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: 1.7%. 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

#165 · Kalman milestone + Flow: NVI + Flow: Signed imbalance

Full-history NAV৳133,512

Net return 33.5% · drawdown 35.4% · 80 closed positions

2024 onward NAV৳128,140

Net return 28.1% · drawdown 14.4% · 10 closed positions

2024 stress NAV৳115,900

Net return 15.9% · drawdown 20.3% · 9 closed positions

Variant 0; fixed stop 4.0%; maximum 15 sessions; gate None; continuous signal; exit any bearish; trailing arms at 0.0%, distance 0.0%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳133,512

Unsettled৳0

Holdings৳0

NAV৳133,512

Realized P&L৳33,512

Unrealized P&L৳0

Fees৳85,910

Friction৳40,875

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.16e-10. 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 #165

168 fills, including partial sales. Page 1.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2010-12-23	BUY	376	263.8	436.43	199.91	-99,825.14	0
2010-12-28	SELL	376	251.9	416.74	190.64	94,107.02	-5,718.12
2011-07-04	BUY	577	162.1	411.54	191.14	-94,134.38	0
2011-07-19	SELL	288	195	247.1	113.19	55,799.7	8,814.08
2011-07-26	SELL	289	205.5	261.31	119.33	59,008.85	11,860.09
2011-07-27	BUY	269	206.1	243.94	111.34	-55,796.18	0
2011-08-01	SELL	269	181.6	214.94	98.02	48,537.44	-7,258.73
2011-10-30	BUY	689	155.2	470.5	219.16	-107,622.47	0
2011-11-15	SELL	689	147.3	446.55	207.25	100,835.89	-6,786.57
2011-11-20	BUY	601	166.6	440.56	204.12	-100,771.27	0
2011-11-27	SELL	601	157.7	417.02	192.2	94,168.48	-6,602.8
2011-12-29	BUY	573	163.5	412.22	193.7	-94,291.42	0
2012-01-12	SELL	573	174.7	440.45	203.68	99,458.97	5,167.55
2012-03-20	BUY	571	172.8	434.14	201.3	-99,304.25	0
2012-04-02	SELL	285	198.72	249.19	114.13	56,271.88	6,706.71
2012-04-04	SELL	286	185.5	233.43	106.82	52,712.75	2,973.67
2012-04-09	BUY	553	195.9	476.66	219.33	-109,028.7	0
2012-04-24	SELL	276	225.29	273.59	124.88	61,780.2	7,364.43
2012-04-30	SELL	277	214.7	261.68	119.41	59,090.82	4,477.89
2012-06-10	BUY	588	204.4	528.82	247.52	-120,963.55	0
2012-06-13	SELL	588	203.3	525.98	246.49	118,767.93	-2,195.61
2012-11-01	BUY	677	174.2	518.91	247.54	-118,699.85	0
2012-11-06	SELL	677	168.4	501.63	239.79	113,265.38	-5,434.47
2012-11-19	BUY	654	172.1	495.23	235.06	-113,283.69	0
2012-11-22	SELL	654	169.1	486.6	230.33	109,874.46	-3,409.23
2013-02-06	BUY	632	172.8	480.52	233.18	-109,923.31	0
2013-02-11	SELL	632	165.89	461.3	220.85	104,159.07	-5,764.24
2013-05-15	BUY	669	154.7	455.37	233.63	-104,183.3	0
2013-06-03	SELL	334	178.7	262.62	123.37	59,299.82	7,286.03
2013-06-06	SELL	335	187.8	276.82	129.26	62,506.92	10,337.41
2013-06-09	BUY	333	176.5	258.61	120.03	-59,153.14	0
2013-06-17	SELL	333	177.8	260.51	120.5	58,826.38	-326.75
2013-06-30	BUY	674	178.9	530.55	247.62	-121,356.77	0
2013-07-07	SELL	674	187.4	555.75	259.16	125,492.68	4,135.92
2013-07-14	BUY	590	211.5	549.05	253.56	-125,587.62	0
2013-07-17	SELL	590	232.5	603.57	277.7	136,293.73	10,706.11
2013-08-22	BUY	665	203.4	595.15	275.08	-136,131.22	0
2013-08-27	SELL	665	209.8	613.87	284.43	138,618.7	2,487.47
2013-09-02	BUY	642	214.7	606.48	280.05	-138,723.94	0
2013-09-08	SELL	642	210.9	595.75	274.44	134,527.61	-4,196.33
2013-10-31	BUY	696	192	587.98	287.28	-134,507.26	0
