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: -2.3%. 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

#218 · MACD

Full-history NAV৳67,828

Net return -32.2% · drawdown 50.3% · 132 closed positions

2024 onward NAV৳67,859

Net return -32.1% · drawdown 34.9% · 20 closed positions

2024 stress NAV৳86,302

Net return -13.7% · drawdown 33.7% · 16 closed positions

Variant 0; fixed stop 8.0%; maximum 30 sessions; gate EMA 50; continuous signal; exit EMA 200 break; trailing arms at 5.0%, distance 2.0%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳67,828

Unsettled৳0

Holdings৳0

NAV৳67,828

Realized P&L৳-32,172

Unrealized P&L৳0

Fees৳87,628

Friction৳41,031

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 #218

266 fills, including partial sales. Page 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2015-06-22	SELL	222	328.9	321.27	147.68	72,546.85	-2,300.9
2015-07-02	BUY	219	330.1	318.08	146.49	-72,756.48	0
2015-07-08	SELL	219	328	316.06	145.56	71,370.38	-1,386.1
2015-07-13	BUY	204	346.9	311.38	143.3	-71,222.28	0
2015-08-03	SELL	204	328.5	294.86	135.25	66,583.89	-4,638.39
2015-12-01	BUY	247	267.9	291.15	137.82	-66,600.27	0
2015-12-06	SELL	247	272	295.61	139.58	66,748.81	148.54
2016-01-18	BUY	256	259.5	292.3	140.34	-66,864.64	0
2016-01-21	SELL	256	269.8	303.9	143.98	68,620.91	1,756.28
2016-01-26	BUY	256	266.5	300.19	141.71	-68,665.89	0
2016-01-31	SELL	256	262.5	295.68	139.3	66,765.02	-1,900.88
2016-04-24	BUY	266	248.6	290.96	141.15	-66,559.71	0
2016-04-27	SELL	266	251	293.77	141.17	66,331.06	-228.65
2016-05-02	BUY	1	245	1.08	0.49	-246.57	0
2016-05-05	SELL	1	247	1.09	0.49	245.42	-1.15
2016-05-08	BUY	266	247	289.09	138.42	-66,129.5	0
2016-05-11	SELL	266	252.1	295.06	140.6	66,622.94	493.44
2016-05-12	BUY	1	251.1	1.1	0.5	-252.71	0
2016-05-17	SELL	1	252.2	1.11	0.5	250.59	-2.12
2016-05-18	BUY	263	252.2	291.85	138.86	-66,759.31	0
2016-05-24	SELL	263	256.7	297.05	141.62	67,073.43	314.12
2016-05-25	BUY	1	256.6	1.13	0.51	-258.24	0
2016-05-30	SELL	1	257	1.13	0.51	255.36	-2.89
2016-07-12	BUY	261	255.8	293.76	140.83	-67,198.39	0
2016-07-16	SELL	261	257	295.14	141.66	66,640.2	-558.19
2016-07-19	BUY	255	259.4	291.05	138.7	-66,576.75	0
2016-07-28	SELL	255	280.28	314.47	146.22	71,010.71	4,433.96
2016-08-02	BUY	256	275.5	310.32	144.1	-70,982.42	0
2016-09-20	SELL	256	262	295.12	141.98	66,634.9	-4,347.52
2016-09-26	BUY	247	268.1	291.37	140.36	-66,652.43	0
2016-10-26	SELL	247	279.3	303.54	142.93	68,540.63	1,888.19
2016-10-31	BUY	248	275	300.08	141.13	-68,641.21	0
2016-11-28	SELL	248	286	312.08	145.26	70,470.66	1,829.45
2017-01-08	BUY	243	288	307.93	143.95	-70,435.88	0
2017-01-25	SELL	243	301.84	322.73	149.46	72,874.93	2,439.06
2017-01-30	BUY	239	303	318.63	147.18	-72,882.82	0
2017-02-26	SELL	239	315.2	331.46	153.79	74,847.54	1,964.73
2017-03-30	BUY	225	330	326.7	152.88	-74,729.58	0
2017-04-05	SELL	225	345.84	342.38	158.98	77,313.08	2,583.5
2017-04-10	BUY	225	342.1	338.68	157.47	-77,468.65	0
2017-05-24	SELL	225	331.1	327.79	155.67	74,014.04	-3,454.6
2017-06-05	BUY	219	336	323.77	154.38	-74,062.15	0
2017-07-06	SELL	219	349.57	336.84	156.79	76,061.33	1,999.18
