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 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2018-03-28	SELL	259	463.2	527.86	249.25	119,191.68	-6,583.05
2018-04-19	BUY	240	493	520.61	245.52	-119,086.13	0
2018-04-24	SELL	240	473.28	499.78	234.38	112,853.04	-6,233.09
2018-10-28	BUY	293	383	493.76	234.15	-112,946.91	0
2018-10-31	SELL	293	380.5	490.54	232.43	110,763.53	-2,183.38
2019-01-01	BUY	298	370	485.14	236.07	-110,981.21	0
2019-01-06	SELL	298	367.7	482.13	234.41	108,858.06	-2,123.15
2019-01-09	BUY	283	382	475.67	227.35	-108,809.02	0
2019-01-14	SELL	283	391	486.87	230.54	109,935.58	1,126.56
2019-01-23	BUY	279	391	479.99	225.63	-109,794.62	0
2019-02-13	SELL	279	388	476.31	220.26	107,555.43	-2,239.19
2019-03-25	BUY	266	401.4	469.8	220.04	-107,462.24	0
2019-04-07	SELL	266	385	450.6	209.66	101,749.74	-5,712.5
2019-09-23	BUY	281	361	446.34	210.65	-102,097.99	0
2019-09-26	SELL	281	360	445.1	208.62	100,506.27	-1,591.72
2020-07-21	BUY	406	245.9	439.28	209.59	-100,484.26	0
2020-07-26	SELL	406	251	448.39	211.59	101,246.02	761.76
2020-07-29	BUY	394	255	442.07	206.93	-101,118.99	0
2020-08-04	SELL	394	264.8	459.06	214.08	103,658.06	2,539.07
2020-08-09	BUY	404	255	453.29	210.51	-103,683.8	0
2020-08-13	SELL	404	290	515.5	239.42	116,405.08	12,721.28
2020-08-18	BUY	402	288	509.41	236.07	-116,521.49	0
2020-09-08	SELL	201	331.2	292.91	134.37	66,143.91	7,883.17
2020-09-20	SELL	201	338.74	299.58	137.67	67,649.19	9,388.45
2020-10-18	BUY	388	342	583.86	278.55	-133,558.41	0
2020-11-01	SELL	388	328.32	560.51	268.51	126,559.15	-6,999.26
2020-12-09	BUY	377	334.1	554.21	267.04	-126,776.94	0
2021-01-05	SELL	188	384.22	317.82	147.19	71,767.41	8,547.08
2021-01-06	SELL	189	370.54	308.14	142.47	69,581.45	6,024.84
2021-01-14	BUY	379	370	617.01	289.54	-141,136.55	0
2021-02-22	SELL	379	359.7	599.84	283.22	135,443.24	-5,693.31
2021-05-12	BUY	389	346.2	592.56	291.95	-135,556.3	0
2021-09-14	SELL	389	378.94	648.6	308.86	146,451.75	10,895.45
2022-01-13	BUY	407	357.1	639.49	320.14	-146,299.34	0
2022-01-30	SELL	407	352	630.36	314.79	142,318.85	-3,980.49
2022-02-09	BUY	394	359.5	623.23	318.05	-142,584.28	0
2022-02-22	SELL	394	355.8	616.81	314.21	139,254.18	-3,330.1
2022-08-08	BUY	456	302.9	607.74	293.58	-139,023.72	0
2022-08-14	SELL	456	288	577.84	278.15	130,472.01	-8,551.71
2024-06-27	BUY	549	236.2	570.56	293.98	-130,538.35	0
2024-07-03	SELL	549	239.9	579.5	294.08	130,831.52	293.17
2024-07-08	BUY	518	251	572.08	288.01	-130,878.09	0
2024-07-11	SELL	518	247	562.96	279.74	127,103.3	-3,774.79
2024-07-24	BUY	509	248.2	555.87	274.7	-127,164.37	0
2024-07-29	SELL	509	257	575.58	284.15	129,953.27	2,788.9
2024-08-15	BUY	339	381	568.3	261.71	-129,989.01	0
2024-08-20	SELL	339	353	526.53	241.39	118,899.08	-11,089.93
2024-08-25	BUY	333	354	518.68	237.43	-118,638.11	0
2024-08-29	SELL	333	348.9	511.21	233.83	115,438.66	-3,199.44
2025-09-03	BUY	369	311.5	505.75	244.47	-115,693.72	0
2025-09-08	SELL	369	308.5	500.88	243.86	113,091.76	-2,601.96
2026-01-27	BUY	420	267.1	493.6	241.39	-112,916.99	0
2026-02-01	SELL	420	267.1	493.6	239.75	111,448.65	-1,468.34
2026-02-16	BUY	399	278	488.06	234.11	-111,644.17	0
2026-02-19	SELL	399	267	468.75	223.92	105,840.34	-5,803.83
2026-06-09	BUY	427	246	462.18	230.32	-105,734.5	0
2026-06-14	SELL	427	248	465.94	231.63	105,198.43	-536.08
2026-06-17	BUY	417	250.9	460.35	227.73	-105,313.38	0
2026-06-22	SELL	417	257.5	472.46	230.95	106,674.09	1,360.71
2026-06-25	BUY	411	257.5	465.66	225.03	-106,523.2	0
2026-06-30	SELL	411	260.5	471.09	225.53	106,368.88	-154.32
2026-07-12	BUY	412	256.6	465.16	222.18	-106,406.54	0
2026-07-15	SELL	412	259	469.52	223.85	106,014.64	-391.91
2026-07-28	BUY	405	259.8	462.96	223.05	-105,905.01	0
2026-08-02	SELL	405	260	463.32	224.88	104,611.8	-1,293.21