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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.

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.

0% return343.3% net return0 positions465 positions

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 positionsFull-history NAVRecent stress NAVInspect
465৳479৳19,237Rules & trades →
459৳570৳19,289Rules & trades →
455৳608৳30,525Rules & trades →
454৳696৳29,045Rules & trades →
452৳696৳19,289Rules & trades →
415৳713৳19,289Rules & trades →
411৳717৳19,289Rules & trades →
405৳1,133৳19,289Rules & trades →
404৳1,549৳19,289Rules & trades →
402৳1,771৳19,289Rules & trades →
372৳2,015৳19,289Rules & trades →
371৳2,622৳19,289Rules & trades →
363৳2,910৳19,289Rules & trades →
343৳2,924৳20,089Rules & trades →
335৳3,181৳47,792Rules & trades →
333৳4,607৳37,882Rules & trades →
329৳5,476৳37,882Rules & trades →
313৳5,574৳30,360Rules & trades →
310৳6,173৳43,102Rules & trades →
303৳8,989৳39,010Rules & trades →
300৳9,801৳38,916Rules & trades →
295৳12,981৳32,156Rules & trades →
292৳13,676৳41,873Rules & trades →
260৳13,883৳26,610Rules & trades →
259৳15,710৳26,610Rules & trades →
257৳15,781৳30,307Rules & trades →
256৳16,033৳45,581Rules & trades →
255৳19,080৳30,307Rules & trades →
208৳20,877৳36,159Rules & trades →
198৳22,131৳53,195Rules & trades →
196৳25,143৳33,095Rules & trades →
187৳33,566৳58,245Rules & trades →
186৳34,489৳53,071Rules & trades →
167৳35,171৳40,802Rules & trades →
165৳37,440৳37,845Rules & trades →
161৳42,263৳74,918Rules & trades →
158৳44,043৳78,126Rules & trades →
157৳53,519৳74,918Rules & trades →
154৳56,264৳44,128Rules & trades →
153৳62,778৳49,942Rules & trades →
147৳65,022৳64,084Rules & trades →
137৳73,649৳47,943Rules & trades →
136৳78,632৳50,001Rules & trades →
135৳80,826৳50,473Rules & trades →
129৳99,944৳52,622Rules & trades →
128৳100,941৳52,622Rules & trades →
119৳100,995৳43,038Rules & trades →
118৳101,946৳46,575Rules & trades →
117৳110,155৳49,557Rules & trades →
103৳133,375৳48,996Rules & trades →
102৳136,102৳55,284Rules & trades →
101৳138,379৳53,456Rules & trades →
98৳145,520৳54,043Rules & trades →
79৳150,242৳115,900Rules & trades →
78৳159,180৳120,816Rules & trades →
77৳160,935৳120,816Rules & trades →
76৳161,019৳120,816Rules & trades →
74৳181,538৳116,988Rules & trades →
73৳199,142৳121,853Rules & trades →
60৳200,452৳118,366Rules & trades →
48৳211,201৳128,871Rules & trades →
44৳221,072৳119,591Rules & trades →
39৳242,605৳130,354Rules & trades →
38৳272,593৳130,354Rules & trades →
37৳278,807৳126,439Rules & trades →
33৳291,973৳126,422Rules & trades →
32৳298,043৳122,630Rules & trades →
25৳341,394৳127,207Rules & trades →
24৳389,702৳129,084Rules & trades →
22৳402,891৳133,960Rules & trades →
17৳411,464৳119,509Rules & trades →
15৳443,253৳124,915Rules & trades →

#170 · Flow: Range flow

Full-history NAV৳130,508

Net return 30.5% · drawdown 39.3% · 93 closed positions

2024 onward NAV৳94,312

Net return -5.7% · drawdown 29.5% · 19 closed positions

2024 stress NAV৳53,486

Net return -46.5% · drawdown 47.6% · 13 closed positions

Variant 0; fixed stop 18.0%; maximum 45 sessions; gate EMA 50; fresh signal only; exit EMA 200 break; trailing arms at 0.0%, distance 0.0%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳130,508
Unsettled৳0
Holdings৳0
NAV৳130,508
Realized P&L৳30,508
Unrealized P&L৳0
Fees৳90,071
Friction৳43,098

