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: -1.9%. 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

#212 · Kalman milestone + Flow: NVI

Full-history NAV৳72,550

Net return -27.4% · drawdown 44.9% · 89 closed positions

2024 onward NAV৳77,212

Net return -22.8% · drawdown 25.9% · 15 closed positions

2024 stress NAV৳71,163

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

Variant 0; fixed stop 4.0%; maximum 30 sessions; gate None; continuous signal; exit EMA 200 break; trailing arms at 8.0%, distance 3.5%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳72,550

Unsettled৳0

Holdings৳0

NAV৳72,550

Realized P&L৳-27,450

Unrealized P&L৳0

Fees৳72,345

Friction৳34,096

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳5.82e-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 #212

180 fills, including partial sales. Page 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2018-03-04	SELL	207	485.5	442.19	205.28	99,851.02	-670.45
2018-04-19	BUY	201	493	436.01	204.42	-99,733.43	0
2018-04-24	SELL	201	473.28	418.57	195.31	94,515.4	-5,218.03
2018-08-29	BUY	240	391.5	413.42	194.92	-94,568.35	0
2018-09-04	SELL	240	385.6	407.19	191.79	91,945.02	-2,623.33
2018-09-09	BUY	238	384	402.12	189.16	-91,983.28	0
2018-09-12	SELL	238	380.2	398.15	187.28	89,902.17	-2,081.11
2018-10-28	BUY	233	383	392.65	184.62	-89,816.27	0
2018-10-31	SELL	233	380.5	390.09	183.29	88,083.12	-1,733.15
2019-01-01	BUY	237	370	385.84	185.21	-88,261.05	0
2019-01-06	SELL	237	367.7	383.44	183.94	86,577.52	-1,683.53
2019-01-09	BUY	225	382	378.18	178.94	-86,507.12	0
2019-01-14	SELL	225	391	387.09	181.79	87,406.12	899
2019-01-23	BUY	222	391	381.93	178.32	-87,362.25	0
2019-02-13	SELL	222	388	379	174.65	85,582.35	-1,779.9
2019-03-25	BUY	212	401.4	374.43	174.32	-85,645.55	0
2019-04-07	SELL	212	385	359.13	166.31	81,094.56	-4,550.99
2019-09-23	BUY	223	361	354.21	165.9	-81,023.11	0
2019-09-26	SELL	223	360	353.23	164.53	79,762.24	-1,260.88
2020-07-19	BUY	326	243	348.56	165.99	-79,732.55	0
2020-07-22	SELL	326	246.5	353.58	166.79	79,838.63	106.08
2020-07-27	BUY	305	259.9	348.79	162.75	-79,781.03	0
2020-07-30	SELL	305	255	342.21	158.98	77,273.81	-2,507.23
2020-08-09	BUY	302	255	338.84	156.52	-77,505.36	0
2020-08-13	SELL	302	290	385.35	178.01	87,016.64	9,511.28
2020-08-18	BUY	300	288	380.16	175.32	-86,955.48	0
2020-09-09	SELL	150	345.6	228.1	104.42	51,507.48	8,029.74
2020-09-16	SELL	150	342.29	225.91	103.52	51,013.4	7,535.66
2020-10-18	BUY	298	342	448.43	211.59	-102,576.02	0
2020-11-01	SELL	298	328.32	430.49	203.78	97,205.09	-5,370.93
2020-12-09	BUY	289	334.1	424.84	202	-97,181.74	0
2021-01-06	SELL	289	374.42	476.11	222.15	107,509.11	10,327.37
2021-01-14	BUY	288	370	468.86	218.36	-107,247.23	0
2021-02-22	SELL	288	359.7	455.81	213.29	102,924.5	-4,322.73
2021-04-21	BUY	301	340.2	450.56	217.8	-103,068.56	0
2021-06-07	SELL	301	349.5	462.88	219.61	104,517.01	1,448.45
2021-06-10	BUY	299	347.1	456.64	217.25	-104,456.79	0
2021-08-02	SELL	299	380	499.93	237.07	112,883	8,426.21
2021-11-28	BUY	312	360	494.21	249.11	-113,063.32	0
2021-12-01	SELL	312	359	492.84	249.3	111,265.87	-1,797.46
2021-12-13	BUY	308	358	485.16	244.75	-110,993.91	0
2021-12-19	SELL	308	352.8	478.11	239.63	107,944.66	-3,049.25
2022-01-13	BUY	301	357.1	472.94	231.09	-108,191.13	0
2022-01-30	SELL	301	352	466.19	227.36	105,258.45	-2,932.68
2022-02-08	BUY	292	357.4	459.19	227.23	-105,047.21	0
2022-02-22	SELL	292	355.8	457.13	226.37	103,210.1	-1,837.12
2022-04-27	BUY	315	326.4	452.39	224.37	-103,492.76	0
2022-05-08	SELL	315	320.1	443.66	216.24	100,171.6	-3,321.17
2022-08-08	BUY	328	302.9	437.15	207.67	-99,996.02	0
2022-08-14	SELL	328	288	415.64	196.94	93,851.42	-6,144.6
2024-06-27	BUY	395	236.2	410.52	204.53	-93,914.04	0
2024-07-03	SELL	395	239.9	416.95	205.4	94,138.16	224.11
2024-07-08	BUY	373	251	411.94	201.75	-94,236.69	0
2024-07-11	SELL	373	247	405.38	196.62	91,529	-2,707.7
2024-07-24	BUY	366	248.2	399.7	193.08	-91,433.98	0
2024-07-29	SELL	366	257	413.87	199.77	93,448.36	2,014.38
2024-08-15	BUY	244	381	409.04	187.69	-93,560.73	0
2024-08-20	SELL	244	353	378.98	173.33	85,579.69	-7,981.03
2024-08-25	BUY	240	354	373.82	170.78	-85,504.61	0
2024-08-29	SELL	240	348.9	368.44	168.23	83,199.33	-2,305.28
2025-09-03	BUY	265	311.5	363.21	172.62	-83,083.33	0
2025-09-08	SELL	265	308.5	359.71	171.85	81,220.94	-1,862.39
2025-12-02	BUY	221	279	271.3	138.58	-62,068.88	0
2025-12-07	SELL	221	278.5	270.81	138.42	61,139.26	-929.61
2026-01-21	BUY	302	264.7	351.73	170.34	-80,461.48	0
2026-01-26	SELL	302	264.7	351.73	168.82	79,418.85	-1,042.63
2026-02-01	BUY	295	267.1	346.7	165.18	-79,306.38	0
2026-02-05	SELL	295	263	341.37	161.79	77,081.84	-2,224.54
2026-02-16	BUY	275	278	336.38	158.73	-76,945.11	0
2026-02-19	SELL	275	267	323.07	152	72,949.93	-3,995.18
2026-06-09	BUY	295	246	319.31	154.8	-73,044.11	0
2026-06-14	SELL	295	248	321.9	155.79	72,682.31	-361.8
2026-06-17	BUY	288	250.9	317.94	153.33	-72,730.47	0
2026-06-22	SELL	288	257.5	326.3	156.05	73,677.65	947.18
2026-06-25	BUY	284	257.5	321.77	152.64	-73,604.42	0
2026-06-30	SELL	284	260.5	325.52	153.41	73,503.07	-101.34
2026-07-12	BUY	285	256.6	321.78	151.4	-73,604.18	0
2026-07-15	SELL	285	259	324.79	152.62	73,337.59	-266.59
2026-07-28	BUY	280	259.8	320.07	151.51	-73,215.59	0
2026-08-02	SELL	280	260	320.32	152.42	72,327.26	-888.33