2012-04-16	BUY	178	212.1	166.12	75.73	-37,995.65	0
2012-04-19	SELL	178	214	167.6	76.39	37,848.01	-147.64
2012-04-26	BUY	171	220.2	165.68	75.49	-37,895.37	0
2012-05-02	SELL	171	219.6	165.23	75.29	37,311.09	-584.28
2012-05-08	BUY	177	209.4	163.08	74.3	-37,301.18	0
2012-05-13	SELL	177	205.2	159.81	72.83	36,087.76	-1,213.42
2012-05-23	BUY	175	205.2	158	72.1	-36,140.11	0
2012-05-28	SELL	175	200.4	154.31	70.51	34,845.18	-1,294.93