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: -1.3%. 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

#203 · Flow: Range flow

Full-history NAV৳80,826

Net return -19.2% · drawdown 39.7% · 135 closed positions

2024 onward NAV৳85,263

Net return -14.7% · drawdown 36.2% · 22 closed positions

2024 stress NAV৳50,473

Net return -49.5% · drawdown 50.5% · 15 closed positions

Variant 0; fixed stop 15.0%; maximum 20 sessions; gate EMA 50; fresh signal only; exit EMA 200 break; trailing arms at 5.0%, distance 2.0%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳80,826

Unsettled৳0

Holdings৳0

NAV৳80,826

Realized P&L৳-19,174

Unrealized P&L৳0

Fees৳107,530

Friction৳50,398

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 #203

271 fills, including partial sales. Page 3.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2020-08-16	SELL	333	294	430.77	199.23	97,272	6,280.69
2020-08-19	BUY	337	286.9	425.42	196.41	-97,307.12	0
2020-09-02	SELL	337	318.6	472.42	217.87	106,677.24	9,370.12
2020-09-08	BUY	324	326.9	466.03	214.95	-106,596.58	0
2020-09-13	SELL	324	347.6	495.54	228.96	111,897.9	5,301.32
2020-09-24	BUY	329	337.8	489	226.61	-111,851.81	0
2020-10-22	SELL	329	331.3	479.59	228.77	108,289.34	-3,562.47
2020-11-08	BUY	320	336.2	473.37	225.55	-108,282.92	0
2020-12-06	SELL	320	320.1	450.7	215.56	101,765.74	-6,517.18
2020-12-22	BUY	296	341.4	444.64	209.28	-101,708.32	0
2021-01-05	SELL	296	368.48	479.91	224.34	108,365.83	6,657.5
2021-01-11	BUY	289	373.6	475.07	221.33	-108,666.8	0
2021-02-08	SELL	289	376.8	479.14	223.76	108,192.3	-474.5
2021-02-15	BUY	287	374	472.29	220.89	-108,031.17	0
2021-03-16	SELL	287	346	436.93	205.16	98,659.91	-9,371.26
2021-05-18	BUY	286	342.2	430.62	206.38	-98,506.2	0
2021-06-16	SELL	286	348	437.92	208.2	98,881.88	375.68
2021-06-23	BUY	285	345.2	432.88	205.99	-99,020.87	0
2021-07-29	SELL	285	375	470.25	223.1	106,181.65	7,160.78
2021-08-12	BUY	288	366	463.8	216.86	-106,088.65	0
2021-09-09	SELL	288	380.14	481.72	226.59	108,772.59	2,683.94
2021-09-14	BUY	281	385.2	476.26	224.05	-108,941.52	0
2021-10-12	SELL	281	370.1	457.59	214.26	103,326.25	-5,615.27
2022-01-18	BUY	285	360	451.44	219.97	-103,271.41	0
2022-01-30	SELL	285	352	441.41	214.5	99,664.09	-3,607.31
2022-02-07	BUY	279	355.3	436.17	214.98	-99,779.85	0
2022-02-22	SELL	279	355.8	436.78	215.5	98,615.92	-1,163.94
2022-08-07	BUY	326	300	430.32	204.18	-98,434.5	0
2022-08-14	SELL	326	288	413.11	195.69	93,279.2	-5,155.3
2024-07-07	BUY	382	243	408.43	200.74	-93,435.18	0
2024-07-10	SELL	382	250	420.2	204.45	94,875.35	1,440.17
2024-07-15	BUY	383	245.9	414.39	201.06	-94,795.15	0
2024-07-24	SELL	383	248.2	418.27	202.6	94,439.74	-355.41
2024-08-01	BUY	369	254.7	413.53	199.86	-94,597.7	0
2024-08-11	SELL	369	345.6	561.12	273.43	126,691.85	32,094.16
2024-08-15	BUY	330	381	553.21	254.67	-126,537.89	0
2024-09-15	SELL	330	331.6	481.48	220.61	108,725.9	-17,811.98
2024-09-22	BUY	312	346	474.99	218.29	-108,645.28	0
2024-10-22	SELL	312	332	455.77	209.96	102,918.27	-5,727.01
2024-11-12	BUY	314	325.7	449.99	210.57	-102,930.35	0
2024-12-10	SELL	314	319.9	441.97	209	99,797.63	-3,132.72
2024-12-30	BUY	310	320.1	436.62	208.29	-99,875.9	0
2025-01-14	SELL	310	333.2	454.48	214.11	102,623.41	2,747.51
2025-01-19	BUY	306	332.8	448.08	210.94	-102,495.82	0
2025-02-16	SELL	306	339.9	457.64	216.98	103,334.78	838.96
2025-02-20	BUY	299	343.2	451.51	210.96	-103,279.27	0
2025-03-20	SELL	299	319.6	420.47	197.95	94,941.99	-8,337.29
2025-07-10	BUY	316	299	415.73	211.89	-95,111.61	0
2025-07-15	SELL	316	299	415.73	209.78	93,858.49	-1,253.13
2025-07-20	BUY	311	300.2	410.79	201.78	-93,974.77	0
2025-07-23	SELL	311	313.2	428.58	207.86	96,768.76	2,793.99
2025-07-31	BUY	307	312.7	422.4	201.03	-96,622.32	0
2025-08-17	SELL	307	306	413.34	194.63	93,334.02	-3,288.3
2025-09-03	BUY	298	311.5	408.44	195.17	-93,430.61	0
2025-09-08	SELL	298	308.5	404.51	194.42	91,334.07	-2,096.53
2026-02-24	BUY	341	266.4	399.71	190.87	-91,432.98	0
2026-03-01	SELL	341	262	393.1	186.67	88,762.23	-2,670.75
2026-06-15	BUY	352	250	387.2	189.96	-88,577.16	0
2026-06-18	SELL	352	251.5	389.52	189.88	87,948.6	-628.56
2026-06-24	BUY	343	255	384.85	184.52	-88,034.36	0
2026-06-29	SELL	343	259.5	391.64	186.39	88,430.47	396.11
2026-07-05	BUY	340	258.3	386.42	182.77	-88,391.19	0
2026-07-08	SELL	340	258	385.97	182.93	87,151.1	-1,240.08
2026-07-13	BUY	335	258.9	381.62	180.52	-87,293.64	0
2026-07-16	SELL	335	258.6	381.18	179.94	86,069.88	-1,223.76
2026-07-21	BUY	332	257.5	376.16	177.98	-86,044.13	0
2026-07-26	SELL	332	258.9	378.2	179.74	85,396.86	-647.27
2026-08-02	BUY	326	260	372.94	178.77	-85,311.71	0
2026-08-06	SELL	326	259	371.51	178.27	83,884.22	-1,427.49
2026-08-11	BUY	323	258	366.67	176.17	-83,876.84	0
2026-08-16	SELL	323	251.5	357.43	169.97	80,707.1	-3,169.74