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: 1.1%. 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

#171 · Kalman milestone + Flow: NVI

Full-history NAV৳121,117

Net return 21.1% · drawdown 50.1% · 70 closed positions

2024 onward NAV৳150,220

Net return 50.2% · drawdown 8.4% · 7 closed positions

2024 stress NAV৳132,773

Net return 32.8% · drawdown 16.4% · 7 closed positions

Variant 0; fixed stop 4.0%; maximum 30 sessions; gate None; continuous signal; exit any bearish; trailing arms at 18.0%, distance 6.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳121,117

Unsettled৳0

Holdings৳0

NAV৳121,117

Realized P&L৳21,117

Unrealized P&L৳0

Fees৳64,939

Friction৳30,670

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳2.91e-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 #171

141 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
2011-07-25	SELL	577	205.6	521.98	239.58	117,869.64	23,735.26
2011-08-01	BUY	645	181.6	515.38	236.07	-117,883.45	0
2011-08-04	SELL	645	178.5	506.58	232.03	114,393.89	-3,489.56
2011-10-30	BUY	733	155.2	500.55	233.52	-114,495.67	0
2011-11-15	SELL	733	147.3	475.07	220.78	107,275.05	-7,220.62
2011-11-20	BUY	639	166.6	468.41	217.28	-107,143.1	0
2011-11-27	SELL	639	157.7	443.39	204.53	100,122.38	-7,020.72
2011-12-27	BUY	612	162.6	437.85	205.75	-100,154.8	0
2012-01-12	SELL	612	174.7	470.43	217.79	106,228.18	6,073.38
2012-03-20	BUY	611	172.8	464.56	215.7	-106,261.06	0
2012-04-29	SELL	611	213.2	573.17	262.76	129,429.28	23,168.22
2012-06-10	BUY	629	204.4	565.7	265.32	-129,398.61	0
2012-06-13	SELL	629	203.3	562.65	264.23	127,048.82	-2,349.79
2012-11-01	BUY	725	174.2	555.7	265.98	-127,116.68	0
2012-11-06	SELL	725	168.4	537.2	257.69	121,295.11	-5,821.56
2012-11-19	BUY	700	172.1	530.07	252.34	-121,252.41	0
2012-11-22	SELL	700	169.1	520.83	247.22	117,601.95	-3,650.46
2013-02-06	BUY	676	172.8	513.98	250.52	-117,577.29	0
2013-02-11	SELL	676	165.89	493.42	237.05	111,409.82	-6,167.48
2013-05-15	BUY	716	154.7	487.37	252.04	-111,504.61	0
2013-06-09	SELL	716	176.5	556.05	264.21	125,553.75	14,049.14
2013-06-12	BUY	700	178.1	548.55	258.93	-125,477.47	0
2013-07-14	SELL	700	211.5	651.42	301.72	147,096.86	21,619.38
2013-07-17	BUY	629	232.5	643.47	296.3	-147,182.26	0
2013-07-22	SELL	629	180.9	500.66	229.43	113,056.01	-34,126.25
2013-08-22	BUY	552	203.4	494.02	227.69	-112,998.51	0
2013-08-27	SELL	552	209.8	509.56	235.34	115,064.7	2,066.19
2013-09-02	BUY	532	214.7	502.57	231.45	-114,954.42	0
2013-09-09	SELL	532	204.3	478.23	219.64	107,989.74	-6,964.68
2013-10-31	BUY	559	192	472.24	227.57	-108,027.81	0
2013-12-12	SELL	559	202.1	497.09	230.91	112,245.9	4,218.09
2014-01-09	BUY	535	208.7	491.28	232.15	-112,377.93	0
2014-02-09	SELL	535	207.9	489.4	228.05	110,509.06	-1,868.88
2014-03-03	BUY	498	220.3	482.72	223.9	-110,416.02	0
2014-03-06	SELL	498	214.7	470.45	217.77	106,232.38	-4,183.64
2014-04-02	BUY	480	220	464.64	216.62	-106,281.26	0
2014-04-16	SELL	480	255.68	540	248.68	121,937.73	15,656.46
2014-04-27	BUY	456	265.8	533.3	244.66	-121,982.76	0
2014-05-14	SELL	456	267	535.71	246	120,970.29	-1,012.47
2014-06-05	BUY	420	285.9	528.34	243.89	-120,850.23	0
