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 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2018-04-24	SELL	245	485	522.83	245.53	118,056.64	-3,510.65
2018-08-29	BUY	299	391.5	515.06	244.98	-117,818.54	0
2018-09-12	SELL	299	380.2	500.19	237.31	112,942.3	-4,876.25
2018-10-28	BUY	293	383	493.76	234.15	-112,946.91	0
2018-10-31	SELL	293	380.5	490.54	232.43	110,763.53	-2,183.38
2019-01-01	BUY	298	370	485.14	236.07	-110,981.21	0
2019-01-22	SELL	298	384	503.5	237.5	113,691	2,709.79
2019-01-27	BUY	284	397	496.09	232.67	-113,476.76	0
2019-01-30	SELL	284	414.4	517.83	241.09	116,930.68	3,453.92
2019-02-04	BUY	294	396	512.27	237.26	-117,173.52	0
2019-02-12	SELL	294	397	513.56	237.99	115,966.45	-1,207.07
2019-03-25	BUY	287	401.4	506.89	237.97	-115,946.65	0
2019-04-03	SELL	287	407	513.96	240.54	116,054.5	107.85
2019-09-23	BUY	319	361	506.7	240.33	-115,906.03	0
2019-09-26	SELL	319	360	505.3	237.8	114,096.9	-1,809.13
2020-07-19	BUY	467	243	499.32	242.47	-114,222.79	0
2020-08-10	SELL	467	271.5	557.88	259.85	125,972.77	11,749.98
2020-08-16	BUY	426	294	551.07	256.09	-126,051.16	0
2020-08-19	SELL	426	286.9	537.77	249.29	121,432.35	-4,618.82
2020-08-25	BUY	400	301.7	530.99	245.83	-121,456.82	0
2020-09-10	SELL	200	346.96	305.32	140.17	68,945.51	8,217.1
2020-09-16	SELL	200	345	303.6	139.51	68,556.89	7,828.49
2020-10-18	BUY	399	342	600.42	286.83	-137,345.24	0
2020-10-22	SELL	399	331.3	581.63	280.23	131,326.84	-6,018.4
2020-12-09	BUY	391	334.1	574.79	277.54	-131,485.42	0
2020-12-21	SELL	391	341.1	586.83	279.55	132,503.72	1,018.3
2021-01-18	BUY	349	377	578.92	271.15	-132,423.07	0
2021-01-21	SELL	349	377	578.92	270.24	130,723.84	-1,699.24
2021-01-31	BUY	342	380	571.82	267.31	-130,799.13	0
2021-02-03	SELL	342	369.7	556.32	261.04	125,620.03	-5,179.1
2021-04-21	BUY	366	340.2	547.86	268.25	-125,329.31	0
2021-05-04	SELL	366	339.5	546.73	275.44	123,434.83	-1,894.48
2021-05-16	BUY	354	346.6	539.86	263.57	-123,499.83	0
2021-05-19	SELL	354	344.1	535.97	259.86	121,015.57	-2,484.26
2021-05-25	BUY	353	341.1	529.8	255.01	-121,193.1	0
2021-06-15	SELL	353	347.4	539.58	259.18	121,833.44	640.33
2021-11-28	BUY	336	360	532.22	270.3	-121,762.53	0
2021-12-01	SELL	336	359	530.75	270.57	119,822.68	-1,939.84
2022-01-13	BUY	333	357.1	523.22	257.55	-119,695.08	0
2022-01-30	SELL	333	352	515.75	253.35	116,446.9	-3,248.18
2022-02-09	BUY	322	359.5	509.34	254.74	-116,523.08	0
2022-02-14	SELL	322	358	507.21	258.1	114,510.69	-2,012.39
2022-04-27	BUY	349	326.4	501.22	250.83	-114,665.65	0
2022-05-08	SELL	327	320.1	460.56	225.06	103,987.08	-3,450.36
2022-05-09	SELL	22	321.1	31.08	14.2	7,018.92	-209.29
2022-08-08	BUY	364	302.9	485.12	231.56	-110,972.28	0
2022-08-14	SELL	364	288	461.26	219.53	104,151.2	-6,821.08
2024-06-27	BUY	438	236.2	455.2	228.96	-104,139.76	0
2024-07-14	SELL	438	246	474.09	232.23	107,041.68	2,901.92
2024-07-24	BUY	428	248.2	467.41	228.04	-106,925.05	0
2024-08-11	SELL	214	345.6	325.42	154.1	73,478.89	20,016.36
2024-08-15	SELL	214	381	358.75	164.42	81,010.83	27,548.31
2024-08-18	BUY	195	374.9	321.66	147.14	-73,574.31	0
2024-08-21	SELL	195	344.3	295.41	134.88	66,708.21	-6,866.09
2024-08-25	BUY	227	354	353.58	161.49	-80,873.06	0
2024-08-29	SELL	227	348.9	348.48	159.08	78,692.74	-2,180.32
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	540	264.7	628.93	319.34	-143,886.26	0
2026-02-05	SELL	540	263	624.89	306.21	141,088.9	-2,797.36
2026-02-16	BUY	504	278	616.49	299.8	-141,028.29	0
2026-02-19	SELL	504	267	592.1	286.45	133,689.45	-7,338.84
2026-06-09	BUY	540	246	584.5	298.04	-133,722.54	0
2026-06-14	SELL	540	248	589.25	299.57	133,031.18	-691.36
2026-06-17	BUY	526	250.9	580.68	293.35	-132,847.43	0
2026-07-09	SELL	526	259.2	599.89	291.02	135,448.28	2,600.85
2026-07-28	BUY	518	259.8	592.14	289.78	-135,458.31	0
2026-08-06	SELL	518	259	590.31	292.05	133,279.63	-2,178.68