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: 0.3%. 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

#183 · Kalman milestone + Flow: NVI

Full-history NAV৳104,855

Net return 4.9% · drawdown 32.2% · 77 closed positions

2024 onward NAV৳80,292

Net return -19.7% · drawdown 22.9% · 13 closed positions

2024 stress NAV৳64,790

Net return -35.2% · drawdown 37.4% · 11 closed positions

Variant 0; fixed stop 4.0%; maximum 120 sessions; gate EMA 50; continuous signal; exit EMA 200 break; trailing arms at 12.0%, distance 4.5%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳104,855

Unsettled৳0

Holdings৳0

NAV৳104,855

Realized P&L৳4,855

Unrealized P&L৳0

Fees৳71,679

Friction৳33,939

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 #183

165 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
2012-04-02	SELL	246	198.72	215.09	98.41	48,571.62	5,789.28
2012-04-03	SELL	247	189	205.41	93.93	46,383.66	3,427.42
2012-04-09	BUY	482	195.9	415.46	190.87	-95,030.14	0
2012-04-16	SELL	482	211.53	448.62	205.57	101,304.47	6,274.33
2012-04-19	BUY	470	214	442.55	202.58	-101,225.14	0
2012-05-09	SELL	470	200.4	414.43	189.52	93,584.05	-7,641.09
2012-06-10	BUY	455	204.4	409.21	190.29	-93,601.49	0
2012-06-25	SELL	455	196.22	392.84	183.46	88,705.62	-4,895.87
2012-11-01	BUY	506	174.2	387.84	182.81	-88,715.85	0
2012-11-06	SELL	506	168.4	374.93	177	84,658.47	-4,057.38
2012-11-19	BUY	489	172.1	370.29	173.88	-84,701.07	0
2012-11-22	SELL	489	169.1	363.84	170.5	82,155.57	-2,545.5
2013-02-06	BUY	472	172.8	358.87	171.36	-82,091.83	0
2013-02-11	SELL	472	165.9	344.54	162.84	77,797.42	-4,294.41
2013-05-15	BUY	500	154.7	340.34	169.58	-77,859.92	0
2013-05-20	SELL	500	166.2	365.64	180.15	82,554.21	4,694.29
2013-05-26	BUY	501	163.7	360.86	174.53	-82,549.09	0
2013-06-06	SELL	250	188.25	207.08	96.05	46,760.62	5,568.46
2013-06-09	SELL	251	176.5	194.93	90.01	44,016.56	2,659.63
2013-06-11	BUY	254	182.5	203.96	94.08	-46,653.04	0
2013-06-18	SELL	254	175.2	195.8	90.17	44,214.82	-2,438.22
2013-06-26	BUY	458	191.6	386.11	179.29	-88,318.21	0
2013-07-02	SELL	458	183.9	370.6	171.54	83,684.06	-4,634.15
2013-07-14	BUY	393	211.5	365.73	168.01	-83,653.24	0
2013-07-17	SELL	393	232.5	402.04	184.23	90,786.23	7,132.99
2013-08-22	BUY	443	203.4	396.47	182.23	-90,684.9	0
2013-08-27	SELL	443	209.8	408.94	188.28	92,344.18	1,659.28
2013-09-02	BUY	428	214.7	404.32	185.73	-92,481.65	0
2013-09-09	SELL	428	204.3	384.74	176.35	86,879.32	-5,602.33
2013-11-05	BUY	443	194.6	379.31	179.68	-86,766.79	0
2013-11-24	SELL	443	206.6	402.7	186.51	90,934.59	4,167.8
2013-11-27	BUY	440	205.6	398.04	183.9	-91,045.95	0
2014-04-07	SELL	220	240.7	233	107.05	52,613.95	7,090.98
2014-04-09	SELL	220	242.76	234.99	107.65	53,064.78	7,541.81
