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

#157 · MACD

Full-history NAV৳144,292

Net return 44.3% · drawdown 59.9% · 79 closed positions

2024 onward NAV৳114,378

Net return 14.4% · drawdown 30.5% · 15 closed positions

2024 stress NAV৳64,456

Net return -35.5% · drawdown 40.3% · 13 closed positions

Variant 1; fixed stop 22.0%; maximum 30 sessions; gate None; fresh signal only; exit stop/time only; trailing arms at 18.0%, distance 6.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳11,797

Unsettled৳0

Holdings৳132,495

NAV৳144,292

Realized P&L৳46,197

Unrealized P&L৳-1,905

Fees৳97,634

Friction৳47,014

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 #157

164 fills, including partial sales. Page 1.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2010-12-05	BUY	436	227.6	436.63	200.83	-99,871.06	0
2010-12-22	SELL	436	269.9	517.78	237.75	116,920.87	17,049.81
2011-01-13	BUY	495	234.8	511.39	234.03	-116,971.42	0
2011-02-14	SELL	495	172.6	375.92	172.29	84,888.78	-32,082.64
2011-04-03	BUY	495	170.4	371.13	171.05	-84,890.18	0
2011-05-18	SELL	495	151.6	330.18	154.32	74,557.5	-10,332.69
2011-05-30	BUY	502	147.7	326.24	153.59	-74,625.23	0
2011-07-11	SELL	502	174.4	385.21	177.85	86,985.74	12,360.51
2011-09-27	BUY	524	164.9	380.19	177.29	-86,965.08	0
2011-11-16	SELL	524	161.7	372.82	172.42	84,185.56	-2,779.52
2011-11-21	BUY	509	164.3	367.97	169.86	-84,166.53	0
2012-01-04	SELL	509	177.3	397.08	184.88	89,663.74	5,497.21
2012-02-14	BUY	575	154.9	391.9	180.97	-89,640.37	0
2012-03-29	SELL	575	191.7	485	224.26	109,518.24	19,877.87
2012-06-04	BUY	534	203.6	478.38	222.27	-109,423.05	0
2012-07-17	SELL	534	194.4	456.76	212.93	103,139.91	-6,283.15
2012-07-22	BUY	514	199.4	450.96	209.83	-103,152.4	0
2012-07-25	SELL	514	205.5	464.76	215.91	104,946.33	1,793.94
2012-09-12	BUY	613	170.1	458.79	213.06	-104,943.15	0
2012-10-30	SELL	613	177.3	478.21	228.02	107,978.67	3,035.51
2012-11-12	BUY	642	167.2	472.31	226.16	-108,040.86	0
2012-12-27	SELL	642	174.8	493.78	240.51	111,487.31	3,446.45
2013-02-03	BUY	653	169.5	487.01	243.06	-111,413.57	0
2013-03-19	SELL	653	147.1	422.65	208.06	95,425.59	-15,987.98
2013-04-30	BUY	660	143.8	417.6	213.83	-95,539.43	0
2013-06-09	SELL	660	176.5	512.56	242.72	115,734.73	20,195.3
2013-06-12	BUY	645	178.1	505.45	237.89	-115,617.84	0
2013-07-14	SELL	645	211.5	600.24	277.61	135,539.66	19,921.82
2013-10-06	BUY	726	185.7	593.2	277.17	-135,688.57	0
2013-11-24	SELL	726	206.6	659.96	309.28	149,022.36	13,333.79
2013-12-10	BUY	723	204.6	650.87	304.21	-148,880.89	0
2014-01-28	SELL	723	210.9	670.92	317.6	151,492.18	2,611.3
2014-02-26	BUY	716	210.4	662.84	310.68	-151,619.92	0
2014-04-13	SELL	716	260.7	821.31	381.75	185,458.14	33,838.21
2014-04-27	BUY	693	265.8	810.48	373.6	-185,383.48	0
2014-06-10	SELL	693	286.3	872.99	407.69	197,125.22	11,741.75
2014-09-04	BUY	579	338.1	861.34	397.84	-197,019.09	0
2014-09-30	SELL	579	381.9	972.93	451.68	219,695.49	22,676.4
2014-10-29	BUY	583	374.6	960.92	444.61	-219,797.33	0
2014-12-11	SELL	583	363.1	931.42	444.31	210,311.57	-9,485.76
2014-12-18	BUY	595	350.8	918.39	438.83	-210,083.22	0
2015-02-03	SELL	595	330	863.94	419.61	195,066.45	-15,016.77
2015-02-05	BUY	1	340	1.5	0.68	-342.18	0
