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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.

Full historical period: 2009-11-16 → 2026-10-13 (16.9 years). Selected finalist annualized return: -1.8%. 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.

0% return343.3% net return0 positions465 positions

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 positionsFull-history NAVRecent stress NAVInspect
465৳479৳19,237Rules & trades →
459৳570৳19,289Rules & trades →
455৳608৳30,525Rules & trades →
454৳696৳29,045Rules & trades →
452৳696৳19,289Rules & trades →
415৳713৳19,289Rules & trades →
411৳717৳19,289Rules & trades →
405৳1,133৳19,289Rules & trades →
404৳1,549৳19,289Rules & trades →
402৳1,771৳19,289Rules & trades →
372৳2,015৳19,289Rules & trades →
371৳2,622৳19,289Rules & trades →
363৳2,910৳19,289Rules & trades →
343৳2,924৳20,089Rules & trades →
335৳3,181৳47,792Rules & trades →
333৳4,607৳37,882Rules & trades →
329৳5,476৳37,882Rules & trades →
313৳5,574৳30,360Rules & trades →
310৳6,173৳43,102Rules & trades →
303৳8,989৳39,010Rules & trades →
300৳9,801৳38,916Rules & trades →
295৳12,981৳32,156Rules & trades →
292৳13,676৳41,873Rules & trades →
260৳13,883৳26,610Rules & trades →
259৳15,710৳26,610Rules & trades →
257৳15,781৳30,307Rules & trades →
256৳16,033৳45,581Rules & trades →
255৳19,080৳30,307Rules & trades →
208৳20,877৳36,159Rules & trades →
198৳22,131৳53,195Rules & trades →
196৳25,143৳33,095Rules & trades →
187৳33,566৳58,245Rules & trades →
186৳34,489৳53,071Rules & trades →
167৳35,171৳40,802Rules & trades →
165৳37,440৳37,845Rules & trades →
161৳42,263৳74,918Rules & trades →
158৳44,043৳78,126Rules & trades →
157৳53,519৳74,918Rules & trades →
154৳56,264৳44,128Rules & trades →
153৳62,778৳49,942Rules & trades →
147৳65,022৳64,084Rules & trades →
137৳73,649৳47,943Rules & trades →
136৳78,632৳50,001Rules & trades →
135৳80,826৳50,473Rules & trades →
129৳99,944৳52,622Rules & trades →
128৳100,941৳52,622Rules & trades →
119৳100,995৳43,038Rules & trades →
118৳101,946৳46,575Rules & trades →
117৳110,155৳49,557Rules & trades →
103৳133,375৳48,996Rules & trades →
102৳136,102৳55,284Rules & trades →
101৳138,379৳53,456Rules & trades →
98৳145,520৳54,043Rules & trades →
79৳150,242৳115,900Rules & trades →
78৳159,180৳120,816Rules & trades →
77৳160,935৳120,816Rules & trades →
76৳161,019৳120,816Rules & trades →
74৳181,538৳116,988Rules & trades →
73৳199,142৳121,853Rules & trades →
60৳200,452৳118,366Rules & trades →
48৳211,201৳128,871Rules & trades →
44৳221,072৳119,591Rules & trades →
39৳242,605৳130,354Rules & trades →
38৳272,593৳130,354Rules & trades →
37৳278,807৳126,439Rules & trades →
33৳291,973৳126,422Rules & trades →
32৳298,043৳122,630Rules & trades →
25৳341,394৳127,207Rules & trades →
24৳389,702৳129,084Rules & trades →
22৳402,891৳133,960Rules & trades →
17৳411,464৳119,509Rules & trades →
15৳443,253৳124,915Rules & trades →

#210 · Flow: Range flow

Full-history NAV৳73,649

Net return -26.4% · drawdown 42.6% · 137 closed positions

2024 onward NAV৳81,894

Net return -18.1% · drawdown 38.8% · 23 closed positions

2024 stress NAV৳47,943

Net return -52.1% · drawdown 53.0% · 16 closed positions

Variant 0; fixed stop 8.0%; 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৳73,649
Unsettled৳0
Holdings৳0
NAV৳73,649
Realized P&L৳-26,351
Unrealized P&L৳0
Fees৳104,382
Friction৳48,824

