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

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

Full-history NAV৳80,347

Net return -19.7% · drawdown 41.8% · 87 closed positions

2024 onward NAV৳114,405

Net return 14.4% · drawdown 19.7% · 10 closed positions

2024 stress NAV৳106,805

Net return 6.8% · drawdown 22.4% · 9 closed positions

Variant 0; fixed stop 8.0%; maximum 10 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৳80,347

Unsettled৳0

Holdings৳0

NAV৳80,347

Realized P&L৳-19,653

Unrealized P&L৳0

Fees৳67,305

Friction৳31,557

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳2.91e-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 #204

176 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
2013-11-14	SELL	571	195.6	491.43	232.19	110,963.98	616.86
2013-11-19	BUY	534	206.5	485.19	227.87	-110,984.07	0
2013-11-24	SELL	534	206.6	485.43	225.68	109,613.3	-1,370.77
2013-11-27	BUY	530	205.6	479.46	222.25	-109,669.71	0
2013-12-02	SELL	530	201.8	470.6	218.16	106,265.24	-3,404.48
2014-01-09	BUY	506	208.7	464.65	219.12	-106,285.97	0
2014-01-22	SELL	506	208.7	464.65	218.4	104,919.16	-1,366.81
2014-01-27	BUY	488	213.4	458.21	214.27	-104,811.68	0
2014-02-06	SELL	488	210	450.91	209.76	101,819.32	-2,992.36
2014-03-03	BUY	460	220.3	445.89	206.5	-101,990.39	0
2014-03-18	SELL	460	211.3	427.67	197.91	96,572.42	-5,417.97
2014-04-09	BUY	387	247.9	422.12	194.56	-96,553.98	0
2014-04-16	SELL	387	255.8	435.58	200.09	98,358.94	1,804.95
2014-04-27	BUY	367	265.8	429.21	196.56	-98,174.37	0
2014-04-30	SELL	367	268.9	434.22	198.77	98,053.31	-121.06
2014-05-07	BUY	353	276.4	429.3	196.49	-98,195	0
2014-05-12	SELL	353	270.5	420.14	192.43	94,873.93	-3,321.07
2014-06-05	BUY	329	285.9	413.87	190.41	-94,665.38	0
2014-06-10	SELL	329	286.3	414.45	190.84	93,587.41	-1,077.97
2014-06-16	BUY	305	305.4	409.85	188.32	-93,745.16	0
2014-06-19	SELL	305	300.1	402.73	184.91	90,942.85	-2,802.31
2014-08-04	BUY	291	310.8	397.95	183.21	-91,023.95	0
2014-08-12	SELL	291	330.9	423.68	194.39	95,673.82	4,649.87
2014-08-18	BUY	283	335.8	418.14	191.61	-95,641.15	0
2014-08-25	SELL	283	326.8	406.93	186.27	91,891.2	-3,749.95
2014-09-16	BUY	264	345.7	401.57	184.42	-91,850.78	0
2014-09-25	SELL	132	398.6	231.51	105.8	52,277.89	6,352.5
2014-09-29	SELL	132	392.2	227.79	104.05	51,438.56	5,513.17
2014-10-01	BUY	135	384.2	228.21	104.2	-52,199.42	0
2014-10-13	SELL	135	374.7	222.57	101.59	50,260.34	-1,939.08
2015-01-12	BUY	284	355.9	444.73	209.45	-101,729.78	0
2015-01-15	SELL	284	360	449.86	212.74	101,577.41	-152.37
2015-02-12	BUY	286	352.5	443.59	208.17	-101,466.75	0
2015-02-22	SELL	286	333.1	419.17	196.07	94,651.36	-6,815.39
2015-03-29	BUY	270	348	413.42	192.31	-94,565.73	0
2015-04-02	SELL	270	353	419.36	193.91	94,696.73	130.99
2015-12-02	BUY	348	271.1	415.11	199.85	-94,957.76	0
2015-12-09	SELL	348	257.6	394.44	187.7	89,062.66	-5,895.1
2016-01-17	BUY	344	257	389	191.16	-88,988.15	0
2016-01-21	SELL	344	269.8	408.37	196.18	92,206.65	3,218.5
2016-04-24	BUY	369	248.6	403.63	200.58	-92,337.61	0
2016-05-02	SELL	369	245	397.78	194.06	89,813.16	-2,524.45
2016-05-11	BUY	354	252.1	392.67	189.97	-89,826.04	0
2016-05-16	SELL	354	252	392.52	189.66	88,625.83	-1,200.21
2016-05-24	BUY	343	256.7	387.41	187.31	-88,622.82	0
2016-05-29	SELL	343	255.2	385.15	186.91	86,961.55	-1,661.27
2016-10-25	BUY	303	285	379.96	180.68	-86,915.64	0
2016-10-30	SELL	303	277	369.3	175.04	83,386.66	-3,528.98
2016-11-06	BUY	296	279.9	364.54	172.76	-83,387.7	0
2016-11-09	SELL	296	281.3	366.37	172.97	82,725.47	-662.23
2016-11-21	BUY	286	287.1	361.29	169.59	-82,641.47	0
2016-12-01	SELL	286	283.9	357.26	166.71	80,671.43	-1,970.04
2017-07-05	BUY	226	355	353.01	164.59	-80,747.6	0
2017-07-10	SELL	226	340	338.1	156.58	76,345.33	-4,402.27
2017-07-13	BUY	214	354.8	334.08	154.42	-76,415.7	0
2017-07-27	SELL	214	375.5	353.57	162.55	79,840.88	3,425.18
2017-08-06	BUY	212	373.2	348.12	159.94	-79,626.46	0
2017-08-16	SELL	212	382	356.33	164.41	80,463.26	836.8