2017-07-11	BUY	217	348.3	332.56	153.83	-76,067.49	0
2017-07-18	SELL	217	367.5	350.89	161.51	79,235.1	3,167.61
2017-07-23	BUY	214	367.9	346.41	159.26	-79,236.28	0
2017-08-20	SELL	214	386.9	364.31	168.15	82,265	3,028.72
2017-08-23	BUY	209	390.5	359.1	165.92	-82,139.53	0
2017-09-11	SELL	209	426.3	392.03	181.77	88,522.9	6,383.37
2017-09-14	BUY	208	423.1	387.22	179.12	-88,571.14	0
2017-10-29	SELL	208	445.3	407.54	189.22	92,025.64	3,454.5
2017-11-01	BUY	208	439.8	402.5	187.11	-92,068.02	0
2017-11-14	SELL	104	505.77	231.44	106.27	52,262.37	6,228.37
2017-11-15	SELL	104	496.76	227.32	104.21	51,331.72	5,297.71
2017-11-19	BUY	106	489	228.07	104.45	-52,166.52	0
2018-01-02	SELL	106	472.2	220.23	101.19	49,731.77	-2,434.74
2018-01-03	BUY	106	481	224.34	103.14	-51,313.48	0
2018-01-28	SELL	106	501.76	234.02	107.33	52,845.2	1,531.73
2018-01-29	BUY	98	505.3	217.89	99.86	-49,837.14	0
2018-03-13	SELL	98	482.3	207.97	95.72	46,961.71	-2,875.43
2018-04-11	BUY	205	483.2	435.85	204.44	-99,696.29	0
2018-05-17	SELL	205	444.54	400.98	185.93	90,544.61	-9,151.67
2018-10-25	BUY	236	381	395.63	186.44	-90,498.07	0
2018-10-30	SELL	236	383	397.71	187	89,803.29	-694.78
2018-11-04	BUY	234	382	393.31	185.1	-89,966.4	0
2018-11-07	SELL	234	375	386.1	182.6	87,181.3	-2,785.1
2018-11-12	BUY	228	379	380.21	180.29	-86,972.5	0
2018-11-15	SELL	228	368	369.18	174.79	83,360.03	-3,612.47
2019-01-01	BUY	224	370	364.67	174.55	-83,419.22	0
2019-01-06	SELL	224	367.7	362.41	173.35	81,829.04	-1,590.18
2019-01-09	BUY	213	382	358.01	169.04	-81,893.05	0
2019-01-14	SELL	213	391	366.45	171.8	82,744.76	851.7
2019-01-17	BUY	215	382	361.37	168.9	-82,660.27	0
2019-01-22	SELL	215	384	363.26	169.62	82,027.12	-633.15
2019-01-27	BUY	206	397	359.84	167.34	-82,309.18	0
2019-01-30	SELL	206	411.5	372.99	172.5	84,223.93	1,914.75
2019-02-04	BUY	211	396	367.65	169.38	-84,093.03	0
2019-02-13	SELL	211	388	360.22	165.88	81,341.9	-2,751.13
2019-03-21	BUY	202	399	354.63	164.47	-81,117.1	0
2019-04-02	SELL	202	411.31	365.57	169.81	82,548.43	1,431.33
2019-06-12	BUY	225	365	361.35	173.44	-82,659.79	0
2019-06-17	SELL	225	358.1	354.52	169.53	80,048.45	-2,611.34
2019-06-27	BUY	219	363.5	350.27	166.98	-80,123.75	0
2019-07-03	SELL	219	364.9	351.62	167.14	79,394.34	-729.41
2019-09-23	BUY	219	361	347.86	162.84	-79,569.7	0
2019-09-26	SELL	219	360	346.9	161.51	78,331.6	-1,238.1
2019-10-01	BUY	220	352.4	341.12	158.49	-78,027.61	0
2019-10-06	SELL	220	347	335.9	156.2	75,847.9	-2,179.71
2019-11-20	BUY	234	323.1	332.66	156.59	-76,094.66	0
2019-11-25	SELL	234	312	321.24	150.27	72,536.49	-3,558.17
2020-02-20	BUY	257	280	316.62	146.87	-72,423.49	0
2020-02-25	SELL	257	292	330.19	152.21	74,561.59	2,138.1
2020-07-21	BUY	301	245.9	325.67	153.48	-74,495.05	0
2020-07-26	SELL	301	251	332.42	155.38	75,063.2	568.14
2020-07-29	BUY	293	255	328.75	152.74	-75,196.49	0
2020-08-04	SELL	293	264.8	341.38	158.17	77,086.85	1,890.36
2020-08-09	BUY	300	255	336.6	155.46	-76,992.06	0
2020-08-13	SELL	300	290	382.8	176.81	86,440.39	9,448.32
2020-08-18	BUY	298	288	377.63	174.13	-86,375.76	0
2020-09-02	SELL	298	318.6	417.75	192.34	94,332.12	7,956.36

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