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: 1.6%. 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

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

Full-history NAV৳131,486

Net return 31.5% · drawdown 36.5% · 81 closed positions

2024 onward NAV৳128,140

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

2024 stress NAV৳116,934

Net return 16.9% · drawdown 19.6% · 9 closed positions

Variant 0; fixed stop 4.0%; maximum 15 sessions; gate None; continuous signal; exit any bearish; trailing arms at 18.0%, distance 6.0%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳131,486

Unsettled৳0

Holdings৳0

NAV৳131,486

Realized P&L৳31,486

Unrealized P&L৳0

Fees৳85,822

Friction৳40,797

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 #168

170 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
2011-07-25	SELL	289	205.6	261.44	119.42	59,037.54	11,888.78
2011-07-26	BUY	270	205.5	244.13	111.45	-55,840.59	0
2011-08-01	SELL	270	181.6	215.74	98.38	48,717.88	-7,122.71
2011-10-30	BUY	690	155.2	471.19	219.49	-107,778.68	0
2011-11-15	SELL	690	147.3	447.2	207.56	100,982.24	-6,796.44
2011-11-20	BUY	602	166.6	441.29	204.46	-100,938.95	0
2011-11-27	SELL	602	157.7	417.72	192.52	94,325.16	-6,613.79
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	572	172.8	434.9	201.66	-99,478.17	0
2012-04-02	SELL	286	198.72	250.07	114.53	56,469.32	6,730.24
2012-04-04	SELL	286	185.5	233.43	106.82	52,712.75	2,973.66
2012-04-09	BUY	554	195.9	477.53	219.73	-109,225.86	0
2012-04-24	SELL	277	225.29	274.58	125.33	62,004.04	7,391.11
2012-04-30	SELL	277	214.7	261.68	119.41	59,090.82	4,477.89
2012-06-10	BUY	589	204.4	529.72	247.96	-121,169.28	0
2012-06-13	SELL	589	203.3	526.87	246.92	118,969.91	-2,199.37
2012-11-01	BUY	678	174.2	519.67	247.92	-118,875.2	0
2012-11-06	SELL	678	168.4	502.37	240.17	113,432.66	-5,442.53
2012-11-19	BUY	655	172.1	495.99	235.43	-113,456.92	0
2012-11-22	SELL	655	169.1	487.35	230.7	110,042.45	-3,414.47
2013-02-06	BUY	633	172.8	481.28	233.58	-110,097.26	0
2013-02-11	SELL	633	165.89	462.03	221.21	104,323.86	-5,773.4
2013-05-15	BUY	670	154.7	456.06	234.02	-104,339.07	0
2013-06-03	SELL	335	178.7	263.4	123.75	59,477.35	7,307.81
2013-06-06	SELL	335	187.8	276.82	129.26	62,506.92	10,337.39
2013-06-09	BUY	334	176.5	259.38	120.4	-59,330.78	0
2013-06-17	SELL	334	177.8	261.29	120.87	59,003.03	-327.75
2013-06-30	BUY	675	178.9	531.33	248	-121,536.83	0
2013-07-07	SELL	675	187.4	556.58	259.56	125,678.86	4,142.03
2013-07-14	BUY	591	211.5	549.98	254	-125,800.48	0
2013-07-17	SELL	591	232.5	604.59	278.18	136,524.73	10,724.24
2013-08-22	BUY	667	203.4	596.94	275.92	-136,540.66	0
2013-08-27	SELL	667	209.8	615.72	285.3	139,035.58	2,494.92
2013-09-02	BUY	643	214.7	607.43	280.5	-138,940.02	0
2013-09-08	SELL	643	210.9	596.68	274.87	134,737.15	-4,202.88
2013-10-31	BUY	697	192	588.83	287.73	-134,700.55	0
2013-11-20	SELL	697	215.3	660.28	312.15	149,091.66	14,391.11
2013-11-26	BUY	741	200	652.08	304.84	-149,156.92	0
2013-12-01	SELL	741	200.5	653.71	305.12	147,611.67	-1,545.25
