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 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2017-07-27	BUY	237	375.5	391.57	180.24	-89,565.31	0
2017-08-10	SELL	237	376.2	392.3	180.76	88,586.33	-978.98
2017-08-17	BUY	227	388	387.53	179.05	-88,642.59	0
2017-08-31	SELL	227	391	390.53	181.29	88,185.18	-457.41
2017-09-10	BUY	214	408	384.17	178.53	-87,874.7	0
2017-09-13	SELL	214	415	390.76	181.03	88,238.2	363.5
2017-11-13	BUY	186	472.9	387.02	179.23	-88,525.65	0
2017-11-16	SELL	186	484	396.11	182.59	89,445.3	919.65
2017-11-23	BUY	184	483	391.04	180.03	-89,443.06	0
2017-11-28	SELL	184	471	381.32	175.5	86,107.18	-3,335.89
2018-01-23	BUY	172	496	375.37	173.92	-85,861.3	0
2018-02-01	SELL	172	504	381.43	175.6	86,130.98	269.68
2018-04-19	BUY	174	493	377.44	176.23	-86,335.67	0
2018-04-24	SELL	174	485	371.32	172.76	83,845.93	-2,489.75
2018-08-29	BUY	213	391.5	366.91	172.29	-83,928.71	0
2018-09-12	SELL	213	380.2	356.32	167.02	80,459.26	-3,469.45
2018-10-28	BUY	208	383	350.52	164.22	-80,178.74	0
2018-10-31	SELL	208	380.5	348.23	163.06	78,632.71	-1,546.03
2019-01-01	BUY	212	370	345.14	164.75	-78,949.89	0
2019-01-15	SELL	212	390	363.79	170.31	82,145.89	3,196.01
2019-01-23	BUY	208	391	357.84	166.8	-81,852.64	0
2019-01-28	SELL	208	398	364.25	169.26	82,250.49	397.85
2019-01-31	BUY	198	414	360.68	166.49	-82,499.17	0
2019-02-12	SELL	198	397	345.87	159.28	78,100.86	-4,398.31
2019-03-25	BUY	193	401.4	340.87	158.36	-77,969.43	0
2019-04-03	SELL	193	407	345.62	160.23	78,045.14	75.72
2019-09-23	BUY	215	361	341.51	159.78	-78,116.29	0
2019-09-26	SELL	215	360	340.56	158.49	76,900.95	-1,215.34
2020-07-19	BUY	314	243	335.73	159.62	-76,797.34	0
2020-07-27	SELL	314	253.72	350.54	163.59	79,154.58	2,357.23
2020-08-03	BUY	304	259	346.44	160.73	-79,243.17	0
2020-08-10	SELL	304	270.48	361.79	167.09	81,697.04	2,453.87
2020-08-16	BUY	276	294	357.03	164.64	-81,665.67	0
2020-08-31	SELL	276	315	382.54	176.07	86,381.39	4,715.72
2020-09-09	BUY	253	339	377.37	173.57	-86,317.95	0
2020-09-20	SELL	253	341	379.6	174.94	85,718.46	-599.49
2020-10-18	BUY	249	342	374.7	175.73	-85,708.43	0
2020-10-22	SELL	249	331.3	362.97	171.16	81,959.57	-3,748.86
2020-12-09	BUY	244	334.1	358.69	169.38	-82,048.47	0
2020-12-17	SELL	244	350.74	376.56	176.45	85,028.04	2,979.57
2021-01-18	BUY	224	377	371.57	172.19	-84,991.77	0
2021-01-21	SELL	224	377	371.57	171.82	83,904.61	-1,087.16
2021-01-31	BUY	219	380	366.17	169.47	-83,755.64	0
2021-02-03	SELL	219	369.7	356.24	165.28	80,442.78	-3,312.86
2021-04-21	BUY	235	340.2	351.77	167.82	-80,466.59	0
2021-05-04	SELL	235	339.5	351.04	170.67	79,260.79	-1,205.79
2021-05-16	BUY	228	346.6	347.71	165.59	-79,538.1	0
2021-05-19	SELL	228	344.1	345.2	163.65	77,945.95	-1,592.15
2021-05-25	BUY	227	341.1	340.69	160.73	-77,931.12	0
2021-06-09	SELL	227	346.9	346.48	163.24	78,236.58	305.46
2021-11-28	BUY	216	360	342.14	167.25	-78,269.39	0
2021-12-01	SELL	216	359	341.19	167.21	77,035.6	-1,233.79
2022-01-13	BUY	214	357.1	336.25	160.98	-76,916.63	0
2022-01-27	SELL	214	351.4	330.88	158.61	74,710.11	-2,206.51
2022-02-09	BUY	206	359.5	325.85	157.62	-74,540.47	0
2022-02-14	SELL	206	358	324.49	158.77	73,264.74	-1,275.73
2022-04-27	BUY	223	326.4	320.26	154.97	-73,262.43	0
2022-05-08	SELL	223	320.1	314.08	150.07	70,918.15	-2,344.29
2022-08-08	BUY	233	302.9	310.53	145.68	-71,031.91	0
2022-08-17	SELL	233	287	294.23	137.3	66,439.46	-4,592.45
2024-06-27	BUY	280	236.2	291	141.28	-66,568.28	0
2024-07-03	SELL	280	239.9	295.56	142.32	66,734.12	165.84
2024-07-08	BUY	264	251	291.56	139.8	-66,695.36	0
2024-07-14	SELL	264	246	285.75	135.97	64,522.28	-2,173.08
2024-07-24	BUY	258	248.2	281.76	133.73	-64,451.09	0
2024-08-11	SELL	258	345.6	392.33	187.31	88,585.16	24,134.07
2024-08-15	BUY	231	381	387.25	177.6	-88,575.85	0
2024-08-20	SELL	231	350.52	356.27	162.88	80,450.97	-8,124.87
2024-08-25	BUY	226	354	352.02	160.77	-80,516.79	0
2024-08-29	SELL	226	348.9	346.95	158.38	78,346.08	-2,170.71
2025-12-02	BUY	221	279	271.3	138.58	-62,068.88	0
2025-12-10	SELL	221	274.9	267.31	135.1	60,350.49	-1,718.39
2026-01-21	BUY	288	264.7	335.43	161.99	-76,731.01	0
2026-02-05	SELL	288	263	333.27	157.79	75,252.93	-1,478.08
2026-02-16	BUY	268	278	327.82	154.54	-74,986.36	0
2026-02-19	SELL	268	267	314.85	148.01	71,093.15	-3,893.21
2026-06-09	BUY	288	246	311.73	150.9	-71,310.63	0
2026-06-14	SELL	288	248	314.27	151.87	70,957.86	-352.77
2026-06-17	BUY	281	250.9	310.21	149.4	-70,962.51	0
2026-07-02	SELL	281	259.6	320.97	150.91	72,475.72	1,513.21
2026-07-28	BUY	277	259.8	316.64	149.83	-72,431.07	0
2026-08-06	SELL	277	259	315.67	150.27	71,277.06	-1,154.01