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: -25.7%. 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

#80 · Flow: Range flow

Full-history NAV৳654

Net return -99.3% · drawdown 99.4% · 463 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 15.0%; maximum 30 sessions; gate None; continuous signal; exit all bearish; trailing arms at 2.0%, distance 3.5%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳177

Unsettled৳0

Holdings৳477

NAV৳654

Realized P&L৳-99,337

Unrealized P&L৳-10

Fees৳57,809

Friction৳26,496

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳2.38e-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 #80

927 fills, including partial sales. Page 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2012-03-04	BUY	281	156.2	193.13	88.42	-44,173.74	0
2012-03-07	SELL	281	151.4	187.19	85.71	42,270.5	-1,903.25
2012-03-13	BUY	264	158.6	184.23	84.49	-42,139.12	0
2012-03-18	SELL	264	170.1	197.59	90.67	44,618.14	2,479.02
2012-03-21	BUY	257	172.4	194.95	89.43	-44,591.18	0
2012-03-27	SELL	257	184.3	208.41	95.53	47,061.16	2,469.98
2012-04-01	BUY	239	196	206.11	94.31	-47,144.42	0
2012-04-04	SELL	239	185.5	195.07	89.17	44,050.26	-3,094.16
2012-04-16	BUY	206	212.1	192.25	87.69	-43,972.54	0
2012-04-19	SELL	206	214	193.97	88.44	43,801.59	-170.95
2012-04-26	BUY	198	220.2	191.84	87.44	-43,878.88	0
2012-05-02	SELL	198	219.6	191.32	87.21	43,202.28	-676.61
2012-05-08	BUY	205	209.4	188.88	86.09	-43,201.97	0
2012-05-13	SELL	205	205.2	185.09	84.38	41,796.53	-1,405.44
2012-05-23	BUY	202	205.2	182.38	83.28	-41,716.06	0
2012-05-28	SELL	202	200.4	178.12	81.46	40,221.22	-1,494.84
2012-05-31	BUY	194	206.4	176.18	80.68	-40,298.46	0
2012-06-05	SELL	194	205.9	175.76	80.57	39,688.27	-610.19
2012-06-10	BUY	193	204.4	173.58	79.67	-39,702.45	0
2012-06-13	SELL	193	203.3	172.64	79.27	38,984.99	-717.46
2012-06-18	BUY	195	198.8	170.57	78.34	-39,014.91	0
2012-06-21	SELL	195	197.9	169.8	78.08	38,342.62	-672.29
2012-07-03	BUY	187	203.8	167.69	76.97	-38,355.25	0
2012-07-08	SELL	187	200.7	165.14	75.82	37,289.94	-1,065.31
2012-07-11	BUY	190	194.6	162.69	74.67	-37,211.36	0
2012-07-16	SELL	190	192.1	160.6	73.64	36,264.76	-946.6
2012-07-22	BUY	181	199.4	158.8	72.78	-36,322.99	0
2012-07-25	SELL	181	205.5	163.66	74.97	36,956.87	633.89
2012-07-30	BUY	179	204.8	161.3	73.91	-36,894.41	0
2012-08-05	SELL	179	189.1	148.94	68.16	33,631.81	-3,262.6
2012-08-08	BUY	177	189	147.19	67.34	-33,667.53	0
2012-08-14	SELL	177	189.7	147.74	67.6	33,361.56	-305.97
2012-08-28	BUY	192	172.7	145.9	66.73	-33,371.02	0
2012-09-02	SELL	192	178.4	150.71	68.92	34,033.17	662.15
2012-09-05	BUY	195	173.7	149.03	68.18	-34,088.71	0
2012-09-10	SELL	195	172.9	148.35	67.9	33,499.26	-589.46
2012-09-13	BUY	198	167.5	145.93	66.79	-33,377.71	0
2012-09-18	SELL	198	178.3	155.33	71.1	35,076.97	1,699.26
2012-09-24	BUY	201	173.2	153.18	70.07	-35,036.45	0
2012-09-27	SELL	201	167.8	148.4	67.91	33,511.49	-1,524.96
2012-09-30	BUY	1	166.3	0.73	0.33	-167.36	0
2012-10-03	SELL	1	168.3	0.74	0.34	167.22	-0.14
2012-10-04	BUY	197	168.3	145.88	66.78	-33,367.76	0
