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

#194 · Kalman milestone + Flow: NVI + Flow: Signed imbalance

Full-history NAV৳91,892

Net return -8.1% · drawdown 42.4% · 85 closed positions

2024 onward NAV৳128,140

Net return 28.1% · drawdown 14.4% · 10 closed positions

2024 stress NAV৳116,934

Net return 16.9% · drawdown 19.6% · 9 closed positions

Variant 0; fixed stop 8.0%; maximum 15 sessions; gate None; continuous signal; exit any bearish; trailing arms at 8.0%, distance 3.5%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳91,892

Unsettled৳0

Holdings৳0

NAV৳91,892

Realized P&L৳-8,108

Unrealized P&L৳0

Fees৳71,134

Friction৳33,426

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳5.82e-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 #194

173 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
2011-07-17	SELL	577	177.1	449.62	207.41	101,529.67	7,395.29
2011-07-25	BUY	491	205.6	444.18	203.58	-101,597.35	0
2011-08-01	SELL	491	181.6	392.33	179.38	88,593.89	-13,003.46
2011-10-30	BUY	567	155.2	387.19	179.58	-88,565.18	0
2011-11-17	SELL	567	162.9	406.4	188.16	91,769.74	3,204.56
2011-11-23	BUY	557	163.7	401.2	185.05	-91,767.15	0
2011-11-28	SELL	557	162.2	397.52	183.15	89,764.73	-2,002.42
2011-12-29	BUY	546	163.5	392.79	184.29	-89,848.08	0
2012-01-09	SELL	546	175.6	421.86	195.6	95,260.14	5,412.06
2012-03-20	BUY	547	172.8	415.9	192.68	-95,130.18	0
2012-04-02	SELL	273	198.72	238.7	109.29	53,902.57	6,424.44
2012-04-03	SELL	274	189	227.86	104.27	51,453.87	3,801.83
2012-04-09	BUY	535	195.9	461.15	212.11	-105,479.76	0
2012-04-16	SELL	535	212.1	499.28	229	112,745.22	7,265.46
2012-04-19	BUY	523	214	492.46	225.61	-112,640.06	0
2012-04-30	SELL	523	214.7	494.07	226.23	111,567.81	-1,072.26
2012-06-10	BUY	543	204.4	488.35	228.08	-111,705.63	0
2012-06-13	SELL	543	203.3	485.72	227.1	109,679.08	-2,026.55
2012-11-01	BUY	625	174.2	479.05	227.7	-109,581.75	0
2012-11-06	SELL	625	168.4	463.1	220.54	104,566.36	-5,015.39
2012-11-19	BUY	604	172.1	457.37	216.38	-104,622.16	0
2012-11-22	SELL	604	169.1	449.4	212.08	101,474.92	-3,147.23
2013-02-06	BUY	583	172.8	443.27	214.05	-101,399.72	0
2013-02-13	SELL	583	166.6	427.36	202.94	96,497.5	-4,902.21
2013-05-15	BUY	620	154.7	422.02	214.71	-96,550.73	0
2013-05-26	SELL	620	163.7	446.57	219.08	100,828.35	4,277.62
2013-05-30	BUY	577	173.7	440.99	212.27	-100,878.16	0
2013-06-09	SELL	577	176.5	448.1	211.12	101,181.28	303.12
2013-06-12	BUY	564	178.1	441.97	207.12	-101,097.49	0
2013-06-17	SELL	564	177.8	441.23	206.55	99,631.42	-1,466.08
2013-06-30	BUY	553	178.9	435.3	202.21	-99,569.21	0
2013-07-07	SELL	553	187.4	455.98	211.67	102,964.55	3,395.33
2013-07-14	BUY	484	211.5	450.41	207.42	-103,023.83	0
2013-07-17	SELL	484	232.5	495.13	227.32	111,807.55	8,783.72
2013-08-22	BUY	546	203.4	488.65	225.18	-111,770.23	0
2013-08-27	SELL	546	209.8	504.02	232.74	113,814.04	2,043.81
2013-09-02	BUY	527	214.7	497.85	229.24	-113,873.99	0
2013-09-08	SELL	527	210.9	489.03	224.75	110,430.52	-3,443.47
2013-10-31	BUY	571	192	482.38	232.74	-110,347.12	0
2013-11-20	SELL	571	215.3	540.92	253.94	122,141.44	11,794.32
2013-11-26	BUY	607	200	534.16	248.47	-122,182.63	0
