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: 3.2%. 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

#125 · Kalman milestone + Flow: NVI

Full-history NAV৳170,662

Net return 70.7% · drawdown 31.7% · 53 closed positions

2024 onward NAV৳131,737

Net return 31.7% · drawdown 13.3% · 5 closed positions

2024 stress NAV৳122,642

Net return 22.6% · drawdown 18.5% · 5 closed positions

Variant 0; fixed stop 10.0%; maximum 45 sessions; gate EMA 50; continuous signal; exit any bearish; trailing arms at 0.0%, distance 0.0%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳170,662

Unsettled৳0

Holdings৳0

NAV৳170,662

Realized P&L৳70,662

Unrealized P&L৳0

Fees৳62,463

Friction৳29,909

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳5.82e-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 #125

115 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
2011-08-02	SELL	289	176.7	224.69	102.48	50,739.13	3,590.36
2011-10-30	BUY	683	155.2	466.41	217.21	-106,685.22	0
2011-12-05	SELL	683	157.7	473.92	219.62	107,015.56	330.34
2011-12-27	BUY	653	162.6	467.18	220.01	-106,865	0
2012-01-12	SELL	653	174.7	501.95	232.67	113,344.49	6,479.49
2012-03-20	BUY	652	172.8	495.73	230.5	-113,391.83	0
2012-04-11	SELL	326	208.7	299.36	136.94	67,599.9	10,903.98
2012-05-16	SELL	326	205.8	295.2	134.93	66,660.67	9,964.75
2012-06-10	BUY	653	204.4	587.28	275.76	-134,336.25	0
2012-06-13	SELL	653	203.3	584.12	274.64	131,896.13	-2,440.11
2012-11-01	BUY	752	174.2	576.39	276.4	-131,851.19	0
2012-11-06	SELL	752	168.4	557.2	267.81	125,811.79	-6,039.4
2012-11-19	BUY	726	172.1	549.76	262.15	-125,756.51	0
2012-11-22	SELL	726	169.1	540.17	256.81	121,969.62	-3,786.89
2013-02-06	BUY	701	172.8	532.98	260.43	-121,926.21	0
2013-02-13	SELL	701	166.6	513.86	246.12	116,026.62	-5,899.6
2013-05-15	BUY	746	154.7	507.79	263.93	-116,177.92	0
2013-06-05	SELL	373	185.64	304.67	143.18	68,795.87	10,706.9
2013-07-22	SELL	373	180.9	296.89	135.6	67,043.2	8,954.24
2013-08-22	BUY	663	203.4	593.36	274.24	-135,721.79	0
2013-09-19	SELL	663	195.1	569.15	261.64	128,520.52	-7,201.28
2013-11-05	BUY	656	194.6	561.69	271.24	-128,490.53	0
2013-12-23	SELL	656	200.9	579.88	273.53	130,937	2,446.46
2014-01-09	BUY	624	208.7	573.01	272.49	-131,074.3	0
2014-02-09	SELL	624	207.9	570.81	267.07	128,891.72	-2,182.57
2014-03-03	BUY	581	220.3	563.17	262.09	-128,819.56	0
2014-03-25	SELL	581	212	541.96	252.27	122,377.78	-6,441.78
2014-04-02	BUY	553	220	535.3	250.52	-122,445.82	0
2014-04-15	SELL	276	269.2	326.92	149.9	73,822.38	12,710.18
2014-05-14	SELL	277	267	325.42	148.84	73,484.74	12,151.12
2014-06-05	BUY	512	285.9	644.08	298.31	-147,323.18	0
2014-06-10	SELL	512	286.3	644.98	299.11	145,641.51	-1,681.67
2014-06-16	BUY	473	305.4	635.6	293.78	-145,383.57	0
2014-07-21	SELL	473	289.4	602.3	280.29	136,003.61	-9,379.97
2014-08-04	BUY	435	310.8	594.87	275.58	-136,068.45	0
2014-09-21	SELL	217	377.9	360.82	165.5	81,477.98	13,600.15
2014-10-14	SELL	218	372.6	357.4	163.49	80,705.91	12,515.29
2014-10-15	BUY	214	379.1	356.96	163.25	-81,647.61	0
2014-11-06	SELL	214	353.3	332.67	152.35	75,121.18	-6,526.43
