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 4.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2015-02-23	BUY	50	339.6	74.71	34.14	-17,088.85	0
2015-02-26	SELL	50	337.9	74.34	33.97	16,786.7	-302.15
2015-03-04	BUY	50	332.9	73.24	33.47	-16,751.7	0
2015-03-09	SELL	50	328.1	72.18	32.99	16,299.83	-451.87
2015-03-16	BUY	48	334	70.54	32.23	-16,134.77	0
2015-03-22	SELL	48	337.5	71.28	32.54	16,096.18	-38.59
2015-03-25	BUY	48	338	71.39	32.59	-16,327.98	0
2015-04-02	SELL	48	353	74.55	33.99	16,835.45	507.48
2015-04-08	BUY	47	352	72.79	33.18	-16,649.97	0
2015-04-13	SELL	47	349.9	72.36	32.98	16,339.96	-310.01
2015-04-29	BUY	49	331.8	71.54	32.62	-16,362.36	0
2015-05-05	SELL	49	327	70.5	32.17	15,920.33	-442.03
2015-05-10	BUY	48	329	69.48	31.71	-15,893.2	0
2015-05-13	SELL	48	326	68.85	31.43	15,547.72	-345.48
2015-05-19	BUY	46	333.8	67.56	30.85	-15,453.21	0
2015-05-24	SELL	46	326	65.98	30.12	14,899.9	-553.31
2015-06-11	BUY	46	325	65.78	29.98	-15,045.76	0
2015-06-16	SELL	46	332.6	67.32	30.67	15,201.61	155.85
2015-06-28	BUY	46	326	65.98	30.06	-15,092.05	0
2015-07-02	SELL	46	330.1	66.81	30.45	15,087.33	-4.71
2015-07-07	BUY	46	328.6	66.51	30.32	-15,212.43	0
2015-07-12	SELL	46	340.1	68.84	31.37	15,544.39	331.96
2015-07-22	BUY	46	335.2	67.84	30.92	-15,517.96	0
2015-07-27	SELL	46	338.6	68.53	31.22	15,475.84	-42.12
2015-08-04	BUY	47	329.8	68.2	31.07	-15,599.87	0
2015-08-09	SELL	47	323.9	66.98	30.51	15,125.81	-474.06
2015-08-19	BUY	47	318.9	65.95	30.05	-15,084.3	0
2015-08-24	SELL	47	316.5	65.45	29.84	14,780.21	-304.1
2015-08-27	BUY	45	321.5	63.66	29.04	-14,560.19	0
2015-09-01	SELL	45	316.1	62.59	28.56	14,133.35	-426.84
2015-09-06	BUY	45	314.1	62.19	28.4	-14,225.09	0
2015-09-09	SELL	45	313.2	62.01	28.33	14,003.66	-221.43
2015-09-21	BUY	47	298.2	61.67	28.17	-14,105.24	0
2015-09-29	SELL	47	296	61.21	27.96	13,822.83	-282.41
2015-10-12	BUY	51	267	59.91	27.33	-13,704.24	0
2015-10-15	SELL	51	254.9	57.2	26.09	12,916.61	-787.63
2015-10-20	BUY	51	253.2	56.82	25.91	-12,995.93	0
2015-10-26	SELL	51	253	56.77	25.89	12,820.33	-175.59
2015-10-29	BUY	52	246.5	56.4	25.73	-12,900.13	0
2015-11-04	SELL	52	249	56.97	26	12,865.03	-35.1
2015-11-10	BUY	51	250	56.1	25.62	-12,831.72	0
2015-11-15	SELL	51	250.2	56.14	25.66	12,678.4	-153.32
2015-11-18	BUY	49	254.5	54.87	25.1	-12,550.47	0
2015-11-23	SELL	49	254.8	54.93	25.14	12,405.13	-145.34
2015-11-26	BUY	49	253.1	54.57	24.98	-12,481.45	0
2015-12-02	SELL	49	271.1	58.45	26.79	13,198.66	717.21
2015-12-17	BUY	52	251.2	57.47	26.29	-13,146.17	0
2015-12-22	SELL	52	255	58.34	26.7	13,174.95	28.78
2016-01-03	BUY	52	253.4	57.98	26.59	-13,261.37	0
