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

#205 · Kalman milestone + Flow: NVI

Full-history NAV৳79,599

Net return -20.4% · drawdown 51.9% · 87 closed positions

2024 onward NAV৳75,358

Net return -24.6% · drawdown 27.7% · 14 closed positions

2024 stress NAV৳71,153

Net return -28.8% · drawdown 31.3% · 12 closed positions

Variant 0; fixed stop 12.0%; maximum 15 sessions; gate None; continuous signal; exit EMA 200 break; trailing arms at 12.0%, distance 4.5%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳79,599

Unsettled৳0

Holdings৳0

NAV৳79,599

Realized P&L৳-20,401

Unrealized P&L৳0

Fees৳81,887

Friction৳38,862

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 #205

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
2011-07-07	SELL	577	167.9	426.26	197.68	96,254.35	2,119.97
2011-07-12	BUY	550	174	421.08	194.52	-96,315.6	0
2011-07-17	SELL	550	177.1	428.58	197.57	96,778.85	463.26
2011-07-25	BUY	468	205.6	423.37	193.97	-96,838.14	0
2011-08-01	SELL	468	180.93	372.57	170.29	84,131.44	-12,706.69
2011-10-30	BUY	538	155.2	367.39	170.23	-84,035.21	0
2011-11-02	SELL	538	163	385.85	178.6	87,129.55	3,094.34
2011-11-20	BUY	520	166.6	381.18	176.16	-87,189.34	0
2011-11-23	SELL	520	163.7	374.55	172.59	84,576.86	-2,612.48
2011-12-27	BUY	517	162.6	369.88	172.93	-84,607.01	0
2012-01-01	SELL	517	171.1	389.22	182.49	87,886.99	3,279.98
2012-01-04	BUY	492	177.3	383.82	178.56	-87,793.98	0
2012-01-12	SELL	492	174.7	378.19	174.46	85,399.75	-2,394.24
2012-03-20	BUY	491	172.8	373.32	172.62	-85,390.74	0
2012-04-03	SELL	491	189	408.32	187.84	92,202.84	6,812.1
2012-04-09	BUY	468	195.9	403.4	185.27	-92,269.87	0
2012-04-16	SELL	468	211.53	435.59	199.56	98,362.07	6,092.2
2012-04-19	BUY	457	214	430.31	196.94	-98,425.25	0
2012-05-14	SELL	457	208.5	419.25	191.9	94,673.35	-3,751.9
2012-06-10	BUY	460	204.4	413.71	192.42	-94,630.13	0
2012-07-02	SELL	460	204.4	413.71	192.55	93,417.74	-1,212.38
2012-11-01	BUY	533	174.2	408.53	192.93	-93,450.07	0
2012-11-06	SELL	533	168.4	394.93	186.82	89,175.45	-4,274.61
2012-11-19	BUY	514	172.1	389.22	183.06	-89,031.69	0
2012-11-22	SELL	514	169.1	382.44	179.49	86,355.48	-2,676.21
2013-02-06	BUY	497	172.8	377.88	180.89	-86,440.37	0
2013-02-11	SELL	497	165.9	362.79	171.81	81,917.7	-4,522.67
2013-05-15	BUY	526	154.7	358.04	179.21	-81,909.45	0
2013-05-20	SELL	526	166.2	384.65	190.28	86,846.26	4,936.81
2013-05-26	BUY	527	163.7	379.59	184.16	-86,833.65	0
2013-06-09	SELL	527	176.5	409.27	192.24	92,413.99	5,580.34
2013-06-12	BUY	516	178.1	404.36	189.01	-92,492.97	0
2013-07-07	SELL	516	187.4	425.47	197.23	96,075.69	3,582.73
2013-07-14	BUY	451	211.5	419.7	193.11	-95,999.31	0
2013-07-17	SELL	451	232.5	461.37	211.67	104,184.45	8,185.15
2013-08-22	BUY	509	203.4	455.53	209.73	-104,195.86	0
2013-09-15	SELL	509	204.3	457.55	209.83	103,321.32	-874.55
2013-10-31	BUY	535	192	451.97	217.27	-103,389.24	0
2013-11-21	SELL	535	209.9	494.1	230.26	111,572.14	8,182.9
2013-11-26	BUY	554	200	487.52	226.32	-111,513.84	0
2013-12-18	SELL	554	200.2	488.01	226.9	110,195.89	-1,317.95
2014-01-09	BUY	524	208.7	481.18	227.2	-110,067.18	0
