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 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2018-04-11	BUY	262	483.2	557.03	263.53	-127,418.96	0
2018-05-03	SELL	262	463.87	534.75	249.92	120,749.79	-6,669.17
2018-10-25	BUY	315	381	528.07	251.8	-120,794.87	0
2018-11-18	SELL	315	365.76	506.94	243.58	114,463.88	-6,330.99
2019-01-01	BUY	307	370	499.8	243.68	-114,333.48	0
2019-02-12	SELL	307	397	536.27	248.72	121,094.01	6,760.53
2019-03-21	BUY	302	399	530.19	248.3	-121,276.49	0
2019-04-07	SELL	302	383.04	508.98	237.53	114,931.57	-6,344.93
2019-06-12	BUY	312	365	501.07	245.43	-114,626.5	0
2019-07-07	SELL	312	350.4	481.03	232.95	108,610.82	-6,015.68
2019-09-23	BUY	299	361	474.93	224.68	-108,638.61	0
2019-10-02	SELL	299	346.56	455.93	213.48	102,952.03	-5,686.58
2019-10-07	BUY	297	345.1	450.98	211.42	-103,157.1	0
2019-10-13	SELL	297	331.2	432.81	202.81	97,730.78	-5,426.32
2019-11-20	BUY	300	323.1	426.49	202.71	-97,559.2	0
2019-11-25	SELL	300	312	411.84	194.2	92,993.96	-4,565.24
2020-02-20	BUY	331	280	407.79	190.25	-93,278.04	0
2020-03-01	SELL	331	268.8	391.48	180.77	88,400.55	-4,877.48
2020-07-21	BUY	357	245.9	386.26	183.24	-88,355.8	0
2020-08-18	SELL	357	280.12	440.01	203.38	99,359.45	11,003.65
2020-08-23	BUY	344	287	434.4	200.66	-99,363.06	0
2020-09-21	SELL	344	333.42	504.66	233.51	113,957.62	14,594.56
2020-11-10	BUY	340	333	498.17	238.48	-113,956.64	0
2020-11-23	SELL	340	319.68	478.24	229.17	107,983.79	-5,972.85
2020-12-08	BUY	327	327.8	471.64	225.9	-107,888.14	0
2021-01-21	SELL	327	377	542.43	252.79	122,483.79	14,595.64
2021-04-20	BUY	362	336.3	535.66	260.69	-122,536.95	0
2021-06-06	SELL	362	351.9	560.51	268.21	126,559.08	4,022.13
2021-06-09	BUY	362	346.9	552.54	265.77	-126,396.12	0
2021-07-29	SELL	362	375	597.3	286.58	134,866.12	8,470
2021-08-05	BUY	364	368	589.39	279.97	-134,821.35	0
2021-09-21	SELL	364	381	610.21	288.17	137,785.62	2,964.26
2021-12-06	BUY	378	362.8	603.41	309.25	-138,051.05	0
2021-12-20	SELL	378	348.29	579.27	295.46	130,778.13	-7,272.92
2022-01-13	BUY	363	357.1	570.36	282.69	-130,480.35	0
2022-02-27	SELL	363	345	551.03	274.5	124,409.47	-6,070.88
2022-08-03	BUY	411	301.2	544.69	259.23	-124,597.12	0
2022-08-14	SELL	411	288	520.82	249.32	117,597.86	-6,999.26
2024-06-27	BUY	495	236.2	514.44	262	-117,695.44	0
2024-08-15	SELL	495	381	829.82	384.42	187,380.76	69,685.32
2024-08-20	BUY	527	353	818.54	377.02	-187,226.56	0
2024-08-25	SELL	527	354	820.86	377.28	185,359.86	-1,866.69
2024-11-12	BUY	566	325.7	811.12	388.28	-185,545.6	0
2024-12-12	SELL	386	312.5	530.75	254.24	119,840.01	-6,698.16
2024-12-15	SELL	180	315.1	249.56	116.5	56,351.94	-2,655.49
2024-12-18	BUY	372	320	523.78	251.9	-119,815.68	0
2025-02-02	SELL	372	336.7	551.11	262.25	124,439.04	4,623.36
2025-02-04	BUY	164	340.1	245.42	113.58	-56,135.4	0
2025-03-02	SELL	164	327.4	236.25	108.59	53,348.76	-2,786.64
2025-06-29	BUY	564	302.7	751.18	431.37	-171,905.35	0
2025-08-17	SELL	564	306	759.37	367.94	171,456.69	-448.66
2025-09-03	BUY	566	311.5	775.76	386.94	-177,471.7	0
2025-09-23	SELL	566	299.04	744.73	392.7	168,119.21	-9,352.48
2026-01-27	BUY	625	267.1	734.53	371.58	-168,043.61	0
2026-03-05	SELL	625	245.3	674.58	327.64	152,310.29	-15,733.32
2026-06-08	BUY	613	246.8	665.67	345.34	-152,299.41	0
2026-07-21	SELL	613	257.5	694.53	339.55	156,813.42	4,514.01