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 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2019-01-31	BUY	300	414	546.48	254.25	-125,000.73	0
2019-02-12	SELL	300	397	524.04	242.94	118,333.02	-6,667.72
2019-03-25	BUY	293	401.4	517.48	243.1	-118,370.79	0
2019-04-03	SELL	293	407	524.7	245.71	118,480.58	109.79
2019-09-23	BUY	326	361	517.82	245.83	-118,449.65	0
2019-09-26	SELL	326	360	516.38	243.2	116,600.41	-1,849.24
2020-07-19	BUY	476	243	508.94	247.45	-116,424.39	0
2020-08-18	SELL	476	288	603.19	280.51	136,204.3	19,779.91
2020-08-25	BUY	449	301.7	596.04	276.56	-136,335.89	0
2020-09-20	SELL	449	341	673.68	313.76	152,121.56	15,785.66
2020-10-18	BUY	442	342	665.12	319.4	-152,148.52	0
2020-10-22	SELL	442	331.3	644.31	312.32	145,477.97	-6,670.55
2020-12-09	BUY	432	334.1	635.06	308.53	-145,274.78	0
2020-12-21	SELL	432	341.1	648.36	310.34	146,396.49	1,121.71
2021-01-18	BUY	386	377	640.3	300.84	-146,463.13	0
2021-01-21	SELL	386	377	640.3	299.72	144,581.98	-1,881.15
2021-01-31	BUY	378	380	632.02	296.31	-144,568.32	0
2021-02-03	SELL	378	369.7	614.89	289.47	138,842.25	-5,726.08
2021-04-21	BUY	406	340.2	607.73	299.9	-139,028.83	0
2021-05-04	SELL	406	339.5	606.48	308.81	136,921.71	-2,107.12
2021-05-16	BUY	392	346.6	597.82	294.02	-136,759.04	0
2021-05-19	SELL	392	344.1	593.5	289.69	134,004.01	-2,755.03
2021-05-25	BUY	390	341.1	585.33	283.38	-133,897.71	0
2021-06-15	SELL	390	347.4	596.14	287.96	134,601.9	704.2
2021-11-28	BUY	372	360	589.25	302.63	-134,811.88	0
2021-12-01	SELL	372	359	587.61	303.04	132,657.35	-2,154.53
2022-01-13	BUY	369	357.1	579.79	287.76	-132,637.45	0
2022-01-30	SELL	369	352	571.51	283.01	129,033.48	-3,603.96
2022-02-09	BUY	356	359.5	563.12	284.35	-128,829.47	0
2022-02-14	SELL	356	358	560.77	288.56	126,598.67	-2,230.8
2022-04-27	BUY	386	326.4	554.36	280.12	-126,824.88	0
2022-05-08	SELL	327	320.1	460.56	225.06	103,987.08	-3,452.65
2022-05-09	SELL	59	321.1	83.36	38.41	18,823.14	-562.01
2022-08-08	BUY	403	302.9	537.1	257.68	-122,863.48	0
2022-08-17	SELL	403	287	508.91	241.97	114,910.12	-7,953.36
2024-06-27	BUY	483	236.2	501.97	254.98	-114,841.55	0
2024-07-14	SELL	483	246	522.8	257.98	118,037.22	3,195.66
2024-07-24	BUY	472	248.2	515.46	253.25	-117,919.11	0
2024-08-15	SELL	472	381	791.26	366.24	178,674.5	60,755.39
2024-08-20	BUY	503	353	781.26	359.64	-178,699.9	0
2024-08-25	SELL	503	354	783.47	359.92	176,918.61	-1,781.29
2025-12-02	BUY	221	279	271.3	138.58	-62,068.88	0
2025-12-10	SELL	221	274.9	267.31	135.1	60,350.49	-1,718.39
2026-01-21	BUY	658	264.7	766.36	398.03	-175,336.99	0
2026-02-05	SELL	658	263	761.44	379.02	171,913.54	-3,423.45
2026-02-16	BUY	614	278	751.04	370.44	-171,813.48	0
2026-02-19	SELL	614	267	721.33	353.57	162,863.1	-8,950.38
2026-06-09	BUY	658	246	712.22	371.79	-162,952.01	0
2026-06-14	SELL	658	248	718.01	373.48	162,092.51	-859.49
2026-06-17	BUY	642	250.9	708.74	365.96	-162,152.5	0
2026-07-12	SELL	642	256.6	724.84	355.55	163,656.81	1,504.31
2026-07-28	BUY	625	259.8	714.45	354.78	-163,444.23	0
2026-08-06	SELL	625	259	712.25	358.3	160,804.45	-2,639.77