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 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2017-11-13	BUY	192	472.9	399.51	185.12	-91,381.43	0
2017-11-16	SELL	192	484	408.88	188.57	92,330.55	949.12
2017-11-23	BUY	190	483	403.79	185.97	-92,359.76	0
2017-11-28	SELL	190	471	393.76	181.3	88,914.95	-3,444.81
2018-01-23	BUY	178	496	388.47	180.11	-88,856.58	0
2018-02-01	SELL	178	504	394.73	181.8	89,135.47	278.89
2018-04-19	BUY	180	493	390.46	182.48	-89,312.93	0
2018-04-24	SELL	180	485	384.12	178.86	86,737.02	-2,575.91
2018-08-29	BUY	220	391.5	378.97	178.14	-86,687.12	0
2018-09-12	SELL	220	380.2	368.03	172.68	83,103.29	-3,583.83
2018-10-28	BUY	216	383	364	170.73	-83,262.74	0
2018-10-31	SELL	216	380.5	361.63	169.52	81,656.86	-1,605.88
2019-01-01	BUY	219	370	356.53	170.46	-81,556.99	0
2019-01-22	SELL	219	384	370.02	172.86	83,553.12	1,996.13
2019-01-27	BUY	209	397	365.08	169.83	-83,507.91	0
2019-01-30	SELL	209	414.4	381.08	176.31	86,052.21	2,544.29
2019-02-04	BUY	216	396	376.36	173.45	-86,085.81	0
2019-02-12	SELL	216	397	377.31	173.96	85,200.73	-885.08
2019-03-25	BUY	211	401.4	372.66	173.48	-85,241.54	0
2019-04-03	SELL	211	407	377.86	175.49	85,323.65	82.11
2019-09-23	BUY	235	361	373.27	175.11	-85,383.38	0
2019-09-26	SELL	235	360	372.24	173.61	84,054.15	-1,329.23
2020-07-19	BUY	344	243	367.8	175.6	-84,135.4	0
2020-08-09	SELL	344	255	385.97	178.68	87,155.35	3,019.95
2020-08-13	BUY	299	290	381.52	176.21	-87,267.74	0
2020-09-06	SELL	299	323	424.94	195.63	95,956.43	8,688.69
2020-09-09	BUY	281	339	419.14	193.03	-95,871.17	0
2020-09-20	SELL	281	341	421.61	194.6	95,204.79	-666.38
2020-10-18	BUY	276	342	415.32	195.44	-95,002.76	0
2020-10-22	SELL	276	331.3	402.33	190.46	90,846.01	-4,156.76
2020-12-09	BUY	271	334.1	398.38	188.9	-91,128.38	0
2020-12-21	SELL	271	341.1	406.73	191.03	91,840.34	711.96
2021-01-18	BUY	242	377	401.43	186.32	-91,821.75	0
2021-01-21	SELL	242	377	401.43	185.88	90,646.69	-1,175.06
2021-01-31	BUY	237	380	396.26	183.67	-90,639.93	0
2021-02-03	SELL	237	369.7	385.52	179.16	87,054.22	-3,585.72
2021-04-21	BUY	254	340.2	380.21	182.08	-86,973.09	0
2021-05-04	SELL	254	339.5	379.43	185.43	85,668.14	-1,304.95
2021-05-16	BUY	245	346.6	373.63	178.54	-85,469.17	0
2021-05-19	SELL	245	344.1	370.94	176.39	83,757.17	-1,712
2021-05-25	BUY	244	341.1	366.2	173.24	-83,767.84	0
2021-06-15	SELL	244	347.4	372.97	176.18	84,216.45	448.61
2021-11-28	BUY	233	360	369.07	181.41	-84,430.48	0
2021-12-01	SELL	233	359	368.05	181.39	83,097.56	-1,332.92
2022-01-13	BUY	231	357.1	362.96	174.47	-83,027.53	0
2022-01-30	SELL	231	352	357.77	171.73	80,782.5	-2,245.03
2022-02-09	BUY	223	359.5	352.74	171.47	-80,692.72	0
2022-02-14	SELL	223	358	351.27	172.88	79,309.85	-1,382.86
2022-04-27	BUY	242	326.4	347.55	169.04	-79,505.39	0
2022-05-08	SELL	242	320.1	340.84	163.53	76,959.82	-2,545.57
2022-08-08	BUY	252	302.9	335.86	157.96	-76,824.61	0
2022-08-17	SELL	252	287	318.23	148.81	71,856.96	-4,967.65
2024-06-27	BUY	303	236.2	314.9	153.69	-72,037.19	0
2024-07-14	SELL	303	246	327.97	157.08	74,052.95	2,015.76
2024-07-24	BUY	296	248.2	323.26	154.39	-73,944.84	0
2024-08-11	SELL	148	345.6	225.05	105.25	50,818.49	13,846.07
2024-08-15	SELL	148	381	248.11	113.42	56,026.47	19,054.05
2024-08-18	BUY	135	374.9	222.69	101.67	-50,935.86	0
2024-08-21	SELL	135	344.3	204.51	93.25	46,182.74	-4,753.12
2024-08-25	BUY	157	354	244.54	111.53	-55,934.07	0
2024-08-29	SELL	157	348.9	241.02	109.88	54,426.4	-1,507.67
2025-12-02	BUY	221	279	271.3	138.58	-62,068.88	0
2025-12-10	SELL	221	274.9	267.31	135.1	60,350.49	-1,718.39
2026-01-21	BUY	371	264.7	432.1	212.2	-98,848	0
2026-02-05	SELL	371	263	429.32	205.61	96,938.07	-1,909.93
2026-02-16	BUY	346	278	423.23	201.6	-96,812.83	0
2026-02-19	SELL	346	267	406.48	192.92	91,782.6	-5,030.23
2026-06-09	BUY	371	246	401.57	197.81	-91,865.38	0
2026-06-14	SELL	371	248	404.84	198.99	91,404.17	-461.21
2026-06-17	BUY	362	250.9	399.63	195.58	-91,421.01	0
2026-07-09	SELL	362	259.2	412.85	196.35	93,221.2	1,800.18
2026-07-28	BUY	357	259.8	408.09	195.29	-93,351.99	0
2026-08-06	SELL	357	259	406.84	196.2	91,859.97	-1,492.02