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: 3.0%. 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

#130 · Kalman milestone + Flow: NVI

Full-history NAV৳163,493

Net return 63.5% · drawdown 45.7% · 58 closed positions

2024 onward NAV৳146,073

Net return 46.1% · drawdown 8.4% · 6 closed positions

2024 stress NAV৳130,096

Net return 30.1% · drawdown 17.8% · 6 closed positions

Variant 0; fixed stop 8.0%; maximum 45 sessions; gate EMA 50; continuous signal; exit any bearish; trailing arms at 18.0%, distance 6.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳163,493

Unsettled৳0

Holdings৳0

NAV৳163,493

Realized P&L৳63,493

Unrealized P&L৳0

Fees৳64,498

Friction৳30,664

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 #130

117 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
2011-07-25	SELL	577	205.6	521.98	239.58	117,869.64	23,735.26
2011-08-01	BUY	645	181.6	515.38	236.07	-117,883.45	0
2011-08-04	SELL	645	178.5	506.58	232.03	114,393.89	-3,489.56
2011-10-30	BUY	733	155.2	500.55	233.52	-114,495.67	0
2011-12-05	SELL	733	157.7	508.61	236.03	114,849.45	353.78
2011-12-27	BUY	701	162.6	501.52	236.79	-114,720.91	0
2012-01-12	SELL	701	174.7	538.84	250.12	121,675.73	6,954.82
2012-03-20	BUY	700	172.8	532.22	247.88	-121,740.1	0
2012-04-29	SELL	700	213.2	656.66	301.4	148,281.94	26,541.84
2012-06-10	BUY	721	204.4	648.44	305.49	-148,326.33	0
2012-06-13	SELL	721	203.3	644.95	304.29	145,630.06	-2,696.28
2012-11-01	BUY	830	174.2	636.18	306.72	-145,528.9	0
2012-11-06	SELL	830	168.4	615	297.25	138,859.75	-6,669.14
2012-11-19	BUY	802	172.1	607.31	291.01	-138,922.52	0
2012-11-22	SELL	802	169.1	596.72	285	134,736.48	-4,186.04
2013-02-06	BUY	775	172.8	589.25	290.04	-134,799.29	0
2013-02-13	SELL	775	166.6	568.11	273.57	128,273.33	-6,525.96
2013-05-15	BUY	823	154.7	560.2	294.95	-128,173.25	0
2013-06-09	SELL	823	176.5	639.14	305.66	144,314.7	16,141.45
2013-06-12	BUY	805	178.1	630.83	299.42	-144,300.75	0
2013-07-14	SELL	805	211.5	749.13	347.95	169,160.42	24,859.67
2013-07-17	BUY	723	232.5	739.63	341.23	-169,178.36	0
2013-07-22	SELL	723	180.9	575.48	264.03	129,951.19	-39,227.17
2013-08-22	BUY	635	203.4	568.3	262.47	-129,989.77	0
2013-09-19	SELL	635	195.1	545.11	250.47	123,092.92	-6,896.85
2013-11-05	BUY	628	194.6	537.72	259.01	-123,005.53	0
2013-12-23	SELL	628	200.9	555.13	261.45	125,348.63	2,343.1
2014-01-09	BUY	597	208.7	548.21	260.2	-125,402.32	0
2014-02-09	SELL	597	207.9	546.11	255.2	123,314.99	-2,087.32
2014-03-03	BUY	556	220.3	538.94	250.56	-123,276.3	0
2014-03-25	SELL	556	212	518.64	241.17	117,112.2	-6,164.1
2014-04-02	BUY	529	220	512.07	239.35	-117,131.42	0
2014-04-16	SELL	529	255.68	595.12	274.43	134,385.17	17,253.75
2014-04-27	BUY	502	265.8	587.1	269.59	-134,288.29	0
2014-05-14	SELL	502	267	589.75	271.09	133,173.16	-1,115.13
2014-06-05	BUY	463	285.9	582.44	269.28	-133,223.42	0
2014-06-10	SELL	463	286.3	583.25	269.97	131,703.68	-1,519.74
2014-06-16	BUY	429	305.4	576.47	266.04	-131,859.11	0
2014-07-20	SELL	429	279.3	527.21	244.44	119,048.05	-12,811.06
2014-08-04	BUY	380	310.8	519.66	240.17	-118,863.82	0
2014-09-30	SELL	380	381.9	638.54	294.31	144,189.15	25,325.33
