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

#192 · Kalman milestone + Flow: NVI

Full-history NAV৳93,158

Net return -6.8% · drawdown 32.1% · 78 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 90 sessions; gate EMA 50; continuous signal; exit EMA 200 break; trailing arms at 8.0%, distance 3.5%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳93,158

Unsettled৳0

Holdings৳0

NAV৳93,158

Realized P&L৳-6,842

Unrealized P&L৳0

Fees৳68,513

Friction৳32,297

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳4.37e-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 #192

160 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
2012-04-03	SELL	493	189	409.98	188.62	92,578.41	6,839.83
2012-04-09	BUY	470	195.9	405.12	186.07	-92,664.19	0
2012-04-16	SELL	470	212.1	438.62	200.96	99,047.42	6,383.23
2012-04-19	BUY	459	214	432.19	197.81	-98,856	0
2012-05-09	SELL	459	200.4	404.73	185.06	91,393.81	-7,462.19
2012-06-10	BUY	445	204.4	400.22	186.01	-91,544.23	0
2012-06-25	SELL	445	196.22	384.21	179.32	86,756.15	-4,788.07
2012-11-01	BUY	495	174.2	379.41	178.7	-86,787.11	0
2012-11-06	SELL	495	168.4	366.78	173.01	82,818.21	-3,968.9
2012-11-19	BUY	478	172.1	361.96	169.84	-82,795.6	0
2012-11-22	SELL	478	169.1	355.65	166.55	80,307.6	-2,488
2013-02-06	BUY	462	172.8	351.27	167.56	-80,352.43	0
2013-02-11	SELL	462	165.9	337.24	159.26	76,149.3	-4,203.12
2013-05-15	BUY	489	154.7	332.85	165.53	-76,146.68	0
2013-05-20	SELL	489	166.2	357.6	175.89	80,738.31	4,591.63
2013-05-26	BUY	490	163.7	352.94	170.48	-80,736.41	0
2013-06-09	SELL	490	176.5	380.53	178.34	85,926.13	5,189.72
2013-06-12	BUY	479	178.1	375.36	175.11	-85,860.37	0
2013-06-27	SELL	479	184	387.8	179.82	87,568.39	1,708.01
2013-07-14	BUY	411	211.5	382.48	175.79	-87,484.77	0
2013-07-17	SELL	411	232.5	420.45	192.74	94,944.31	7,459.54
2013-08-22	BUY	464	203.4	415.26	190.97	-94,983.83	0
2013-08-27	SELL	464	209.8	428.33	197.32	96,721.55	1,737.72
2013-09-02	BUY	448	214.7	423.22	194.5	-96,803.32	0
2013-09-09	SELL	448	204.3	402.72	184.66	90,939.03	-5,864.29
2013-11-05	BUY	464	194.6	397.3	188.56	-90,880.25	0
2013-11-24	SELL	464	206.6	421.79	195.52	95,245.09	4,364.83
2013-11-27	BUY	460	205.6	416.13	192.41	-95,184.54	0
2014-03-04	SELL	460	214.2	433.54	200.45	97,898.01	2,713.47
2014-03-10	BUY	454	214.4	428.29	197.98	-97,963.87	0
2014-04-09	SELL	454	245.3	490.02	226.35	110,651.19	12,687.32
2014-04-16	BUY	430	255.8	483.97	222.58	-110,700.55	0
2014-05-11	SELL	430	268.27	507.57	232.77	114,615.76	3,915.21
2014-06-05	BUY	398	285.9	500.67	230.93	-114,519.8	0
2014-06-17	SELL	398	301.08	527.25	242.91	119,059.68	4,539.89
2014-06-24	BUY	393	300.9	520.32	239.37	-119,013.39	0
