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

#167 · Flow: Range flow

Full-history NAV৳132,049

Net return 32.0% · drawdown 42.5% · 72 closed positions

2024 onward NAV৳83,285

Net return -16.7% · drawdown 38.6% · 10 closed positions

2024 stress NAV৳89,256

Net return -10.7% · drawdown 32.8% · 10 closed positions

Variant 0; fixed stop 15.0%; maximum 60 sessions; gate None; continuous signal; exit stop/time only; trailing arms at 18.0%, distance 6.0%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳31

Unsettled৳0

Holdings৳132,018

NAV৳132,049

Realized P&L৳35,546

Unrealized P&L৳-3,497

Fees৳64,025

Friction৳30,525

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 #167

172 fills, including partial sales. Page 1.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2010-12-02	BUY	429	231.4	436.79	200.74	-99,908.14	0
2010-12-21	SELL	214	284.3	267.7	122.63	60,449.88	10,612.25
2010-12-22	SELL	215	269.9	255.33	116.64	57,656.53	7,586.02
2010-12-26	BUY	240	249.7	263.68	120.38	-60,312.06	0
2011-01-20	SELL	240	207.9	219.54	100.24	49,576.22	-10,735.85
2011-01-25	BUY	254	226	252.58	115.47	-57,772.04	0
2011-02-13	SELL	254	190.1	212.46	97.01	47,975.94	-9,796.11
2011-02-14	BUY	286	172.6	217.2	99.2	-49,680	0
2011-02-28	SELL	286	139.9	176.05	80.35	39,755	-9,925
2011-03-03	BUY	573	152.1	383.47	175.86	-87,712.64	0
2011-03-08	SELL	286	175.5	220.85	101.01	49,871.14	6,091.36
2011-03-13	SELL	287	172.1	217.33	99.42	49,075.95	5,143.1
2011-03-14	BUY	269	184.2	218.02	99.74	-49,867.56	0
2011-04-25	SELL	269	153.1	181.21	83.14	40,919.55	-8,948.01
2011-04-26	BUY	316	154	214.12	98.4	-48,976.52	0
2011-07-11	SELL	158	177.1	123.12	56.24	27,802.44	3,314.18
2011-07-24	SELL	158	211.8	147.24	67.14	33,250.02	8,761.76
2011-07-25	BUY	332	205.6	300.34	137.29	-68,696.83	0
2011-08-07	SELL	332	174	254.18	115.98	57,397.84	-11,298.98
2011-08-08	BUY	186	177.7	145.43	66.25	-33,263.88	0
2011-10-09	SELL	186	147.7	120.88	55.38	27,295.94	-5,967.94
2011-10-10	BUY	386	147.9	251.19	116.06	-57,456.65	0
2011-11-22	SELL	193	172.5	146.49	66.97	33,079.04	4,350.71
2011-11-24	SELL	193	166.3	141.22	64.5	31,890.17	3,161.85
2011-11-27	BUY	380	157.7	263.67	120.91	-60,310.58	0
2012-01-08	SELL	190	181.35	151.61	69.46	34,236.38	4,081.09
2012-01-18	SELL	190	159.28	133.16	60.82	30,068.65	-86.64
2012-01-19	BUY	391	168.1	289.2	132.83	-66,149.12	0
2012-03-28	SELL	195	193.4	165.94	75.91	37,471.16	4,481.18
2012-04-03	SELL	196	187.34	161.56	73.79	36,483.68	3,324.53
2012-04-04	BUY	362	185.5	295.46	135.45	-67,581.91	0
2012-04-12	SELL	181	216.7	172.58	78.72	38,971.4	5,180.45
2012-04-29	SELL	181	213.2	169.79	77.37	38,342.03	4,551.08
2012-04-30	BUY	349	214.7	329.69	150.6	-75,410.59	0
2012-07-22	SELL	349	182.49	280.24	129.25	63,281.26	-12,129.33
2012-07-23	BUY	187	203.5	167.44	76.74	-38,298.68	0
2012-08-28	SELL	187	172.7	142.1	64.98	32,087.82	-6,210.85
2012-08-29	BUY	340	185.3	277.21	127.41	-63,406.62	0
2012-11-28	SELL	340	165.8	248.04	115.28	56,008.68	-7,397.94
2012-11-29	BUY	186	170.9	139.86	64.44	-31,991.7	0
2013-02-27	SELL	186	146.7	120.06	55.16	27,110.98	-4,880.72
2013-02-28	BUY	379	147.1	245.3	113.96	-56,110.17	0
2013-05-21	SELL	189	169.9	141.29	66.11	31,903.7	3,922.65
