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: 0.1%. 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

#184 · Flow: Range flow

Full-history NAV৳101,946

Net return 1.9% · drawdown 40.7% · 118 closed positions

2024 onward NAV৳86,505

Net return -13.5% · drawdown 35.3% · 21 closed positions

2024 stress NAV৳46,575

Net return -53.4% · drawdown 54.4% · 15 closed positions

Variant 0; fixed stop 15.0%; maximum 20 sessions; gate EMA 50; fresh signal only; exit EMA 200 break; trailing arms at 18.0%, distance 6.0%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳101,946

Unsettled৳0

Holdings৳0

NAV৳101,946

Realized P&L৳1,946

Unrealized P&L৳0

Fees৳106,236

Friction৳50,266

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳8.73e-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 #184

242 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
2011-01-04	BUY	396	236.5	412.08	188.45	-94,254.53	0
2011-01-09	SELL	396	232.2	404.59	185	91,361.61	-2,892.91
2011-01-13	BUY	386	234.8	398.78	182.22	-91,213.81	0
2011-01-18	SELL	386	228.7	388.42	177.51	87,712.26	-3,501.55
2011-02-02	BUY	382	228.3	383.73	175.85	-87,770.17	0
2011-02-07	SELL	382	209.7	352.46	161.34	79,591.59	-8,178.58
2011-07-05	BUY	485	163.2	348.27	161.07	-79,661.34	0
2011-07-10	SELL	485	175.2	373.88	172.76	84,425.36	4,764.02
2011-07-17	BUY	473	177.1	368.58	169.57	-84,306.46	0
2011-07-21	SELL	473	215.8	449.12	206.36	101,417.91	17,111.46
2011-08-01	BUY	555	181.6	443.47	202.92	-101,434.38	0
2011-08-04	SELL	555	178.5	435.9	199.44	98,432.16	-3,002.22
2011-08-10	BUY	530	184.7	430.72	197.11	-98,518.83	0
2011-08-16	SELL	530	181.1	422.33	193.25	95,367.43	-3,151.4
2011-08-23	BUY	529	179	416.64	190.9	-95,298.54	0
2011-09-04	SELL	529	177.8	413.85	190.24	93,452.11	-1,846.43
2011-10-27	BUY	571	162.8	409.02	190.11	-93,557.93	0
2011-11-01	SELL	571	164.5	413.29	191.63	93,324.58	-233.35
2011-11-24	BUY	557	166.3	407.57	187.86	-93,224.53	0
2011-11-29	SELL	557	160	392.13	180.66	88,547.21	-4,677.32
2011-12-04	BUY	550	160	387.2	178.71	-88,565.91	0
2011-12-08	SELL	550	155.4	376.07	173.77	84,920.16	-3,645.75
2011-12-26	BUY	525	160.8	371.45	173.44	-84,964.88	0
2011-12-29	SELL	525	163.5	377.69	176.99	85,282.83	317.94
2012-01-08	BUY	470	180.4	373.07	172.85	-85,333.92	0
2012-01-12	SELL	470	174.7	361.28	166.55	81,581.17	-3,752.75
2012-01-23	BUY	503	161	356.33	163.99	-81,503.32	0
2012-01-26	SELL	503	157.7	349.02	160.55	78,813.53	-2,689.79
2012-03-04	BUY	501	156.2	344.33	158.53	-78,759.06	0
2012-03-07	SELL	501	151.4	333.75	153.69	75,363.97	-3,395.09
2012-03-21	BUY	435	172.4	329.97	152.32	-75,476.29	0
2012-04-11	SELL	217	208.7	199.27	90.96	44,997.67	7,346.28
2012-04-19	SELL	218	214	205.27	93.61	46,353.12	8,528.22
2012-04-22	BUY	208	214.9	196.68	89.68	-44,985.55	0
2012-05-22	SELL	208	206.9	189.35	86.47	42,759.38	-2,226.18
2012-05-23	BUY	224	205.2	202.25	92.39	-46,259.44	0
2012-06-20	SELL	224	197	194.16	89.38	43,844.45	-2,414.99
2012-06-21	BUY	215	197.9	187.21	86.19	-42,821.91	0
2012-07-22	SELL	215	199.4	188.63	86.59	42,595.78	-226.13
2012-07-26	BUY	413	207.9	377.8	174.69	-86,415.19	0
2012-08-07	SELL	413	189.8	344.9	159.18	77,883.32	-8,531.87
