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: 2.8%. 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

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

Full-history NAV৳159,180

Net return 59.2% · drawdown 39.6% · 78 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 6.0%; 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৳159,180

Unsettled৳0

Holdings৳0

NAV৳159,180

Realized P&L৳59,180

Unrealized P&L৳0

Fees৳94,332

Friction৳45,146

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 #145

157 fills, including partial sales. Page 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2019-01-01	BUY	327	370	532.36	260.7	-121,783.06	0
2019-01-22	SELL	327	384	552.5	261.54	124,753.97	2,970.91
2019-01-27	BUY	312	397	545	256.39	-124,665.39	0
2019-01-30	SELL	312	414.4	568.89	265.47	128,458.44	3,793.05
2019-02-04	BUY	322	396	561.05	260.31	-128,333.37	0
2019-02-12	SELL	322	397	562.47	261.13	127,010.4	-1,322.97
2019-03-25	BUY	315	401.4	556.34	261.99	-127,259.33	0
2019-04-03	SELL	315	407	564.1	264.75	127,376.15	116.82
2019-09-23	BUY	350	361	555.94	264.76	-127,170.7	0
2019-09-26	SELL	350	360	554.4	261.78	125,183.82	-1,986.88
2020-07-19	BUY	513	243	548.5	268.03	-125,475.53	0
2020-08-10	SELL	513	271.5	612.83	286.13	138,380.54	12,905.01
2020-08-16	BUY	467	294	604.11	281.33	-138,183.44	0
2020-09-07	SELL	467	320.6	658.77	305.5	148,755.93	10,572.49
2020-10-18	BUY	432	342	650.07	311.79	-148,705.87	0
2020-10-22	SELL	432	331.3	629.74	304.82	142,187.04	-6,518.83
2020-12-09	BUY	423	334.1	621.83	301.69	-142,247.82	0
2020-12-21	SELL	423	341.1	634.86	303.56	143,346.89	1,099.06
2021-01-18	BUY	378	377	627.03	294.4	-143,427.43	0
2021-01-21	SELL	378	377	627.03	293.34	141,585.64	-1,841.79
2021-01-31	BUY	370	380	618.64	289.85	-141,508.49	0
2021-02-03	SELL	370	369.7	601.87	283.14	135,903.99	-5,604.5
2021-04-21	BUY	397	340.2	594.26	292.74	-135,946.4	0
2021-05-04	SELL	397	339.5	593.04	301.24	133,887.22	-2,059.18
2021-05-16	BUY	384	346.6	585.62	287.58	-133,967.59	0
2021-05-19	SELL	384	344.1	581.39	283.38	131,269.63	-2,697.96
2021-05-25	BUY	382	341.1	573.32	277.22	-131,150.74	0
2021-06-15	SELL	382	347.4	583.91	281.71	131,841.18	690.44
2021-11-28	BUY	364	360	576.58	295.39	-131,911.97	0
2021-12-01	SELL	364	359	574.97	295.77	129,805.26	-2,106.71
2022-01-13	BUY	361	357.1	567.22	281.01	-129,761.32	0
2022-01-30	SELL	361	352	559.12	276.38	126,236.5	-3,524.82
2022-02-09	BUY	349	359.5	552.05	278.21	-126,295.76	0
2022-02-14	SELL	349	358	549.74	282.24	124,110.02	-2,185.74
2022-04-27	BUY	378	326.4	542.87	273.75	-124,195.82	0
2022-05-08	SELL	327	320.1	460.56	225.06	103,987.08	-3,452.15
2022-05-09	SELL	51	321.1	72.05	33.14	16,270.91	-485.67
2022-08-08	BUY	394	302.9	525.11	251.63	-120,119.34	0
2022-08-17	SELL	394	287	497.54	236.34	112,344.12	-7,775.22
2024-06-27	BUY	473	236.2	491.58	249.16	-112,463.34	0
2024-07-14	SELL	473	246	511.98	252.23	115,593.79	3,130.46
2024-07-24	BUY	462	248.2	504.54	247.49	-115,420.43	0
2024-08-15	SELL	462	381	774.5	358.34	174,889.16	59,468.73
2024-08-20	BUY	492	353	764.17	351.67	-174,791.85	0
2024-08-25	SELL	492	354	766.34	351.97	173,049.69	-1,742.15
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	644	264.7	750.05	388.53	-171,605.38	0
2026-02-05	SELL	644	263	745.24	370.28	168,256.49	-3,348.89
2026-02-16	BUY	601	278	735.14	361.99	-168,175.13	0
2026-02-19	SELL	601	267	706.05	345.55	159,415.39	-8,759.74
2026-06-09	BUY	644	246	697.07	362.88	-159,483.94	0
2026-06-14	SELL	644	248	702.73	364.55	158,644.72	-839.23
2026-06-17	BUY	628	250.9	693.29	357.04	-158,615.53	0
2026-07-09	SELL	628	259.2	716.22	351.7	161,709.67	3,094.14
2026-07-28	BUY	618	259.8	706.45	350.47	-161,613.32	0
2026-08-06	SELL	618	259	704.27	353.9	159,003.83	-2,609.49