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 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2019-11-20	BUY	310	323.1	440.71	209.77	-100,811.48	0
2019-11-25	SELL	310	312	425.57	200.91	96,093.52	-4,717.96
2020-02-20	BUY	341	280	420.11	196.15	-96,096.26	0
2020-03-01	SELL	341	268.8	403.31	186.32	91,071.18	-5,025.08
2020-07-21	BUY	368	245.9	398.16	189.13	-91,078.49	0
2020-08-13	SELL	184	295.08	238.9	109.68	53,946.14	8,406.89
2020-09-27	SELL	184	336	272.03	125.05	61,426.93	15,887.68
2020-10-04	BUY	346	331.7	504.98	236.14	-115,509.32	0
2020-11-23	SELL	346	318.43	484.78	232.47	109,460.22	-6,049.09
2020-12-07	BUY	334	325.1	477.77	229.29	-109,290.46	0
2021-01-18	SELL	167	390.12	286.66	132.26	64,731.12	10,085.89
2021-02-10	SELL	167	377.7	277.53	128.17	62,670.19	8,024.96
2021-02-15	BUY	339	374	557.86	262.24	-127,606.1	0
2021-02-22	SELL	339	359.7	536.53	252.33	121,149.44	-6,456.66
2021-04-20	BUY	358	336.3	529.74	257.62	-121,182.76	0
2021-06-27	SELL	358	344	541.87	260.99	122,349.14	1,166.38
2021-07-08	BUY	347	350	534.38	257.75	-122,242.13	0
2021-09-22	SELL	347	383.6	585.68	275.86	132,247.66	10,005.52
2021-09-28	BUY	341	384.9	577.5	271.35	-132,099.76	0
2021-10-07	SELL	341	369.5	554.4	260.67	125,185.79	-6,913.97
2021-12-06	BUY	343	362.8	547.54	277.67	-125,265.61	0
2021-12-20	SELL	343	348.29	525.64	265.4	118,671.75	-6,593.86
2022-01-13	BUY	330	357.1	518.51	255.06	-118,616.56	0
2022-02-27	SELL	330	345	500.94	247.56	113,101.5	-5,515.06
2022-08-03	BUY	373	301.2	494.33	234.29	-113,076.22	0
2022-08-14	SELL	373	288	472.67	225.21	106,726.12	-6,350.1
2024-06-27	BUY	450	236.2	467.68	235.85	-106,993.53	0
2024-08-11	SELL	225	345.6	342.14	162.35	77,255.5	23,758.74
2024-09-09	SELL	225	341.9	338.48	154.42	76,434.6	22,937.84
2024-09-17	BUY	456	334.3	670.74	308.64	-153,420.18	0
2024-10-24	SELL	456	320.93	643.91	298.81	145,400.45	-8,019.72
2024-11-12	BUY	444	325.7	636.29	301.27	-145,548.36	0
2024-12-12	SELL	386	312.5	530.75	254.24	119,840.01	-6,695.28
2024-12-15	SELL	58	315.1	80.41	36.87	18,158.52	-854.56
2024-12-18	BUY	372	320	523.78	251.9	-119,815.68	0
2025-02-23	SELL	372	345.7	565.84	265.53	127,769.03	7,953.35
2025-02-24	BUY	52	346	79.16	36.13	-18,107.3	0
2025-03-02	SELL	52	327.4	74.91	34.17	16,915.72	-1,191.58
2025-06-29	BUY	475	302.7	632.64	351.35	-144,766.49	0
2025-09-03	SELL	475	311.5	651.04	320.09	146,991.37	2,224.88
2026-01-27	BUY	547	267.1	642.86	321.09	-147,067.65	0
2026-03-05	SELL	547	245.3	590.39	284.45	133,304.26	-13,763.39
2026-06-08	BUY	536	246.8	582.05	297.26	-133,164.12	0
2026-08-16	SELL	536	251.5	593.14	290.26	133,920.6	756.48