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: -0.8%. 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

#198 · Kalman milestone + Flow: NVI

Full-history NAV৳86,600

Net return -13.4% · drawdown 43.3% · 85 closed positions

2024 onward NAV৳115,084

Net return 15.1% · drawdown 18.5% · 10 closed positions

2024 stress NAV৳112,264

Net return 12.3% · drawdown 18.5% · 8 closed positions

Variant 0; fixed stop 8.0%; maximum 10 sessions; gate EMA 50; continuous signal; exit any bearish; trailing arms at 8.0%, distance 3.5%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳86,600

Unsettled৳0

Holdings৳0

NAV৳86,600

Realized P&L৳-13,400

Unrealized P&L৳0

Fees৳72,817

Friction৳34,128

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 #198

173 fills, including partial sales. Page 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2017-07-27	SELL	235	375.5	388.27	178.7	87,675.53	3,760.82
2017-08-06	BUY	233	373.2	382.6	175.96	-87,514.17	0
2017-08-22	SELL	233	391.1	400.96	185.55	90,539.8	3,025.63
2017-09-06	BUY	224	401.7	395.92	184.43	-90,561.14	0
2017-09-11	SELL	224	419.78	413.73	192.05	93,423.82	2,862.68
2017-09-14	BUY	219	423.1	407.7	188.77	-93,255.37	0
2017-09-19	SELL	219	411	396.04	183.27	89,429.69	-3,825.67
2017-11-13	BUY	188	472.9	391.18	181.2	-89,477.58	0
2017-11-16	SELL	188	484	400.36	184.58	90,407.05	929.47
2017-11-23	BUY	186	483	395.29	182.01	-90,415.3	0
2017-11-28	SELL	186	471	385.47	177.43	87,043.1	-3,372.19
2018-01-18	BUY	179	482.5	380.02	176.29	-86,923.81	0
2018-02-01	SELL	179	504	396.95	182.84	89,636.21	2,712.41
2018-02-13	BUY	176	507.9	393.32	181.1	-89,964.82	0
2018-02-25	SELL	176	484.9	375.51	173	84,793.89	-5,170.93
2018-04-19	BUY	171	493	370.93	173.12	-84,847.05	0
2018-04-26	SELL	171	476.9	358.82	166.48	81,024.61	-3,822.44
2018-10-28	BUY	210	383	353.89	165.85	-80,949.74	0
2018-10-31	SELL	210	380.5	351.58	164.67	79,388.75	-1,560.99
2019-01-01	BUY	213	370	346.76	165.56	-79,322.33	0
2019-01-15	SELL	213	390	365.51	171.14	82,533.35	3,211.02
2019-01-23	BUY	210	391	361.28	168.44	-82,639.73	0
2019-02-06	SELL	210	403.6	372.93	171.9	84,211.18	1,571.45
2019-02-13	BUY	215	388	367.05	169.07	-83,956.12	0
2019-02-19	SELL	215	376	355.7	163.63	80,320.67	-3,635.45
2019-03-25	BUY	199	401.4	351.47	163.39	-80,393.46	0
2019-04-03	SELL	199	407	356.37	165.31	80,471.32	77.86
2019-09-23	BUY	222	361	352.62	165.13	-80,659.76	0
2019-09-26	SELL	222	360	351.65	163.77	79,404.58	-1,255.18
2020-07-21	BUY	321	245.9	347.31	164.07	-79,445.28	0
2020-08-09	SELL	321	255	360.16	166.53	81,328.31	1,883.03
2020-08-13	BUY	278	290	354.73	163.65	-81,138.38	0
2020-08-27	SELL	278	317	387.75	178.58	87,559.67	6,421.29
2020-09-02	BUY	270	322	382.54	175.94	-87,498.47	0
2020-09-16	SELL	270	345	409.86	189.04	92,551.1	5,052.62
2020-10-18	BUY	269	342	404.79	190.32	-92,593.11	0
2020-10-22	SELL	269	331.3	392.13	185.44	88,542.13	-4,050.98
2020-12-09	BUY	264	334.1	388.09	183.82	-88,774.31	0
2020-12-21	SELL	264	341.1	396.22	185.94	89,468.24	693.93
2021-01-14	BUY	240	370	390.72	181.24	-89,371.96	0
2021-01-28	SELL	240	384.4	405.93	188.3	91,661.77	2,289.81
2021-02-07	BUY	236	385	399.78	185.93	-91,445.72	0
2021-02-10	SELL	236	377.7	392.2	182.31	88,562.68	-2,883.03
2021-05-12	BUY	255	346.2	388.44	186.28	-88,855.71	0
2021-05-30	SELL	255	348.4	390.9	185.02	88,266.08	-589.64
2021-06-02	BUY	253	346.5	385.72	182	-88,232.23	0
2021-06-15	SELL	253	347.4	386.73	182.93	87,322.54	-909.69
2022-01-13	BUY	243	357.1	381.81	184.05	-87,341.16	0
2022-01-27	SELL	243	351.4	375.72	181.36	84,833.12	-2,508.04
2022-02-09	BUY	234	359.5	370.14	180.51	-84,673.65	0
2022-02-27	SELL	234	345	355.21	171.44	80,203.34	-4,470.31
2022-08-08	BUY	263	302.9	350.52	165.09	-80,178.31	0
2022-08-17	SELL	263	287	332.12	155.5	74,993.38	-5,184.92
2024-06-27	BUY	316	236.2	328.41	160.75	-75,128.37	0
2024-07-14	SELL	316	246	342.04	164.18	77,229.78	2,101.41
2024-07-24	BUY	309	248.2	337.45	161.51	-77,192.76	0
2024-08-11	SELL	309	345.6	469.88	226.47	106,094.06	28,901.29
2024-08-15	BUY	277	381	464.36	213.34	-106,214.7	0
2024-08-20	SELL	277	350.52	427.21	195.54	96,471.29	-9,743.41
2024-08-25	BUY	270	354	420.55	192.25	-96,192.81	0
2024-08-29	SELL	270	348.9	414.49	189.37	93,599.14	-2,593.66
2025-09-03	BUY	299	311.5	409.81	195.85	-93,744.16	0
2025-09-10	SELL	299	301	396	190.22	89,412.79	-4,331.37
2026-01-27	BUY	333	267.1	391.35	188.59	-89,524.25	0
2026-02-15	SELL	333	270	395.6	188.79	89,325.6	-198.64
2026-06-09	BUY	360	246	389.66	191.5	-89,141.17	0
2026-06-14	SELL	360	248	392.83	192.66	88,694.51	-446.66
2026-06-17	BUY	352	250.9	388.59	189.8	-88,895.2	0
2026-07-02	SELL	352	259.6	402.07	190.62	90,786.51	1,891.31
2026-07-12	BUY	351	256.6	396.29	187.93	-90,650.82	0
2026-07-26	SELL	351	258.9	399.85	190.5	90,283.56	-367.26
2026-07-30	BUY	346	259.3	394.76	189.53	-90,302.09	0
2026-08-16	SELL	346	251.5	382.88	182.65	86,453.47	-3,848.62