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 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2020-01-01	BUY	406	280	500.19	247.71	-114,427.9	0
2020-02-12	SELL	406	261.9	467.86	218.93	105,644.61	-8,783.29
2020-02-19	BUY	394	266.8	462.52	216.63	-105,798.36	0
2020-02-24	SELL	394	302.12	523.75	243.73	118,266.22	12,467.87
2020-08-09	BUY	460	255	516.12	240.39	-118,056.51	0
2020-09-21	SELL	460	333.42	674.84	314.11	152,383.33	34,326.82
2020-10-14	BUY	455	333	666.67	319.09	-152,500.76	0
2020-11-26	SELL	455	319	638.64	314.04	144,192.32	-8,308.43
2020-12-07	BUY	440	325.1	629.39	307.13	-143,980.53	0
2021-01-20	SELL	440	379.9	735.49	346.21	166,074.31	22,093.78
2021-02-07	BUY	429	385	726.73	344.25	-166,235.97	0
2021-03-23	SELL	429	341.7	644.99	309.44	145,634.87	-20,601.11
2021-04-08	BUY	445	325	636.35	308.12	-145,569.47	0
2021-05-25	SELL	445	341.1	667.87	326.13	150,795.5	5,226.02
2021-06-13	BUY	427	351	659.46	320.34	-150,856.8	0
2021-08-03	SELL	427	372	698.91	335.16	157,809.93	6,953.13
2021-08-25	BUY	424	369.9	690.09	327.63	-157,855.32	0
2021-10-07	SELL	424	376.8	702.96	333.47	158,726.78	871.46
2021-11-03	BUY	431	356.6	676.26	325.69	-154,696.54	0
2021-12-15	SELL	431	357.3	677.58	353.48	152,965.24	-1,731.3
2022-01-02	BUY	345	350	531.3	268.29	-121,549.59	0
2022-02-13	SELL	345	358	543.44	277.54	122,689.02	1,139.43
2022-03-14	BUY	476	329.9	690.94	343.21	-158,066.55	0
2022-04-27	SELL	476	326.4	683.61	353.53	154,329.26	-3,737.29
2022-05-30	BUY	495	310	675.18	333.26	-154,458.44	0
2022-07-13	SELL	495	290	631.62	305.45	142,612.93	-11,845.51
2022-07-18	BUY	489	289.8	623.53	300.58	-142,636.32	0
2022-09-01	SELL	489	290	623.96	298.75	140,887.29	-1,749.03
2022-09-15	BUY	434	287	548.06	264.25	-125,370.3	0
2024-03-04	SELL	399	246.3	432.4	242.4	97,598.9	-17,660.9
2024-03-05	SELL	35	257.2	39.61	18.22	8,944.17	-1,166.34
2024-03-21	BUY	503	241	533.38	255.67	-122,012.05	0
2024-05-12	SELL	398	239	418.54	205.08	94,498.38	-2,043.95
2024-05-13	SELL	105	237.2	109.59	50.87	24,745.54	-724.17
2024-05-30	BUY	519	228	520.66	262.14	-119,114.8	0
2024-07-18	SELL	519	261.3	596.7	300.21	134,717.79	15,602.99
2024-07-28	BUY	527	254.1	589.21	291.68	-134,791.59	0
2024-08-15	SELL	527	381	883.46	409.77	199,493.77	64,702.18
2024-09-25	BUY	571	347.1	872.05	404.78	-199,470.94	0
2024-11-10	SELL	571	324	814.02	389.21	183,800.77	-15,670.17
2024-11-28	BUY	566	322.9	804.15	386.92	-183,952.47	0
2025-01-14	SELL	566	340	846.74	410.99	191,182.27	7,229.8
2025-01-22	BUY	563	336.9	834.57	407.32	-190,916.59	0
2025-03-05	SELL	554	325.5	793.44	375.56	179,158.01	-8,706.63
2025-03-06	SELL	9	325.4	12.89	5.86	2,909.85	-142.1
2025-03-17	BUY	557	324.9	796.26	379.25	-182,144.82	0
2025-05-08	SELL	557	298	730.34	383.81	164,871.85	-17,272.97
2025-05-15	BUY	499	295.4	648.58	336.9	-148,390.08	0
2025-07-03	SELL	499	300	658.68	359.73	148,681.59	291.51
2025-07-21	BUY	542	303	722.59	372.68	-165,321.28	0
2025-09-02	SELL	542	309	736.9	366.72	166,374.38	1,053.1
2025-10-05	BUY	249	298.4	326.93	163.27	-74,791.8	0
2025-11-16	SELL	249	279	305.67	162.62	69,002.71	-5,789.09
2025-11-23	BUY	315	273.3	378.79	201.27	-86,669.56	0
2026-01-07	SELL	315	253.5	351.35	172.98	79,328.17	-7,341.39
2026-01-08	BUY	289	254	322.99	157.51	-73,886.5	0
2026-02-24	SELL	289	266.4	338.75	160.58	76,490.27	2,603.77
2026-03-15	BUY	396	255	444.31	211.58	-101,635.89	0
2026-05-05	SELL	396	242.5	422.53	211.61	95,395.86	-6,240.03
2026-05-24	BUY	615	241.4	653.23	343.82	-149,458.05	0
2026-07-13	SELL	615	258.9	700.58	342.23	158,180.69	8,722.64
2026-07-28	BUY	605	259.8	691.59	342.49	-158,213.08	0
2026-09-10	SELL	605	243	646.87	331.25	146,036.89	-12,176.19
2026-09-17	BUY	556	240.1	587.38	316.7	-134,399.68	0