2014-01-09	BUY	703	208.7	645.55	308.71	-147,670.36	0
2014-01-22	SELL	703	208.7	645.55	307.31	145,763.24	-1,907.12
2014-01-27	BUY	678	213.4	636.61	300.93	-145,622.75	0
2014-02-06	SELL	678	210	626.47	294.03	141,459.5	-4,163.25
2014-03-03	BUY	638	220.3	618.43	288.46	-141,458.28	0
2014-03-06	SELL	638	214.7	602.71	280.41	136,095.49	-5,362.8
2014-04-09	BUY	546	247.9	595.55	276.05	-136,225.01	0
2014-04-30	SELL	546	268.9	646.01	296.74	145,876.65	9,651.65
2014-05-07	BUY	524	276.4	637.27	292.65	-145,763.51	0
2014-05-12	SELL	524	270.5	623.66	286.69	140,831.64	-4,931.87
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	453	305.4	608.72	281.16	-139,236.08	0
2014-06-19	SELL	453	300.1	598.16	275.97	135,071.17	-4,164.91
2014-08-04	BUY	432	310.8	590.77	273.65	-135,130.01	0
2014-08-25	SELL	432	326.8	621.18	285.38	140,271.04	5,141.02
2014-09-16	BUY	403	345.7	613	283.03	-140,213.12	0
2014-09-25	SELL	201	398.6	352.52	161.56	79,604.52	9,671.92
2014-09-30	SELL	202	381.9	339.43	155.44	76,648.93	6,368.41
2014-10-01	BUY	206	384.2	348.24	159.38	-79,652.82	0
2014-10-13	SELL	206	374.7	339.63	155.35	76,693.22	-2,959.6
2015-01-12	BUY	428	355.9	670.23	321.22	-153,316.65	0
2015-01-15	SELL	428	360	677.95	326.91	153,075.13	-241.51
2015-02-12	BUY	431	352.5	668.48	318.7	-152,914.68	0
2015-02-22	SELL	431	333.1	631.69	299.71	142,634.7	-10,279.97
2015-03-29	BUY	407	348	623.2	293.24	-142,552.44	0
2015-04-02	SELL	407	353	632.15	294.82	142,744.03	191.59
2015-12-02	BUY	524	271.1	625.05	309.42	-142,990.87	0
2015-12-07	SELL	524	260.26	600.05	294.3	135,479.79	-7,511.07
2016-01-17	BUY	524	257	592.54	302.61	-135,563.15	0
2016-01-21	SELL	524	269.8	622.05	307.25	140,445.9	4,882.75
2016-04-24	BUY	561	248.6	613.64	318.49	-140,396.73	0
2016-05-02	SELL	561	245	604.76	305.51	136,534.74	-3,862
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	522	256.7	589.59	293.96	-134,880.95	0
2016-05-29	SELL	522	255.2	586.14	293.85	132,334.41	-2,546.54
2016-10-25	BUY	461	285	578.09	281.21	-132,244.3	0
2016-10-30	SELL	461	277	561.87	272.02	126,863.11	-5,381.19
2016-11-06	BUY	450	279.9	554.2	268.22	-126,777.42	0
2016-11-09	SELL	450	281.3	556.97	268.05	125,759.98	-1,017.44
2016-11-21	BUY	435	287.1	549.51	262.19	-125,700.2	0
2016-12-01	SELL	435	283.9	543.38	256.99	122,696.13	-3,004.07
2017-07-05	BUY	344	355	537.33	253.8	-122,911.13	0
2017-07-10	SELL	344	340	514.62	240.64	116,204.74	-6,706.38
2017-07-13	BUY	325	354.8	507.36	236.55	-116,053.91	0
2017-08-06	SELL	325	373.2	533.68	246.57	120,509.75	4,455.84
2017-08-13	BUY	314	381.6	527.22	244.02	-120,593.64	0
2017-08-20	SELL	314	391.6	541.03	251.55	122,169.81	1,576.18
2017-09-10	BUY	297	408	533.17	249.87	-121,959.05	0
2017-09-13	SELL	297	415	542.32	253.09	122,459.59	500.54
2017-11-13	BUY	257	472.9	534.76	249.4	-122,319.45	0
2017-11-16	SELL	257	484	547.31	253.63	123,587.06	1,267.61
2017-11-23	BUY	255	483	541.93	250.72	-123,957.64	0
2017-11-28	SELL	255	471	528.46	244.38	119,332.16	-4,625.48
2018-01-23	BUY	239	496	521.59	243.46	-119,309.05	0