2015-03-22	SELL	1	337.5	1.49	0.68	335.34	-6.84
2015-05-06	BUY	581	333.9	853.58	407.56	-195,257.04	0
2015-06-18	SELL	581	330.1	843.87	394.7	190,549.54	-4,707.5
2015-07-02	BUY	573	330.1	832.25	391.35	-190,370.9	0
2015-08-19	SELL	573	318.9	804.01	376.78	181,548.91	-8,821.99
2015-08-24	BUY	570	316.5	793.78	374.19	-181,572.97	0
2015-10-08	SELL	570	266.3	667.88	315.67	150,807.45	-30,765.52
2015-10-21	BUY	579	258.9	659.57	311.01	-150,873.69	0
2015-12-03	SELL	579	272	692.95	343.62	156,451.43	5,577.74
2015-12-24	BUY	614	253.5	684.86	336.6	-156,670.46	0
2016-02-04	SELL	614	258.7	698.9	344.26	157,798.63	1,128.18
2016-02-23	BUY	605	259	689.46	345.47	-157,729.92	0
2016-04-06	SELL	422	232.5	431.71	217	97,466.29	-12,553.59
2016-04-07	SELL	183	233.2	187.77	89.34	42,398.49	-5,311.55
2016-05-10	BUY	548	253.4	611	306.77	-139,780.97	0
2016-06-22	SELL	476	252	527.79	266.1	119,158.11	-2,257.47
2016-06-23	SELL	72	250.2	79.26	36.65	17,898.48	-466.9
2016-06-30	BUY	541	251.7	599.15	304.04	-137,072.89	0
2016-08-18	SELL	541	271.2	645.56	305.48	145,768.15	8,695.26
2016-09-06	BUY	540	268	636.77	315.98	-145,672.75	0
2016-10-26	SELL	540	280	665.28	326.2	150,208.52	4,535.77
2016-11-09	BUY	531	281.3	657.23	319.46	-150,346.99	0
2016-12-22	SELL	531	286.1	668.44	322.22	150,928.43	581.45
2017-01-05	BUY	517	290	659.69	318.49	-150,908.18	0
2017-02-16	SELL	517	318	723.39	342.69	163,339.92	12,431.74
2017-03-09	BUY	512	316.9	713.91	340.23	-163,306.94	0
2017-04-23	SELL	512	338	761.45	365.24	171,929.31	8,622.37
2017-05-28	BUY	213	334	313.02	149.32	-71,604.34	0
2017-07-12	SELL	213	348.5	326.61	151.03	73,752.85	2,148.51
2017-07-16	BUY	273	365.1	438.56	202.84	-100,313.69	0
2017-08-29	SELL	273	388.9	467.15	217.22	105,485.33	5,171.64
2017-09-07	BUY	449	396.9	784.12	373.76	-179,365.98	0
2017-10-22	SELL	449	430	849.51	407.27	191,813.22	12,447.24
2017-11-09	BUY	417	457	838.5	397.53	-191,805.03	0
2017-12-21	SELL	417	462.4	848.41	400.32	191,572.07	-232.97
2017-12-28	BUY	405	469.4	836.47	394.8	-191,338.27	0
2018-02-11	SELL	405	501	892.78	417.4	201,594.82	10,256.55
2018-02-14	BUY	394	508.8	882.06	412.49	-201,761.75	0
2018-04-01	SELL	394	464.9	805.95	388.86	181,975.79	-19,785.96
2018-05-15	BUY	388	466	795.56	376.24	-181,979.79	0
2018-07-02	SELL	388	390.1	665.98	309.94	150,382.88	-31,596.92
2018-07-08	BUY	386	387	657.28	306.01	-150,345.29	0
2018-08-20	SELL	386	374	635.2	303.04	143,425.76	-6,919.53
2018-09-27	BUY	389	366.2	626.79	301.36	-143,379.95	0
2018-11-08	SELL	389	376.5	644.42	312.97	145,501.11	2,121.16
2018-11-29	BUY	394	366.7	635.71	311.13	-145,426.64	0
2019-01-16	SELL	394	387.1	671.08	321.61	151,524.71	6,098.07
2019-01-24	BUY	385	391.3	662.86	314.62	-151,627.98	0
2019-03-11	SELL	385	385.8	653.55	306.67	147,572.79	-4,055.19
2019-03-19	BUY	377	389	645.27	304.18	-147,602.45	0
2019-05-06	SELL	377	362.1	600.65	284.41	135,626.64	-11,975.81
2019-05-20	BUY	385	350.1	593.07	290.92	-135,672.49	0
2019-07-09	SELL	385	346	586.12	288.02	132,335.86	-3,336.63
2019-07-28	BUY	405	324.6	578.44	277.99	-132,319.43	0
2019-09-16	SELL	405	306.6	546.36	264.25	123,362.39	-8,957.03
2019-10-27	BUY	374	327.6	539.1	257.56	-123,319.06	0
2019-12-09	SELL	374	308	506.84	239.72	114,445.44	-8,873.63