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: -1.4%. 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

#207 · Flow: Range flow

Full-history NAV৳78,632

Net return -21.4% · drawdown 42.1% · 136 closed positions

2024 onward NAV৳87,376

Net return -12.6% · drawdown 34.7% · 23 closed positions

2024 stress NAV৳50,001

Net return -50.0% · drawdown 51.0% · 16 closed positions

Variant 0; fixed stop 10.0%; 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৳78,632

Unsettled৳0

Holdings৳0

NAV৳78,632

Realized P&L৳-21,368

Unrealized P&L৳0

Fees৳106,787

Friction৳49,999

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 #207

273 fills, including partial sales. Page 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2014-08-11	SELL	353	330.06	512.66	235.88	115,764.05	5,346.08
2014-08-19	BUY	340	338.2	505.95	232.19	-115,726.14	0
2014-09-16	SELL	340	345.7	517.17	238.2	116,782.63	1,056.49
2014-09-24	BUY	306	379.7	511.23	235.21	-116,934.64	0
2014-09-29	SELL	306	392.2	528.06	242.75	119,242.39	2,307.75
2014-10-14	BUY	318	372.6	521.34	239.18	-119,247.32	0
2014-11-12	SELL	318	354.2	495.6	228.23	111,911.77	-7,335.55
2014-12-04	BUY	315	352.6	488.7	227.38	-111,785.08	0
2015-01-07	SELL	315	364	504.5	238.21	113,917.28	2,132.2
2015-01-13	BUY	310	366	499.22	236.12	-114,195.35	0
2015-01-26	SELL	310	329.4	449.3	211.81	101,452.89	-12,742.45
2015-04-06	BUY	285	353	442.66	204.73	-101,252.39	0
2015-04-26	SELL	285	324.1	406.42	187.64	91,774.44	-9,477.96
2015-07-09	BUY	274	333.5	402.07	185.69	-91,966.76	0
2015-08-03	SELL	274	328.5	396.04	182.22	89,430.74	-2,536.02
2015-12-03	BUY	326	272	390.16	186.43	-89,248.58	0
2015-12-08	SELL	326	257	368.64	174.99	83,238.37	-6,010.21
2016-01-19	BUY	314	263.3	363.78	176.45	-83,216.42	0
2016-01-24	SELL	314	266	367.51	175.17	82,981.32	-235.1
2016-04-26	BUY	328	251.9	363.54	177.21	-83,163.95	0
2016-05-02	SELL	328	245	353.58	171.19	79,835.23	-3,328.72
2016-05-08	BUY	321	247	348.86	168.78	-79,804.65	0
2016-05-11	SELL	321	252.1	356.07	171.29	80,396.75	592.1
2016-05-24	BUY	311	256.7	351.27	168.88	-80,353.85	0
2016-05-29	SELL	311	255.2	349.22	168.47	78,849.52	-1,504.33
2016-06-02	BUY	305	256.7	344.49	166.23	-78,804.22	0
2016-06-07	SELL	305	255.1	342.34	165.38	77,297.77	-1,506.44
2016-06-14	BUY	300	255.7	337.52	162.91	-77,210.44	0
2016-06-19	SELL	300	252.1	332.77	159.93	75,137.3	-2,073.13
2016-07-16	BUY	291	257	329.06	158.9	-75,274.97	0
2016-07-19	SELL	291	259.4	332.14	159.32	74,993.94	-281.02
2016-07-26	BUY	277	269.1	327.98	154.77	-75,023.44	0
2016-07-31	SELL	277	276.5	337	156.71	76,096.79	1,073.35
2016-08-07	BUY	272	277.4	331.99	154.32	-75,939.11	0
2016-09-06	SELL	272	268	320.74	152.53	72,422.73	-3,516.38
2016-10-02	BUY	268	268.5	316.62	153.52	-72,428.14	0
2016-10-26	SELL	268	279.3	329.35	155.54	74,367.51	1,939.37
2016-11-02	BUY	266	278.5	325.96	153.74	-74,560.69	0
2016-11-30	SELL	266	289.9	339.3	158.19	76,615.91	2,055.22
2016-12-08	BUY	262	290	334.31	155.72	-76,470.03	0
2017-01-09	SELL	262	290	334.31	156.63	75,489.06	-980.97
2017-01-17	BUY	257	292.1	330.31	153.94	-75,553.95	0
2017-01-25	SELL	257	301.84	341.32	158.24	77,073.32	1,519.37