2013-06-02	SELL	190	173.9	145.38	67.33	32,828.29	4,699.19
2013-06-03	BUY	328	178.7	257.9	121.08	-58,992.58	0
2013-07-10	SELL	164	220.7	159.26	72.86	35,962.68	6,466.39
2013-07-14	SELL	164	211.5	152.62	69.68	34,463.7	4,967.41
2013-07-18	BUY	531	193.1	451.16	206.78	-103,194.04	0
2013-09-01	SELL	265	222.06	258.93	118.55	58,469.75	6,969.9
2013-09-15	SELL	266	195.03	228.26	104.22	51,545.76	-148.42
2013-09-17	BUY	298	195.3	256.08	116.97	-58,572.45	0
2013-12-18	SELL	298	200.2	262.5	120.79	59,276.31	703.86
2013-12-22	BUY	253	202.1	224.98	103.64	-51,459.92	0
2014-03-23	SELL	253	209.3	232.99	106.95	52,612.96	1,153.04
2014-03-24	BUY	283	208	259	119.05	-59,242.06	0
2014-04-07	SELL	141	240.7	149.33	68.35	33,721.02	4,204.66
2014-04-16	SELL	142	255.68	159.75	72.9	36,073.92	6,348.22
2014-04-17	BUY	337	254.6	377.52	173.09	-86,350.81	0
2014-06-03	SELL	168	292.79	216.43	99.02	48,873.27	5,825.98
2014-07-06	SELL	169	291.9	217.06	99.25	49,014.79	5,711.27
2014-07-07	BUY	288	293.3	371.67	170.74	-85,012.81	0
2014-08-11	SELL	144	340	215.42	98.42	48,646.15	6,139.75
2014-08-21	SELL	144	329.38	208.69	95.21	47,126.24	4,619.83
2014-08-24	BUY	298	325.3	426.53	195.3	-97,561.24	0
2014-09-21	SELL	149	377.9	247.75	113.32	55,946.03	7,165.41
2014-09-30	SELL	149	381.9	250.37	114.43	56,538.29	7,757.68
2014-10-01	BUY	266	384.2	449.67	206.22	-102,853.09	0
2014-11-24	SELL	266	316.7	370.67	170.66	83,700.87	-19,152.22
2014-11-25	BUY	179	315.6	248.57	114	-56,854.97	0
2014-12-10	SELL	89	365	142.93	65.46	32,276.6	4,007.93
2015-02-23	SELL	90	339.6	134.48	61.7	30,367.82	1,781.53
2015-03-04	BUY	436	332.9	638.64	303.6	-146,086.63	0
2015-06-04	SELL	436	329.1	631.35	294.8	142,561.46	-3,525.17
2015-06-11	BUY	436	325	623.48	290.35	-142,613.83	0
2015-09-10	SELL	436	309.1	592.98	282.06	133,892.56	-8,721.28
2015-09-21	BUY	446	298.2	585.19	278.88	-133,861.27	0
2015-10-15	SELL	446	253.47	497.41	232.89	112,317.32	-21,543.95
2015-10-19	BUY	1	245	1.08	0.49	-246.57	0
2016-01-13	SELL	1	255.4	1.12	0.51	253.77	7.2
2016-01-14	BUY	435	256.6	491.13	246.69	-112,358.82	0
2016-04-11	SELL	435	234.5	448.83	226.98	101,331.69	-11,027.13
2016-04-20	BUY	425	237	443.19	225.63	-101,393.82	0
2016-07-21	SELL	425	268	501.16	243.66	113,155.18	11,761.36
2016-07-26	BUY	418	269.1	494.93	237.91	-113,216.64	0
2016-10-30	SELL	418	277	509.46	245.24	115,031.3	1,814.66
2016-11-02	BUY	410	278.5	502.41	241.62	-114,929.03	0
2017-01-29	SELL	410	305.5	551.12	257.66	124,446.22	9,517.19
2017-02-01	BUY	411	301	544.33	254.61	-124,509.94	0
2017-04-03	SELL	205	346.15	312.23	145.49	70,503.04	8,399.54
2017-04-30	SELL	206	337.1	305.55	142.25	68,994.8	6,588.36
2017-05-07	BUY	408	340	610.37	298.38	-139,628.74	0
2017-08-06	SELL	408	373.2	669.97	310.82	151,284.81	11,656.07
2017-08-10	BUY	399	376.2	660.46	307.14	-151,071.4	0
2017-09-10	SELL	199	432.63	378.81	175.98	85,538.58	10,192.19
2017-11-08	SELL	200	442	388.96	180.59	87,830.45	12,105.43
2017-11-09	BUY	186	457	374.01	173.27	-85,549.27	0
2018-02-05	SELL	186	496	405.93	187	91,663.07	6,113.8
2018-02-06	BUY	176	495	383.33	176.44	-87,679.77	0
2018-05-08	SELL	176	463.1	358.62	165.96	80,981.01	-6,698.76
2018-05-09	BUY	199	459	401.9	186.21	-91,929.11	0