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: 1.9%. 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

#161 · Kalman milestone + Flow: NVI

Full-history NAV৳136,919

Net return 36.9% · drawdown 41.8% · 68 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 4.0%; 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৳136,919

Unsettled৳0

Holdings৳0

NAV৳136,919

Realized P&L৳36,919

Unrealized P&L৳0

Fees৳68,369

Friction৳32,440

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 #161

137 fills, including partial sales. Page 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2020-07-19	BUY	386	243	412.71	198.19	-94,408.9	0
2020-08-18	SELL	386	280.12	475.76	220.19	107,430.37	13,021.47
2020-08-25	BUY	353	301.7	468.6	216.48	-107,185.18	0
2020-10-22	SELL	353	331.3	514.58	246.3	116,188.02	9,002.84
2020-12-09	BUY	346	334.1	508.63	243.94	-116,351.17	0
2020-12-21	SELL	346	341.1	519.29	246.07	117,255.24	904.07
2021-01-14	BUY	315	370	512.82	239.37	-117,302.19	0
2021-02-08	SELL	315	376.8	522.24	244.48	117,925.28	623.09
2021-04-21	BUY	344	340.2	514.93	251.04	-117,794.77	0
2021-05-09	SELL	344	335	507.06	249.05	114,483.9	-3,310.87
2021-05-16	BUY	328	346.6	500.21	242.97	-114,427.99	0
2021-06-15	SELL	328	347.4	501.37	239.91	113,205.92	-1,222.06
2021-11-28	BUY	313	360	495.79	249.99	-113,425.78	0
2021-12-01	SELL	313	359	494.41	250.18	111,622.41	-1,803.38
2021-12-13	BUY	309	358	486.74	245.62	-111,354.36	0
2021-12-19	SELL	309	352.8	479.67	240.48	108,295.06	-3,059.3
2022-01-13	BUY	302	357.1	474.51	231.91	-108,550.63	0
2022-02-27	SELL	302	345	458.44	225.01	103,506.56	-5,044.07
2022-04-27	BUY	315	326.4	452.39	224.37	-103,492.76	0
2022-05-08	SELL	315	320.1	443.66	216.24	100,171.6	-3,321.17
2022-08-08	BUY	328	302.9	437.15	207.67	-99,996.02	0
2022-08-14	SELL	328	288	415.64	196.94	93,851.42	-6,144.6
2024-06-27	BUY	395	236.2	410.52	204.53	-93,914.04	0
2024-08-15	SELL	395	381	662.18	305.59	149,527.23	55,613.18
2024-08-20	BUY	421	353	653.9	300.39	-149,567.29	0
2024-08-25	SELL	421	354	655.75	300.73	148,077.52	-1,489.76
2025-09-03	BUY	472	311.5	646.92	317.92	-147,992.84	0
2025-09-10	SELL	378	301	500.62	243.89	113,033.49	-5,486.2
2025-09-11	SELL	94	303	125.32	58.04	28,298.64	-1,174.51
2025-12-02	BUY	221	279	271.3	138.58	-62,068.88	0
2025-12-10	SELL	221	274.9	267.31	135.1	60,350.49	-1,718.39
2026-01-21	BUY	524	264.7	610.29	308.91	-139,622.01	0
2026-02-23	SELL	524	266.9	615.36	300.31	138,939.92	-682.08
2026-06-09	BUY	561	246	607.23	310.94	-138,924.17	0
2026-06-14	SELL	561	248	612.16	312.5	138,203.34	-720.83
2026-06-17	BUY	547	250.9	603.87	306.28	-138,152.45	0
2026-08-16	SELL	547	251.5	605.31	296.65	136,668.54	-1,483.91