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: -0.5%. 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

#193 · Kalman milestone + Flow: NVI

Full-history NAV৳92,467

Net return -7.5% · drawdown 42.7% · 79 closed positions

2024 onward NAV৳80,159

Net return -19.8% · drawdown 23.1% · 12 closed positions

2024 stress NAV৳64,780

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

Variant 0; fixed stop 10.0%; maximum 15 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৳92,467

Unsettled৳0

Holdings৳0

NAV৳92,467

Realized P&L৳-7,533

Unrealized P&L৳0

Fees৳74,594

Friction৳35,302

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 #193

164 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
2012-05-14	SELL	470	208.5	431.18	197.4	97,366.42	-3,858.71
2012-06-10	BUY	473	204.4	425.4	197.99	-97,304.59	0
2012-07-02	SELL	473	204.4	425.4	198.12	96,057.68	-1,246.91
2012-11-01	BUY	548	174.2	420.03	198.57	-96,080.2	0
2012-11-06	SELL	548	168.4	406.05	192.29	91,684.87	-4,395.33
2012-11-19	BUY	530	172.1	401.34	188.96	-91,803.3	0
2012-11-22	SELL	530	169.1	394.34	185.26	89,043.4	-2,759.89
2013-02-06	BUY	512	172.8	389.28	186.64	-89,049.52	0
2013-02-11	SELL	512	165.9	373.74	177.21	84,389.85	-4,659.67
2013-05-15	BUY	542	154.7	368.93	185.18	-84,401.51	0
2013-05-20	SELL	542	166.2	396.35	196.56	89,487.49	5,085.98
2013-05-26	BUY	543	163.7	391.11	190.12	-89,470.33	0
2013-06-06	SELL	271	188.25	224.48	104.29	50,688.34	6,035.56
2013-06-09	SELL	272	176.5	211.24	97.67	47,699.09	2,881.54
2013-06-11	BUY	276	182.5	221.63	102.35	-50,693.98	0
2013-07-04	SELL	276	188.1	228.43	104.99	51,582.18	888.2
2013-07-14	BUY	466	211.5	433.66	199.61	-99,192.27	0
2013-07-17	SELL	466	232.5	476.72	218.78	107,649.5	8,457.23
2013-08-22	BUY	526	203.4	470.75	216.83	-107,675.97	0
2013-09-15	SELL	526	204.3	472.83	216.91	106,772.06	-903.91
2013-11-05	BUY	545	194.6	466.65	223.1	-106,746.76	0
2013-11-24	SELL	545	206.6	495.43	230.43	111,871.14	5,124.39
2013-11-27	BUY	541	205.6	489.41	226.96	-111,945.97	0
2013-12-19	SELL	541	199.9	475.84	221.52	107,448.54	-4,497.43
2014-01-09	BUY	511	208.7	469.24	221.36	-107,336.3	0
2014-02-02	SELL	511	211.4	475.31	221.77	107,328.32	-7.98
2014-02-05	BUY	519	205.4	469.05	218.64	-107,290.29	0
2014-02-26	SELL	519	210.4	480.47	223.33	108,493.8	1,203.51
2014-03-03	BUY	490	220.3	474.97	220.23	-108,642.2	0
2014-03-25	SELL	490	212	457.07	211.97	103,210.96	-5,431.24
2014-04-02	BUY	466	220	451.09	210.15	-103,181.24	0
2014-04-08	SELL	233	253	259.38	119.08	58,570.55	6,979.93
2014-04-09	SELL	233	242.76	248.88	114.06	56,200.37	4,609.75
2014-04-16	BUY	446	255.8	501.98	230.96	-114,819.74	0
2014-05-08	SELL	446	272.6	534.95	245.31	120,799.34	5,979.6
2014-06-05	BUY	419	285.9	527.09	243.3	-120,562.48	0
2014-06-26	SELL	419	297.1	547.73	252.06	123,685.11	3,122.62
2014-07-17	BUY	431	285.1	540.66	250.92	-123,669.68	0
2014-08-07	SELL	215	327.87	310.16	142.15	70,038.66	8,347.29
2014-08-12	SELL	216	330.9	314.49	143.95	71,015.97	9,037.66
2014-08-13	BUY	205	339.2	305.96	139.97	-69,981.92	0
2014-09-04	SELL	205	338.1	304.97	139.41	68,866.12	-1,115.8
2014-09-16	BUY	402	345.7	611.47	282.31	-139,865.19	0
2014-09-25	SELL	201	398.6	352.52	161.56	79,604.52	9,671.93
2014-09-29	SELL	201	390.59	345.44	158.19	78,005.97	8,073.37
2014-10-01	BUY	206	384.2	348.24	159.38	-79,652.82	0
2014-10-29	SELL	206	374.6	339.54	155.31	76,672.75	-2,980.07
2015-01-12	BUY	432	355.9	676.49	324.38	-154,749.67	0
2015-02-02	SELL	432	325	617.76	294.92	139,487.32	-15,262.35
2015-02-12	BUY	393	352.5	609.54	289.4	-139,431.45	0
2015-03-05	SELL	393	328	567.18	268.18	128,068.64	-11,362.81
2015-03-29	BUY	366	348	560.42	262.8	-128,191.22	0
2015-04-20	SELL	366	340	547.54	254.31	123,638.15	-4,553.07
2015-12-02	BUY	453	271.1	540.36	264.53	-123,613.19	0
2015-12-07	SELL	453	267.4	532.98	259.27	120,339.95	-3,273.24
2016-01-18	BUY	461	259.5	526.37	263.49	-120,419.36	0
2016-01-21	SELL	461	269.8	547.26	267.72	123,562.82	3,143.47
2016-04-24	BUY	494	248.6	540.36	276.29	-123,625.05	0
2016-04-27	SELL	494	251	545.57	274.33	123,174.09	-450.95
2016-05-11	BUY	485	252.1	537.98	266.08	-123,072.56	0
2016-05-16	SELL	485	252	537.77	265.54	121,416.69	-1,655.87
2016-05-24	BUY	470	256.7	530.86	262.35	-121,442.2	0
2016-05-29	SELL	470	255.2	527.75	262.11	119,154.13	-2,288.07
2016-10-25	BUY	415	285	520.41	251.49	-119,046.9	0
2016-11-15	SELL	415	279.1	509.64	243.19	115,073.67	-3,973.23
2016-11-21	BUY	399	287.1	504.03	239.55	-115,296.48	0
2016-12-12	SELL	399	284	498.59	234.85	112,582.55	-2,713.92
2017-07-05	BUY	315	355	492.03	231.66	-112,548.69	0
2017-07-26	SELL	315	371	514.21	237.8	116,113	3,564.3
2017-08-06	BUY	309	373.2	507.4	234.25	-116,060.45	0
2017-08-29	SELL	309	388.9	528.75	246.59	119,394.76	3,334.31
2017-09-06	BUY	295	401.7	521.41	244.75	-119,267.65	0
2017-09-27	SELL	295	411	533.48	248.53	120,462.99	1,195.34
2017-11-13	BUY	253	472.9	526.43	245.42	-120,415.55	0
2017-12-04	SELL	253	477	531	245.25	119,904.75	-510.8
2018-01-18	BUY	247	482.5	524.38	245.12	-119,947	0
2018-02-08	SELL	247	499	542.31	250.91	122,459.78	2,512.78
2018-02-13	BUY	240	507.9	536.34	248.11	-122,680.45	0