2014-07-17	SELL	393	285.1	492.99	228.38	111,322.92	-7,690.46
2014-08-04	BUY	356	310.8	486.84	224.76	-111,356.4	0
2014-08-12	SELL	356	330.9	518.32	238.31	117,043.77	5,687.37
2014-08-18	BUY	346	335.8	511.22	234.69	-116,932.71	0
2014-08-26	SELL	346	317.4	483.21	221.46	109,115.73	-7,816.98
2014-09-02	BUY	320	338.9	477.17	218.75	-109,143.92	0
2014-09-28	SELL	160	406.68	286.3	130.97	64,651.53	10,079.57
2014-09-29	SELL	160	392.2	276.11	126.25	62,349.64	7,777.68
2014-10-01	BUY	167	384.2	282.31	129.04	-64,572.75	0
2014-10-20	SELL	167	368.83	271.02	123.75	61,200.18	-3,372.58
2014-10-28	BUY	324	379.7	541.3	248.51	-123,812.61	0
2014-11-03	SELL	324	361.6	515.5	236.75	116,406.16	-7,406.45
2015-01-12	BUY	325	355.9	508.94	240.89	-116,417.32	0
2015-01-25	SELL	325	341.66	488.58	230.98	110,321.24	-6,096.08
2015-02-12	BUY	311	352.5	482.36	226.98	-110,336.84	0
2015-02-22	SELL	311	333.1	455.81	213.73	102,924.55	-7,412.29
2015-03-29	BUY	293	348	448.64	209.1	-102,621.74	0
2015-04-20	SELL	293	334.08	430.7	199.13	97,255.61	-5,366.13
2015-12-02	BUY	357	271.1	425.84	205.31	-97,413.86	0
2015-12-07	SELL	357	267.4	420.03	201.49	94,840.28	-2,573.57
2016-01-18	BUY	363	259.5	414.47	203.42	-94,816.39	0
2016-01-21	SELL	363	269.8	430.92	207.63	97,298.85	2,482.45
2016-04-24	BUY	389	248.6	425.5	212.43	-97,343.33	0
2016-04-27	SELL	389	251	429.61	211.61	96,997.77	-345.56
2016-05-11	BUY	382	252.1	423.73	205.97	-96,931.9	0
2016-05-16	SELL	382	252	423.56	205.62	95,634.82	-1,297.08
2016-05-24	BUY	370	256.7	417.91	203	-95,599.91	0
2016-05-29	SELL	370	255.2	415.47	202.62	93,805.91	-1,794
2016-10-25	BUY	327	285	410.06	195.67	-93,800.73	0
2016-10-31	SELL	327	273.6	393.66	187.07	88,886.48	-4,914.25
2016-11-06	BUY	316	279.9	389.17	184.94	-89,022.51	0
2017-02-26	SELL	316	315.2	438.25	204.67	98,960.28	9,937.77
2017-07-05	BUY	277	355	432.67	202.87	-98,970.54	0
2017-07-10	SELL	277	340	414.39	192.71	93,572.89	-5,397.65
2017-07-13	BUY	262	354.8	409.01	189.77	-93,556.38	0
2017-09-10	SELL	131	425.76	245.41	113.14	55,416.01	8,637.82
2017-09-11	SELL	131	419.78	241.96	111.35	54,637.22	7,859.03
2017-09-13	BUY	132	415	241.03	110.86	-55,131.89	0
2017-11-14	SELL	66	498	144.62	66.15	32,657.23	5,091.28
2017-11-15	SELL	66	489.16	142.05	64.92	32,077.49	4,511.55
2017-11-23	BUY	246	483	522.8	241.72	-119,582.52	0
2017-11-28	SELL	246	463.68	501.89	231.89	113,331.5	-6,251.02
2018-01-18	BUY	233	482.5	494.66	230.87	-113,148.03	0
2018-03-28	SELL	233	463.2	474.87	223.39	107,227.34	-5,920.69
2018-04-19	BUY	216	493	468.55	220.17	-107,176.72	0
2018-04-24	SELL	216	473.28	449.81	210.29	101,568.38	-5,608.34
2018-10-28	BUY	264	383	444.89	210.11	-101,767	0