2014-10-14	BUY	385	372.6	631.18	290.13	-144,372.32	0
2014-11-06	SELL	385	353.3	598.49	275.73	135,146.28	-9,226.04
2015-01-12	BUY	377	355.9	590.37	281.2	-135,045.87	0
2015-01-18	SELL	377	357.4	592.86	283.72	133,863.23	-1,182.64
2015-02-12	BUY	377	352.5	584.73	277.14	-133,754.37	0
2015-02-23	SELL	377	339.6	563.33	266.02	127,199.85	-6,554.52
2015-03-29	BUY	363	348	555.83	260.58	-127,140.41	0
2015-04-02	SELL	363	353	563.81	262.22	127,312.96	172.56
2015-12-02	BUY	467	271.1	557.06	273.31	-127,434.06	0
2015-12-09	SELL	467	257.6	529.32	255.75	119,514.13	-7,919.93
2016-01-18	BUY	458	259.5	522.94	261.62	-119,635.56	0
2016-01-21	SELL	458	269.8	543.7	265.85	122,758.85	3,123.29
2016-04-24	BUY	490	248.6	535.98	273.81	-122,623.79	0
2016-05-02	SELL	490	245	528.22	263.46	119,258.32	-3,365.46
2016-05-11	BUY	470	252.1	521.34	257.21	-119,265.55	0
2016-05-16	SELL	470	252	521.14	256.7	117,662.17	-1,603.38
2016-05-24	BUY	456	256.7	515.04	253.92	-117,824.17	0
2016-05-29	SELL	456	255.2	512.03	253.66	115,605.5	-2,218.66
2016-10-25	BUY	403	285	505.36	243.8	-115,604.16	0
2016-10-30	SELL	403	277	491.18	235.97	110,903.86	-4,700.31
2016-11-06	BUY	393	279.9	484	232.44	-110,717.14	0
2016-11-10	SELL	393	279.1	482.62	230.35	108,973.33	-1,743.81
2016-11-21	BUY	377	287.1	476.24	225.79	-108,938.74	0
2016-12-12	SELL	377	284	471.1	221.48	106,375.42	-2,563.31
2017-07-05	BUY	298	355	465.48	218.75	-106,474.23	0
2017-07-10	SELL	298	340	445.81	207.68	100,666.51	-5,807.72
2017-07-13	BUY	282	354.8	440.24	204.57	-100,698.4	0
2017-09-17	SELL	282	418	518.65	241.46	117,115.89	16,417.49
2017-11-13	BUY	246	472.9	511.87	238.46	-117,083.73	0
2017-11-16	SELL	246	484	523.88	242.58	118,297.54	1,213.81
2017-11-23	BUY	243	483	516.42	238.72	-118,124.14	0
2017-11-28	SELL	243	471	503.59	232.69	113,716.71	-4,407.43
2018-01-18	BUY	234	482.5	496.78	231.88	-113,633.67	0
2018-02-01	SELL	234	504	518.92	239.98	117,177.1	3,543.44
2018-02-13	BUY	230	507.9	513.99	237.6	-117,568.59	0
2018-02-25	SELL	230	484.9	490.72	227.01	110,809.27	-6,759.32
2018-04-19	BUY	223	493	483.73	227.55	-110,650.28	0
2018-04-26	SELL	223	476.9	467.93	218.44	105,662.33	-4,987.95
2018-10-28	BUY	274	383	461.74	218.38	-105,622.12	0
2018-10-31	SELL	274	380.5	458.73	216.79	103,581.48	-2,040.64
2019-01-01	BUY	278	370	452.58	219.25	-103,531.84	0
2019-02-19	SELL	278	376	459.92	212.32	103,855.75	323.92
2019-03-25	BUY	257	401.4	453.9	212.38	-103,826.09	0
2019-04-03	SELL	257	407	460.24	214.75	103,924.02	97.93
2019-09-23	BUY	286	361	454.28	214.54	-103,914.83	0
2019-09-26	SELL	286	360	453.02	212.45	102,294.53	-1,620.3
2020-07-21	BUY	414	245.9	447.93	213.92	-102,464.45	0
2020-08-18	SELL	414	280.12	510.27	236.47	115,222.94	12,758.49
2020-08-25	BUY	379	301.7	503.11	232.7	-115,080.11	0
2020-10-22	SELL	379	331.3	552.48	265.43	124,744.8	9,664.68
2020-12-09	BUY	371	334.1	545.38	262.55	-124,759.04	0
2020-12-21	SELL	371	341.1	556.81	264.63	125,726.66	967.62
2021-01-14	BUY	338	370	550.26	257.34	-125,867.6	0
2021-02-08	SELL	338	376.8	560.38	262.88	126,535.14	667.54
2021-05-12	BUY	363	346.2	552.95	271.02	-126,494.58	0
2021-06-15	SELL	363	347.4	554.87	266.93	125,284.4	-1,210.17