2014-06-10	SELL	420	286.3	529.08	244.49	119,472.43	-1,377.8
2014-06-16	BUY	389	305.4	522.72	240.89	-119,564.22	0
2014-07-06	SELL	389	291.9	499.62	230.22	112,819.26	-6,744.95
2014-07-17	BUY	393	285.1	492.99	228.38	-112,765.68	0
2014-07-22	SELL	393	293.5	507.52	235.35	114,602.63	1,836.95
2014-08-04	BUY	366	310.8	500.51	231.18	-114,484.49	0
2014-09-16	SELL	366	345.7	556.72	256.68	125,712.81	11,228.32
2014-09-23	BUY	328	380.7	549.43	252.98	-125,672	0
2014-11-03	SELL	328	361.6	521.86	239.7	117,843.24	-7,828.76
2015-01-12	BUY	329	355.9	515.2	243.97	-117,850.27	0
2015-01-18	SELL	329	357.4	517.37	246.01	116,821.22	-1,029.06
2015-02-12	BUY	329	352.5	510.28	240.59	-116,723.37	0
2015-02-22	SELL	329	333.1	482.2	226.51	108,881.2	-7,842.17
2015-03-24	BUY	323	336	477.52	223.57	-109,229.09	0
2015-04-02	SELL	323	353	501.68	232.75	113,284.57	4,055.48
2015-04-16	BUY	327	343.6	494.37	228.81	-113,080.38	0
2015-04-21	SELL	327	337	484.88	224.62	109,489.51	-3,590.87
2015-12-02	BUY	402	271.1	479.52	232.86	-109,694.58	0
2015-12-07	SELL	402	260.26	460.34	221.93	103,940.64	-5,753.94
2016-01-17	BUY	401	257	453.45	225.6	-103,736.05	0
2016-01-21	SELL	401	269.8	476.04	230.73	107,483.04	3,746.99
2016-04-24	BUY	430	248.6	470.35	237.04	-107,605.39	0
2016-05-02	SELL	430	245	463.54	228.69	104,657.77	-2,947.61
2016-05-11	BUY	412	252.1	457.01	223.28	-104,545.48	0
2016-05-16	SELL	412	252	456.83	222.88	103,144.3	-1,401.19
2016-05-24	BUY	399	256.7	450.66	220.02	-103,093.98	0
2016-05-29	SELL	399	255.2	448.03	219.67	101,157.1	-1,936.88
2016-10-25	BUY	353	285	442.66	212.02	-101,259.68	0
2016-10-30	SELL	353	277	430.24	205.31	97,145.45	-4,114.23
2016-11-06	BUY	345	279.9	424.89	202.72	-97,193.1	0
2016-11-10	SELL	345	279.1	423.67	201.04	95,664.79	-1,528.31
2016-11-21	BUY	331	287.1	418.13	197.25	-95,645.48	0
2016-12-12	SELL	331	284	413.62	193.67	93,396.72	-2,248.76
2017-07-05	BUY	261	355	407.68	190.81	-93,253.49	0
2017-07-10	SELL	261	340	390.46	181.35	88,168.2	-5,085.3
2017-07-13	BUY	247	354.8	385.6	178.69	-88,199.89	0
2017-08-28	SELL	247	387.1	420.7	194.93	94,998.07	6,798.18
2017-09-06	BUY	235	401.7	415.36	193.71	-95,008.57	0
2017-09-17	SELL	235	418	432.21	200.42	97,597.37	2,588.8
2017-11-13	BUY	205	472.9	426.56	197.91	-97,568.97	0
2017-11-16	SELL	205	484	436.57	201.53	98,581.9	1,012.93
2017-11-23	BUY	203	483	431.42	198.88	-98,679.29	0
2017-11-28	SELL	203	471	420.7	193.87	94,998.43	-3,680.86
2018-01-18	BUY	195	482.5	413.99	192.39	-94,693.88	0
2018-02-01	SELL	195	504	432.43	199.41	97,648.16	2,954.28
2018-02-13	BUY	191	507.9	426.84	196.75	-97,632.49	0
2018-02-22	SELL	191	487.58	409.77	188.79	92,529.99	-5,102.5
2018-04-19	BUY	187	493	405.64	189.78	-92,786.42	0
2018-04-24	SELL	187	473.28	389.41	181.38	87,932.56	-4,853.85
2018-08-29	BUY	223	391.5	384.14	180.65	-87,869.29	0
2018-09-12	SELL	223	375.84	368.77	173.04	83,270.51	-4,598.78
2018-10-28	BUY	216	383	364	170.73	-83,262.74	0
2018-10-31	SELL	216	380.5	361.63	169.52	81,656.86	-1,605.88
2019-01-01	BUY	220	370	358.16	171.27	-81,929.43	0
2019-02-12	SELL	220	397	384.3	177.23	86,778.47	4,849.04
2019-03-25	BUY	214	401.4	377.96	176	-86,453.56	0
2019-04-03	SELL	214	407	383.23	178.04	86,536.73	83.16