2014-04-16	BUY	410	255.8	461.46	212.11	-105,551.57	0
2014-06-04	SELL	205	295.9	266.9	122.24	60,270.35	7,494.57
2014-06-08	SELL	205	284	256.17	117.37	57,846.47	5,070.68
2014-06-16	BUY	384	305.4	516	237.76	-118,027.36	0
2014-07-06	SELL	384	291.9	493.19	227.22	111,369.19	-6,658.17
2014-07-17	BUY	389	285.1	487.98	226.01	-111,617.89	0
2014-08-07	SELL	194	327.87	279.87	128.16	63,197.78	7,532.3
2014-08-12	SELL	195	330.9	283.91	129.86	64,111.72	8,159.31
2014-08-13	BUY	185	339.2	276.11	126.23	-63,154.34	0
2014-08-24	SELL	185	325.3	264.79	120.91	59,794.8	-3,359.54
2014-09-02	BUY	363	338.9	541.29	248.42	-123,810.42	0
2014-09-22	SELL	181	389.73	310.38	142.17	70,089.48	8,354.81
2014-09-29	SELL	182	390.59	312.79	143.13	70,632.37	8,556.62
2014-10-01	BUY	181	384.2	305.98	139.93	-69,986.1	0
2014-10-20	SELL	181	368.83	293.74	134.17	66,330.68	-3,655.42
2014-10-28	BUY	359	379.7	599.77	275.64	-137,187.72	0
2014-11-03	SELL	359	361.6	571.18	262.61	128,980.61	-8,207.11
2015-01-12	BUY	360	355.9	563.75	267.97	-128,955.71	0
2015-01-25	SELL	360	341.66	541.2	256.91	122,200.93	-6,754.78
2015-02-12	BUY	344	352.5	533.54	251.97	-122,045.52	0
2015-02-22	SELL	344	333.1	504.18	237.18	113,845.04	-8,200.48
2015-03-29	BUY	325	348	497.64	232.56	-113,830.2	0
2015-04-20	SELL	325	334.08	477.73	221.29	107,876.98	-5,953.22
2015-12-02	BUY	396	271.1	472.36	229.16	-108,057.13	0
2015-12-07	SELL	396	267.4	465.92	224.78	105,199.71	-2,857.42
2016-01-18	BUY	402	259.5	459	227.06	-105,005.06	0
2016-01-21	SELL	402	269.8	477.22	231.34	107,751.04	2,745.98
2016-04-24	BUY	431	248.6	471.45	237.64	-107,855.69	0
2016-04-27	SELL	431	251	476	236.42	107,468.59	-387.1
2016-05-11	BUY	424	252.1	470.32	230.25	-107,590.97	0
2016-05-16	SELL	424	252	470.13	229.82	106,148.04	-1,442.92
2016-05-24	BUY	410	256.7	463.09	226.51	-105,936.6	0
2016-05-29	SELL	410	255.2	460.38	226.18	103,945.44	-1,991.16
2016-10-25	BUY	363	285	455.2	218.34	-104,128.55	0
2016-10-31	SELL	363	273.6	436.99	208.66	98,671.15	-5,457.4
2016-11-06	BUY	350	279.9	431.05	205.79	-98,601.84	0
2017-03-29	SELL	175	321.88	247.85	115.34	55,966.69	6,665.77
2017-04-12	SELL	175	337.02	259.51	120.07	58,598.84	9,297.92
2017-07-05	BUY	321	355	501.4	236.23	-114,692.63	0
2017-07-10	SELL	321	340	480.22	224.13	108,435.66	-6,256.98
2017-07-13	BUY	303	354.8	473.02	220.16	-108,197.58	0
2017-09-10	SELL	151	408.02	271.09	125.17	61,214.76	7,294.52
2017-09-12	SELL	152	415.42	277.84	128.03	62,738.73	8,461.4
2017-09-13	BUY	147	415	268.42	123.62	-61,397.04	0
2017-11-13	SELL	73	477.25	153.29	70.2	34,615.76	4,126.07
2017-11-16	SELL	74	484	157.59	72.03	35,586.37	4,679.02
2017-11-23	BUY	273	483	580.18	268.74	-132,707.92	0
2017-11-28	SELL	273	463.68	556.97	257.8	125,769.86	-6,938.06
2018-01-18	BUY	259	482.5	549.86	257.38	-125,774.73	0