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 #210

275 fills, including partial sales. Page 2.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2014-09-16SELL336345.7511.08235.36115,408.751,044.13
2014-09-24BUY302379.7504.55232.1-115,406.050
2014-09-29SELL302392.2521.16239.54117,683.72,277.65
2014-10-14BUY314372.6514.78236.14-117,747.330
2014-11-09SELL314342.79473.6217.7106,945.39-10,801.94
2014-12-04BUY301352.6466.98217.05-106,816.640
2015-01-07SELL301364482.08227.25108,854.672,038.03
2015-01-13BUY296366476.68225.06-109,037.740
2015-01-25SELL296336.72438.54206.5199,024.07-10,013.67
2015-04-06BUY278353431.79199.62-98,765.410
2015-04-23SELL278324.76397.25183.3489,702.69-9,062.71
2015-07-09BUY268333.5393.26181.56-89,952.830
2015-08-03SELL268328.5387.37178.1887,472.45-2,480.37
2015-12-03BUY319272381.78182.23-87,332.010
2015-12-08SELL319257360.73171.0781,451.2-5,880.81
2016-01-19BUY308263.3356.82172.87-81,626.090
2016-01-24SELL308266360.48171.6781,395.84-230.25
2016-04-26BUY321251.9355.78173.18-81,388.860
2016-05-02SELL321245346.04167.3178,131.65-3,257.21
2016-05-08BUY314247341.26164.89-78,064.140
2016-05-11SELL314252.1348.3167.3578,643.75579.61
2016-05-24BUY304256.7343.36164.88-78,545.040
2016-05-29SELL304255.2341.36164.4677,074.98-1,470.06
2016-06-02BUY299256.7337.71162.77-77,253.780
2016-06-07SELL299255.1335.61161.9475,777.35-1,476.44
2016-06-14BUY294255.7330.77159.47-75,666.040
2016-06-19SELL294252.1326.12156.5673,634.73-2,031.32
2016-07-16BUY285257322.28155.44-73,722.720
2016-07-19SELL285259.4325.29155.8773,447.85-274.87
2016-07-26BUY271269.1320.87151.29-73,398.270
2016-07-31SELL271276.5329.7153.2474,448.561,050.3
2016-08-07BUY266277.4324.67150.84-74,263.910
2016-09-06SELL266268313.67149.0270,825.32-3,438.59
2016-09-08BUY1266.31.170.53-2680
2016-09-20SELL12621.150.52260.32-7.68
2016-10-02BUY263268.5310.71150.48-71,076.690
2016-10-26SELL263279.3323.21152.5372,980.161,903.47
2016-11-02BUY260278.5318.6150.15-72,878.750
2016-11-30SELL260289.9331.65154.5374,887.822,009.07
2016-12-08BUY256290326.66152.07-74,718.720
2017-01-09SELL256290326.66152.9473,760.4-958.32
2017-01-17BUY251292.1322.6150.26-73,789.960
2017-01-25SELL251301.84333.35154.4775,274.011,484.06
2017-02-01BUY249301329.78152.54-75,431.310
2017-02-26SELL249315.2345.33160.3677,979.12,547.79
2017-03-05BUY248311.9340.35158.28-77,849.820
2017-04-03SELL248338.3369.15172.7883,356.475,506.65
2017-04-13BUY242342364.16169.65-83,297.810
2017-05-15SELL242335.6357.35169.7580,688.1-2,609.71
2017-05-24BUY242331.1352.56167.97-80,646.730
2017-06-21SELL242335.8357.56169.6580,736.3989.66
2017-07-04BUY229351.1353.77165.42-80,921.090
2017-07-18SELL229367.5370.29170.5683,616.652,695.56
2017-07-25BUY225369365.31168.08-83,558.390
2017-08-20SELL225386.9383.03176.9386,493.442,935.05
2017-08-29BUY221388.9378.17175.09-86,500.160
2017-09-11SELL221426.3414.53192.4393,605.347,105.18
2017-09-14BUY220423.1409.56189.65-93,681.210
2017-10-15SELL220429415.27193.1193,771.6190.41
2017-10-22BUY216430408.67190.65-93,479.320
2017-10-29SELL216444.23422.2196.1895,336.171,856.85
2017-11-05BUY215440.8417193.87-95,382.870
2017-11-15SELL215496.76469.94217.4106,116.510,733.63
2017-11-23BUY219483465.42214.79-106,457.210
2017-12-21SELL219462.4445.57206.58100,613.45-5,843.76
2017-12-28BUY213469.4439.92204-100,626.120
2018-01-28SELL213510477.97221.27107,930.767,304.64
2018-02-01BUY212504470.13217.07-107,535.20
2018-03-04SELL212485.5452.87210.35102,262.78-5,272.42
2018-03-07BUY209487.9448.67208.99-102,628.760
2018-04-05SELL209477438.65205.8799,048.48-3,580.27
2018-04-11BUY203483.2431.59202.38-98,723.580
2018-05-14SELL203465.6415.87192.9793,907.96-4,815.62
2018-10-30BUY244383411.19193.56-94,056.750
2018-11-04SELL244382410.12193.2992,604.6-1,452.15
2018-11-07BUY245375404.25191.53-92,470.780
2018-11-12SELL245379408.56194.3392,252.11-218.67
2019-01-02BUY249368403.18194.04-92,229.220
2019-01-07SELL249375410.85197.3892,766.77537.56
2019-01-15BUY237390406.69191.05-93,027.740
2019-01-20SELL237375391.05183.1288,300.83-4,726.91
2019-01-23BUY224391385.37179.97-88,149.340
2019-01-30SELL224411.5405.58187.8591,583.023,433.68
2019-02-05BUY226403400.74184.87-91,663.620
2019-02-13SELL226388385.83177.8487,124.33-4,539.28
2019-03-04BUY222389379.98175.16-86,913.140
2019-03-07SELL222390380.95176.2486,022.8-890.34
2019-03-19BUY220389376.55174.86-86,131.410
2019-04-02SELL220411.31398.14185.389,903.883,772.46
2019-06-19BUY246363.9393.89190.37-90,103.650
2019-06-24SELL246359.2388.8187.5687,786.84-2,316.81
2019-06-27BUY240363.5383.86183.81-87,807.660
2019-07-03SELL240364.9385.33183.9487,006.73-800.93
2019-10-06BUY249347380.17177.32-86,960.490
2019-10-10SELL249333.5365.38170.482,505.72-4,454.78
2020-02-20BUY293280360.98167.91-82,568.880
2020-02-25SELL293292376.45173.8785,005.682,436.8
2020-07-23BUY343246.1371.41174.94-84,958.650
2020-07-28SELL343255384.85179.7186,900.451,941.8
2020-08-10BUY318271.5379.88175.58-86,892.460