2016-01-06	SELL	52	252	57.66	26.51	13,019.83	-241.54
2016-01-11	BUY	51	254	57	26.25	-13,037.24	0
2016-01-14	SELL	51	256.6	57.58	26.5	13,002.52	-34.72
2016-01-19	BUY	49	263.3	56.77	26.07	-12,984.54	0
2016-01-24	SELL	49	266	57.35	26.27	12,950.38	-34.16
2016-01-27	BUY	48	268	56.6	25.91	-12,946.51	0
2016-02-01	SELL	48	257	54.28	24.83	12,256.89	-689.63
2016-02-09	BUY	47	258.6	53.48	24.46	-12,232.14	0
2016-02-14	SELL	47	255.5	52.84	24.16	11,931.5	-300.64
2016-02-17	BUY	46	256	51.81	23.72	-11,851.54	0
2016-02-23	SELL	46	259	52.42	24.01	11,837.56	-13.97
2016-02-28	BUY	46	256.2	51.85	23.75	-11,860.8	0
2016-03-02	SELL	46	244.1	49.41	22.59	11,156.6	-704.2
2016-03-07	BUY	45	246	48.71	22.25	-11,140.96	0
2016-03-10	SELL	45	244	48.31	22.08	10,909.61	-231.35
2016-03-21	BUY	45	240.5	47.62	21.77	-10,891.89	0
2016-03-24	SELL	45	235.2	46.57	21.29	10,516.14	-375.75
2016-03-27	BUY	1	235.1	1.03	0.47	-236.6	0
2016-03-30	SELL	1	230.3	1.01	0.46	228.83	-7.78
2016-04-04	BUY	45	233.1	46.15	21.19	-10,556.85	0
2016-04-07	SELL	45	233.2	46.17	21.23	10,426.6	-130.25
2016-04-20	BUY	44	237	45.88	21.12	-10,495	0
2016-04-25	SELL	44	250	48.4	22.24	10,929.36	434.37
2016-05-03	BUY	44	247	47.82	21.94	-10,937.76	0
2016-05-08	SELL	44	247	47.82	21.93	10,798.25	-139.51
2016-05-11	BUY	43	252.1	47.7	21.85	-10,909.85	0
2016-05-16	SELL	43	252	47.68	21.84	10,766.48	-143.36
2016-05-19	BUY	42	254.6	47.05	21.55	-10,761.8	0
2016-05-25	SELL	42	256.6	47.42	21.72	10,708.06	-53.74
2016-05-30	BUY	41	257	46.36	21.25	-10,604.61	0
2016-06-02	SELL	41	256.7	46.31	21.22	10,457.17	-147.44
2016-06-07	BUY	41	255.1	46.02	21.09	-10,526.21	0
2016-06-12	SELL	41	255.2	46.04	21.1	10,396.06	-130.16
2016-06-22	BUY	41	252	45.46	20.86	-10,398.32	0
2016-06-27	SELL	41	250	45.1	20.71	10,184.19	-214.13
2016-06-30	BUY	40	251.7	44.3	20.31	-10,132.61	0
2016-07-14	SELL	40	257	45.23	20.74	10,214.03	81.42
2016-07-18	BUY	39	259	44.44	20.37	-10,165.81	0
2016-07-21	SELL	39	268	45.99	21.04	10,384.97	219.16
2016-07-26	BUY	38	269.1	44.99	20.56	-10,291.35	0
2016-07-31	SELL	38	276.5	46.23	21.08	10,439.69	148.34
2016-08-07	BUY	38	277.4	46.38	21.15	-10,608.73	0
2016-08-10	SELL	38	267.9	44.79	20.42	10,114.99	-493.74
2016-08-17	BUY	37	272	44.28	20.18	-10,128.46	0
2016-08-22	SELL	37	270.5	44.04	20.08	9,944.39	-184.08
2016-08-28	BUY	37	265.1	43.16	19.68	-9,871.54	0
2016-08-31	SELL	37	262	42.65	19.49	9,631.85	-239.68
2016-09-05	BUY	36	268	42.45	19.41	-9,709.86	0
2016-09-08	SELL	36	266.3	42.18	19.3	9,525.31	-184.55
2016-09-21	BUY	36	264	41.82	19.16	-9,564.98	0
2016-09-25	SELL	36	267.1	42.31	19.4	9,553.89	-11.09

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