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: 0.5%. 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

#180 · Kalman milestone + Flow: NVI

Full-history NAV৳109,444

Net return 9.4% · drawdown 39.1% · 72 closed positions

2024 onward NAV৳77,212

Net return -22.8% · drawdown 25.9% · 15 closed positions

2024 stress NAV৳71,163

Net return -28.8% · drawdown 31.3% · 12 closed positions

Variant 0; fixed stop 4.0%; maximum 60 sessions; gate None; continuous signal; exit EMA 200 break; trailing arms at 0.0%, distance 0.0%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳109,444

Unsettled৳0

Holdings৳0

NAV৳109,444

Realized P&L৳9,444

Unrealized P&L৳0

Fees৳79,470

Friction৳38,283

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 #180

151 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
2011-07-07	SELL	577	167.9	426.26	197.68	96,254.35	2,119.97
2011-07-12	BUY	550	174	421.08	194.52	-96,315.6	0
2011-07-17	SELL	550	177.1	428.58	197.57	96,778.85	463.26
2011-07-25	BUY	468	205.6	423.37	193.97	-96,838.14	0
2011-08-01	SELL	468	181.6	373.95	170.93	84,443.92	-12,394.22
2011-10-30	BUY	540	155.2	368.76	170.87	-84,347.63	0
2011-11-02	SELL	540	163	387.29	179.27	87,453.44	3,105.82
2011-11-20	BUY	522	166.6	382.65	176.85	-87,524.69	0
2011-11-23	SELL	522	163.7	375.99	173.27	84,902.15	-2,622.55
2011-12-27	BUY	519	162.6	371.31	173.62	-84,934.33	0
2012-01-01	SELL	519	171.1	390.72	183.22	88,226.96	3,292.63
2012-01-04	BUY	494	177.3	385.38	179.3	-88,150.88	0
2012-01-12	SELL	494	174.7	379.73	175.18	85,746.89	-2,403.99
2012-03-20	BUY	493	172.8	374.84	173.34	-85,738.57	0
2012-04-11	SELL	246	208.7	225.9	103.18	51,011.13	8,228.8
2012-06-17	SELL	247	200.1	217.47	100.16	49,107.07	6,150.82
2012-11-01	BUY	571	174.2	437.66	207.24	-100,113.1	0
2012-11-06	SELL	571	168.4	423.09	200.69	95,532.62	-4,580.48
2012-11-19	BUY	552	172.1	418	197.09	-95,614.28	0
2012-11-22	SELL	552	169.1	410.71	193.21	92,739.28	-2,875
2013-02-06	BUY	533	172.8	405.25	194.71	-92,702.36	0
2013-02-11	SELL	533	165.9	389.07	184.79	87,850.84	-4,851.52
2013-05-15	BUY	564	154.7	383.9	193.43	-87,828.14	0
2013-05-20	SELL	564	166.2	412.44	205.23	93,119.13	5,290.99
2013-05-26	BUY	565	163.7	406.96	198.34	-93,095.8	0
2013-07-10	SELL	282	220.7	273.84	125.86	61,837.69	15,372.18
2013-07-31	SELL	283	184.2	229.37	104.65	51,794.59	5,164.3
2013-08-22	BUY	555	203.4	496.7	228.95	-113,612.65	0
2013-08-27	SELL	555	209.8	512.33	236.64	115,690.03	2,077.38
2013-09-02	BUY	536	214.7	506.35	233.21	-115,818.76	0
2013-09-09	SELL	536	204.3	481.82	221.31	108,801.67	-7,017.09
2013-10-31	BUY	563	192	475.62	229.29	-108,800.91	0
2014-01-30	SELL	563	212.3	525.91	246.4	118,752.59	9,951.67
2014-02-04	BUY	561	210.1	518.61	242.61	-118,627.32	0
2014-02-11	SELL	561	201.7	497.87	231.78	112,421.81	-6,205.52
2014-03-03	BUY	507	220.3	491.45	228.03	-112,411.57	0
2014-03-06	SELL	507	214.7	478.95	221.78	108,152.17	-4,259.41
2014-04-02	BUY	489	220	473.35	220.79	-108,274.14	0
2014-04-15	SELL	244	269.2	289.01	132.39	65,263.4	11,237.04
2014-06-30	SELL	245	300.3	323.72	148.23	73,101.54	18,853.76
