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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.

Full historical period: 2009-11-16 → 2026-10-13 (16.9 years). Selected finalist annualized return: 2.3%. 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.

0% return343.3% net return0 positions465 positions

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 positionsFull-history NAVRecent stress NAVInspect
465৳479৳19,237Rules & trades →
459৳570৳19,289Rules & trades →
455৳608৳30,525Rules & trades →
454৳696৳29,045Rules & trades →
452৳696৳19,289Rules & trades →
415৳713৳19,289Rules & trades →
411৳717৳19,289Rules & trades →
405৳1,133৳19,289Rules & trades →
404৳1,549৳19,289Rules & trades →
402৳1,771৳19,289Rules & trades →
372৳2,015৳19,289Rules & trades →
371৳2,622৳19,289Rules & trades →
363৳2,910৳19,289Rules & trades →
343৳2,924৳20,089Rules & trades →
335৳3,181৳47,792Rules & trades →
333৳4,607৳37,882Rules & trades →
329৳5,476৳37,882Rules & trades →
313৳5,574৳30,360Rules & trades →
310৳6,173৳43,102Rules & trades →
303৳8,989৳39,010Rules & trades →
300৳9,801৳38,916Rules & trades →
295৳12,981৳32,156Rules & trades →
292৳13,676৳41,873Rules & trades →
260৳13,883৳26,610Rules & trades →
259৳15,710৳26,610Rules & trades →
257৳15,781৳30,307Rules & trades →
256৳16,033৳45,581Rules & trades →
255৳19,080৳30,307Rules & trades →
208৳20,877৳36,159Rules & trades →
198৳22,131৳53,195Rules & trades →
196৳25,143৳33,095Rules & trades →
187৳33,566৳58,245Rules & trades →
186৳34,489৳53,071Rules & trades →
167৳35,171৳40,802Rules & trades →
165৳37,440৳37,845Rules & trades →
161৳42,263৳74,918Rules & trades →
158৳44,043৳78,126Rules & trades →
157৳53,519৳74,918Rules & trades →
154৳56,264৳44,128Rules & trades →
153৳62,778৳49,942Rules & trades →
147৳65,022৳64,084Rules & trades →
137৳73,649৳47,943Rules & trades →
136৳78,632৳50,001Rules & trades →
135৳80,826৳50,473Rules & trades →
129৳99,944৳52,622Rules & trades →
128৳100,941৳52,622Rules & trades →
119৳100,995৳43,038Rules & trades →
118৳101,946৳46,575Rules & trades →
117৳110,155৳49,557Rules & trades →
103৳133,375৳48,996Rules & trades →
102৳136,102৳55,284Rules & trades →
101৳138,379৳53,456Rules & trades →
98৳145,520৳54,043Rules & trades →
79৳150,242৳115,900Rules & trades →
78৳159,180৳120,816Rules & trades →
77৳160,935৳120,816Rules & trades →
76৳161,019৳120,816Rules & trades →
74৳181,538৳116,988Rules & trades →
73৳199,142৳121,853Rules & trades →
60৳200,452৳118,366Rules & trades →
48৳211,201৳128,871Rules & trades →
44৳221,072৳119,591Rules & trades →
39৳242,605৳130,354Rules & trades →
38৳272,593৳130,354Rules & trades →
37৳278,807৳126,439Rules & trades →
33৳291,973৳126,422Rules & trades →
32৳298,043৳122,630Rules & trades →
25৳341,394৳127,207Rules & trades →
24৳389,702৳129,084Rules & trades →
22৳402,891৳133,960Rules & trades →
17৳411,464৳119,509Rules & trades →
15৳443,253৳124,915Rules & trades →

#153 · Support rebound

Full-history NAV৳147,976

Net return 48.0% · drawdown 33.9% · 45 closed positions

2024 onward NAV৳86,686

Net return -13.3% · drawdown 17.4% · 6 closed positions

2024 stress NAV৳75,554

Net return -24.4% · drawdown 26.4% · 6 closed positions

Variant 3; fixed stop 10.0%; maximum 60 sessions; gate EMA 200; continuous signal; exit any bearish; trailing arms at 12.0%, distance 4.5%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳147,976
Unsettled৳0
Holdings৳0
NAV৳147,976
Realized P&L৳47,976
Unrealized P&L৳0
Fees৳58,065
Friction৳27,665