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 #170

193 fills, including partial sales. Page 2.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2017-07-13SELL337354.8526.1245.51118,7963,468.4
2017-07-20BUY319370519.33240.25-118,789.580
2017-09-26SELL319410575.48268.55129,945.9711,156.39
2017-10-04BUY311415567.89264.2-129,897.080
2017-11-14SELL155498339.64156.6876,693.6911,953.98
2017-12-06SELL156487334.28153.3875,484.3510,326.97
2017-12-10BUY160478.3336.72154.62-77,019.340
2018-02-13SELL160507.9357.56164.4580,741.993,722.65
2018-02-14BUY147508.8329.09151.2-75,273.890
2018-04-22SELL147490316.93147.471,565.67-3,708.22
2018-04-24BUY165485352.11163.63-80,540.740
2018-05-20SELL165445323.07149.1772,952.76-7,587.97
2018-10-30BUY376383633.64303.82-144,945.460
2018-11-04SELL376382631.98303.59142,696.43-2,249.03
2018-11-07BUY378375623.7302.02-142,675.720
2018-11-12SELL378379630.35307.04142,324.61-351.12
2019-01-02BUY384368621.77308.25-142,242.020
2019-01-07SELL384375633.6313.27143,053.13811.11
2019-01-15BUY364390624.62298.53-142,883.150
2019-01-20SELL364375600.6285.66135,613.74-7,269.41
2019-01-23BUY345391593.54281.19-135,769.720
2019-02-13SELL345388588.98273.46132,997.55-2,772.17
2019-03-04BUY340389581.94270.26-133,112.210
2019-03-07SELL340390583.44272.43131,744.13-1,368.08
2019-03-19BUY336389575.1270.04-131,549.140
2019-04-07SELL336385569.18266.44128,524.38-3,024.76
2019-06-19BUY351363.9562.01278.52-128,569.430
2019-06-24SELL351359.2554.75274.21125,250.24-3,319.18
2019-06-27BUY342363.5546.99267.58-125,131.570
2019-07-03SELL342364.9549.1267.43123,979.27-1,152.3
2019-10-06BUY279347425.98199.29-97,438.270
2019-10-10SELL279333.5409.4191.5192,445.58-4,992.69
2020-02-20BUY423280521.14244.86-119,2060
2020-02-25SELL423292543.47252.79122,719.743,513.75
2020-07-23BUY495246.1536.01256.37-122,611.870
2020-07-28SELL495255555.39262.4125,407.212,795.34
2020-08-10BUY459271.5548.32255.3-125,422.120
2020-08-16SELL459294593.76276.4134,075.848,653.73
2020-08-19BUY464286.9585.74272-133,979.330
2020-09-09SELL232344.28351.44161.5179,36012,370.34
2020-10-22SELL232331.3338.19159.0876,364.339,374.66
2020-10-27BUY238332.2347.88163.89-79,575.370
2020-12-30SELL238349.9366.42170.7582,739.033,163.67
2021-01-04BUY210360.1332.73154.39-76,108.120
2021-03-09SELL210355328.02152.4674,069.52-2,038.6
2021-05-18BUY456342.2686.59339.13-157,068.920
2021-07-29SELL456375752.4365.93169,881.6712,812.75
2021-08-12BUY461366742.39352.93-169,821.320
2021-10-18SELL461369748.48358.23169,002.29-819.04
2022-01-18BUY462360731.81371.44-167,423.250
2022-01-30SELL462352715.55361.67161,546.79-5,876.46
2022-02-07BUY456355.3712.87368.72-163,098.390
2022-02-22SELL456355.8713.88369.81161,161.11-1,937.28
2022-08-07BUY534300704.88343.43-161,248.310
2022-08-14SELL534288676.68328.83152,786.49-8,461.82
2024-07-07BUY624243667.18343.53-152,642.710
2024-07-10SELL624250686.4347.9154,965.72,322.99
2024-07-15BUY391245.9423.05205.53-96,775.470
2024-07-24SELL391248.2427207.0996,412.1-363.37
2024-07-28BUY228254.1254.91120.33-58,310.050
2024-07-31SELL228248248.79117.356,177.91-2,132.14
2024-08-01BUY376254.7421.38203.89-96,392.460
2024-08-11SELL376345.6571.76278.97129,094.8732,702.41
2024-08-15BUY483381809.7374.93-185,207.630
2024-10-23SELL483330.7702.8326.54158,698.75-26,508.88
2024-11-12BUY484325.7693.61329.6-158,662.010
2025-01-19SELL484332.8708.73340.32160,026.141,364.13
2025-01-28BUY482330699.86337.46-160,097.330
2025-04-09SELL482321.7682.26353.08154,024.06-6,073.27
2025-07-10BUY512299673.59366.34-154,127.930
2025-07-15SELL512299673.59360.82152,053.6-2,074.33
2025-07-20BUY503300.2664.4341.37-152,006.380
2025-07-23SELL503313.2693.17349.21156,497.214,490.83
2025-07-31BUY497312.7683.81334.49-156,430.20
2025-08-17SELL497306669.16321.85151,090.99-5,339.21
2025-09-03BUY482311.5660.63325.17-151,128.80
2025-09-08SELL482308.5654.27325.01147,717.73-3,411.08
2026-02-24BUY551266.4645.86317.56-147,749.820
2026-03-01SELL551262635.19309.57143,417.24-4,332.58
2026-06-15BUY570250627321.6-143,448.60
2026-06-18SELL570251.5630.76320.33142,403.91-1,044.69
2026-06-24BUY554255621.59307.55-142,199.140
2026-06-29SELL554259.5632.56309.36142,821.08621.94
2026-07-05BUY550258.3625.09302.78-142,992.870
2026-07-08SELL550258624.36303.39140,972.25-2,020.62
2026-07-13BUY541258.9616.29298.53-140,979.720
2026-07-16SELL541258.6615.57297.23138,989.8-1,989.92
2026-07-21BUY536257.5607.29294.28-138,921.570
2026-07-26SELL536258.9610.59297.95137,861.86-1,059.71
2026-08-02BUY527260602.89298.21-137,921.10
2026-08-06SELL527259600.57297.55135,594.88-2,326.22
2026-08-11BUY522258592.57294.17-135,562.750
2026-08-16SELL522251.5577.65282.16130,423.2-5,139.55