2012-10-09	SELL	197	166.4	144.24	66.05	32,570.51	-797.25
2012-10-11	BUY	1	163.6	0.72	0.33	-164.65	0
2012-10-16	SELL	1	162.5	0.72	0.33	161.46	-3.19
2012-10-17	BUY	200	161.9	142.47	65.48	-32,587.95	0
2012-10-22	SELL	200	165	145.2	66.95	32,787.85	199.9
2012-11-01	BUY	188	174.2	144.1	66.4	-32,960.1	0
2012-11-06	SELL	188	168.4	139.3	64.23	31,455.67	-1,504.42
2012-11-12	BUY	187	167.2	137.57	63.51	-31,467.48	0
2012-11-15	SELL	187	177.9	146.38	67.64	33,053.29	1,585.81
2012-11-20	BUY	195	168.2	144.32	66.41	-33,009.73	0
2012-11-26	SELL	195	167	143.29	65.92	32,355.79	-653.93
2012-11-29	BUY	188	170.9	141.37	65.14	-32,335.71	0
2012-12-06	SELL	188	167.6	138.64	63.92	31,306.24	-1,029.47
2012-12-13	BUY	187	166.5	137	63.18	-31,335.67	0
2012-12-19	SELL	187	167.2	137.57	63.85	31,064.98	-270.7
2012-12-24	BUY	180	171.5	135.83	63.07	-31,068.89	0
2012-12-30	SELL	180	175	138.6	64.2	31,297.2	228.31
2013-01-03	BUY	182	171.6	137.42	63.68	-31,432.3	0
2013-01-08	SELL	182	171.4	137.26	63.61	30,993.93	-438.37
2013-01-13	BUY	181	170	135.39	62.76	-30,968.15	0
2013-01-16	SELL	181	169.6	135.07	62.65	30,499.88	-468.26
2013-01-22	BUY	179	169.1	133.18	61.94	-30,464.02	0
2013-01-27	SELL	179	168.4	132.63	61.86	29,949.11	-514.91
2013-02-03	BUY	175	169.5	130.52	60.88	-29,853.9	0
2013-02-06	SELL	175	172.8	133.06	61.61	30,045.33	191.43
2013-02-11	BUY	180	165.9	131.39	60.63	-30,054.02	0
2013-02-14	SELL	180	167.9	132.98	61.25	30,027.77	-26.25
2013-02-26	BUY	198	151.4	131.9	60.67	-30,169.77	0
2013-03-03	SELL	198	141	122.84	56.47	27,738.69	-2,431.08
2013-03-06	BUY	189	145.3	120.83	55.58	-27,638.11	0
2013-03-11	SELL	189	141.3	117.51	54.25	26,533.95	-1,104.17
2013-03-18	BUY	182	144.8	115.96	53.82	-26,523.38	0
2013-03-24	SELL	182	145.3	116.36	54.22	26,274.03	-249.35
2013-03-28	BUY	178	147.1	115.21	53.99	-26,353	0
2013-04-02	SELL	178	148.7	116.46	54.64	26,297.5	-55.5
2013-04-09	BUY	178	146.5	114.74	53.74	-26,245.48	0
2013-04-15	SELL	178	146.7	114.9	53.8	25,943.9	-301.58
2013-04-18	BUY	178	145.1	113.64	53.23	-25,994.67	0
2013-04-23	SELL	178	145.2	113.72	53.31	25,678.57	-316.1
2013-04-29	BUY	177	144.2	112.3	52.76	-25,688.46	0
2013-05-05	SELL	177	146	113.7	53.58	25,674.71	-13.75
2013-05-15	BUY	165	154.7	112.31	52.67	-25,690.48	0
2013-05-20	SELL	165	166.2	120.66	56.37	27,245.97	1,555.49
2013-05-26	BUY	165	163.7	118.85	55.16	-27,184.51	0
2013-05-29	SELL	165	173.9	126.25	58.53	28,508.72	1,324.21
2013-06-03	BUY	158	178.7	124.23	57.36	-28,416.2	0
2013-06-06	SELL	158	187.8	130.56	60.11	29,481.73	1,065.54
2013-06-12	BUY	165	178.1	129.3	59.31	-29,575.11	0
2013-06-17	SELL	165	177.8	129.08	59.19	29,148.73	-426.38
2013-06-30	BUY	162	178.9	127.52	58.34	-29,167.66	0
2013-07-04	SELL	162	188.1	134.08	61.34	30,276.78	1,109.12
2013-07-14	BUY	142	211.5	132.15	60.3	-30,225.44	0
2013-07-17	SELL	142	232.5	145.27	66.22	32,803.51	2,578.07
2013-07-22	BUY	180	180.9	143.27	65.28	-32,770.55	0
2013-07-25	SELL	180	178.4	141.29	64.37	31,906.34	-864.21
2013-08-05	BUY	178	178.9	140.11	63.83	-32,048.15	0
2013-08-14	SELL	178	178.2	139.57	63.6	31,516.44	-531.71

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