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 #153

94 fills, including partial sales. Page 1.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2012-05-15BUY483205.7437.15200.25-99,990.50
2012-06-26SELL483204.3434.18203.2398,039.49-1,951.01
2012-07-04BUY485200.7428.29199.76-97,967.550
2012-07-12SELL485198.9424.45197.795,844.35-2,123.21
2012-07-17BUY490194.4419.13194.98-95,870.110
2012-07-22SELL490174.96377.21174.8585,178.33-10,691.78
2013-07-24BUY453186.7372.13170.13-85,117.360
2013-07-31SELL453184.2367.15167.8882,907.57-2,209.79
2013-08-12BUY463177.9362.42165.71-82,895.820
2013-08-25SELL231214.7218.2299.8549,277.637,919.24
2013-08-26SELL232210.1214.4798.1648,430.576,893.14
2013-09-19BUY498195.1427.5195.98-97,783.280
2013-09-24SELL498190.4417.2191.4694,210.53-3,572.75
2013-09-29BUY503185.9411.43189.25-94,108.390
2013-10-10SELL503181.4401.47187.7190,655.01-3,453.38
2013-10-23BUY492183.2396.59187.91-90,718.90
2013-11-24SELL492206.6447.25207.56100,992.3910,273.49
2013-12-03BUY490204.8441.55204.47-100,998.020
2014-02-12SELL490207.4447.15207.5100,971.34-26.68
2014-02-17BUY490204.7441.33204.73-100,949.060
2014-04-08SELL245247266.27122.2760,126.469,651.93
2014-04-09SELL245242.76261.7119.9859,094.768,620.23
2014-05-27BUY445266520.83240.57-119,131.40
2014-06-19SELL445297.96583.41269.07131,739.7312,608.32
2014-07-09BUY440297.6576.15266.4-131,786.550
2014-08-12SELL440330.9640.62295.33144,660.0512,873.49
2014-10-26BUY380377.7631.51290.35-144,447.870
2014-11-10SELL380348.7583.03268.76131,654.22-12,793.65
2014-11-11BUY1351.41.550.7-353.650
2014-11-24SELL1316.261.390.63314.24-39.41
2014-11-26BUY418312.9575.49267.62-131,635.310
2014-12-14SELL418352.4648.12305.02146,347.9714,712.66
2015-01-12BUY409355.9640.48306.25-146,509.830
2015-01-26SELL409340611.86292.17138,155.96-8,353.87
2015-01-29BUY418328.6604.36287.82-138,246.980
2015-03-10SELL418328.9604.91287.09136,588.19-1,658.78
2015-03-16BUY406334596.66282.96-136,483.620
2015-04-21SELL406337602.02280.15135,939.84-543.78
2015-04-29BUY407331.8594.19277.2-135,913.980
2015-08-02SELL407330590.96273.7133,445.34-2,468.65
2016-08-22BUY490270.5583.2275.66-133,403.860
2016-11-23SELL490288.6622.22297.92140,493.857,089.99
2016-11-29BUY490285.2614.89292.7-140,655.590
2017-02-26SELL490315.2679.57322.03153,446.412,790.8
2017-03-01BUY493309.2670.72318.5-153,424.820
2017-04-12SELL493337.02731.06349.04165,070.5111,645.7
2017-04-30BUY486337.1720.85346.38-164,897.840
2017-07-30SELL486376.7805.54375.45181,895.2116,997.38
2017-10-10BUY428422794.71375.71-181,786.430
2017-11-14SELL214506.4476.83221.27107,671.5116,778.3
2017-11-16SELL214484455.73210.52102,909.7412,016.53
2017-12-10BUY438478.3921.78430.7-210,847.880
2018-02-25SELL438484.9934.5439.12211,012.58164.7
2018-02-28BUY438478921.2434.9-210,720.10
2018-03-29SELL438462.2890.75431.35201,121.49-9,598.61
2018-04-03BUY419477879.4425.87-201,168.270
2018-05-06SELL419468862.8410.09194,819.11-6,349.16
2018-05-10BUY422459.4853.01403.5-195,123.310
2018-05-17SELL422453841.13398.46189,926.41-5,196.9
2019-04-04BUY473399830.4394.94-189,952.330
2019-04-09SELL473373776.29365.8175,286.91-14,665.42
2020-10-01BUY529329765.78362.31-175,169.090
2020-10-07SELL529328.8765.31365.19172,804.7-2,364.4
2020-10-12BUY519330.9755.64363.16-172,855.910
2020-11-22SELL519327746.74368.14168,598.13-4,257.78
2020-11-25BUY516324.7737.2362.42-168,644.810
2021-01-06SELL516370.54841.27400.31189,957.0521,312.24
2021-02-02BUY510370.1830.5394.74-189,976.250
2021-02-22SELL510359.7807.17386.03182,253.8-7,722.45
2021-02-25BUY523345.7795.52379.75-181,976.370
2021-04-01SELL523330759.4369.94171,460.67-10,515.7
2021-05-06BUY509335750.27387.46-171,652.730
2021-08-11SELL509360806.26385.75182,047.9910,395.26
2021-08-17BUY501361795.79379.23-182,036.020
2021-10-10SELL501372.3820.7391.88185,309.723,273.7
2021-10-17BUY501367.1809.24389.12-185,115.450
2021-10-21SELL501362.1798.21383.86180,230.03-4,885.42
2021-10-28BUY506353.9787.92379.5-180,240.830
2021-12-01SELL506359799.28429.81180,424.91184.09
2021-12-06BUY435362.8694.4361.95-158,874.340
2022-02-27SELL435345660.33334.65149,080.02-9,794.33
2024-09-12BUY502337.9746.35342.73-170,714.880
2024-10-24SELL502322.4712.12331.17160,801.51-9,913.37
2024-10-29BUY524305703.21330.2-160,853.410
2025-01-26SELL524331.8765371.11172,727.111,873.68
2025-01-29BUY517331.7754.55365.48-172,608.930
2025-03-02SELL517327.4744.77350.44168,170.59-4,438.35
2025-03-05BUY514325.5736.15347.44-168,390.590
2025-03-18SELL514322.3728.91346.4164,586.89-3,803.7
2025-03-23BUY511319.6718.59347.95-164,382.140
2025-04-28SELL511309.7696.33365.11157,195.26-7,186.87
2025-09-01BUY503311688.31341.1-157,462.410
2025-10-08SELL427296.4556.88300.87125,705.06-7,965.81
2025-10-09SELL76294.598.4846.3222,237.2-1,554.34