2013-12-01	SELL	607	200.5	535.5	248.76	120,919.24	-1,263.38
2014-01-09	BUY	576	208.7	528.93	250.68	-120,990.8	0
2014-01-22	SELL	576	208.7	528.93	249.74	119,432.53	-1,558.27
2014-01-27	BUY	556	213.4	522.06	245.08	-119,417.54	0
2014-02-06	SELL	556	210	513.74	239.76	116,006.5	-3,411.04
2014-03-03	BUY	523	220.3	506.95	235.38	-115,959.23	0
2014-03-19	SELL	523	211.3	486.24	225.54	109,798.12	-6,161.11
2014-04-09	BUY	440	247.9	479.93	221.62	-109,777.56	0
2014-04-16	SELL	440	255.8	495.23	227.82	111,828.95	2,051.4
2014-04-27	BUY	418	265.8	488.86	224.1	-111,817.36	0
2014-04-30	SELL	418	268.9	494.56	226.62	111,679.02	-138.34
2014-05-07	BUY	401	276.4	487.68	223.42	-111,547.5	0
2014-05-12	SELL	401	270.5	477.27	218.82	107,774.41	-3,773.09
2014-06-05	BUY	375	285.9	471.73	217.4	-107,901.64	0
2014-06-10	SELL	375	286.3	472.4	217.91	106,672.19	-1,229.44
2014-06-16	BUY	347	305.4	466.28	214.57	-106,654.65	0
2014-06-19	SELL	347	300.1	458.19	210.67	103,465.84	-3,188.81
2014-08-04	BUY	331	310.8	452.65	208.75	-103,536.2	0
2014-08-12	SELL	331	330.9	481.92	221.4	108,824.58	5,288.38
2014-08-18	BUY	322	335.8	475.76	218.26	-108,821.62	0
2014-08-25	SELL	322	326.8	463.01	212.14	104,554.45	-4,267.17
2014-09-16	BUY	300	345.7	456.32	209.85	-104,376.18	0
2014-09-25	SELL	150	398.6	263.08	120.31	59,406.61	7,218.52
2014-09-29	SELL	150	392.2	258.85	118.31	58,452.83	6,264.74
2014-10-01	BUY	154	384.2	260.33	118.95	-59,546.08	0
2014-10-13	SELL	154	374.7	253.9	115.95	57,333.95	-2,212.13
2015-01-12	BUY	323	355.9	505.81	239.35	-115,700.85	0
2015-01-15	SELL	323	360	511.63	243.24	115,525.13	-175.72
2015-02-12	BUY	326	352.5	505.63	238.32	-115,658.95	0
2015-02-22	SELL	326	333.1	477.8	224.37	107,888.43	-7,770.52
2015-03-29	BUY	308	348	471.61	220.08	-107,875.69	0
2015-04-02	SELL	308	353	478.39	221.73	108,023.89	148.2
2015-12-02	BUY	396	271.1	472.36	229.16	-108,057.13	0
2015-12-09	SELL	396	257.6	448.84	214.92	101,345.84	-6,711.29
2016-01-17	BUY	392	257	443.27	220.11	-101,407.39	0
2016-01-21	SELL	392	269.8	465.35	225.23	105,071.02	3,663.63
2016-04-24	BUY	419	248.6	458.32	230.39	-104,852.11	0
2016-05-02	SELL	419	245	451.68	222.39	101,980.93	-2,871.18
2016-05-11	BUY	402	252.1	445.91	217.49	-102,007.6	0
2016-05-16	SELL	402	252	445.74	217.11	100,641.16	-1,366.45
2016-05-24	BUY	390	256.7	440.5	214.72	-100,768.22	0
2016-05-29	SELL	390	255.2	437.92	214.36	98,875.72	-1,892.5
2016-10-25	BUY	344	285	431.38	206.35	-98,677.72	0
2016-10-30	SELL	344	277	419.27	199.83	94,668.9	-4,008.83
2016-11-06	BUY	337	279.9	415.04	197.8	-94,939.13	0
2016-11-09	SELL	337	281.3	417.11	197.94	94,183.05	-756.09
2016-11-21	BUY	325	287.1	410.55	193.54	-93,911.6	0
2016-12-01	SELL	325	283.9	405.98	190.11	91,671.41	-2,240.19
2017-07-05	BUY	257	355	401.43	187.8	-91,824.24	0
2017-07-10	SELL	257	340	384.47	178.51	86,817.02	-5,007.22
2017-07-13	BUY	243	354.8	379.35	175.75	-86,771.5	0
2017-08-06	SELL	243	373.2	399.03	183.61	90,104.97	3,333.47
2017-08-13	BUY	235	381.6	394.57	181.8	-90,252.38	0
2017-08-20	SELL	235	391.6	404.91	187.2	91,433.88	1,181.51
2017-09-10	BUY	222	408	398.53	185.35	-91,159.89	0
2017-09-13	SELL	222	415	405.37	187.93	91,536.69	376.8