2014-07-17	BUY	482	285.1	604.64	281.29	-138,304.13	0
2014-08-11	SELL	241	342.12	362.78	166.33	81,921.8	12,769.74
2014-10-26	SELL	241	377.7	400.51	183.38	90,441.81	21,289.74
2014-10-28	BUY	214	379.7	357.53	163.58	-81,776.91	0
2014-11-03	SELL	214	361.6	340.48	155.82	76,886.09	-4,890.82
2015-01-12	BUY	467	355.9	731.3	352.13	-167,288.74	0
2015-01-25	SELL	467	341.66	702.05	337.48	158,517.55	-8,771.18
2015-02-12	BUY	447	352.5	693.3	331.1	-158,591.9	0
2015-02-22	SELL	447	333.1	655.14	311.32	147,929.24	-10,662.65
2015-03-24	BUY	437	336	646.06	305.58	-147,783.64	0
2015-04-26	SELL	437	324.1	623.18	290.1	140,718.42	-7,065.22
2015-12-02	BUY	516	271.1	615.51	304.32	-140,807.42	0
2015-12-07	SELL	516	267.4	607.1	298.02	137,073.27	-3,734.15
2016-01-17	BUY	530	257	599.32	306.46	-137,115.79	0
2016-01-20	SELL	530	274	638.97	317.95	144,263.08	7,147.3
2016-04-24	BUY	577	248.6	631.15	328.73	-144,402.08	0
2016-04-27	SELL	577	251	637.24	325.6	143,864.17	-537.91
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	550	256.7	621.21	311.19	-142,117.41	0
2016-05-29	SELL	550	255.2	617.58	311.16	139,431.26	-2,686.15
2016-10-25	BUY	486	285	609.44	297.52	-139,416.96	0
2016-10-31	SELL	486	273.6	585.07	283.91	132,100.63	-7,316.33
2016-11-06	BUY	457	279.9	562.82	272.65	-128,749.77	0
2017-01-31	SELL	457	301	605.25	283.59	136,668.16	7,918.39
2017-07-05	BUY	392	355	612.3	290.73	-140,063.04	0
2017-07-10	SELL	392	340	586.43	275.28	132,418.29	-7,644.75
2017-07-13	BUY	371	354.8	579.18	270.98	-132,480.96	0
2017-09-10	SELL	185	425.76	346.57	160.71	78,258.32	12,196.39
2017-10-11	SELL	186	429.5	351.5	162.64	79,372.86	12,953.83
2017-11-13	BUY	331	472.9	688.73	323.55	-157,542.19	0
2018-02-07	SELL	331	496	722.37	336.19	163,117.43	5,575.25
2018-02-13	BUY	319	507.9	712.89	331.66	-163,064.65	0
2018-02-22	SELL	319	487.58	684.37	318.14	154,536.78	-8,527.87
2018-04-19	BUY	311	493	674.62	321.56	-154,319.19	0
2018-04-24	SELL	311	473.28	647.64	306.48	146,235.97	-8,083.22
2018-08-29	BUY	372	391.5	640.81	308.1	-146,586.9	0
2018-09-04	SELL	372	385.6	631.15	302.99	142,509.06	-4,077.84
2018-09-09	BUY	368	384	621.77	297.87	-142,231.64	0
2018-09-12	SELL	368	380.2	615.62	294.91	139,003.08	-3,228.56
2018-10-28	BUY	361	383	608.36	291.27	-139,162.62	0
2018-10-31	SELL	361	380.5	604.39	289.08	136,467.03	-2,695.59
2019-01-01	BUY	366	370	595.85	294.29	-136,310.14	0
2019-01-06	SELL	366	367.7	592.14	292.18	133,693.88	-2,616.27
2019-01-09	BUY	348	382	584.92	282.72	-133,803.64	0
2019-01-14	SELL	348	391	598.7	286.1	135,183.2	1,379.56
2019-01-23	BUY	343	391	590.1	279.49	-134,982.59	0
2019-02-13	SELL	343	388	585.57	271.84	132,226.59	-2,756
2019-03-25	BUY	328	401.4	579.3	273.2	-132,511.7	0
2019-04-07	SELL	328	385	555.63	259.92	125,464.45	-7,047.24
2019-09-23	BUY	345	361	548	260.81	-125,353.8	0
2019-09-26	SELL	345	360	546.48	257.9	123,395.62	-1,958.19
2020-07-19	BUY	505	243	539.95	263.56	-123,518.51	0
2020-07-22	SELL	505	246.5	547.72	263.54	123,671.24	152.73
2020-07-27	BUY	473	259.9	540.9	255.98	-123,729.59	0
2020-07-30	SELL	473	255	530.71	249.49	119,834.81	-3,894.78
2020-08-09	BUY	467	255	523.97	244.14	-119,853.12	0