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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.

Full historical period: 2009-11-16 → 2026-10-13 (16.9 years). Selected finalist annualized return: 0.0%. 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.

0% return343.3% net return0 positions465 positions

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 positionsFull-history NAVRecent stress NAVInspect
465৳479৳19,237Rules & trades →
459৳570৳19,289Rules & trades →
455৳608৳30,525Rules & trades →
454৳696৳29,045Rules & trades →
452৳696৳19,289Rules & trades →
415৳713৳19,289Rules & trades →
411৳717৳19,289Rules & trades →
405৳1,133৳19,289Rules & trades →
404৳1,549৳19,289Rules & trades →
402৳1,771৳19,289Rules & trades →
372৳2,015৳19,289Rules & trades →
371৳2,622৳19,289Rules & trades →
363৳2,910৳19,289Rules & trades →
343৳2,924৳20,089Rules & trades →
335৳3,181৳47,792Rules & trades →
333৳4,607৳37,882Rules & trades →
329৳5,476৳37,882Rules & trades →
313৳5,574৳30,360Rules & trades →
310৳6,173৳43,102Rules & trades →
303৳8,989৳39,010Rules & trades →
300৳9,801৳38,916Rules & trades →
295৳12,981৳32,156Rules & trades →
292৳13,676৳41,873Rules & trades →
260৳13,883৳26,610Rules & trades →
259৳15,710৳26,610Rules & trades →
257৳15,781৳30,307Rules & trades →
256৳16,033৳45,581Rules & trades →
255৳19,080৳30,307Rules & trades →
208৳20,877৳36,159Rules & trades →
198৳22,131৳53,195Rules & trades →
196৳25,143৳33,095Rules & trades →
187৳33,566৳58,245Rules & trades →
186৳34,489৳53,071Rules & trades →
167৳35,171৳40,802Rules & trades →
165৳37,440৳37,845Rules & trades →
161৳42,263৳74,918Rules & trades →
158৳44,043৳78,126Rules & trades →
157৳53,519৳74,918Rules & trades →
154৳56,264৳44,128Rules & trades →
153৳62,778৳49,942Rules & trades →
147৳65,022৳64,084Rules & trades →
137৳73,649৳47,943Rules & trades →
136৳78,632৳50,001Rules & trades →
135৳80,826৳50,473Rules & trades →
129৳99,944৳52,622Rules & trades →
128৳100,941৳52,622Rules & trades →
119৳100,995৳43,038Rules & trades →
118৳101,946৳46,575Rules & trades →
117৳110,155৳49,557Rules & trades →
103৳133,375৳48,996Rules & trades →
102৳136,102৳55,284Rules & trades →
101৳138,379৳53,456Rules & trades →
98৳145,520৳54,043Rules & trades →
79৳150,242৳115,900Rules & trades →
78৳159,180৳120,816Rules & trades →
77৳160,935৳120,816Rules & trades →
76৳161,019৳120,816Rules & trades →
74৳181,538৳116,988Rules & trades →
73৳199,142৳121,853Rules & trades →
60৳200,452৳118,366Rules & trades →
48৳211,201৳128,871Rules & trades →
44৳221,072৳119,591Rules & trades →
39৳242,605৳130,354Rules & trades →
38৳272,593৳130,354Rules & trades →
37৳278,807৳126,439Rules & trades →
33৳291,973৳126,422Rules & trades →
32৳298,043৳122,630Rules & trades →
25৳341,394৳127,207Rules & trades →
24৳389,702৳129,084Rules & trades →
22৳402,891৳133,960Rules & trades →
17৳411,464৳119,509Rules & trades →
15৳443,253৳124,915Rules & trades →

#189 · Flow: Range flow

Full-history NAV৳100,265

Net return 0.3% · drawdown 45.9% · 128 closed positions

2024 onward NAV৳92,467

Net return -7.5% · drawdown 30.8% · 21 closed positions

2024 stress NAV৳52,622

Net return -47.4% · drawdown 48.4% · 14 closed positions

Variant 0; fixed stop 10.0%; maximum 30 sessions; gate EMA 50; fresh signal only; exit EMA 200 break; trailing arms at 5.0%, distance 2.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳100,265
Unsettled৳0
Holdings৳0
NAV৳100,265
Realized P&L৳265
Unrealized P&L৳0
Fees৳108,411
Friction৳51,031

