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: -2.0%. 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

#214 · Kalman milestone + Flow: NVI + Flow: Signed imbalance

Full-history NAV৳71,367

Net return -28.6% · drawdown 52.6% · 91 closed positions

2024 onward NAV৳107,893

Net return 7.9% · drawdown 19.8% · 11 closed positions

2024 stress NAV৳105,431

Net return 5.4% · drawdown 22.4% · 9 closed positions

Variant 0; fixed stop 8.0%; maximum 10 sessions; gate None; continuous signal; exit any bearish; trailing arms at 5.0%, distance 2.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳71,367

Unsettled৳0

Holdings৳0

NAV৳71,367

Realized P&L৳-28,633

Unrealized P&L৳0

Fees৳77,623

Friction৳36,433

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 #214

182 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
2011-07-12	SELL	577	173.56	440.63	203.7	99,498.64	5,364.26
2011-07-17	BUY	559	177.1	435.6	200.84	-99,635.34	0
2011-07-21	SELL	559	215.8	530.78	244.36	119,857.06	20,221.72
2011-07-26	BUY	579	205.5	523.53	240.19	-119,748.22	0
2011-08-01	SELL	579	181.6	462.64	211.75	104,472.01	-15,276.22
2011-10-30	BUY	669	155.2	456.85	212.65	-104,498.3	0
2011-11-02	SELL	669	163	479.81	223.05	108,344.14	3,845.84
2011-11-20	BUY	646	166.6	473.54	219.71	-108,316.86	0
2011-11-24	SELL	646	166.3	472.69	218.36	106,738.74	-1,578.11
2011-12-29	BUY	649	163.5	466.89	220.34	-106,798.73	0
2012-01-09	SELL	649	175.6	501.44	233.36	113,229.6	6,430.87
2012-03-20	BUY	651	172.8	494.97	230.14	-113,217.91	0
2012-03-27	SELL	651	182.87	523.81	243.17	118,280.1	5,062.19
2012-04-01	BUY	599	196	516.58	238.71	-118,159.29	0
2012-04-04	SELL	599	185.5	488.9	225.36	110,400.24	-7,759.06
2012-04-09	BUY	560	195.9	482.7	222.14	-110,408.84	0
2012-04-16	SELL	560	212.1	522.61	239.8	118,013.58	7,604.74
2012-04-19	BUY	548	214	516	236.48	-118,024.48	0
2012-04-25	SELL	548	221.2	533.36	244.34	120,439.91	2,415.43
2012-06-10	BUY	586	204.4	527.02	246.66	-120,552.08	0
2012-06-13	SELL	586	203.3	524.19	245.62	118,363.99	-2,188.1
2012-11-01	BUY	675	174.2	517.37	246.77	-118,349.15	0
2012-11-06	SELL	675	168.4	500.15	239.05	112,930.8	-5,418.35
2012-11-19	BUY	652	172.1	493.72	234.31	-112,937.23	0
2012-11-22	SELL	652	169.1	485.11	229.6	109,538.48	-3,398.74
2013-02-06	BUY	630	172.8	479	232.4	-109,575.4	0
2013-02-13	SELL	630	166.6	461.82	220.05	104,276.13	-5,299.27
2013-05-15	BUY	669	154.7	455.37	233.63	-104,183.3	0
2013-05-26	SELL	669	163.7	481.87	237.76	108,795.67	4,612.37
2013-05-30	BUY	622	173.7	475.38	229.82	-108,746.6	0
2013-06-09	SELL	622	176.5	483.05	228.21	109,071.74	325.14
2013-06-12	BUY	609	178.1	477.24	224.18	-109,164.32	0
2013-06-17	SELL	609	177.8	476.43	223.55	107,580.22	-1,584.1
2013-06-30	BUY	597	178.9	469.93	218.68	-107,491.91	0
2013-07-07	SELL	597	187.4	492.26	228.89	111,156.64	3,664.73
2013-07-14	BUY	523	211.5	486.7	224.37	-111,325.57	0
2013-07-17	SELL	523	232.5	535.03	245.83	120,816.64	9,491.07
2013-08-22	BUY	590	203.4	528.03	243.6	-120,777.62	0
2013-08-27	SELL	590	209.8	544.64	251.81	122,985.55	2,207.92
2013-09-02	BUY	569	214.7	537.52	247.77	-122,949.59	0
2013-09-08	SELL	569	210.9	528.01	242.87	119,231.22	-3,718.37
