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: 2.9%. 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

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

Full-history NAV৳161,019

Net return 61.0% · drawdown 35.9% · 76 closed positions

2024 onward NAV৳139,970

Net return 40.0% · drawdown 10.3% · 9 closed positions

2024 stress NAV৳120,816

Net return 20.8% · drawdown 21.0% · 9 closed positions

Variant 0; fixed stop 8.0%; maximum 20 sessions; gate None; continuous signal; exit any bearish; trailing arms at 18.0%, distance 6.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳161,019

Unsettled৳0

Holdings৳0

NAV৳161,019

Realized P&L৳61,019

Unrealized P&L৳0

Fees৳91,902

Friction৳43,989

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳2.91e-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 #135

153 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
2011-11-17	SELL	733	162.9	525.39	244.55	118,635.77	4,140.1
2011-11-23	BUY	720	163.7	518.6	240.23	-118,622.83	0
2011-12-05	SELL	720	157.7	499.59	231.76	112,812.65	-5,810.18
2011-12-29	BUY	685	163.5	492.79	233.04	-112,723.33	0
2012-01-12	SELL	685	174.7	526.55	244.3	118,898.65	6,175.32
2012-03-20	BUY	684	172.8	520.06	242.08	-118,957.34	0
2012-04-04	SELL	684	185.5	558.28	257.85	126,065.87	7,108.53
2012-04-09	BUY	639	195.9	550.79	253.92	-125,984.81	0
2012-04-30	SELL	639	214.7	603.65	276.85	136,312.8	10,327.99
2012-06-10	BUY	663	204.4	596.28	280.12	-136,393.6	0
2012-06-13	SELL	663	203.3	593.07	278.99	133,915.84	-2,477.76
2012-11-01	BUY	764	174.2	585.59	281.04	-133,955.43	0
2012-11-06	SELL	764	168.4	566.09	272.32	127,819.19	-6,136.25
2012-11-19	BUY	738	172.1	558.84	266.69	-127,835.33	0
2012-11-22	SELL	738	169.1	549.1	261.25	123,985.45	-3,849.88
2013-02-06	BUY	712	172.8	541.35	264.81	-123,839.75	0
2013-02-13	SELL	712	166.6	521.92	250.18	117,847.09	-5,992.66
2013-05-15	BUY	757	154.7	515.27	268.32	-117,891.5	0
2013-06-09	SELL	757	176.5	587.89	280.03	132,742.58	14,851.09
2013-06-12	BUY	741	178.1	580.68	274.69	-132,827.46	0
2013-06-17	SELL	741	177.8	579.7	273.85	130,896.25	-1,931.21
2013-06-30	BUY	727	178.9	572.27	267.64	-130,900.21	0
2013-07-07	SELL	727	187.4	599.46	280.1	135,360.25	4,460.04
2013-07-14	BUY	636	211.5	591.86	273.67	-135,379.53	0
2013-07-17	SELL	636	232.5	650.63	299.64	146,919.74	11,540.21
2013-08-22	BUY	717	203.4	641.69	296.97	-146,776.46	0
2013-09-08	SELL	717	210.9	665.35	306.98	150,242.97	3,466.52
2013-10-31	BUY	778	192	657.25	323.77	-150,357.02	0
2013-11-20	SELL	778	215.3	737.01	349.99	166,416.4	16,059.37
2013-11-26	BUY	826	200	726.88	340.89	-166,267.77	0
2013-12-01	SELL	826	200.5	728.7	341.14	164,543.16	-1,724.61
2014-01-09	BUY	784	208.7	719.93	346.24	-164,686.97	0
2014-01-22	SELL	784	208.7	719.93	344.5	162,556.36	-2,130.6
2014-01-27	BUY	757	213.4	710.79	337.5	-162,592.1	0
2014-02-06	SELL	757	210	699.47	329.5	157,941.03	-4,651.06
2014-03-03	BUY	712	220.3	690.16	322.87	-157,866.62	0
2014-03-19	SELL	712	211.3	661.96	309.26	149,474.38	-8,392.25
