Experiment log · GP

Searching for profit that survives costs

1,105,920 unique configurations in this batch; 352 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: 3.6%. This annualized figure describes the historical raw-price simulation.

All settings were tested for 6 fixed rule sets in the declared grid. The maximum is proven only within that finite historical grid. Full and recent-period results were used to select finalists, so those returns are in-sample. No global maximum across all possible strategies has been established. Corporate-action adjustments remain incomplete.

Verified finite search

Does the winner survive small changes?

Grid maximum NAV৳443,253

Nearby profitable settings25/25

Neighbour median NAV৳376,531

One extra session delay৳260,512

Stops and maximum holding periods varied by ±10% and ±20%. 25/25 nearby settings also had positive recent stress returns. Nearby full-history NAV ranged from ৳262,794 to ৳443,253. This is parameter sensitivity on the same historical data, not independent validation.

1× modeled trading costs৳443,253

1.5× modeled trading costs৳408,239

2× modeled trading costs৳377,450

3× modeled trading costs৳322,271

1,105,920 grid accounts and 352 detailed finalist ledgers checked. Reconciliation failures: 0.

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.

The trade count–profit frontier

These 72 grid candidates cannot be beaten on both historical NAV and completed positions by another grid candidate. More positions often reduce profit.

Compare every trade-off and open its fills

Completed positions	Full-history NAV	Recent stress NAV	Inspect
465	৳479	৳19,237	Rules & trades →
459	৳570	৳19,289	Rules & trades →
455	৳608	৳30,525	Rules & trades →
454	৳696	৳29,045	Rules & trades →
452	৳696	৳19,289	Rules & trades →
415	৳713	৳19,289	Rules & trades →
411	৳717	৳19,289	Rules & trades →
405	৳1,133	৳19,289	Rules & trades →
404	৳1,549	৳19,289	Rules & trades →
402	৳1,771	৳19,289	Rules & trades →
372	৳2,015	৳19,289	Rules & trades →
371	৳2,622	৳19,289	Rules & trades →
363	৳2,910	৳19,289	Rules & trades →
343	৳2,924	৳20,089	Rules & trades →
335	৳3,181	৳47,792	Rules & trades →
333	৳4,607	৳37,882	Rules & trades →
329	৳5,476	৳37,882	Rules & trades →
313	৳5,574	৳30,360	Rules & trades →
310	৳6,173	৳43,102	Rules & trades →
303	৳8,989	৳39,010	Rules & trades →
300	৳9,801	৳38,916	Rules & trades →
295	৳12,981	৳32,156	Rules & trades →
292	৳13,676	৳41,873	Rules & trades →
260	৳13,883	৳26,610	Rules & trades →
259	৳15,710	৳26,610	Rules & trades →
257	৳15,781	৳30,307	Rules & trades →
256	৳16,033	৳45,581	Rules & trades →
255	৳19,080	৳30,307	Rules & trades →
208	৳20,877	৳36,159	Rules & trades →
198	৳22,131	৳53,195	Rules & trades →
196	৳25,143	৳33,095	Rules & trades →
187	৳33,566	৳58,245	Rules & trades →
186	৳34,489	৳53,071	Rules & trades →
167	৳35,171	৳40,802	Rules & trades →
165	৳37,440	৳37,845	Rules & trades →
161	৳42,263	৳74,918	Rules & trades →
158	৳44,043	৳78,126	Rules & trades →
157	৳53,519	৳74,918	Rules & trades →
154	৳56,264	৳44,128	Rules & trades →
153	৳62,778	৳49,942	Rules & trades →
147	৳65,022	৳64,084	Rules & trades →
137	৳73,649	৳47,943	Rules & trades →
136	৳78,632	৳50,001	Rules & trades →
135	৳80,826	৳50,473	Rules & trades →
129	৳99,944	৳52,622	Rules & trades →
128	৳100,941	৳52,622	Rules & trades →
119	৳100,995	৳43,038	Rules & trades →
118	৳101,946	৳46,575	Rules & trades →
117	৳110,155	৳49,557	Rules & trades →
103	৳133,375	৳48,996	Rules & trades →
102	৳136,102	৳55,284	Rules & trades →
101	৳138,379	৳53,456	Rules & trades →
98	৳145,520	৳54,043	Rules & trades →
79	৳150,242	৳115,900	Rules & trades →
78	৳159,180	৳120,816	Rules & trades →
77	৳160,935	৳120,816	Rules & trades →
76	৳161,019	৳120,816	Rules & trades →
74	৳181,538	৳116,988	Rules & trades →
73	৳199,142	৳121,853	Rules & trades →
60	৳200,452	৳118,366	Rules & trades →
48	৳211,201	৳128,871	Rules & trades →
44	৳221,072	৳119,591	Rules & trades →
39	৳242,605	৳130,354	Rules & trades →
38	৳272,593	৳130,354	Rules & trades →
37	৳278,807	৳126,439	Rules & trades →
33	৳291,973	৳126,422	Rules & trades →
32	৳298,043	৳122,630	Rules & trades →
25	৳341,394	৳127,207	Rules & trades →
24	৳389,702	৳129,084	Rules & trades →
22	৳402,891	৳133,960	Rules & trades →
17	৳411,464	৳119,509	Rules & trades →
15	৳443,253	৳124,915	Rules & trades →

