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: 2.2%. 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

#156 · Kalman milestone + Flow: NVI

Full-history NAV৳145,239

Net return 45.2% · drawdown 46.2% · 65 closed positions

2024 onward NAV৳145,706

Net return 45.7% · drawdown 8.6% · 7 closed positions

2024 stress NAV৳128,935

Net return 28.9% · drawdown 18.6% · 7 closed positions

Variant 0; fixed stop 8.0%; maximum 45 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৳145,239

Unsettled৳0

Holdings৳0

NAV৳145,239

Realized P&L৳45,239

Unrealized P&L৳0

Fees৳70,479

Friction৳33,575

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.16e-10. 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 #156

132 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
2011-12-05	SELL	733	157.7	508.61	236.03	114,849.45	353.78
2011-12-27	BUY	701	162.6	501.52	236.79	-114,720.91	0
2012-01-12	SELL	701	174.7	538.84	250.12	121,675.73	6,954.82
2012-03-20	BUY	700	172.8	532.22	247.88	-121,740.1	0
2012-04-29	SELL	700	213.2	656.66	301.4	148,281.94	26,541.84
2012-06-10	BUY	721	204.4	648.44	305.49	-148,326.33	0
2012-06-13	SELL	721	203.3	644.95	304.29	145,630.06	-2,696.28
2012-11-01	BUY	830	174.2	636.18	306.72	-145,528.9	0
2012-11-06	SELL	830	168.4	615	297.25	138,859.75	-6,669.14
2012-11-19	BUY	802	172.1	607.31	291.01	-138,922.52	0
2012-11-22	SELL	802	169.1	596.72	285	134,736.48	-4,186.04
2013-02-06	BUY	775	172.8	589.25	290.04	-134,799.29	0
2013-02-13	SELL	775	166.6	568.11	273.57	128,273.33	-6,525.96
2013-05-15	BUY	823	154.7	560.2	294.95	-128,173.25	0
2013-06-09	SELL	823	176.5	639.14	305.66	144,314.7	16,141.45
2013-06-12	BUY	805	178.1	630.83	299.42	-144,300.75	0
2013-07-14	SELL	805	211.5	749.13	347.95	169,160.42	24,859.67
2013-07-17	BUY	723	232.5	739.63	341.23	-169,178.36	0
2013-07-22	SELL	723	180.9	575.48	264.03	129,951.19	-39,227.17
2013-08-22	BUY	635	203.4	568.3	262.47	-129,989.77	0
2013-09-19	SELL	635	195.1	545.11	250.47	123,092.92	-6,896.85
2013-10-31	BUY	637	192	538.14	261.38	-123,103.52	0
2013-12-23	SELL	637	200.9	563.08	265.32	127,144.89	4,041.38
2014-01-09	BUY	605	208.7	555.56	263.84	-127,082.9	0
2014-02-09	SELL	605	207.9	553.43	258.71	124,967.36	-2,115.54
2014-03-03	BUY	564	220.3	546.7	254.24	-125,050.14	0
2014-03-25	SELL	564	212	526.1	244.72	118,797.18	-6,252.96
2014-04-02	BUY	536	220	518.85	242.6	-118,681.45	0
2014-04-16	SELL	536	255.68	603	278.11	136,163.37	17,481.92
2014-04-27	BUY	509	265.8	595.29	273.39	-136,160.88	0
2014-05-14	SELL	509	267	597.97	274.92	135,030.11	-1,130.76
2014-06-05	BUY	469	285.9	589.98	272.83	-134,949.91	0
2014-06-10	SELL	469	286.3	590.81	273.53	133,410.36	-1,539.55
2014-06-16	BUY	434	305.4	583.19	269.19	-133,395.98	0
2014-07-20	SELL	434	279.3	533.35	247.35	120,435.5	-12,960.47
2014-08-04	BUY	385	310.8	526.5	243.38	-120,427.87	0
2014-09-30	SELL	385	381.9	646.94	298.24	146,086.32	25,658.45
2014-10-14	BUY	390	372.6	639.38	293.94	-146,247.33	0
2014-11-06	SELL	390	353.3	606.26	279.36	136,901.37	-9,345.95