2015-01-12	BUY	435	355.9	681.19	326.75	-155,824.44	0
2015-01-18	SELL	435	357.4	684.06	329.89	154,455.04	-1,369.39
2015-02-12	BUY	435	352.5	674.69	321.79	-154,333.98	0
2015-02-23	SELL	435	339.6	649.99	308.71	146,767.29	-7,566.69
2015-03-29	BUY	419	348	641.57	302.19	-146,755.77	0
2015-04-02	SELL	419	353	650.79	303.74	146,952.47	196.71
2015-12-02	BUY	539	271.1	642.94	319.02	-147,084.86	0
2015-12-09	SELL	539	257.6	610.92	297.88	137,937.6	-9,147.27
2016-01-18	BUY	528	259.5	602.87	305.81	-137,924.68	0
2016-01-21	SELL	528	269.8	626.8	309.78	141,517.82	3,593.14
2016-04-24	BUY	565	248.6	618.02	321.04	-141,398.06	0
2016-05-02	SELL	565	245	609.07	307.9	137,508.03	-3,890.04
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	526	256.7	594.11	296.41	-135,914.72	0
2016-05-29	SELL	526	255.2	590.63	296.31	133,348.26	-2,566.46
2016-10-25	BUY	465	285	583.11	283.81	-133,391.92	0
2016-10-30	SELL	465	277	566.74	274.53	127,963.73	-5,428.19
2016-11-06	BUY	454	279.9	559.13	270.75	-127,904.47	0
2016-11-10	SELL	454	279.1	557.53	268.07	125,885.8	-2,018.67
2016-11-21	BUY	435	287.1	549.51	262.19	-125,700.2	0
2016-12-12	SELL	435	284	543.58	256.85	122,739.57	-2,960.63
2017-07-05	BUY	344	355	537.33	253.8	-122,911.13	0
2017-07-10	SELL	344	340	514.62	240.64	116,204.74	-6,706.38
2017-07-13	BUY	325	354.8	507.36	236.55	-116,053.91	0
2017-09-10	SELL	162	425.76	303.48	140.38	68,529.25	10,680.84
2017-09-17	SELL	163	418	299.79	138.17	67,696.04	9,490.54
2017-11-13	BUY	286	472.9	595.1	278.33	-136,122.83	0
2017-11-16	SELL	286	484	609.07	282.86	137,532.07	1,409.24
2017-11-23	BUY	283	483	601.43	278.78	-137,569.21	0
2017-11-28	SELL	283	471	586.49	271.72	132,434.79	-5,134.42
2018-01-18	BUY	273	482.5	579.58	271.71	-132,573.79	0
2018-02-01	SELL	273	504	605.4	280.77	136,705.82	4,132.03
2018-02-13	BUY	267	507.9	596.68	276.56	-136,482.54	0
2018-02-25	SELL	267	484.9	569.66	264.27	128,634.37	-7,848.17
2018-04-19	BUY	260	493	563.99	266.79	-129,010.78	0
2018-04-26	SELL	260	476.9	545.57	255.79	123,192.63	-5,818.14
2018-10-28	BUY	319	383	537.58	255.86	-122,970.44	0
2018-10-31	SELL	319	380.5	534.07	253.97	120,591.46	-2,378.98
2019-01-01	BUY	324	370	527.47	258.14	-120,665.61	0
2019-02-19	SELL	324	376	536.03	248.09	121,039.89	374.28
2019-03-25	BUY	300	401.4	529.85	249.1	-121,198.95	0
2019-04-03	SELL	300	407	537.24	251.76	121,311	112.05
2019-09-23	BUY	333	361	528.94	251.34	-120,993.28	0
2019-09-26	SELL	333	360	527.47	248.61	119,103.92	-1,889.36
2020-07-21	BUY	482	245.9	521.5	251.03	-119,296.33	0
2020-08-13	SELL	241	295.08	312.9	144.11	70,657.27	11,009.11
2020-09-27	SELL	241	336	356.29	164.35	80,455.35	20,807.19
2020-10-18	BUY	439	342	660.61	317.11	-151,115.72	0
2020-10-22	SELL	439	331.3	639.94	310.07	144,490.69	-6,625.03
2020-12-09	BUY	430	334.1	632.12	307.01	-144,602.12	0
2020-12-21	SELL	430	341.1	645.36	308.83	145,718.8	1,116.68
2021-01-14	BUY	391	370	636.55	299	-145,605.55	0
2021-02-08	SELL	391	376.8	648.25	305.59	146,374.97	769.42
2021-05-12	BUY	420	346.2	639.78	317.16	-146,360.94	0
2021-06-15	SELL	420	347.4	642	311.52	144,954.49	-1,406.45
2022-01-13	BUY	403	357.1	633.21	316.71	-144,861.22	0