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 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2017-11-16	SELL	209	484	445.09	205.53	100,505.39	1,032.55
2017-11-23	BUY	207	483	439.92	202.85	-100,623.77	0
2017-11-28	SELL	207	471	428.99	197.74	96,870.27	-3,753.5
2018-01-23	BUY	194	496	423.39	196.65	-96,844.03	0
2018-02-01	SELL	194	504	430.21	198.38	97,147.41	303.38
2018-04-19	BUY	196	493	425.16	199.18	-97,252.34	0
2018-04-24	SELL	196	485	418.26	195.17	94,446.57	-2,805.77
2018-08-29	BUY	240	391.5	413.42	194.92	-94,568.35	0
2018-09-12	SELL	240	380.2	401.49	188.91	90,657.6	-3,910.75
2018-10-28	BUY	235	383	396.02	186.26	-90,587.28	0
2018-10-31	SELL	235	380.5	393.44	184.92	88,839.14	-1,748.13
2019-01-01	BUY	239	370	389.09	186.86	-89,005.95	0
2019-01-22	SELL	239	384	403.81	189.11	91,183.08	2,177.13
2019-01-27	BUY	228	397	398.27	185.66	-91,099.93	0
2019-01-30	SELL	228	414.4	415.73	192.64	93,874.83	2,774.9
2019-02-04	BUY	235	396	409.46	188.94	-93,658.4	0
2019-02-12	SELL	235	397	410.5	189.5	92,695	-963.4
2019-03-25	BUY	230	401.4	406.22	189.5	-92,917.72	0
2019-04-03	SELL	230	407	411.88	191.66	93,006.45	88.73
2019-09-23	BUY	256	361	406.63	191.28	-93,013.91	0
2019-09-26	SELL	256	360	405.5	189.55	91,564.94	-1,448.97
2020-07-19	BUY	374	243	399.88	191.71	-91,473.59	0
2020-08-10	SELL	374	271.5	446.78	207.1	100,887.12	9,413.52
2020-08-16	BUY	341	294	441.12	204.1	-100,899.22	0
2020-08-19	SELL	341	286.9	430.46	198.77	97,203.66	-3,695.55
2020-08-25	BUY	320	301.7	424.79	195.95	-97,164.74	0
2020-09-10	SELL	160	346.96	244.26	111.91	55,156.63	6,574.26
2020-09-16	SELL	160	345	242.88	111.36	54,845.76	6,263.39
2020-10-18	BUY	320	342	481.54	227.83	-110,149.36	0
2020-10-22	SELL	320	331.3	466.47	222.23	105,327.3	-4,822.06
2020-12-09	BUY	313	334.1	460.12	219.57	-105,253	0
2020-12-21	SELL	313	341.1	469.76	221.74	106,072.8	819.8
2021-01-18	BUY	279	377	462.81	215.48	-105,861.29	0
2021-01-21	SELL	279	377	462.81	214.9	104,505.29	-1,355.99
2021-01-31	BUY	274	380	458.13	212.98	-104,791.11	0
2021-02-03	SELL	274	369.7	445.71	207.84	100,644.25	-4,146.86
2021-04-21	BUY	294	340.2	440.08	212.44	-100,671.32	0
2021-05-04	SELL	294	339.5	439.18	217	99,156.82	-1,514.5
2021-05-16	BUY	284	346.6	433.11	208.57	-99,076.08	0
2021-05-19	SELL	284	344.1	429.99	205.9	97,088.51	-1,987.57
2021-05-25	BUY	283	341.1	424.74	202.18	-97,158.22	0
2021-06-15	SELL	283	347.4	432.58	205.57	97,676.04	517.82
2021-11-28	BUY	269	360	426.1	211.87	-97,477.97	0
2021-12-01	SELL	269	359	424.91	211.94	95,934.15	-1,543.82
2022-01-13	BUY	267	357.1	419.52	203.37	-95,968.59	0
2022-01-30	SELL	267	352	413.53	200.13	93,370.34	-2,598.25
2022-02-09	BUY	258	359.5	408.1	200.41	-93,359.51	0
2022-02-14	SELL	258	358	406.4	202.41	91,755.19	-1,604.33
2022-04-27	BUY	279	326.4	400.69	196.83	-91,663.12	0
2022-05-08	SELL	279	320.1	392.95	190.05	88,724.89	-2,938.23
2022-08-08	BUY	292	302.9	389.17	184	-89,019.97	0
2022-08-14	SELL	292	288	370.02	174.54	83,551.43	-5,468.54
2024-06-27	BUY	351	236.2	364.79	179.97	-83,450.96	0
2024-07-14	SELL	351	246	379.92	183.44	85,782.64	2,331.68
2024-07-24	BUY	343	248.2	374.58	180.27	-85,687.45	0
2024-08-11	SELL	171	345.6	260.03	122.14	58,715.43	15,996.61
2024-08-15	SELL	172	381	288.34	131.94	65,111.72	22,143.09
2024-08-18	BUY	156	374.9	257.33	117.56	-58,859.3	0
2024-08-21	SELL	156	344.3	236.33	107.81	53,366.67	-5,492.63
2024-08-25	BUY	182	354	283.48	129.35	-64,840.84	0
2024-08-29	SELL	182	348.9	279.4	127.44	63,092.96	-1,747.87
2025-12-02	BUY	221	279	271.3	138.58	-62,068.88	0
2025-12-10	SELL	221	274.9	267.31	135.1	60,350.49	-1,718.39
2026-01-21	BUY	431	264.7	501.98	249.49	-114,837.16	0
2026-02-05	SELL	431	263	498.75	240.83	112,613.42	-2,223.75
2026-02-16	BUY	403	278	492.95	236.58	-112,763.53	0
2026-02-19	SELL	403	267	473.44	226.27	106,901.28	-5,862.25
2026-06-09	BUY	432	246	467.6	233.26	-106,972.85	0
2026-06-14	SELL	432	248	471.4	234.58	106,430.02	-542.83
2026-06-17	BUY	421	250.9	464.77	230.09	-106,323.76	0
2026-07-09	SELL	421	259.2	480.14	230	108,413.06	2,089.3
2026-07-28	BUY	415	259.8	474.39	228.87	-108,520.27	0
2026-08-06	SELL	415	259	472.93	230.2	106,781.87	-1,738.4