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: 1.8%. 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

#164 · Flow: Range flow

Full-history NAV৳134,116

Net return 34.1% · drawdown 43.7% · 67 closed positions

2024 onward NAV৳126,213

Net return 26.2% · drawdown 17.9% · 8 closed positions

2024 stress NAV৳113,918

Net return 13.9% · drawdown 24.7% · 7 closed positions

Variant 1; fixed stop 4.0%; maximum 45 sessions; gate EMA 50; continuous signal; exit stop/time only; trailing arms at 0.0%, distance 0.0%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳134,116

Unsettled৳0

Holdings৳0

NAV৳134,116

Realized P&L৳34,116

Unrealized P&L৳0

Fees৳65,268

Friction৳30,916

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳2.91e-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 #164

144 fills, including partial sales. Page 1.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2010-12-26	BUY	397	249.7	436.18	199.7	-99,766.77	0
2011-01-04	SELL	397	236.5	413.12	188.93	93,288.45	-6,478.32
2011-01-13	BUY	395	234.8	408.08	186.49	-93,340.58	0
2011-01-18	SELL	395	228.7	397.48	181.68	89,757.34	-3,583.23
2011-07-05	BUY	547	163.2	392.79	182.06	-89,845.25	0
2011-07-19	SELL	273	195.84	235.24	107.72	53,121.36	8,280.86
2011-09-12	SELL	274	164.83	198.72	91.24	44,874.01	-130.74
2011-10-27	BUY	598	162.8	428.36	199.31	-97,982.07	0
2011-11-01	SELL	598	164.5	432.83	200.88	97,737.29	-244.78
2011-11-13	BUY	610	159.2	427.29	198.17	-97,737.47	0
2011-11-16	SELL	610	161.7	434	201.29	98,001.71	264.24
2011-11-27	BUY	618	157.7	428.82	197.71	-98,085.13	0
2012-01-25	SELL	618	151.39	411.67	189.79	92,958.8	-5,126.33
2012-03-04	BUY	591	156.2	406.18	187.44	-92,907.82	0
2012-03-28	SELL	295	193.4	251.03	115.21	56,686.76	10,311.45
2012-05-09	SELL	296	200.4	261	119.09	58,938.31	12,405.8
2012-05-10	BUY	270	208.6	247.82	113.06	-56,682.88	0
2012-05-15	SELL	270	205.7	244.37	111.56	55,183.07	-1,499.81
2012-05-23	BUY	552	205.2	498.39	229.36	-113,998.15	0
2012-05-29	SELL	552	196.99	478.45	221.42	108,039.71	-5,958.45
2012-06-05	BUY	522	205.9	472.91	219.91	-108,172.62	0
2012-06-18	SELL	522	197.66	453.99	212.07	102,514.55	-5,658.07
2012-06-21	BUY	515	197.9	448.44	210.13	-102,577.07	0
2012-07-11	SELL	515	189.98	430.5	200.77	97,210.49	-5,366.58
2012-07-23	BUY	474	203.5	424.42	196.97	-97,080.39	0
2012-08-05	SELL	474	189.1	394.39	182.49	89,056.52	-8,023.87
2012-12-03	BUY	527	168.1	389.79	184.27	-89,162.76	0
2013-02-07	SELL	527	170.1	394.43	188.71	89,059.57	-103.19
2013-05-15	BUY	572	154.7	389.35	196.45	-89,074.2	0
2013-06-05	SELL	286	185.64	233.61	108.95	52,750.48	8,213.39
2013-07-22	SELL	286	180.9	227.64	103.86	51,405.9	6,868.8
2013-07-28	BUY	586	176.5	455.09	208.37	-104,092.45	0
2013-08-14	SELL	586	169.44	436.88	200.14	98,654.82	-5,437.64
2013-09-03	BUY	444	220.5	430.77	197.9	-98,530.67	0
2013-09-08	SELL	444	210.9	412.01	189.02	93,038.56	-5,492.1
2013-09-12	BUY	471	196.3	406.81	186.41	-93,050.52	0
2013-09-23	SELL	471	186.5	386.5	177.14	87,277.86	-5,772.67
2013-10-29	BUY	464	187.2	382.19	181.84	-87,424.83	0
2014-01-06	SELL	464	206.4	421.39	198.07	95,150.15	7,725.31
2014-01-15	BUY	462	204.5	415.71	195.26	-95,089.97	0
2014-03-20	SELL	462	211.7	430.34	199.11	97,175.95	2,085.97
2014-03-31	BUY	452	213.8	425.21	197.24	-97,260.05	0
