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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.

Full historical period: 2009-11-16 → 2026-10-13 (16.9 years). Selected finalist annualized return: 3.1%. 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.

0% return343.3% net return0 positions465 positions

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

#127 · Support rebound

Full-history NAV৳168,737

Net return 68.7% · drawdown 25.9% · 33 closed positions

2024 onward NAV৳95,462

Net return -4.5% · drawdown 10.2% · 3 closed positions

2024 stress NAV৳88,962

Net return -11.0% · drawdown 13.4% · 3 closed positions

Variant 3; fixed stop 10.0%; maximum 250 sessions; gate EMA 200; fresh signal only; exit any bearish; trailing arms at 18.0%, distance 6.0%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳168,737
Unsettled৳0
Holdings৳0
NAV৳168,737
Realized P&L৳68,737
Unrealized P&L৳0
Fees৳41,786
Friction৳19,784

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.16e-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 #127

73 fills, including partial sales. Page 1.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2012-05-15BUY483205.7437.15200.25-99,990.50
2012-06-26SELL483204.3434.18203.2398,039.49-1,951.01
2012-07-04BUY485200.7428.29199.76-97,967.550
2012-07-12SELL485198.9424.45197.795,844.35-2,123.21
2012-07-17BUY490194.4419.13194.98-95,870.110
2012-07-22SELL490174.96377.21174.8585,178.33-10,691.78
2013-07-24BUY453186.7372.13170.13-85,117.360
2013-07-31SELL453184.2367.15167.8882,907.57-2,209.79
2013-08-12BUY463177.9362.42165.71-82,895.820
2013-08-25SELL231214.7218.2299.8549,277.637,919.24
2013-08-27SELL232206.8211.196.5947,669.916,132.47
2013-09-19BUY494195.1424.07194.39-96,997.860
2013-09-24SELL494190.4413.85189.9193,453.83-3,544.02
2013-12-03BUY453204.8408.21188.77-93,371.380
2014-02-12SELL453207.4413.39191.5493,347.27-24.1
2014-02-24BUY446207.9407.98189.1-93,320.480
2014-04-08SELL223249.48244.79112.3255,276.938,616.69
2014-04-16SELL223255.68250.87114.7356,651.049,990.8
2014-05-29BUY418266.3489.78226.14-112,029.320
2014-08-07SELL209323.9297.86136.4767,260.7711,246.12
2014-08-21SELL209329.38302.89138.4268,398.2712,383.61
2014-10-26BUY357377.7593.29272.59-135,704.780
2014-11-10SELL357348.7547.74252.28123,685.88-12,018.9
2014-11-26BUY392312.9539.69250.62-123,447.110
2014-12-18SELL392347.8599.89281.79135,455.9212,008.81
2015-01-12BUY378355.9591.93281.98-135,404.120
2015-01-26SELL378340565.49269.04127,685.47-7,718.65
2015-02-22BUY381333.1558.41263.65-127,733.160
2015-03-10SELL381328.9551.37260.7124,498.83-3,234.33
2015-03-16BUY371334545.22257.64-124,716.870
2015-04-21SELL371337550.12255.48124,221.4-495.47
2015-04-29BUY372331.8543.09252.8-124,225.490
2015-08-06SELL372324530.32245.05119,752.63-4,472.86
2016-08-22BUY440270.5523.69246.57-119,790.250
2017-03-29SELL220324.6314.21147.1370,950.6611,055.53
2017-04-18SELL220331.73321.11149.2172,509.412,614.28
2017-04-30BUY422337.1625.93298.63-143,180.750
2017-09-07SELL211404.52375.56174.6984,803.4813,213.1
2017-09-18SELL211408.9379.62175.6585,722.6314,132.25
2017-10-10BUY402422746.43352.06-170,742.50
2017-11-14SELL201506.4447.86207.57101,130.9715,759.72
2017-11-16SELL201476.49421.4194.4395,157.859,786.6
2017-12-10BUY407478.3856.54399.45-195,924.090
2018-02-25SELL407484.9868.36407.1196,078.84154.75
2018-03-22BUY409477858.41416.03-196,367.440
2018-03-29SELL409462.2831.78401.16187,806.87-8,560.58
2018-04-24BUY385485821.59392.92-187,939.510
2018-05-06SELL385468792.79375.48179,011.73-8,927.78
2018-05-10BUY387459.4782.27368.84-178,938.90
2018-05-17SELL387453771.37364.18174,175.45-4,763.45
2019-04-04BUY433399760.17360.18-173,887.360
2019-04-09SELL433373710.64333.86160,464.5-13,422.86
2020-10-01BUY485329702.09331.09-160,598.180
2020-10-07SELL485328.8701.66333.49158,432.85-2,165.33
2020-11-25BUY485324.7692.91339.1-158,511.510
2021-01-18SELL242389.64414.89192.793,685.2914,592.95
2021-01-25SELL243367.54392.97181.9588,737.39,318.13
2021-02-02BUY490370.1797.94378.61-182,525.550
2021-02-22SELL490359.7775.51370.17175,107.31-7,418.23
2021-02-25BUY503345.7765.1364.56-175,016.760
2021-04-01SELL503330730.36354.88164,904.77-10,111.99
2021-05-06BUY489335720.79370.49-164,906.270
2021-10-07SELL489372.99802.53382.95181,207.616,301.33
2021-10-17BUY490367.1791.47380.12-181,050.580
2021-10-21SELL490362.1780.69374.98176,273.34-4,777.25
2021-10-28BUY495353.9770.79370.8-176,322.090
2021-12-01SELL495359781.9419.05176,504.05181.96
2024-09-12BUY519337.9771.63354.45-176,496.180
2024-10-24SELL519322.4736.23342.65166,246.72-10,249.47
2024-10-29BUY542305727.36341.92-166,379.290
2025-03-02SELL542327.4780.78367.99176,302.039,922.74
2025-03-23BUY548319.6770.62374.8-176,286.220
2025-04-28SELL548309.7746.75395.32168,573.54-7,712.68