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 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2018-03-07	SELL	240	487.9	515.22	240.84	116,339.94	-6,340.51
2018-04-19	BUY	234	493	507.59	239.17	-116,108.76	0
2018-05-15	SELL	234	466	479.79	223.41	108,340.8	-7,767.96
2018-10-28	BUY	281	383	473.54	224.18	-108,320.72	0
2018-10-31	SELL	281	380.5	470.45	222.54	106,227.51	-2,093.21
2019-01-01	BUY	285	370	463.98	225.12	-106,139.1	0
2019-01-06	SELL	285	367.7	461.1	223.55	104,109.85	-2,029.25
2019-01-09	BUY	271	382	455.5	217.26	-104,194.76	0
2019-01-14	SELL	271	391	466.23	220.39	105,274.38	1,079.62
2019-01-23	BUY	268	391	461.07	216.45	-105,465.52	0
2019-02-13	SELL	268	388	457.53	211.43	103,315.04	-2,150.48
2019-03-25	BUY	255	401.4	450.37	210.68	-103,018.05	0
2019-04-07	SELL	255	385	431.97	200.8	97,542.23	-5,475.82
2019-09-23	BUY	269	361	427.28	201.34	-97,737.62	0
2019-09-26	SELL	269	360	426.1	199.46	96,214.45	-1,523.17
2020-07-21	BUY	389	245.9	420.88	200.41	-96,276.4	0
2020-07-26	SELL	389	251	429.61	202.42	97,006.97	730.57
2020-07-29	BUY	378	255	424.12	198.29	-97,012.41	0
2020-08-04	SELL	378	264.8	440.42	205.17	99,448.81	2,436.4
2020-08-09	BUY	387	255	434.21	201.47	-99,320.69	0
2020-08-13	SELL	387	290	493.81	229.14	111,507.05	12,186.37
2020-08-18	BUY	385	288	487.87	225.9	-111,593.78	0
2020-09-08	SELL	192	331.2	279.8	128.3	63,182.3	7,530.34
2020-09-09	SELL	193	339	287.88	132.04	65,007.08	9,065.27
2020-10-18	BUY	372	342	559.79	266.54	-128,050.32	0
2020-11-09	SELL	372	336.3	550.46	264.3	124,288.85	-3,761.48
2020-12-09	BUY	370	334.1	543.91	261.81	-124,422.72	0
2021-01-03	SELL	370	348	566.54	267.25	127,926.2	3,503.48
2021-01-14	BUY	343	370	558.4	261.25	-127,729.66	0
2021-02-04	SELL	343	379.9	573.35	269.68	129,462.67	1,733.01
2021-05-12	BUY	372	346.2	566.66	278.24	-129,631.3	0
2021-06-06	SELL	372	351.9	575.99	276	130,054.81	423.5
2021-06-10	BUY	372	347.1	568.13	273.23	-129,962.56	0
2021-07-05	SELL	372	349.4	571.9	276.37	129,128.53	-834.03
2022-01-13	BUY	359	357.1	564.08	279.32	-129,042.3	0
2022-01-30	SELL	359	352	556.02	274.73	125,537.25	-3,505.04
2022-02-09	BUY	347	359.5	548.88	276.46	-125,571.84	0
2022-02-22	SELL	347	355.8	543.24	273.17	122,646.19	-2,925.65
2022-08-08	BUY	403	302.9	537.1	257.68	-122,863.48	0
2022-08-14	SELL	403	288	510.68	244.23	115,309.09	-7,554.39
2024-06-27	BUY	485	236.2	504.05	256.15	-115,317.2	0
2024-07-03	SELL	485	239.9	511.95	256.64	115,582.92	265.72
2024-07-08	BUY	457	251	504.71	251.19	-115,462.9	0
2024-07-11	SELL	457	247	496.67	244.32	112,138.02	-3,324.88
2024-07-24	BUY	449	248.2	490.34	240.03	-112,172.17	0
2024-07-29	SELL	449	257	507.73	248.31	114,636.96	2,464.78
2024-08-15	BUY	299	381	501.24	230.48	-114,650.72	0
2024-08-21	SELL	299	342.9	451.12	206.46	101,869.52	-12,781.2
2025-09-03	BUY	325	311.5	445.45	213.79	-101,896.74	0
2025-09-08	SELL	325	308.5	441.16	213.08	99,608.27	-2,288.47
2026-01-27	BUY	371	267.1	436.01	211.47	-99,741.59	0
2026-02-01	SELL	371	267.1	436.01	210.19	98,447.89	-1,293.7
2026-02-16	BUY	351	278	429.34	204.65	-98,211.99	0
2026-02-19	SELL	351	267	412.35	195.83	93,108.81	-5,103.18
2026-06-09	BUY	376	246	406.98	200.68	-93,103.66	0
2026-06-14	SELL	376	248	410.29	201.88	92,635.83	-467.83
2026-06-17	BUY	367	250.9	405.15	198.47	-92,683.93	0
2026-06-22	SELL	367	257.5	415.81	201.55	93,885.14	1,201.21
2026-06-25	BUY	363	257.5	411.28	197.37	-94,081.15	0
2026-06-30	SELL	363	260.5	416.07	198.02	93,947.41	-133.74
2026-07-12	BUY	363	256.6	409.84	194.63	-93,750.27	0
2026-07-15	SELL	363	259	413.67	196.13	93,407.19	-343.08
2026-07-28	BUY	357	259.8	408.09	195.29	-93,351.99	0
2026-08-02	SELL	357	260	408.41	196.73	92,214.86	-1,137.13