2014-04-10	SELL	226	256.56	255.12	116.87	57,610.57	8,980.54
2014-06-05	SELL	226	285.9	284.3	130.31	64,198.79	15,568.77
2014-06-08	BUY	201	284	251.17	115.06	-57,450.23	0
2014-08-11	SELL	100	340.8	149.95	68.4	33,861.64	5,279.44
2014-08-19	SELL	101	338.2	150.3	68.51	33,939.39	5,071.37
2014-08-24	BUY	403	325.3	576.82	264.8	-131,937.52	0
2014-09-25	SELL	201	398.6	352.52	161.56	79,604.52	13,799.45
2014-11-02	SELL	202	370.7	329.48	150.72	74,401.21	8,268.75
2014-11-05	BUY	221	358.5	348.61	159.57	-79,736.68	0
2014-11-10	SELL	221	348.7	339.08	155.39	76,568.23	-3,168.45
2014-12-04	BUY	425	352.6	659.36	309.25	-150,823.62	0
2015-01-25	SELL	425	338.5	632.99	302.65	142,925.16	-7,898.46
2015-02-12	BUY	403	352.5	625.05	297.09	-142,979.64	0
2015-02-22	SELL	403	333.1	590.65	279.47	133,369.18	-9,610.47
2015-03-18	BUY	390	340	583.44	275.3	-133,458.74	0
2015-04-23	SELL	390	326.4	560.1	260.11	126,475.79	-6,982.95
2015-06-14	BUY	375	335	552.75	256.34	-126,434.09	0
2015-08-11	SELL	375	321.6	530.64	245.21	119,824.15	-6,609.94
2015-12-01	BUY	444	267.9	523.37	255.59	-119,726.56	0
2015-12-07	SELL	444	257.18	502.43	243.49	113,443.77	-6,282.79
2016-01-20	BUY	412	274	496.71	242.4	-113,627.11	0
2016-01-28	SELL	412	263.04	476.84	229.69	107,665.95	-5,961.15
2016-02-03	BUY	410	260.7	470.3	225.83	-107,583.13	0
2016-03-02	SELL	410	244.1	440.36	211.07	99,429.58	-8,153.56
2016-04-24	BUY	397	248.6	434.25	217.2	-99,345.65	0
2016-06-28	SELL	397	250	436.7	219.34	98,593.96	-751.69
2016-07-11	BUY	388	253	431.92	211.89	-98,807.81	0
2016-09-20	SELL	388	262	447.29	221.31	100,987.41	2,179.6
2016-09-25	BUY	375	267.1	440.72	218.91	-100,822.13	0
2016-11-29	SELL	375	285.2	470.58	221.64	106,257.78	5,435.66
2016-12-05	BUY	372	284	464.85	218.7	-106,331.56	0
2017-02-08	SELL	372	304.6	498.57	232.95	112,579.68	6,248.13
2017-02-13	BUY	361	309.9	492.25	230.35	-112,596.49	0
2017-04-19	SELL	361	333	528.94	249.22	119,434.84	6,838.35
2017-05-07	BUY	349	340	522.1	252.64	-119,434.74	0
2017-05-31	SELL	349	326.4	501.22	247.2	113,165.18	-6,269.56
2017-06-05	BUY	334	336	493.79	241.21	-112,959	0
2017-08-10	SELL	334	376.2	552.86	256.16	124,841.78	11,882.78
2017-08-17	BUY	320	388	546.3	254.09	-124,960.39	0
2017-10-23	SELL	320	431.9	608.12	286.6	137,313.29	12,352.9
2017-10-26	BUY	305	447.9	601.08	281.5	-137,492.08	0
2018-01-01	SELL	305	471	632.08	295.76	142,727.15	5,235.08
2018-01-04	BUY	290	487.6	622.18	292.46	-142,318.64	0
2018-02-26	SELL	290	468.1	597.29	277.77	134,872.78	-7,445.86
2018-03-07	BUY	275	487.9	590.36	277.08	-135,039.94	0
2018-03-25	SELL	275	468.38	566.74	270.21	127,968.65	-7,071.29
2018-04-12	BUY	263	484.1	560.2	264.95	-128,143.45	0
2018-05-03	SELL	263	464.74	537.79	251.38	121,436.39	-6,707.05
2018-10-25	BUY	316	381	529.74	252.64	-121,178.38	0
2018-11-18	SELL	316	365.76	508.55	244.39	114,827.21	-6,351.17
2019-01-07	BUY	305	375	503.25	244.69	-115,122.94	0
2019-03-13	SELL	305	391.7	525.66	245.31	118,697.53	3,574.58
2019-03-19	BUY	303	389	518.61	242.76	-118,628.37	0
2019-04-08	SELL	303	373.44	497.87	231.93	112,422.52	-6,205.85
2019-06-12	BUY	306	365	491.44	240.38	-112,421.81	0
2019-07-07	SELL	306	350.4	471.78	228.2	106,522.42	-5,899.39
2019-09-23	BUY	293	361	465.4	220	-106,458.4	0
2019-10-02	SELL	293	346.56	446.79	209.07	100,886.22	-5,572.17