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: -1.8%. 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.

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

#211 · MACD

Full-history NAV৳73,527

Net return -26.5% · drawdown 42.1% · 131 closed positions

2024 onward NAV৳101,434

Net return 1.4% · drawdown 26.7% · 16 closed positions

2024 stress NAV৳84,004

Net return -16.0% · drawdown 37.1% · 14 closed positions

Variant 0; fixed stop 4.0%; maximum 20 sessions; gate EMA 50; continuous signal; exit any bearish; trailing arms at 5.0%, distance 2.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳73,527

Unsettled৳0

Holdings৳0

NAV৳73,527

Realized P&L৳-26,473

Unrealized P&L৳0

Fees৳88,587

Friction৳41,261

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 #211

262 fills, including partial sales. Page 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2015-02-12	BUY	234	352.5	362.93	169.34	-83,017.28	0
2015-02-22	SELL	234	333.1	342.96	159.6	77,442.84	-5,574.44
2015-03-18	BUY	226	340	338.1	157.07	-77,335.17	0
2015-03-30	SELL	226	352.8	350.82	162.33	79,219.64	1,884.47
2015-04-02	BUY	223	353	346.36	159.68	-79,225.05	0
2015-04-15	SELL	223	346.5	339.99	156.52	76,772.99	-2,452.05
2015-06-14	BUY	228	335	336.07	154.64	-76,870.71	0
2015-06-24	SELL	228	323.8	324.84	149.33	73,352.23	-3,518.48
2015-07-02	BUY	221	330.1	320.99	147.85	-73,420.94	0
2015-07-14	SELL	221	342.8	333.34	153.53	75,272.81	1,851.88
2015-07-23	BUY	223	334.6	328.31	151.06	-75,095.17	0
2015-08-02	SELL	223	330	323.8	148.7	73,117.5	-1,977.67
2015-12-01	BUY	271	267.9	319.44	151.79	-73,072.14	0
2015-12-07	SELL	271	257.18	306.67	145.02	69,245.17	-3,826.96
2016-01-18	BUY	266	259.5	303.72	146.12	-69,476.84	0
2016-01-21	SELL	266	269.8	315.77	149.85	71,301.18	1,824.34
2016-01-26	BUY	265	266.5	310.74	146.88	-71,080.12	0
2016-01-31	SELL	265	255.84	298.31	140.59	67,358.7	-3,721.41
2016-04-24	BUY	270	248.6	295.34	143.41	-67,560.74	0
2016-05-24	SELL	270	256.7	304.96	145.56	68,858.48	1,297.73
2016-07-12	BUY	267	255.8	300.51	144.24	-68,743.35	0
2016-07-24	SELL	267	263	308.97	146.17	69,765.85	1,022.5
2016-07-27	BUY	249	278	304.58	142.5	-69,669.08	0
2016-08-01	SELL	249	276.6	303.04	140.53	68,429.83	-1,239.25
2016-08-04	BUY	248	275.1	300.19	139.3	-68,664.29	0
2016-08-10	SELL	248	267.9	292.33	135.35	66,011.52	-2,652.78
2016-09-26	BUY	244	268.1	287.83	138.56	-65,842.8	0
2016-10-26	SELL	244	280	300.61	141.5	67,877.89	2,035.1
2016-10-31	BUY	245	275	296.45	139.36	-67,810.81	0
2016-11-03	SELL	245	278.1	299.79	140.8	67,693.9	-116.91
2016-11-09	BUY	240	281.3	297.05	139.26	-67,948.31	0
2016-11-14	SELL	240	280	295.68	138.39	66,765.93	-1,182.38
2016-11-21	BUY	231	287.1	291.81	136.14	-66,748.05	0
2016-11-30	SELL	231	289.9	294.65	136.92	66,535.32	-212.72
2017-01-08	BUY	229	288	290.19	135.44	-66,377.63	0
2017-01-25	SELL	229	301.84	304.13	140.7	68,676.53	2,298.9
2017-01-30	BUY	225	303	299.97	138.43	-68,613.4	0
2017-02-26	SELL	225	315.2	312.05	144.61	70,463.34	1,849.94
2017-03-30	BUY	212	330	307.82	143.81	-70,411.63	0
2017-04-05	SELL	212	345.84	322.6	149.62	72,846.29	2,434.65
2017-04-10	BUY	212	342.1	319.11	148.18	-72,992.49	0
2017-04-17	SELL	212	337	314.35	145.98	70,983.67	-2,008.82
