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: 2.7%. 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

#149 · MACD

Full-history NAV৳157,033

Net return 57.0% · drawdown 39.9% · 78 closed positions

2024 onward NAV৳134,637

Net return 34.6% · drawdown 19.8% · 9 closed positions

2024 stress NAV৳123,502

Net return 23.5% · drawdown 28.7% · 9 closed positions

Variant 0; fixed stop 4.0%; maximum 30 sessions; gate EMA 50; continuous signal; exit stop/time only; trailing arms at 18.0%, distance 6.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳157,033

Unsettled৳0

Holdings৳0

NAV৳157,033

Realized P&L৳57,033

Unrealized P&L৳0

Fees৳69,805

Friction৳33,031

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 #149

157 fills, including partial sales. Page 1.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2010-12-22	BUY	368	269.9	437.02	200.35	-99,960.58	0
2010-12-27	SELL	368	258.4	418.4	191.44	94,481.36	-5,479.22
2010-12-30	BUY	382	245.8	413.14	188.95	-94,497.69	0
2011-01-05	SELL	382	234.4	393.98	180.13	88,966.69	-5,531
2011-02-02	BUY	387	228.3	388.75	178.17	-88,919.02	0
2011-02-07	SELL	387	209.7	357.08	163.47	80,633.35	-8,285.66
2011-07-04	BUY	494	162.1	352.34	163.14	-80,592.88	0
2011-07-25	SELL	494	205.6	446.89	204.83	100,914.68	20,321.79
2011-08-01	BUY	552	181.6	441.07	201.81	-100,886.08	0
2011-08-07	SELL	552	174	422.61	193.31	95,432.08	-5,454
2011-10-27	BUY	583	162.8	417.61	194.2	-95,524.21	0
2011-11-01	SELL	583	164.5	421.98	195.74	95,285.78	-238.43
2011-11-13	BUY	594	159.2	416.09	192.88	-95,173.76	0
2011-11-16	SELL	594	161.7	422.62	195.91	95,431.28	257.52
2011-11-21	BUY	578	164.3	417.85	193.29	-95,576.53	0
2011-11-27	SELL	578	157.7	401.06	184.75	90,564.79	-5,011.74
2011-11-30	BUY	548	164.2	395.92	182.56	-90,560.08	0
2011-12-05	SELL	548	157.63	380.08	175.47	85,826.78	-4,733.3
2011-12-26	BUY	530	160.8	374.99	175.13	-85,774.12	0
2012-01-25	SELL	530	154.37	359.99	165.67	81,289.38	-4,484.74
2012-03-04	BUY	517	156.2	355.32	163.66	-81,274.38	0
2012-04-03	SELL	517	187.34	426.17	196.16	96,233.49	14,959.11
2012-04-09	BUY	488	195.9	420.64	193.27	-96,213.11	0
2012-05-23	SELL	488	205.2	440.61	202.48	99,494.51	3,281.4
2012-06-10	BUY	484	204.4	435.29	202.7	-99,567.59	0
2012-06-25	SELL	484	196.22	417.88	195.48	94,359.05	-5,208.54
2012-07-02	BUY	458	204.4	411.91	191.69	-94,218.8	0
2012-07-09	SELL	458	196.22	395.43	184.27	89,290.89	-4,927.91
2012-07-23	BUY	436	203.5	390.39	180.88	-89,297.27	0
2012-08-05	SELL	436	189.1	362.77	167.62	81,917.21	-7,380.07
2012-11-01	BUY	468	174.2	358.71	168.63	-82,052.94	0
2012-11-06	SELL	468	168.4	346.77	163.25	78,301.18	-3,751.76
2012-11-19	BUY	452	172.1	342.27	160.33	-78,291.8	0
2012-11-28	SELL	452	165.22	328.58	153.81	74,195.24	-4,096.56
2012-12-03	BUY	438	168.1	323.96	152.16	-74,103.92	0
2013-01-17	SELL	438	170.4	328.39	156.83	74,149.97	46.06
2013-02-05	BUY	421	174.9	323.98	154.89	-74,111.77	0
2013-02-10	SELL	421	167.9	311.03	146.83	70,229.73	-3,882.04
2013-02-11	BUY	1	165.9	0.73	0.33	-166.96	0
2013-02-25	SELL	1	150.6	0.66	0.3	149.64	-17.33
2013-05-15	BUY	451	154.7	306.99	151.65	-70,228.33	0
2013-06-09	SELL	451	176.5	350.25	163.75	79,087.5	8,859.17