2017-02-01	BUY	254	301	336.4	155.65	-76,946.05	0
2017-02-26	SELL	254	315.2	352.27	163.65	79,544.88	2,598.83
2017-03-05	BUY	254	311.9	348.58	162.19	-79,733.37	0
2017-04-03	SELL	254	338.3	378.08	177.08	85,373.03	5,639.66
2017-04-13	BUY	248	342	373.19	173.96	-85,363.15	0
2017-05-15	SELL	248	335.6	366.21	174.14	82,688.45	-2,674.7
2017-05-24	BUY	248	331.1	361.3	172.33	-82,646.43	0
2017-06-21	SELL	248	335.8	366.42	174.04	82,737.94	91.51
2017-07-04	BUY	234	351.1	361.49	169.14	-82,688.03	0
2017-07-18	SELL	234	367.5	378.38	174.33	85,442.29	2,754.26
2017-07-25	BUY	230	369	373.43	171.86	-85,415.29	0
2017-08-20	SELL	230	386.9	391.55	180.92	88,415.45	3,000.16
2017-08-29	BUY	226	388.9	386.72	179.13	-88,457.25	0
2017-09-11	SELL	226	426.3	423.91	196.87	95,723.01	7,265.76
2017-09-14	BUY	225	423.1	418.87	194.04	-95,810.41	0
2017-10-15	SELL	225	429	424.71	197.6	95,902.69	92.28
2017-10-22	BUY	221	430	418.13	195.18	-95,643.31	0
2017-10-29	SELL	221	444.23	431.97	200.82	97,542.92	1,899.61
2017-11-05	BUY	220	440.8	426.69	198.49	-97,601.18	0
2017-11-15	SELL	220	496.76	480.87	222.54	108,584.23	10,983.05
2017-11-23	BUY	223	483	473.92	218.77	-108,401.69	0
2017-12-21	SELL	223	462.4	453.71	210.43	102,451.06	-5,950.63
2017-12-28	BUY	217	469.4	448.18	207.91	-102,515.89	0
2018-01-28	SELL	217	510	486.95	225.5	109,957.55	7,441.66
2018-02-01	BUY	217	504	481.22	222.27	-110,071.49	0
2018-03-04	SELL	217	485.5	463.56	215.42	104,674.53	-5,396.96
2018-03-07	BUY	213	487.9	457.26	213.08	-104,593.04	0
2018-04-05	SELL	213	477	447.04	209.93	100,944.02	-3,649.02
2018-04-11	BUY	208	483.2	442.22	207.52	-101,155.35	0
2018-05-14	SELL	208	465.6	426.12	197.82	96,220.86	-4,934.49
2018-10-30	BUY	249	383	419.61	197.67	-95,984.28	0
2018-11-04	SELL	249	382	418.52	197.39	94,502.09	-1,482.19
2018-11-07	BUY	251	375	414.15	196.42	-94,735.57	0
2018-11-12	SELL	251	379	418.57	199.3	94,511.13	-224.44
2019-01-02	BUY	255	368	412.9	198.98	-94,451.88	0
2019-01-07	SELL	255	375	420.75	202.39	95,001.86	549.98
2019-01-15	BUY	242	390	415.27	195.22	-94,990.49	0
2019-01-20	SELL	242	375	399.3	187.09	90,163.61	-4,826.88
2019-01-23	BUY	229	391	393.97	184.1	-90,117.07	0
2019-01-30	SELL	229	411.5	414.63	192.13	93,627.2	3,510.13
2019-02-05	BUY	231	403	409.61	189.03	-93,691.63	0
2019-02-13	SELL	231	388	394.36	181.83	89,051.81	-4,639.83
2019-03-04	BUY	227	389	388.53	179.17	-88,870.7	0
2019-03-07	SELL	227	390	389.53	180.28	87,960.18	-910.51
2019-03-19	BUY	225	389	385.11	178.92	-88,089.03	0
2019-04-02	SELL	225	411.31	407.19	189.61	91,947.05	3,858.01
2019-06-19	BUY	251	363.9	401.89	194.47	-91,935.26	0
2019-06-24	SELL	251	359.2	396.7	191.59	89,570.91	-2,364.36
2019-06-27	BUY	245	363.5	391.85	187.84	-89,637.19	0
2019-07-03	SELL	245	364.9	393.36	187.95	88,819.18	-818.01
2019-10-06	BUY	254	347	387.81	180.97	-88,706.78	0
2019-10-10	SELL	254	333.5	372.72	173.91	84,162.37	-4,544.41
2020-02-20	BUY	299	280	368.37	171.43	-84,259.79	0
2020-02-25	SELL	299	292	384.16	177.49	86,746.35	2,486.56
2020-07-23	BUY	351	246.1	380.08	179.16	-86,940.34	0
2020-07-28	SELL	351	255	393.82	184.01	88,927.17	1,986.83
2020-08-10	BUY	325	271.5	388.25	179.51	-88,805.26	0

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