2017-06-05	BUY	210	336	310.46	147.75	-71,018.21	0
2017-06-13	SELL	210	331.1	305.94	144.88	69,080.19	-1,938.02
2017-06-21	BUY	204	335.8	301.41	142.07	-68,946.68	0
2017-07-06	SELL	204	349.57	313.77	145.81	70,851.88	1,905.2
2017-07-11	BUY	202	348.3	309.57	143.03	-70,809.2	0
2017-07-18	SELL	202	367.5	326.63	150.21	73,758.15	2,948.95
2017-07-23	BUY	200	367.9	323.75	148.74	-74,052.49	0
2017-08-08	SELL	200	377	331.76	152.51	74,915.73	863.25
2017-08-20	BUY	190	391.6	327.38	150.87	-74,882.25	0
2017-08-24	SELL	190	388.4	324.7	149.76	73,321.54	-1,560.71
2017-09-10	BUY	178	408	319.55	147.95	-73,091.5	0
2017-09-13	SELL	178	415	325.03	150.1	73,394.87	303.37
2017-09-18	BUY	176	414.5	320.99	148.12	-73,421.1	0
2017-09-21	SELL	176	413.7	320.37	147.74	72,343.09	-1,078.01
2017-10-12	BUY	167	430	315.96	145.99	-72,271.95	0
2017-10-18	SELL	167	422.1	310.16	143.71	70,036.83	-2,235.12
2017-10-25	BUY	158	440	305.89	141.25	-69,967.14	0
2017-11-05	SELL	158	440.8	306.44	141.63	69,198.32	-768.81
2017-11-09	BUY	151	457	303.63	140.16	-69,450.79	0
2017-11-15	SELL	151	496.76	330.05	151.89	74,529.12	5,078.33
2017-11-20	BUY	151	489.5	325.22	149.43	-74,389.15	0
2017-11-26	SELL	151	476.2	316.39	145.33	71,444.48	-2,944.67
2018-01-03	BUY	148	481	313.23	144.65	-71,645.88	0
2018-01-11	SELL	148	472.2	307.5	142.21	69,435.9	-2,209.98
2018-01-17	BUY	144	477.2	302.35	139.53	-69,158.69	0
2018-01-28	SELL	144	501.76	317.92	146.28	71,789.24	2,630.56
2018-01-31	BUY	141	506.9	314.48	144.47	-71,931.85	0
2018-02-06	SELL	141	495	307.1	141	69,346.9	-2,584.95
2018-04-11	BUY	143	483.2	304.03	141.27	-69,542.9	0
2018-04-26	SELL	143	476.9	300.07	138.75	67,757.88	-1,785.02
2018-10-25	BUY	176	381	295.05	137.79	-67,488.83	0
2018-11-13	SELL	176	377.5	292.34	137.31	66,010.36	-1,478.48
2019-01-01	BUY	177	370	288.16	136.47	-65,914.62	0
2019-01-15	SELL	177	387.1	301.47	140.44	68,074.79	2,160.17
2019-01-20	BUY	181	375	298.65	138.88	-68,312.53	0
2019-01-30	SELL	181	411.5	327.72	151.25	74,002.89	5,690.36
2019-02-04	BUY	186	396	324.09	149.08	-74,129.16	0
2019-02-07	SELL	186	407	333.09	153.33	75,215.58	1,086.42
2019-03-21	BUY	187	399	328.3	152.03	-75,093.32	0
2019-04-02	SELL	187	411.31	338.42	156.95	76,418.85	1,325.52
2019-06-12	BUY	208	365	334.05	159.69	-76,413.74	0
2019-07-07	SELL	208	350.4	320.69	152.12	72,410.39	-4,003.35
2019-09-23	BUY	199	361	316.09	147.58	-72,302.67	0
2019-10-02	SELL	199	346.56	303.45	140.69	68,521.3	-3,781.37
2019-10-07	BUY	197	345.1	299.13	138.8	-68,422.63	0
2019-10-13	SELL	197	331.2	287.08	133.17	64,826.15	-3,596.48
2019-11-20	BUY	200	323.1	284.33	133.17	-65,037.5	0
2019-11-25	SELL	200	312	274.56	127.91	61,997.53	-3,039.97
2020-02-20	BUY	220	280	271.04	125.36	-61,996.4	0
2020-02-25	SELL	220	292	282.66	130.04	63,827.31	1,830.91
2020-07-21	BUY	258	245.9	279.15	130.89	-63,852.23	0
2020-07-27	SELL	258	253.72	288.03	133.79	65,038.46	1,186.23
2020-07-30	BUY	253	255	283.87	131.39	-64,930.26	0
2020-08-09	SELL	253	255	283.87	130.78	64,100.35	-829.91
2020-08-13	BUY	220	290	280.72	129.11	-64,209.83	0
2020-08-18	SELL	220	278.4	269.49	123.76	60,854.75	-3,355.08
2020-08-23	BUY	211	287	266.45	122.32	-60,945.77	0
2020-09-02	SELL	211	318.6	295.79	135.68	66,792.71	5,846.94

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