2013-06-12	BUY	442	178.1	346.37	161.26	-79,227.83	0
2013-07-14	SELL	442	211.5	411.33	189.21	92,882.47	13,654.64
2013-07-17	BUY	397	232.5	406.13	186.12	-92,894.75	0
2013-07-22	SELL	397	180.9	316	144.37	71,356.93	-21,537.82
2013-08-21	BUY	361	196.1	311.49	142.7	-71,246.29	0
2013-09-23	SELL	361	186.5	296.24	135.51	66,894.76	-4,351.53
2013-10-29	BUY	355	187.2	292.41	137.67	-66,886.07	0
2013-12-10	SELL	355	204.6	319.59	147.28	72,166.13	5,280.06
2014-01-07	BUY	345	207.7	315.29	147.05	-72,118.84	0
2014-01-12	SELL	345	209.9	318.63	148.53	71,948.34	-170.51
2014-01-16	BUY	347	206	314.52	146.45	-71,942.97	0
2014-02-27	SELL	347	214	326.74	150.76	73,780.51	1,837.53
2014-03-04	BUY	343	214.2	323.27	148.83	-73,942.7	0
2014-04-16	SELL	343	255.68	385.87	177.04	87,135.32	13,192.63
2014-04-21	BUY	342	252.7	380.26	174.3	-86,977.96	0
2014-06-04	SELL	342	295.9	445.27	204.97	100,547.56	13,569.59
2014-06-09	BUY	345	289.3	439.16	202.37	-100,450.03	0
2014-07-22	SELL	345	293.5	445.53	206.11	100,605.86	155.84
2014-08-04	BUY	322	310.8	440.34	203	-100,720.94	0
2014-09-16	SELL	322	345.7	489.79	225.44	110,600.18	9,879.24
2014-09-23	BUY	289	380.7	484.1	222.56	-110,728.96	0
2014-11-03	SELL	289	361.6	459.81	210.94	103,831.65	-6,897.3
2014-12-04	BUY	292	352.6	453.02	210.42	-103,622.64	0
2015-01-21	SELL	292	350.4	450.19	212.38	101,654.22	-1,968.42
2015-02-12	BUY	287	352.5	445.14	208.92	-101,821.55	0
2015-02-22	SELL	287	333.1	420.64	196.77	94,982.29	-6,839.27
2015-03-18	BUY	277	340	414.39	193.46	-94,787.85	0
2015-04-23	SELL	277	326.4	397.82	183.61	89,831.38	-4,956.47
2015-06-14	BUY	267	335	393.56	181.47	-90,020.03	0
2015-08-02	SELL	267	330	387.68	178.41	87,543.91	-2,476.12
2015-12-01	BUY	324	267.9	381.92	183.02	-87,364.54	0
2015-12-07	SELL	324	257.18	366.64	174.7	82,786.27	-4,578.27
2016-01-18	BUY	317	259.5	361.95	175.98	-82,799.43	0
2016-03-02	SELL	317	244.1	340.47	161.28	76,877.95	-5,921.48
2016-04-24	BUY	308	248.6	336.9	165.06	-77,070.76	0
2016-06-07	SELL	308	255.1	345.71	167.11	78,057.98	987.22
2016-07-12	BUY	303	255.8	341.03	164.86	-78,013.29	0
2016-08-23	SELL	303	270.2	360.23	167.86	81,342.51	3,329.22
2016-09-26	BUY	301	268.1	355.07	173.16	-81,226.33	0
2016-11-09	SELL	301	281.3	372.55	176	84,122.75	2,896.42
2016-11-21	BUY	291	287.1	367.6	172.65	-84,086.35	0
2017-01-04	SELL	291	286.1	366.32	172.34	82,716.44	-1,369.91
2017-01-09	BUY	284	290	362.38	170.21	-82,892.59	0
2017-02-20	SELL	284	318.8	398.37	185.19	89,955.64	7,063.05
2017-02-26	BUY	283	315.2	392.49	182.79	-89,776.87	0
2017-04-10	SELL	283	342.1	425.98	199.2	96,189.12	6,412.24
2017-04-13	BUY	280	342	421.34	197.04	-96,378.39	0
2017-04-19	SELL	280	328.32	404.49	189	91,336.11	-5,042.28
2017-06-05	BUY	270	336	399.17	192.4	-91,311.56	0
2017-07-20	SELL	270	370	439.56	202.8	99,257.64	7,946.08
2017-07-25	BUY	267	369	433.5	199.91	-99,156.41	0
2017-09-10	SELL	267	408	479.32	223.95	108,232.73	9,076.32
2017-09-13	BUY	259	415	472.93	219.97	-108,177.91	0
2017-10-26	SELL	259	447.9	510.43	237.98	115,257.69	7,079.79
2017-10-31	BUY	259	441.9	503.59	235.14	-115,190.83	0
2017-12-12	SELL	259	473.6	539.71	249.63	121,873.05	6,682.23
2018-01-03	BUY	252	481	533.33	249.02	-121,994.35	0
2018-02-14	SELL	252	508.8	564.16	261.16	127,392.28	5,397.93