2014-02-02	SELL	524	211.4	487.4	227.56	110,058.63	-8.55
2014-02-05	BUY	533	205.4	481.7	224.69	-110,184.59	0
2014-02-26	SELL	533	210.4	493.43	229.49	111,420.28	1,235.69
2014-03-03	BUY	502	220.3	486.6	225.73	-111,302.93	0
2014-03-25	SELL	502	212	468.27	217.27	105,738.47	-5,564.47
2014-04-02	BUY	478	220	462.7	215.7	-105,838.4	0
2014-04-09	SELL	478	242.76	510.57	236.01	115,293.18	9,454.77
2014-04-16	BUY	448	255.8	504.23	232.01	-115,334.64	0
2014-05-08	SELL	448	272.6	537.35	246.42	121,341.03	6,006.39
2014-06-05	BUY	421	285.9	529.6	244.48	-121,137.98	0
2014-06-26	SELL	421	297.1	550.35	253.28	124,275.47	3,137.49
2014-07-17	BUY	433	285.1	543.17	252.11	-124,243.58	0
2014-08-11	SELL	216	342.12	325.15	148.95	73,423.82	11,445.5
2014-08-12	SELL	217	330.9	315.94	144.62	71,344.74	9,079.48
2014-08-18	BUY	429	335.8	633.86	291.68	-144,983.73	0
2014-09-08	SELL	429	333.2	628.95	289.66	142,024.19	-2,959.54
2014-09-16	BUY	408	345.7	620.6	286.59	-141,952.8	0
2014-09-29	SELL	408	390.59	701.2	323.53	158,338.03	16,385.24
2014-10-02	BUY	414	380.2	692.57	319	-158,414.37	0
2014-10-30	SELL	414	374.5	682.19	314.06	154,046.75	-4,367.62
2015-01-12	BUY	430	355.9	673.36	322.8	-154,033.16	0
2015-02-02	SELL	430	325	614.9	293.49	138,841.61	-15,191.55
2015-02-12	BUY	391	352.5	606.44	287.87	-138,721.81	0
2015-03-05	SELL	391	328	564.29	266.76	127,416.95	-11,304.87
2015-03-24	BUY	377	336	557.36	262.21	-127,491.57	0
2015-04-16	SELL	377	343.6	569.96	264.52	128,702.72	1,211.15
2015-12-02	BUY	472	271.1	563.02	276.45	-128,798.67	0
2015-12-07	SELL	472	267.4	555.34	270.89	125,386.57	-3,412.1
2016-01-17	BUY	484	257	547.31	277.17	-125,212.47	0
2016-01-20	SELL	484	274	583.51	288.17	131,744.32	6,531.84
2016-04-24	BUY	527	248.6	576.45	296.93	-131,885.59	0
2016-04-27	SELL	527	251	582.02	294.54	131,400.44	-485.14
2016-05-11	BUY	500	252.1	554.62	275	-126,879.62	0
2016-05-16	SELL	500	252	554.4	274.43	125,171.17	-1,708.45
2016-05-24	BUY	502	256.7	567	281.74	-129,712.14	0
2016-05-29	SELL	502	255.2	563.69	281.58	127,265.14	-2,447
2016-10-25	BUY	443	285	555.52	269.54	-127,080.06	0
2016-11-15	SELL	443	279.1	544.02	260.43	122,836.85	-4,243.22
2016-11-21	BUY	425	287.1	536.88	255.88	-122,810.26	0
2016-12-12	SELL	425	284	531.08	250.73	119,918.19	-2,892.07
2017-07-05	BUY	336	355	524.83	247.68	-120,052.51	0
2017-07-26	SELL	336	371	548.49	253.94	123,853.58	3,801.07
2017-08-06	BUY	330	373.2	541.89	250.43	-123,948.31	0
2017-08-29	SELL	330	388.9	564.68	263.8	127,508.51	3,560.2
2017-09-06	BUY	315	401.7	556.76	261.9	-127,354.16	0
2017-09-27	SELL	315	411	569.65	265.82	128,629.54	1,275.38
2017-11-13	BUY	270	472.9	561.81	262.35	-128,507.15	0
2017-12-04	SELL	270	477	566.68	262.01	127,961.31	-545.84
2018-01-18	BUY	264	482.5	560.47	262.49	-128,202.96	0
2018-02-08	SELL	264	499	579.64	268.5	130,887.86	2,684.9
2018-02-13	BUY	256	507.9	572.1	264.95	-130,859.45	0
2018-03-07	SELL	256	487.9	549.57	257.37	124,095.46	-6,763.99
2018-04-19	BUY	250	493	542.3	256.14	-124,048.44	0
2018-05-15	SELL	250	466	512.6	239.07	115,748.33	-8,300.11
2018-08-29	BUY	294	391.5	506.44	240.71	-115,848.15	0