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 #189

256 fills, including partial sales. Page 2.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2014-09-29BUY317392.2547.04251.58-125,126.020
2014-11-06SELL317352.98492.34226.29111,176.04-13,949.98
2014-12-04BUY314352.6487.15226.64-111,430.190
2015-01-21SELL314350.4484.11229.01109,312.48-2,117.72
2015-04-06BUY308353478.39221.56-109,423.950
2015-04-26SELL308324.1439.22203.0499,180.54-10,243.41
2015-07-09BUY295333.5432.88200.17-99,015.550
2015-08-03SELL295328.5426.39196.3696,284.74-2,730.81
2015-12-03BUY352272421.27202.08-96,367.350
2015-12-08SELL352257398.04189.5889,876.38-6,490.97
2016-01-19BUY339263.3392.74191.45-89,842.890
2016-01-24SELL339266396.77189.8289,587.42-255.47
2016-04-26BUY353251.9391.25191.7-89,503.650
2016-05-02SELL353245380.53185.0985,919.37-3,584.27
2016-05-08BUY346247376.03182.79-86,020.820
2016-05-11SELL346252.1383.8185.4286,657.38636.56
2016-05-24BUY335256.7378.38182.68-86,555.560
2016-05-29SELL335255.2376.16182.2884,933.56-1,622
2016-06-02BUY329256.7371.6180.12-85,006.020
2016-06-07SELL329255.1369.28179.2383,379.39-1,626.63
2016-06-14BUY324255.7364.53176.77-83,388.090
2016-06-19SELL324252.1359.39173.4781,147.54-2,240.55
2016-07-16BUY314257355.07172.26-81,225.330
2016-07-19SELL314259.4358.39172.6280,920.59-304.74
2016-07-26BUY299269.1354.03167.54-80,982.470
2016-07-31SELL299276.5363.76169.4682,140.281,157.81
2016-08-07BUY294277.4358.84167.1-82,081.550
2016-09-20SELL294262338.92164.3976,524.69-5,556.86
2016-10-02BUY283268.5334.34162.68-76,482.520
2016-10-26SELL283279.3347.78164.5978,529.532,047.01
2016-11-02BUY280278.5343.11162.14-78,485.250
2016-12-15SELL280288354.82165.4280,119.761,634.51
2016-12-20BUY279285349.87163.66-80,028.520
2017-01-25SELL279301.84370.54172.0783,670.753,642.23
2017-02-01BUY277301366.86170.02-83,913.880
2017-02-26SELL277315.2384.17178.8286,747.422,833.54
2017-03-05BUY276311.9378.77176.6-86,639.770
2017-04-05SELL276345.84419.99195.9594,836.458,196.68
2017-04-13BUY275342413.82193.43-94,657.250
2017-05-29SELL275331.7401.36195.3790,620.77-4,036.47
2017-06-07BUY267337.9396.96191.43-90,807.690
2017-07-06SELL267349.57410.67192.1392,731.321,923.63
2017-07-11BUY264348.3404.59187.86-92,543.640
2017-07-18SELL264367.5426.89197.0296,396.093,852.45
2017-07-25BUY260369422.14194.59-96,556.730
2017-08-20SELL260386.9442.62204.9699,947.473,390.74
2017-08-29BUY255388.9436.35202.6-99,808.440
2017-09-11SELL255426.3478.31222.74108,005.458,197.01
2017-09-14BUY254423.1472.86219.58-108,159.830
2017-10-29SELL254445.3497.67232.14112,376.394,216.56
2017-11-05BUY253440.8490.7229.04-112,242.140
2017-11-15SELL253496.76553256.61124,871.1812,629.04
2017-11-23BUY257483546.18252.72-124,929.890
2018-01-08SELL257478.4540.97253.42122,154.41-2,775.49
2018-01-17BUY254477.2533.32248.95-121,991.070
2018-01-28SELL254501.76560.77260.42126,625.864,634.79
2018-02-01BUY250504554.4256.69-126,811.090
2018-03-18SELL250482.1530.31249.89119,744.8-7,066.29
2018-04-11BUY246483.2523.02246.85-119,637.060
2018-05-20SELL246445481.67224.09108,764.24-10,872.82
2018-10-30BUY282383475.23224.9-108,706.130
2018-11-04SELL282382473.99224.63107,025.39-1,680.75
2018-11-07BUY284375468.6223.46-107,192.060
2018-11-12SELL284379473.6226.85106,935.55-256.51
2019-01-02BUY289368467.95227.22-107,047.170
2019-01-07SELL289375476.85231.06107,667.09619.92
2019-01-15BUY274390470.18222-107,552.180
2019-01-20SELL274375452.1212.67102,085.23-5,466.95
2019-01-23BUY259391445.58208.96-101,923.540
2019-01-30SELL259411.5468.95217.84105,892.233,968.69
2019-02-05BUY261403462.81213.99-105,859.80
2019-02-13SELL261388445.58205.82100,616.6-5,243.2
2019-03-04BUY257389439.88203.23-100,616.110
2019-03-07SELL257390441.01204.5999,584.4-1,031.71
2019-03-19BUY255389436.46203.36-99,834.820
2019-04-02SELL255411.31461.49215.57104,205.974,371.15
2019-06-19BUY284363.9454.73221.79-104,024.120
2019-06-24SELL284359.2448.86218.46101,345.48-2,678.64
2019-06-27BUY277363.5443.03213.8-101,346.340
2019-07-03SELL277364.9444.74213.86100,418.7-927.63
2019-10-06BUY279347425.98199.29-97,438.270
2019-10-10SELL279333.5409.4191.5192,445.58-4,992.69
2020-02-20BUY339280417.65194.96-95,532.610
2020-02-25SELL339292435.55201.6798,350.782,818.17
2020-07-23BUY397246.1429.89203.59-98,335.180
2020-07-28SELL397255445.43208.87100,580.72,245.52
2020-08-10BUY368271.5439.61203.72-100,555.330
2020-08-16SELL368294476.04220.56107,495.396,940.06
2020-08-19BUY373286.9470.86217.75-107,702.310
2020-09-02SELL373318.6522.88241.52118,072.6510,370.35
2020-09-08BUY358326.9514.93237.87-117,7830
2020-09-13SELL358347.6547.54253.42123,639.845,856.84
2020-09-24BUY364337.8541.02251.23-123,751.450
2020-11-08SELL364336.2538.46258.19121,580.16-2,171.3
2020-11-18BUY366329.7530.95256.79-121,457.940
2020-12-17SELL366350.74564.83268.64127,538.16,080.16
2020-12-22BUY372341.4558.8265.34-127,824.940
2021-01-05SELL372368.48603.13283.95136,187.488,362.55
2021-01-11BUY362373.6595.07278.94-136,117.210
2021-02-23SELL362349555.89261.6125,520.51-10,596.7