Inspect finalist

#118 · Kalman milestone + Flow: NVI + Flow: Signed imbalance

Full-history NAV৳181,538

Net return 81.5% · drawdown 30.8% · 74 closed positions

2024 onward NAV৳128,570

Net return 28.6% · drawdown 14.1% · 9 closed positions

2024 stress NAV৳116,988

Net return 17.0% · drawdown 19.5% · 8 closed positions

Variant 0; fixed stop 8.0%; maximum 15 sessions; gate EMA 50; continuous signal; exit any bearish; trailing arms at 0.0%, distance 0.0%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳181,538

Unsettled৳0

Holdings৳0

NAV৳181,538

Realized P&L৳81,538

Unrealized P&L৳0

Fees৳92,776

Friction৳44,474

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳8.73e-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 #118

156 fills, including partial sales. Page 1.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2010-12-23	BUY	376	263.8	436.43	199.91	-99,825.14	0
2010-12-28	SELL	376	251.9	416.74	190.64	94,107.02	-5,718.12
2011-07-04	BUY	577	162.1	411.54	191.14	-94,134.38	0
2011-07-19	SELL	288	195	247.1	113.19	55,799.7	8,814.08
2011-07-26	SELL	289	205.5	261.31	119.33	59,008.85	11,860.09
2011-07-27	BUY	269	206.1	243.94	111.34	-55,796.18	0
2011-08-01	SELL	269	181.6	214.94	98.02	48,537.44	-7,258.73
2011-10-30	BUY	689	155.2	470.5	219.16	-107,622.47	0
2011-11-17	SELL	689	162.9	493.85	229.54	111,514.71	3,892.24
2011-11-23	BUY	677	163.7	487.63	225.63	-111,538.16	0
2011-12-05	SELL	677	157.7	469.76	217.66	106,075.49	-5,462.67
2011-12-29	BUY	644	163.5	463.29	218.58	-105,975.88	0
2012-01-12	SELL	644	174.7	495.03	229.4	111,782.37	5,806.49
2012-03-20	BUY	643	172.8	488.89	227.25	-111,826.53	0
2012-04-02	SELL	321	198.72	280.67	128.67	63,379.78	7,553.47
2012-04-04	SELL	322	185.5	262.82	120.37	59,347.82	3,347.59
2012-04-09	BUY	623	195.9	537	247.48	-122,830.18	0
2012-04-24	SELL	311	225.29	308.28	140.79	69,614.57	8,298.06
2012-04-30	SELL	312	214.7	294.74	134.56	66,557.1	5,043.43
2012-06-10	BUY	661	204.4	594.48	279.25	-135,982.13	0
2012-06-13	SELL	661	203.3	591.28	278.12	133,511.9	-2,470.23
2012-11-01	BUY	762	174.2	584.06	280.27	-133,604.73	0
2012-11-06	SELL	762	168.4	564.61	271.57	127,484.62	-6,120.11
2012-11-19	BUY	736	172.1	557.33	265.93	-127,488.86	0
2012-11-22	SELL	736	169.1	547.61	260.51	123,649.48	-3,839.38
2013-02-06	BUY	711	172.8	540.59	264.41	-123,665.8	0
2013-02-13	SELL	711	166.6	521.19	249.81	117,681.59	-5,984.2
2013-05-15	BUY	756	154.7	514.59	267.92	-117,735.72	0
2013-06-03	SELL	378	178.7	297.21	140.21	67,111.17	8,243.32
2013-06-06	SELL	378	187.8	312.35	146.35	70,529.7	11,661.85
2013-06-09	BUY	377	176.5	292.78	136.26	-66,969.54	0
2013-06-17	SELL	377	177.8	294.93	136.74	66,598.93	-370.61
2013-06-30	BUY	762	178.9	599.82	280.91	-137,202.52	0
2013-07-07	SELL	762	187.4	628.31	293.97	141,876.52	4,674
2013-07-14	BUY	666	211.5	619.78	286.81	-141,765.59	0
2013-07-17	SELL	666	232.5	681.32	313.96	153,849.72	12,084.13
2013-07-18	BUY	1	193.1	0.85	0.39	-194.34	0
2013-07-23	SELL	1	175	0.77	0.35	173.88	-20.46
2013-08-22	BUY	752	203.4	673.01	311.74	-153,941.55	0
2013-09-08	SELL	752	210.9	697.83	322.2	157,576.78	3,635.23
2013-11-05	BUY	804	194.6	688.42	336.84	-157,483.65	0
2013-11-20	SELL	804	215.3	761.65	362.2	171,977.35	14,493.7
