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

#217 · Kalman milestone + Flow: NVI

Full-history NAV৳70,522

Net return -29.5% · drawdown 46.7% · 94 closed positions

2024 onward NAV৳105,662

Net return 5.7% · drawdown 25.2% · 12 closed positions

2024 stress NAV৳101,100

Net return 1.1% · drawdown 26.6% · 10 closed positions

Variant 0; fixed stop 8.0%; maximum 10 sessions; gate None; continuous signal; exit any bearish; trailing arms at 8.0%, distance 3.5%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳70,522

Unsettled৳0

Holdings৳0

NAV৳70,522

Realized P&L৳-29,478

Unrealized P&L৳0

Fees৳75,863

Friction৳35,569

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 #217

191 fills, including partial sales. Page 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2017-07-10	SELL	238	340	356.05	165.05	80,398.9	-4,636.41
2017-07-13	BUY	226	354.8	352.81	163.23	-80,700.85	0
2017-07-27	SELL	226	375.5	373.4	171.77	84,317.83	3,616.98
2017-08-06	BUY	224	373.2	367.83	169.09	-84,133.72	0
2017-08-22	SELL	224	391.1	385.47	178.26	87,042.68	2,908.96
2017-09-06	BUY	215	401.7	380.01	176.84	-86,922.35	0
2017-09-11	SELL	215	419.78	397.11	184.18	89,670.34	2,747.99
2017-09-14	BUY	211	423.1	392.81	181.75	-89,848.66	0
2017-09-19	SELL	211	411	381.57	176.46	86,162.97	-3,685.69
2017-11-13	BUY	181	472.9	376.62	174.33	-86,145.85	0
2017-11-16	SELL	181	484	385.46	177.62	87,040.92	895.08
2017-11-23	BUY	179	483	380.41	175.07	-87,012.49	0
2017-11-28	SELL	179	471	370.96	170.67	83,767.37	-3,245.12
2018-01-18	BUY	172	482.5	365.16	169.26	-83,524.42	0
2018-02-01	SELL	172	504	381.43	175.6	86,130.98	2,606.56
2018-02-13	BUY	169	507.9	377.67	173.81	-86,386.58	0
2018-02-25	SELL	169	484.9	360.57	166.03	81,421.5	-4,965.09
2018-04-19	BUY	164	493	355.75	165.85	-81,373.6	0
2018-04-26	SELL	164	476.9	344.13	159.53	77,707.94	-3,665.66
2018-08-29	BUY	197	391.5	339.35	158.97	-77,623.82	0
2018-09-13	SELL	197	378	327.65	153.37	73,984.98	-3,638.84
2018-10-28	BUY	192	383	323.56	151.24	-74,010.8	0
2018-10-31	SELL	192	380.5	321.45	150.17	72,584.38	-1,426.42
2019-01-01	BUY	195	370	317.46	150.96	-72,618.42	0
2019-01-15	SELL	195	390	334.62	156.29	75,559.09	2,940.67
2019-01-23	BUY	192	391	330.32	153.67	-75,555.99	0
2019-02-06	SELL	192	403.6	340.96	156.98	76,993.26	1,437.27
2019-02-13	BUY	197	388	336.32	154.74	-76,927.06	0
2019-02-19	SELL	197	376	325.92	149.79	73,596.3	-3,330.76
2019-03-25	BUY	182	401.4	321.44	149.15	-73,525.39	0
2019-04-03	SELL	182	407	325.93	150.93	73,597.14	71.75
2019-09-23	BUY	203	361	322.45	150.62	-73,756.07	0
2019-09-26	SELL	203	360	321.55	149.45	72,609	-1,147.07
2020-07-19	BUY	297	243	317.55	150.61	-72,639.17	0
2020-08-03	SELL	297	259	338.46	156.96	76,427.58	3,788.42
2020-08-09	BUY	298	255	334.36	154.41	-76,478.77	0
2020-08-13	SELL	298	290	380.25	175.61	85,864.14	9,385.37
2020-08-18	BUY	296	288	375.09	172.95	-85,796.04	0