2013-11-20	SELL	696	215.3	659.33	311.69	148,877.78	14,370.51
2013-11-26	BUY	740	200	651.2	304.42	-148,955.62	0
2013-12-01	SELL	740	200.5	652.83	304.7	147,412.47	-1,543.15
2014-01-09	BUY	701	208.7	643.71	307.78	-147,250.2	0
2014-01-22	SELL	701	208.7	643.71	306.4	145,348.59	-1,901.61
2014-01-27	BUY	677	213.4	635.68	300.47	-145,407.95	0
2014-02-06	SELL	677	210	625.55	293.59	141,250.87	-4,157.08
2014-03-03	BUY	637	220.3	617.46	287.99	-141,236.55	0
2014-03-06	SELL	637	214.7	601.76	279.96	135,882.18	-5,354.37
2014-04-09	BUY	545	247.9	594.46	275.54	-135,975.5	0
2014-04-30	SELL	545	268.9	644.82	296.19	145,609.49	9,633.99
2014-05-07	BUY	523	276.4	636.05	292.08	-145,485.33	0
2014-05-12	SELL	523	270.5	622.47	286.14	140,562.88	-4,922.45
2014-06-05	BUY	489	285.9	615.14	284.67	-140,704.91	0
2014-06-10	SELL	489	286.3	616	285.42	139,099.28	-1,605.63
2014-06-16	BUY	452	305.4	607.38	280.53	-138,928.71	0
2014-06-19	SELL	452	300.1	596.84	275.36	134,773.01	-4,155.7
2014-08-04	BUY	431	310.8	589.4	273	-134,817.2	0
2014-08-25	SELL	431	326.8	619.74	284.71	139,946.34	5,129.14
2014-09-16	BUY	402	345.7	611.47	282.31	-139,865.19	0
2014-09-25	SELL	201	398.6	352.52	161.56	79,604.52	9,671.93
2014-10-02	SELL	201	380.2	336.25	153.83	75,930.12	5,997.53
2015-01-12	BUY	434	355.9	679.63	325.96	-155,466.18	0
2015-01-15	SELL	434	360	687.46	331.76	155,220.78	-245.4
2015-02-12	BUY	438	352.5	679.34	324.12	-155,398.46	0
2015-02-22	SELL	438	333.1	641.95	304.78	144,951.07	-10,447.39
2015-03-29	BUY	414	348	633.92	298.46	-145,004.38	0
2015-04-02	SELL	414	353	643.02	300.02	145,198.96	194.58
2015-12-02	BUY	532	271.1	634.59	314.54	-145,174.33	0
2015-12-07	SELL	532	260.26	609.21	299.13	137,547.85	-7,626.47
2016-01-17	BUY	532	257	601.59	307.75	-137,633.34	0
2016-01-21	SELL	532	269.8	631.55	312.32	142,589.74	4,956.4
2016-04-24	BUY	569	248.6	622.39	323.6	-142,399.4	0
2016-05-02	SELL	569	245	613.38	310.31	138,481.31	-3,918.08
2016-05-11	BUY	500	252.1	554.62	275	-126,879.62	0
2016-05-16	SELL	500	252	554.4	274.43	125,171.17	-1,708.45
2016-05-24	BUY	530	256.7	598.62	298.87	-136,948.49	0
2016-05-29	SELL	530	255.2	595.13	298.78	134,362.1	-2,586.39
2016-10-25	BUY	468	285	586.87	285.77	-134,252.64	0
2016-10-30	SELL	468	277	570.4	276.41	128,789.19	-5,463.44
2016-11-06	BUY	457	279.9	562.82	272.65	-128,749.77	0
2016-11-09	SELL	457	281.3	565.64	272.45	127,716.01	-1,033.76
2016-11-21	BUY	442	287.1	558.35	266.61	-127,723.16	0
2016-12-01	SELL	442	283.9	552.13	261.29	124,670.39	-3,052.78
2017-07-05	BUY	349	355	545.14	257.63	-124,697.77	0
2017-07-10	SELL	349	340	522.1	244.23	117,893.66	-6,804.1
2017-07-13	BUY	330	354.8	515.17	240.28	-117,839.45	0
2017-08-06	SELL	330	373.2	541.89	250.43	122,363.69	4,524.24
2017-08-13	BUY	319	381.6	535.61	247.97	-122,513.99	0
2017-08-20	SELL	319	391.6	549.65	255.65	124,115.1	1,601.11
2017-09-10	BUY	302	408	542.15	254.21	-124,012.36	0
2017-09-13	SELL	302	415	551.45	257.46	124,521.09	508.73
2017-11-13	BUY	261	472.9	543.08	253.38	-124,223.36	0
2017-11-16	SELL	261	484	555.83	257.66	125,510.52	1,287.16
2017-11-23	BUY	259	483	550.43	254.72	-125,902.14	0
2017-11-28	SELL	259	471	536.75	248.28	121,203.97	-4,698.18
2018-01-23	BUY	242	496	528.14	246.6	-120,806.74	0
2018-02-01	SELL	242	504	536.66	248.33	121,183.01	376.27
2018-04-19	BUY	245	493	531.45	250.83	-121,567.28	0