2013-11-26	BUY	855	200	752.4	353.24	-172,105.64	0
2013-12-01	SELL	855	200.5	754.28	353.48	170,319.74	-1,785.9
2014-01-09	BUY	811	208.7	744.73	358.84	-170,359.26	0
2014-01-22	SELL	811	208.7	744.73	356.98	168,153.99	-2,205.27
2014-01-27	BUY	782	213.4	734.27	349.14	-167,962.21	0
2014-02-06	SELL	782	210	722.57	340.78	163,156.66	-4,805.55
2014-03-03	BUY	736	220.3	713.42	334.07	-163,188.29	0
2014-03-19	SELL	736	211.3	684.27	319.98	154,512.55	-8,675.74
2014-04-09	BUY	620	247.9	676.27	314.29	-154,688.56	0
2014-04-30	SELL	620	268.9	733.56	337.43	165,647.01	10,958.45
2014-05-07	BUY	595	276.4	723.62	332.76	-165,514.37	0
2014-05-12	SELL	595	270.5	708.17	326.03	159,913.3	-5,601.08
2014-06-05	BUY	556	285.9	699.43	324.46	-159,984.29	0
2014-06-10	SELL	556	286.3	700.4	325.37	158,157.03	-1,827.26
2014-06-16	BUY	514	305.4	690.69	319.7	-157,985.99	0
2014-06-19	SELL	514	300.1	678.71	313.76	153,258.93	-4,727.06
2014-08-04	BUY	490	310.8	670.08	311.16	-153,273.25	0
2014-08-25	SELL	490	326.8	704.58	324.15	159,103.26	5,830.02
2014-09-16	BUY	457	345.7	695.13	321.62	-159,001.65	0
2014-09-25	SELL	228	398.6	399.88	183.46	90,297.47	10,970.6
2014-10-02	SELL	229	380.2	383.09	175.41	86,507.3	6,832.51
2015-01-12	BUY	494	355.9	773.58	373.7	-176,961.88	0
2015-01-15	SELL	494	360	782.5	380.66	176,676.84	-285.04
2015-02-12	BUY	498	352.5	772.4	370.9	-176,688.3	0
2015-02-22	SELL	498	333.1	729.89	348.55	164,805.36	-11,882.94
2015-03-29	BUY	470	348	719.66	340.42	-164,620.08	0
2015-04-02	SELL	470	353	730	341.79	164,838.21	218.13
2015-12-02	BUY	605	271.1	721.67	361.77	-165,098.93	0
2015-12-09	SELL	605	257.6	685.73	337.13	154,825.14	-10,273.79
2016-01-18	BUY	592	259.5	675.95	347.2	-154,647.15	0
2016-01-21	SELL	592	269.8	702.78	350.71	158,668.12	4,020.97
2016-04-24	BUY	635	248.6	694.59	366.4	-158,921.99	0
2016-05-02	SELL	635	245	684.53	350.38	154,540.09	-4,381.9
2016-05-11	BUY	500	252.1	554.62	275	-126,879.62	0
2016-05-16	SELL	500	252	554.4	274.43	125,171.17	-1,708.45
2016-05-24	BUY	591	256.7	667.52	336.7	-152,713.92	0
2016-05-29	SELL	591	255.2	663.62	336.79	149,822.79	-2,891.14
2016-10-25	BUY	522	285	654.59	321.18	-149,745.77	0
2016-10-30	SELL	522	277	636.21	310.51	143,647.28	-6,098.49
2016-11-06	BUY	457	279.9	562.82	272.65	-128,749.77	0
2016-11-09	SELL	457	281.3	565.64	272.45	127,716.01	-1,033.76
2016-11-21	BUY	494	287.1	624.04	299.66	-142,751.1	0
2016-12-01	SELL	494	283.9	617.09	293.38	139,336.13	-3,414.97
2017-07-05	BUY	390	355	609.18	289.18	-139,348.36	0
2017-07-10	SELL	390	340	583.44	273.83	131,742.73	-7,605.64
2017-07-13	BUY	369	354.8	576.05	269.48	-131,766.73	0
2017-08-06	SELL	369	373.2	605.93	280.57	136,824.31	5,057.57
2017-08-13	BUY	356	381.6	597.74	277.32	-136,724.66	0
2017-08-20	SELL	356	391.6	613.4	286.05	138,510.14	1,785.49
2017-09-10	BUY	337	408	604.98	284.68	-138,385.66	0
2017-09-13	SELL	337	415	615.36	288.18	138,951.46	565.8
2017-11-13	BUY	292	472.9	607.58	284.34	-138,978.72	0
2017-11-16	SELL	292	484	621.84	288.93	140,417.23	1,438.51
2017-11-23	BUY	289	483	614.18	284.81	-140,485.99	0
2017-11-28	SELL	289	471	598.92	277.6	135,242.48	-5,243.51
2018-01-23	BUY	271	496	591.43	277.02	-135,284.45	0
2018-02-01	SELL	271	504	600.97	278.68	135,704.35	419.9
2018-04-19	BUY	273	493	592.19	280.67	-135,461.86	0