2013-10-31	BUY	617	192	521.24	252.66	-119,237.9	0
2013-11-10	SELL	617	196.8	534.27	254.74	120,636.59	1,398.68
2013-11-13	BUY	616	194.6	527.44	250.14	-120,651.19	0
2013-11-20	SELL	616	215.3	583.55	274.64	131,766.61	11,115.42
2013-11-26	BUY	654	200	575.52	268.18	-131,643.7	0
2013-12-01	SELL	654	200.5	576.96	268.47	130,281.57	-1,362.13
2014-01-09	BUY	621	208.7	570.25	271.12	-130,444.07	0
2014-01-22	SELL	621	208.7	570.25	270.04	128,762.41	-1,681.66
2014-01-27	BUY	599	213.4	562.44	264.68	-128,653.72	0
2014-02-06	SELL	599	210	553.48	258.82	124,977.71	-3,676.01
2014-03-03	BUY	564	220.3	546.7	254.24	-125,050.14	0
2014-03-18	SELL	564	211.3	524.36	243.63	118,405.21	-6,644.93
2014-04-09	BUY	474	247.9	517.02	239.04	-118,260.66	0
2014-04-15	SELL	474	256.76	535.5	246.91	120,921.83	2,661.17
2014-04-27	BUY	452	265.8	528.62	242.5	-120,912.72	0
2014-04-30	SELL	452	268.9	534.79	245.21	120,762.8	-149.92
2014-05-07	BUY	434	276.4	527.81	241.96	-120,727.37	0
2014-05-12	SELL	434	270.5	516.55	237	116,643.46	-4,083.92
2014-06-05	BUY	406	285.9	510.73	235.64	-116,821.77	0
2014-06-10	SELL	406	286.3	511.45	236.21	115,490.14	-1,331.63
2014-06-16	BUY	375	305.4	503.91	232.11	-115,261.02	0
2014-06-19	SELL	375	300.1	495.17	227.87	111,814.46	-3,446.56
2014-08-04	BUY	358	310.8	489.57	226.05	-111,982.02	0
2014-08-11	SELL	358	330.06	519.92	239.27	117,403.73	5,421.71
2014-08-18	BUY	347	335.8	512.7	235.37	-117,270.67	0
2014-08-25	SELL	347	326.8	498.96	228.75	112,671.89	-4,598.78
2014-09-16	BUY	324	345.7	492.83	226.85	-112,726.48	0
2014-09-23	SELL	324	380.7	542.73	249.85	122,554.22	9,827.74
2014-09-29	BUY	310	392.2	534.96	245.96	-122,362.92	0
2014-10-02	SELL	310	380.2	518.59	238.08	117,105.33	-5,257.59
2015-01-12	BUY	328	355.9	513.63	243.2	-117,492.03	0
2015-01-15	SELL	328	360	519.55	247.17	117,313.27	-178.76
2015-02-12	BUY	330	352.5	511.83	241.35	-117,078.18	0
2015-02-22	SELL	330	333.1	483.66	227.22	109,212.12	-7,866.06
2015-03-29	BUY	312	348	477.73	223.01	-109,276.75	0
2015-04-02	SELL	312	353	484.6	224.66	109,426.74	149.99
2015-12-02	BUY	401	271.1	478.33	232.24	-109,421.67	0
2015-12-09	SELL	401	257.6	454.51	217.77	102,625.32	-6,796.35
2016-01-17	BUY	397	257	448.93	223.16	-102,701.09	0
2016-01-20	SELL	397	268.52	469.05	228.03	105,905.36	3,204.27
2016-04-24	BUY	423	248.6	462.69	232.81	-105,853.3	0
2016-05-02	SELL	423	245	455.99	224.68	102,954.33	-2,898.97
2016-05-11	BUY	406	252.1	450.35	219.8	-103,022.75	0
2016-05-16	SELL	406	252	450.17	219.41	101,642.42	-1,380.34
2016-05-24	BUY	393	256.7	443.89	216.48	-101,543.47	0
2016-05-29	SELL	393	255.2	441.29	216.13	99,636.18	-1,907.29
2016-10-25	BUY	348	285	436.39	208.87	-99,825.26	0
2016-10-30	SELL	348	277	424.14	202.27	95,769.59	-4,055.67
2016-11-06	BUY	339	279.9	417.5	199.03	-95,502.62	0
2016-11-09	SELL	339	281.3	419.59	199.16	94,741.95	-760.68
2016-11-21	BUY	328	287.1	414.34	195.39	-94,778.54	0
2016-12-01	SELL	328	283.9	409.72	191.92	92,517.56	-2,260.98
2017-07-05	BUY	259	355	404.56	189.31	-92,538.87	0
2017-07-10	SELL	259	340	387.46	179.93	87,492.61	-5,046.26
2017-07-13	BUY	245	354.8	382.47	177.22	-87,485.69	0
2017-07-18	SELL	245	367.5	396.17	182.64	89,458.69	1,973