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

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

Full-history NAV৳71,028

Net return -29.0% · drawdown 52.9% · 92 closed positions

2024 onward NAV৳108,658

Net return 8.7% · drawdown 19.2% · 11 closed positions

2024 stress NAV৳105,431

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

Variant 0; fixed stop 4.0%; 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৳71,028

Unsettled৳0

Holdings৳0

NAV৳71,028

Realized P&L৳-28,972

Unrealized P&L৳0

Fees৳78,743

Friction৳36,957

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳8.73e-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 #215

184 fills, including partial sales. Page 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2017-07-27	BUY	242	375.5	399.83	184.09	-91,454.92	0
2017-08-10	SELL	242	376.2	400.58	184.63	90,455.19	-999.73
2017-08-17	BUY	232	388	396.07	183.06	-90,595.13	0
2017-08-31	SELL	232	391	399.13	185.37	90,127.5	-467.63
2017-09-10	BUY	219	408	393.15	182.79	-89,927.94	0
2017-09-13	SELL	219	415	399.89	185.35	90,299.76	371.82
2017-11-13	BUY	190	472.9	395.34	183.16	-90,429.5	0
2017-11-16	SELL	190	484	404.62	186.58	91,368.8	939.3
2017-11-23	BUY	188	483	399.54	183.99	-91,387.53	0
2017-11-28	SELL	188	471	389.61	179.36	87,979.03	-3,408.5
2018-01-23	BUY	176	496	384.1	178.05	-87,858.15	0
2018-02-01	SELL	176	504	390.3	179.73	88,133.97	275.82
2018-04-19	BUY	178	493	386.12	180.39	-88,320.51	0
2018-04-24	SELL	178	485	379.85	176.82	85,773.33	-2,547.19
2018-08-29	BUY	217	391.5	373.8	175.64	-85,504.94	0
2018-09-12	SELL	217	380.2	363.01	170.25	81,970.14	-3,534.8
2018-10-28	BUY	213	383	358.95	168.29	-82,106.24	0
2018-10-31	SELL	213	380.5	356.6	167.09	80,522.8	-1,583.43
2019-01-01	BUY	216	370	351.65	168.01	-80,439.66	0
2019-01-15	SELL	216	390	370.66	173.62	83,695.72	3,256.06
2019-01-23	BUY	213	391	366.45	170.91	-83,820.36	0
2019-01-28	SELL	213	398	373.01	173.42	84,227.58	407.22
2019-01-31	BUY	202	414	367.96	169.91	-84,165.87	0
2019-02-05	SELL	202	403	358.19	164.98	80,882.83	-3,283.04
2019-03-25	BUY	200	401.4	353.23	164.23	-80,797.46	0
2019-04-03	SELL	200	407	358.16	166.16	80,875.68	78.22
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
2020-07-27	SELL	326	253.72	363.94	170.01	82,179.43	2,446.87
2020-08-03	BUY	315	259	358.97	166.67	-82,110.64	0
2020-08-10	SELL	315	270.48	374.89	173.23	84,653.08	2,542.44
2020-08-16	BUY	286	294	369.97	170.69	-84,624.66	0
2020-08-19	SELL	286	286.9	361.03	166.29	81,526.07	-3,098.59
2020-08-25	BUY	269	301.7	357.09	164.33	-81,678.73	0
2020-09-02	SELL	269	318.6	377.09	173.4	85,152.36	3,473.64
2020-09-09	BUY	249	339	371.41	170.8	-84,953.21	0
2020-09-20	SELL	249	341	373.6	172.14	84,363.26	-589.94
2020-10-18	BUY	245	342	368.68	172.82	-84,331.5	0
2020-10-22	SELL	245	331.3	357.14	168.31	80,643.05	-3,688.45
2020-12-09	BUY	240	334.1	352.81	166.5	-80,703.31	0
2020-12-17	SELL	240	350.74	370.38	173.47	83,634.22	2,930.92
2021-01-18	BUY	221	377	366.59	169.84	-83,853.44	0
2021-01-21	SELL	221	377	366.59	169.48	82,780.93	-1,072.51
2021-01-31	BUY	216	380	361.15	167.11	-82,608.26	0
2021-02-03	SELL	216	369.7	351.36	162.97	79,340.87	-3,267.39
2021-04-21	BUY	232	340.2	347.28	165.58	-79,439.25	0
2021-05-04	SELL	232	339.5	346.56	168.35	78,249.09	-1,190.16
2021-05-16	BUY	224	346.6	341.61	162.55	-78,142.56	0
2021-05-19	SELL	224	344.1	339.14	160.66	76,578.6	-1,563.97
2021-05-25	BUY	223	341.1	334.69	157.79	-76,557.78	0
2021-06-09	SELL	223	346.9	340.38	160.26	76,858.06	300.28
2021-11-28	BUY	212	360	335.81	163.94	-76,819.75	0
2021-12-01	SELL	212	359	334.88	163.89	75,609.24	-1,210.51
2022-01-13	BUY	211	357.1	331.53	158.62	-75,838.25	0
2022-01-27	SELL	211	351.4	326.24	156.27	73,662.89	-2,175.36
2022-02-09	BUY	203	359.5	321.11	155.19	-73,454.79	0
2022-02-14	SELL	203	358	319.77	156.29	72,197.94	-1,256.85
2022-04-27	BUY	220	326.4	315.96	152.76	-72,276.71	0
2022-05-08	SELL	220	320.1	309.86	147.96	69,964.19	-2,312.53
2022-08-08	BUY	230	302.9	306.53	143.74	-70,117.28	0
2022-08-14	SELL	230	288	291.46	136.42	65,812.12	-4,305.16
2024-06-27	BUY	276	236.2	286.84	139.14	-65,617.18	0
2024-07-03	SELL	276	239.9	291.33	140.18	65,780.89	163.71
2024-07-08	BUY	261	251	288.25	138.12	-65,937.37	0
2024-07-14	SELL	261	246	282.51	134.35	63,789.14	-2,148.23
2024-07-24	BUY	255	248.2	278.48	132.11	-63,701.59	0
2024-08-11	SELL	255	345.6	387.76	185.03	87,555.2	23,853.61
2024-08-15	BUY	228	381	382.22	175.27	-87,425.49	0
2024-08-20	SELL	228	353	354.13	161.9	79,967.97	-7,457.52
2024-08-25	BUY	225	354	350.46	160.06	-80,160.52	0
2024-08-29	SELL	225	348.9	345.41	157.67	77,999.42	-2,161.1
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	286	264.7	333.1	160.79	-76,198.09	0
2026-02-05	SELL	286	263	330.96	156.65	74,730.39	-1,467.71
2026-02-16	BUY	267	278	326.59	153.95	-74,706.54	0
2026-02-19	SELL	267	267	313.67	147.44	70,827.89	-3,878.65
2026-06-09	BUY	286	246	309.57	149.79	-70,815.36	0
2026-06-14	SELL	286	248	312.08	150.76	70,465.16	-350.2
2026-06-17	BUY	279	250.9	308	148.27	-70,457.38	0
2026-07-02	SELL	279	259.6	318.68	149.8	71,959.92	1,502.54
2026-07-28	BUY	276	259.8	315.5	149.27	-72,169.57	0
2026-08-06	SELL	276	259	314.53	149.7	71,019.77	-1,149.8