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: 0.4%. 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

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

Full-history NAV৳106,809

Net return 6.8% · drawdown 35.7% · 84 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 12.0%, distance 4.5%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳106,809

Unsettled৳0

Holdings৳0

NAV৳106,809

Realized P&L৳6,809

Unrealized P&L৳0

Fees৳70,955

Friction৳33,447

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳7.28e-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 #181

173 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
2011-07-17	SELL	577	176.2	447.33	206.33	101,012.29	6,877.91
2011-07-25	BUY	488	205.6	441.46	202.32	-100,976.59	0
2011-08-01	SELL	488	181.6	389.93	178.28	88,052.59	-12,924
2011-10-30	BUY	564	155.2	385.14	178.62	-88,096.56	0
2011-11-15	SELL	564	147.3	365.54	169.02	82,542.64	-5,553.92
2011-11-20	BUY	493	166.6	361.39	166.87	-82,662.06	0
2011-11-27	SELL	493	157.7	342.08	157.27	77,246.75	-5,415.31
2011-12-29	BUY	469	163.5	337.4	157.6	-77,176.5	0
2012-01-12	SELL	469	174.7	360.51	166.19	81,407.59	4,231.09
2012-03-20	BUY	468	172.8	355.83	164.4	-81,390.63	0
2012-04-02	SELL	234	198.72	204.6	93.58	46,202.3	5,506.98
2012-04-03	SELL	234	189	194.59	88.96	43,942.44	3,247.13
2012-04-09	BUY	457	195.9	393.92	180.87	-90,101.09	0
2012-04-16	SELL	457	211.53	425.35	194.83	96,050.17	5,949.08
2012-04-19	BUY	446	214	419.95	192.17	-96,056.12	0
2012-04-30	SELL	446	214.7	421.33	192.71	95,142.16	-913.96
2012-06-10	BUY	463	204.4	416.4	193.71	-95,247.31	0
2012-06-13	SELL	463	203.3	414.16	192.85	93,520.89	-1,726.42
2012-11-01	BUY	533	174.2	408.53	192.93	-93,450.07	0
2012-11-06	SELL	533	168.4	394.93	186.82	89,175.45	-4,274.61
2012-11-19	BUY	515	172.1	389.98	183.43	-89,204.91	0
2012-11-22	SELL	515	169.1	383.18	179.85	86,523.47	-2,681.44
2013-02-06	BUY	497	172.8	377.88	180.89	-86,440.37	0
2013-02-11	SELL	497	165.89	362.76	171.8	81,911.78	-4,528.6
2013-05-15	BUY	527	154.7	358.72	179.58	-82,065.2	0
2013-06-03	SELL	263	178.7	206.79	96.47	46,694.84	5,740.1
2013-06-06	SELL	264	187.8	218.15	101.29	49,259.76	8,149.3
2013-06-09	BUY	262	176.5	203.47	94.02	-46,540.49	0
2013-06-17	SELL	262	177.8	204.97	94.46	46,284.17	-256.32
2013-06-30	BUY	531	178.9	417.98	194	-95,607.89	0
2013-07-07	SELL	531	187.4	437.84	203.08	98,868.48	3,260.59
2013-07-14	BUY	464	211.5	431.8	198.74	-98,766.54	0
2013-07-17	SELL	464	232.5	474.67	217.83	107,187.49	8,420.95
2013-07-18	BUY	1	193.1	0.85	0.39	-194.34	0
2013-07-23	SELL	1	175	0.77	0.35	173.88	-20.46
2013-08-22	BUY	524	203.4	468.96	215.99	-107,266.55	0
2013-08-27	SELL	524	209.8	483.71	223.22	109,228.26	1,961.71
2013-09-02	BUY	505	214.7	477.06	219.56	-109,120.12	0
2013-09-08	SELL	505	210.9	468.62	215.27	105,820.62	-3,299.5
2013-09-09	BUY	1	204.3	0.9	0.41	-205.61	0
2013-09-12	SELL	1	196.3	0.86	0.39	195.04	-10.56
2013-10-31	BUY	548	192	462.95	222.84	-105,901.79	0
2013-11-20	SELL	548	215.3	519.13	243.4	117,221.87	11,320.07