2020-09-02	SELL	296	322	419.37	193.1	94,699.53	8,903.49
2020-09-09	BUY	278	339	414.66	190.95	-94,847.61	0
2020-09-23	SELL	278	329	402.43	185.7	90,873.87	-3,973.74
2020-10-18	BUY	264	342	397.27	186.67	-90,871.93	0
2020-10-22	SELL	264	331.3	384.84	181.87	86,896.5	-3,975.44
2020-12-09	BUY	258	334.1	379.27	179.48	-86,756.55	0
2020-12-21	SELL	258	341.1	387.22	181.58	87,435	678.45
2021-01-14	BUY	235	370	382.58	177.39	-87,509.97	0
2021-01-28	SELL	235	384.4	397.47	184.3	89,752.23	2,242.26
2021-02-07	BUY	231	385	391.31	181.91	-89,508.22	0
2021-02-10	SELL	231	377.7	383.89	178.37	86,686.44	-2,821.78
2021-04-21	BUY	254	340.2	380.21	182.08	-86,973.09	0
2021-05-05	SELL	254	337	376.63	184.26	85,037.11	-1,935.98
2021-05-12	BUY	244	346.2	371.68	177.84	-85,022.32	0
2021-05-30	SELL	244	348.4	374.04	176.74	84,458.82	-563.5
2021-06-02	BUY	242	346.5	368.95	173.81	-84,395.77	0
2021-06-15	SELL	242	347.4	369.91	174.68	83,526.21	-869.56
2021-11-28	BUY	230	360	364.32	178.9	-83,343.22	0
2021-12-01	SELL	230	359	363.31	178.88	82,027.81	-1,315.41
2021-12-13	BUY	228	358	359.15	176.52	-82,159.66	0
2021-12-19	SELL	228	352.8	353.93	173.1	79,911.37	-2,248.29
2022-01-13	BUY	222	357.1	348.82	167.32	-79,792.33	0
2022-01-27	SELL	222	351.4	343.25	164.85	77,502.7	-2,289.64
2022-02-08	BUY	216	357.4	339.67	164.52	-77,702.6	0
2022-02-27	SELL	216	345	327.89	157.55	74,034.57	-3,668.03
2022-04-27	BUY	225	326.4	323.14	156.44	-73,919.58	0
2022-05-08	SELL	225	320.1	316.9	151.48	71,554.12	-2,365.46
2022-08-08	BUY	235	302.9	313.2	146.97	-71,641.67	0
2022-08-17	SELL	235	287	296.76	138.51	67,009.73	-4,631.94
2024-06-27	BUY	282	236.2	293.08	142.36	-67,043.83	0
2024-07-14	SELL	282	246	305.24	145.68	68,921.08	1,877.25
2024-07-24	BUY	276	248.2	301.41	143.49	-68,948.1	0
2024-08-11	SELL	276	345.6	419.7	201.05	94,764.85	25,816.75
2024-08-15	BUY	247	381	414.07	190.01	-94,711.09	0
2024-08-20	SELL	247	350.52	380.95	174.23	86,023.26	-8,687.82
2024-08-25	BUY	241	354	375.38	171.5	-85,860.88	0
2024-08-29	SELL	241	348.9	369.97	168.94	83,545.99	-2,314.89
2025-09-03	BUY	267	311.5	365.95	173.98	-83,710.43	0
2025-09-10	SELL	267	301	353.61	168.88	79,844.5	-3,865.92
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	293	264.7	341.25	164.97	-78,063.32	0
2026-02-05	SELL	293	263	339.06	160.64	76,559.3	-1,504.02
2026-02-16	BUY	274	278	335.16	158.13	-76,665.29	0
2026-02-23	SELL	274	266.9	321.77	151.89	72,656.93	-4,008.36
2026-06-09	BUY	293	246	317.14	153.68	-72,548.83	0
2026-06-14	SELL	293	248	319.72	154.67	72,189.61	-359.22
2026-06-17	BUY	286	250.9	315.73	152.21	-72,225.34	0
2026-07-02	SELL	286	259.6	326.68	153.68	73,765.24	1,539.9
2026-07-12	BUY	286	256.6	322.91	151.95	-73,862.46	0
2026-07-26	SELL	286	258.9	325.8	153.9	73,565.7	-296.76
2026-07-30	BUY	282	259.3	321.74	152.95	-73,597.29	0
2026-08-16	SELL	282	251.5	312.06	147.56	70,463.38	-3,133.92