2015-01-12	BUY	382	355.9	598.2	285.1	-136,837.1	0
2015-01-18	SELL	382	357.4	600.72	287.67	135,638.41	-1,198.69
2015-02-12	BUY	382	352.5	592.48	280.97	-135,528.45	0
2015-02-23	SELL	382	339.6	570.8	269.68	128,886.72	-6,641.73
2015-03-24	BUY	381	336	563.27	265.09	-128,844.36	0
2015-04-02	SELL	381	353	591.77	275.54	133,625.69	4,781.33
2015-04-16	BUY	387	343.6	585.08	271.69	-133,829.97	0
2015-04-21	SELL	387	337	573.84	266.75	129,578.41	-4,251.56
2015-12-02	BUY	475	271.1	566.6	278.34	-129,617.44	0
2015-12-09	SELL	475	257.6	538.38	260.4	121,561.22	-8,056.22
2016-01-17	BUY	470	257	531.48	268.35	-121,589.83	0
2016-01-21	SELL	470	269.8	557.95	273.32	125,974.73	4,384.91
2016-04-24	BUY	503	248.6	550.2	281.89	-125,877.89	0
2016-05-02	SELL	503	245	542.23	271.08	122,421.68	-3,456.21
2016-05-11	BUY	483	252.1	535.76	264.9	-122,564.96	0
2016-05-16	SELL	483	252	535.55	264.36	120,916.09	-1,648.87
2016-05-24	BUY	468	256.7	528.6	261.14	-120,925.34	0
2016-05-29	SELL	468	255.2	525.51	260.91	118,647.19	-2,278.15
2016-10-25	BUY	413	285	517.9	250.21	-118,473.11	0
2016-10-30	SELL	413	277	503.36	242.15	113,655.49	-4,817.62
2016-11-06	BUY	404	279.9	497.55	239.3	-113,816.45	0
2016-11-10	SELL	404	279.1	496.13	237.11	112,023.16	-1,793.29
2016-11-21	BUY	387	287.1	488.87	232.04	-111,828.61	0
2016-12-12	SELL	387	284	483.6	227.55	109,196.85	-2,631.76
2017-07-05	BUY	306	355	477.97	224.82	-109,332.79	0
2017-07-10	SELL	306	340	457.78	213.39	103,368.83	-5,963.96
2017-07-13	BUY	289	354.8	451.16	209.76	-103,198.12	0
2017-09-17	SELL	289	418	531.53	247.59	120,022.88	16,824.75
2017-11-13	BUY	252	472.9	524.35	244.42	-119,939.58	0
2017-11-16	SELL	252	484	536.66	248.61	121,182.73	1,243.16
2017-11-23	BUY	249	483	529.17	244.72	-121,040.89	0
2017-11-28	SELL	249	471	516.03	238.54	116,524.44	-4,516.45
2018-01-18	BUY	240	482.5	509.52	237.99	-116,547.51	0
2018-02-01	SELL	240	504	532.22	246.24	120,181.54	3,634.03
2018-02-13	BUY	235	507.9	525.17	242.85	-120,124.52	0
2018-02-25	SELL	235	484.9	501.39	232.03	113,218.08	-6,906.44
2018-04-19	BUY	229	493	496.75	233.88	-113,627.63	0
2018-04-26	SELL	229	476.9	480.52	224.47	108,505.1	-5,122.53
2018-08-29	BUY	275	391.5	473.72	224.52	-108,360.73	0
2018-09-13	SELL	275	378	457.38	216.55	103,276.07	-5,084.67
2018-10-28	BUY	268	383	451.63	213.41	-103,309.04	0
2018-10-31	SELL	268	380.5	448.69	211.86	101,313.45	-1,995.59
2019-01-01	BUY	272	370	442.82	214.23	-101,297.05	0
2019-02-19	SELL	272	376	450	207.67	101,614.33	317.28
2019-03-25	BUY	252	401.4	445.07	208.14	-101,806.01	0
2019-04-03	SELL	252	407	451.28	210.46	101,902.26	96.25
2019-09-23	BUY	280	361	444.75	209.88	-101,734.63	0
2019-09-26	SELL	280	360	443.52	207.86	100,148.62	-1,586.01
2020-07-19	BUY	410	243	438.37	211.21	-100,279.59	0
2020-08-18	SELL	410	280.12	505.34	234.15	114,109.72	13,830.13
2020-08-25	BUY	376	301.7	499.13	230.83	-114,169.16	0
2020-10-22	SELL	376	331.3	548.1	263.21	123,757.48	9,588.33
2020-12-09	BUY	368	334.1	540.97	260.31	-123,750.09	0
2020-12-21	SELL	368	341.1	552.31	262.39	124,710.1	960.01