2012-11-01	BUY	444	174.2	340.32	159.71	-77,844.83	0
2012-11-06	SELL	444	168.4	328.99	154.61	74,286.01	-3,558.82
2012-11-20	BUY	439	168.2	324.9	151.81	-74,316.5	0
2012-11-26	SELL	439	167	322.58	150.63	72,839.79	-1,476.71
2012-12-24	BUY	422	171.5	318.44	152.04	-72,843.48	0
2012-12-30	SELL	422	175	324.94	154.3	73,370.76	527.29
2013-01-08	BUY	425	171.4	320.52	152.35	-73,317.87	0
2013-01-13	SELL	425	170	317.9	151.22	71,780.88	-1,536.99
2013-02-07	BUY	420	170.1	314.34	148.87	-71,905.21	0
2013-02-12	SELL	420	165.1	305.1	143.21	68,893.69	-3,011.53
2013-05-15	BUY	442	154.7	300.86	148.38	-68,826.64	0
2013-05-20	SELL	442	166.2	323.23	157.82	72,979.35	4,152.71
2013-05-26	BUY	443	163.7	319.08	153.25	-72,991.44	0
2013-06-23	SELL	443	189	368.4	171.64	83,186.96	10,195.52
2013-06-30	BUY	462	178.9	363.67	168.34	-83,183.81	0
2013-07-10	SELL	231	220.7	224.32	102.89	50,654.49	9,062.58
2013-07-14	SELL	231	211.5	214.97	98.33	48,543.21	6,951.3
2013-07-18	BUY	510	193.1	433.32	198.54	-99,112.85	0
2013-07-31	SELL	510	184.2	413.34	189.14	93,339.51	-5,773.34
2013-08-27	BUY	442	209.8	408.02	187.85	-93,327.47	0
2013-09-25	SELL	442	188.6	366.79	168.22	82,826.19	-10,501.27
2013-10-29	BUY	440	187.2	362.42	172.04	-82,902.46	0
2013-11-26	SELL	440	200	387.2	178.98	87,433.82	4,531.36
2013-12-01	BUY	433	200.5	381.99	176.36	-87,374.85	0
2014-01-01	SELL	433	202	384.85	180.72	86,900.43	-474.42
2014-01-07	BUY	416	207.7	380.17	178.25	-86,961.62	0
2014-02-05	SELL	416	205.4	375.96	174.39	84,896.05	-2,065.57
2014-02-10	BUY	410	206	371.62	172.08	-85,003.7	0
2014-03-10	SELL	410	214.4	386.78	178.51	87,338.72	2,335.02
2014-03-18	BUY	410	211.3	381.19	176.06	-87,190.24	0
2014-04-08	SELL	205	253.56	228.71	104.88	51,646.21	8,051.09
2014-04-16	SELL	205	255.68	230.62	105.42	52,078.36	8,483.24
2014-04-17	BUY	202	254.6	226.29	103.39	-51,758.88	0
2014-05-19	SELL	202	261.4	232.33	106.14	52,464.33	705.45
2014-05-22	BUY	407	255.3	457.19	209.99	-104,574.28	0
2014-06-15	SELL	203	307.9	275.02	125.99	62,102.69	9,944.02
2014-06-19	SELL	204	300.1	269.37	123.27	60,827.76	8,412.15
2014-06-22	BUY	208	296.5	271.36	124.16	-62,067.52	0
2014-07-21	SELL	208	289.4	264.86	121.65	59,808.69	-2,258.83
2014-08-04	BUY	385	310.8	526.5	243.38	-120,427.87	0
2014-09-02	SELL	385	338.9	574.1	263.63	129,638.77	9,210.9
2014-09-08	BUY	387	333.2	567.37	260.97	-129,776.74	0
2014-09-28	SELL	193	399.84	339.54	155.51	76,674.07	11,953.37
2014-09-30	SELL	194	381.9	325.99	149.24	73,613.37	8,557.33
2014-10-14	BUY	401	372.6	657.42	302.33	-150,372.35	0
2014-11-12	SELL	401	354.2	624.95	288.78	141,120.47	-9,251.88
2014-12-04	BUY	397	352.6	615.92	288.29	-140,886.41	0
2015-01-07	SELL	397	364	635.84	303.14	143,569.02	2,682.61
2015-01-13	BUY	390	366	628.06	300.05	-143,668.1	0
2015-02-10	SELL	390	343	588.59	279.63	132,901.78	-10,766.32
2015-04-06	BUY	374	353	580.9	270.11	-132,873.01	0
2015-04-26	SELL	374	324.1	533.34	247.43	120,432.63	-12,440.38
2015-07-09	BUY	359	333.5	526.8	244.49	-120,497.79	0
2015-08-03	SELL	359	328.5	518.9	239.64	117,172.96	-3,324.82
2015-12-03	BUY	428	272	512.23	248.49	-117,176.72	0
2015-12-08	SELL	428	257	483.98	232.78	109,279.23	-7,897.48
2016-01-19	BUY	412	263.3	477.31	236.06	-109,192.97	0