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

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

Full-history NAV৳160,935

Net return 60.9% · drawdown 38.9% · 77 closed positions

2024 onward NAV৳141,385

Net return 41.4% · drawdown 10.0% · 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 15 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৳160,935

Unsettled৳0

Holdings৳0

NAV৳160,935

Realized P&L৳60,935

Unrealized P&L৳0

Fees৳94,903

Friction৳45,436

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 #136

155 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
2013-06-06	SELL	757	187.8	625.52	301.86	141,237.22	23,345.72
2013-06-11	BUY	769	182.5	617.51	293.21	-141,253.22	0
2013-06-17	SELL	769	177.8	601.6	284.6	135,841.99	-5,411.22
2013-06-30	BUY	755	178.9	594.31	278.25	-135,942.06	0
2013-07-07	SELL	755	187.4	622.54	291.19	140,573.27	4,631.21
2013-07-14	BUY	660	211.5	614.2	284.18	-140,488.37	0
2013-07-17	SELL	660	232.5	675.18	311.09	152,463.73	11,975.35
2013-08-22	BUY	745	203.4	666.75	308.78	-152,508.53	0
2013-09-08	SELL	745	210.9	691.33	319.15	156,110.02	3,601.49
2013-10-31	BUY	807	192	681.75	336.8	-155,962.56	0
2013-11-20	SELL	807	215.3	764.49	363.62	172,619	16,656.44
2013-11-26	BUY	858	200	755.04	354.52	-172,709.56	0
2013-12-01	SELL	858	200.5	756.93	354.76	170,917.32	-1,792.24
2014-01-09	BUY	814	208.7	747.48	360.24	-170,989.52	0
2014-01-22	SELL	814	208.7	747.48	358.37	168,775.95	-2,213.57
2014-01-27	BUY	785	213.4	737.08	350.54	-168,606.62	0
2014-02-06	SELL	785	210	725.34	342.13	163,782.53	-4,824.09
2014-03-03	BUY	739	220.3	716.33	335.47	-163,853.5	0
2014-03-19	SELL	739	211.3	687.06	321.32	155,142.32	-8,711.18
2014-04-09	BUY	622	247.9	678.45	315.32	-155,187.58	0
2014-04-30	SELL	622	268.9	735.93	338.54	166,181.34	10,993.76
2014-05-07	BUY	597	276.4	726.05	333.89	-166,070.74	0
2014-05-12	SELL	597	270.5	710.55	327.14	160,450.81	-5,619.93
2014-06-05	BUY	558	285.9	701.94	325.65	-160,559.79	0
2014-06-10	SELL	558	286.3	702.92	326.56	158,725.91	-1,833.88
2014-06-16	BUY	516	305.4	693.38	320.97	-158,600.75	0
2014-06-19	SELL	516	300.1	681.35	315	153,855.25	-4,745.49
2014-08-04	BUY	492	310.8	672.82	312.46	-153,898.88	0
2014-08-25	SELL	492	326.8	707.46	325.49	159,752.65	5,853.77
2014-09-16	BUY	459	345.7	698.18	323.05	-159,697.53	0
2014-09-30	SELL	459	381.9	771.29	356.52	174,164.3	14,466.77
2015-01-12	BUY	486	355.9	761.06	367.3	-174,095.75	0
2015-01-15	SELL	486	360	769.82	374.1	173,816.08	-279.68
2015-02-12	BUY	490	352.5	759.99	364.63	-173,849.62	0
2015-02-22	SELL	490	333.1	718.16	342.69	162,158.15	-11,691.48
2015-03-29	BUY	463	348	708.95	335.15	-162,168.1	0
2015-04-02	SELL	463	353	719.13	336.55	162,383.32	215.22
2015-12-02	BUY	595	271.1	709.74	355.24	-162,369.48	0
2015-12-09	SELL	595	257.6	674.4	331.14	152,266.46	-10,103.02
2016-01-17	BUY	589	257	666.04	344.79	-152,383.83	0
2016-01-21	SELL	589	269.8	699.21	348.77	157,864.21	5,480.38
2016-04-24	BUY	631	248.6	690.21	363.78	-157,920.59	0
2016-05-02	SELL	631	245	680.22	347.92	153,566.86	-4,353.73
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	588	256.7	664.13	334.82	-151,938.56	0
2016-05-29	SELL	588	255.2	660.25	334.9	149,062.44	-2,876.12
2016-10-25	BUY	519	285	650.83	319.2	-148,885.03	0
2016-10-30	SELL	519	277	632.56	308.6	142,821.84	-6,063.19
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	491	287.1	620.25	297.74	-141,884.09	0
2016-12-01	SELL	491	283.9	613.34	291.52	138,490.04	-3,394.05
2017-07-05	BUY	387	355	604.49	286.87	-138,276.36	0
2017-07-10	SELL	387	340	578.95	271.66	130,729.39	-7,546.97
2017-07-13	BUY	366	354.8	571.37	267.23	-130,695.4	0
2017-08-06	SELL	366	373.2	601	278.24	135,711.95	5,016.56
2017-08-13	BUY	354	381.6	594.38	275.73	-135,956.51	0
2017-08-20	SELL	354	391.6	609.96	284.41	137,732.04	1,775.53
2017-09-10	BUY	335	408	601.39	282.93	-137,564.32	0
2017-09-13	SELL	335	415	611.71	286.42	138,126.87	562.55
2017-11-13	BUY	290	472.9	603.42	282.34	-138,026.76	0
2017-11-16	SELL	290	484	617.58	286.91	139,455.51	1,428.75
2017-11-23	BUY	287	483	609.93	282.8	-139,513.73	0
2017-11-28	SELL	287	471	594.78	275.64	134,306.58	-5,207.15
2018-01-23	BUY	269	496	587.07	274.92	-134,285.99	0
2018-02-01	SELL	269	504	596.53	276.58	134,702.89	416.9
2018-04-19	BUY	272	493	590.02	279.6	-134,965.63	0
2018-04-24	SELL	272	485	580.45	273.56	131,065.99	-3,899.63
2018-08-29	BUY	332	391.5	571.9	273.35	-130,823.26	0
2018-09-12	SELL	332	380.2	555.4	264.73	125,406.28	-5,416.98
2018-10-28	BUY	326	383	549.38	261.74	-125,669.11	0
2018-10-31	SELL	326	380.5	545.79	259.8	123,237.41	-2,431.7
2019-01-01	BUY	331	370	538.87	264.12	-123,272.99	0
2019-01-22	SELL	331	384	559.26	264.86	126,279.88	3,006.89