2013-11-26	BUY	582	200	512.16	238.01	-117,150.17	0
2013-12-01	SELL	582	200.5	513.44	238.3	115,939.25	-1,210.91
2014-01-09	BUY	552	208.7	506.89	239.82	-115,949.11	0
2014-01-22	SELL	552	208.7	506.89	238.96	114,456.55	-1,492.56
2014-01-27	BUY	533	213.4	500.47	234.63	-114,477.3	0
2014-02-06	SELL	533	210	492.49	229.59	111,207.92	-3,269.38
2014-03-03	BUY	502	220.3	486.6	225.73	-111,302.93	0
2014-03-06	SELL	502	214.7	474.23	219.55	107,085.62	-4,217.31
2014-04-09	BUY	429	247.9	467.94	216	-107,033.03	0
2014-04-30	SELL	429	268.9	507.58	232.63	114,617.89	7,584.86
2014-05-07	BUY	412	276.4	501.06	229.6	-114,607.45	0
2014-05-12	SELL	412	270.5	490.36	224.88	110,730.76	-3,876.69
2014-06-05	BUY	385	285.9	484.31	223.28	-110,779.09	0
2014-06-10	SELL	385	286.3	484.99	223.81	109,516.7	-1,262.4
2014-06-16	BUY	356	305.4	478.38	220.2	-109,420.98	0
2014-06-19	SELL	356	300.1	470.08	216.19	106,149.33	-3,271.65
2014-08-04	BUY	339	310.8	463.59	213.87	-106,038.66	0
2014-08-19	SELL	339	334.63	499.14	229.03	112,712.08	6,673.42
2014-09-16	BUY	324	345.7	492.83	226.85	-112,726.48	0
2014-09-25	SELL	162	398.6	284.12	130	64,159.07	7,795.83
2014-09-29	SELL	162	390.59	278.42	127.31	62,870.66	6,507.42
2014-10-01	BUY	166	384.2	280.62	128.26	-64,186.08	0
2014-10-13	SELL	166	374.7	273.68	125.03	61,801.49	-2,384.6
2015-01-12	BUY	348	355.9	544.95	258.66	-124,656.81	0
2015-01-15	SELL	348	360	551.23	262.96	124,465.81	-191
2015-02-12	BUY	351	352.5	544.4	257.3	-124,529.2	0
2015-02-22	SELL	351	333.1	514.44	242.17	116,161.49	-8,367.71
2015-03-29	BUY	332	348	508.36	237.71	-116,282.07	0
2015-04-02	SELL	332	353	515.66	239.37	116,440.97	158.91
2015-12-02	BUY	427	271.1	509.34	248.32	-116,517.37	0
2015-12-07	SELL	427	260.26	488.97	236.57	110,403.77	-6,113.6
2016-01-17	BUY	426	257	481.72	240.96	-110,204.68	0
2016-01-21	SELL	426	269.8	505.71	246.06	114,183.03	3,978.35
2016-04-24	BUY	457	248.6	499.88	253.47	-114,363.56	0
2016-05-02	SELL	457	245	492.65	244.25	111,228.11	-3,135.45
2016-05-11	BUY	438	252.1	485.85	238.41	-111,144.06	0
2016-05-16	SELL	438	252	485.65	237.96	109,652.38	-1,491.68
2016-05-24	BUY	424	256.7	478.9	234.81	-109,554.51	0
2016-05-29	SELL	424	255.2	476.1	234.5	107,494.2	-2,060.31
2016-10-25	BUY	375	285	470.25	225.95	-107,571.2	0
2016-10-30	SELL	375	277	457.05	218.75	103,199.2	-4,372
2016-11-06	BUY	366	279.9	450.75	215.67	-103,109.82	0
2016-11-09	SELL	366	281.3	453.01	215.75	102,287.04	-822.78
2016-11-21	BUY	354	287.1	447.19	211.49	-102,292.07	0
2016-12-01	SELL	354	283.9	442.2	207.62	99,850.78	-2,441.29
2017-07-05	BUY	280	355	437.36	205.13	-100,042.49	0
2017-07-10	SELL	280	340	418.88	194.85	94,586.27	-5,456.22
2017-07-13	BUY	264	354.8	412.14	191.24	-94,270.58	0
2017-08-06	SELL	264	373.2	433.51	199.68	97,891.61	3,621.03
2017-08-13	BUY	255	381.6	428.16	197.5	-97,933.65	0
2017-08-20	SELL	255	391.6	439.38	203.43	99,215.2	1,281.54
2017-09-10	BUY	242	408	434.44	202.47	-99,372.9	0
2017-09-13	SELL	242	415	441.89	205.23	99,782.88	409.98
2017-11-13	BUY	209	472.9	434.88	201.86	-99,472.83	0