2014-04-09	BUY	599	247.9	653.37	303.42	-149,448.88	0
2014-04-30	SELL	599	268.9	708.71	325.87	160,036.51	10,587.63
2014-05-07	BUY	575	276.4	699.29	321.45	-159,950.74	0
2014-05-12	SELL	575	270.5	684.37	314.94	154,538.19	-5,412.55
2014-06-05	BUY	537	285.9	675.52	313.16	-154,516.98	0
2014-06-10	SELL	537	286.3	676.47	314.02	152,752.61	-1,764.37
2014-06-16	BUY	497	305.4	667.85	308.94	-152,760.59	0
2014-06-19	SELL	497	300.1	656.26	303.21	148,190.23	-4,570.36
2014-08-04	BUY	474	310.8	648.2	300.8	-148,268.2	0
2014-08-25	SELL	474	326.8	681.57	313.45	153,908.18	5,639.98
2014-09-16	BUY	442	345.7	672.32	310.88	-153,782.6	0
2014-09-30	SELL	442	381.9	742.72	343.1	167,713.98	13,931.38
2015-01-12	BUY	468	355.9	732.87	352.93	-167,647	0
2015-01-15	SELL	468	360	741.31	359.38	167,379.31	-267.69
2015-02-12	BUY	472	352.5	732.07	350.56	-167,462.63	0
2015-02-22	SELL	472	333.1	691.78	329.53	156,201.89	-11,260.74
2015-03-29	BUY	446	348	682.92	322.39	-156,213.31	0
2015-04-02	SELL	446	353	692.73	323.85	156,421.42	208.11
2015-12-02	BUY	574	271.1	684.69	341.59	-156,637.68	0
2015-12-09	SELL	574	257.6	650.59	318.62	146,893.19	-9,744.49
2016-01-17	BUY	567	257	641.16	330.4	-146,690.57	0
2016-01-21	SELL	567	269.8	673.1	334.63	151,968.87	5,278.3
2016-04-24	BUY	608	248.6	665.05	348.76	-152,162.62	0
2016-05-02	SELL	608	245	655.42	333.88	147,970.7	-4,191.92
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	566	256.7	639.29	321.11	-146,252.6	0
2016-05-29	SELL	566	255.2	635.55	321.12	143,486.53	-2,766.07
2016-10-25	BUY	500	285	627	306.69	-143,433.69	0
2016-10-30	SELL	500	277	609.4	296.56	137,594.04	-5,839.65
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	472	287.1	596.25	285.63	-136,393.08	0
2016-12-01	SELL	472	283.9	589.6	279.77	133,131.43	-3,261.65
2017-07-05	BUY	373	355	582.63	276.07	-133,273.69	0
2017-07-10	SELL	373	340	558.01	261.54	126,000.46	-7,273.24
2017-07-13	BUY	353	354.8	551.08	257.48	-126,052.95	0
2017-08-10	SELL	353	376.2	584.31	271.02	131,943.26	5,890.31
2017-08-17	BUY	338	388	577.03	268.72	-131,989.75	0
2017-09-04	SELL	338	392	582.98	273.48	131,639.53	-350.22
2017-09-10	BUY	320	408	574.46	269.85	-131,404.32	0
2017-09-13	SELL	320	415	584.32	273.24	131,942.44	538.13
2017-11-13	BUY	277	472.9	576.37	269.34	-131,839.01	0
2017-11-16	SELL	277	484	589.9	273.78	133,204.32	1,365.31
2017-11-23	BUY	274	483	582.3	269.75	-133,194.05	0
2017-11-28	SELL	274	471	567.84	262.92	128,223.24	-4,970.81
2018-01-23	BUY	257	496	560.88	262.31	-128,295.19	0
2018-02-01	SELL	257	504	569.92	264.01	128,694.07	398.88
2018-04-19	BUY	259	493	561.82	265.72	-128,514.54	0
2018-04-24	SELL	259	485	552.71	260.04	124,802.25	-3,712.29
2018-08-29	BUY	317	391.5	546.06	260.43	-124,911.99	0
2018-09-12	SELL	317	380.2	530.3	252.24	119,740.86	-5,171.13
2018-10-28	BUY	311	383	524.1	249.17	-119,886.26	0
2018-10-31	SELL	311	380.5	520.68	247.33	117,567.5	-2,318.77
2019-01-01	BUY	316	370	514.45	251.32	-117,685.77	0
2019-01-28	SELL	316	398	553.38	260.05	124,954.57	7,268.8