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: -2.7%. 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

#226 · Flow: Range flow

Full-history NAV৳62,778

Net return -37.2% · drawdown 50.2% · 153 closed positions

2024 onward NAV৳88,870

Net return -11.1% · drawdown 33.5% · 24 closed positions

2024 stress NAV৳49,942

Net return -50.1% · drawdown 51.1% · 17 closed positions

Variant 0; fixed stop 15.0%; maximum 10 sessions; gate EMA 50; fresh signal only; exit EMA 200 break; trailing arms at 5.0%, distance 2.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳62,778

Unsettled৳0

Holdings৳0

NAV৳62,778

Realized P&L৳-37,222

Unrealized P&L৳0

Fees৳108,839

Friction৳50,737

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳4.37e-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 #226

306 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
2011-01-04	BUY	396	236.5	412.08	188.45	-94,254.53	0
2011-01-09	SELL	396	232.2	404.59	185	91,361.61	-2,892.91
2011-01-13	BUY	386	234.8	398.78	182.22	-91,213.81	0
2011-01-18	SELL	386	228.7	388.42	177.51	87,712.26	-3,501.55
2011-02-02	BUY	382	228.3	383.73	175.85	-87,770.17	0
2011-02-07	SELL	382	209.7	352.46	161.34	79,591.59	-8,178.58
2011-07-05	BUY	485	163.2	348.27	161.07	-79,661.34	0
2011-07-10	SELL	485	175.2	373.88	172.76	84,425.36	4,764.02
2011-07-17	BUY	473	177.1	368.58	169.57	-84,306.46	0
2011-07-21	SELL	473	215.8	449.12	206.36	101,417.91	17,111.46
2011-08-01	BUY	555	181.6	443.47	202.92	-101,434.38	0
2011-08-04	SELL	555	178.5	435.9	199.44	98,432.16	-3,002.22
2011-08-10	BUY	530	184.7	430.72	197.11	-98,518.83	0
2011-08-16	SELL	530	181.1	422.33	193.25	95,367.43	-3,151.4
2011-08-23	BUY	529	179	416.64	190.9	-95,298.54	0
2011-09-04	SELL	529	177.8	413.85	190.24	93,452.11	-1,846.43
2011-10-27	BUY	571	162.8	409.02	190.11	-93,557.93	0
2011-11-01	SELL	571	164.5	413.29	191.63	93,324.58	-233.35
2011-11-24	BUY	557	166.3	407.57	187.86	-93,224.53	0
2011-11-29	SELL	557	160	392.13	180.66	88,547.21	-4,677.32
2011-12-04	BUY	550	160	387.2	178.71	-88,565.91	0
2011-12-08	SELL	550	155.4	376.07	173.77	84,920.16	-3,645.75
2011-12-26	BUY	525	160.8	371.45	173.44	-84,964.88	0
2011-12-29	SELL	525	163.5	377.69	176.99	85,282.83	317.94
2012-01-08	BUY	470	180.4	373.07	172.85	-85,333.92	0
2012-01-12	SELL	470	174.7	361.28	166.55	81,581.17	-3,752.75
2012-01-23	BUY	503	161	356.33	163.99	-81,503.32	0
2012-01-26	SELL	503	157.7	349.02	160.55	78,813.53	-2,689.79
2012-03-04	BUY	501	156.2	344.33	158.53	-78,759.06	0
2012-03-07	SELL	501	151.4	333.75	153.69	75,363.97	-3,395.09
2012-03-21	BUY	435	172.4	329.97	152.32	-75,476.29	0
2012-03-27	SELL	435	182.87	350.01	161.36	79,036.21	3,559.92
2012-04-01	BUY	400	196	344.96	158.54	-78,903.5	0
2012-04-15	SELL	400	216.1	380.34	174.14	85,885.53	6,982.03
2012-04-22	BUY	397	214.9	375.39	171.65	-85,862.33	0
2012-04-25	SELL	397	221.2	386.39	176.63	87,253.38	1,391.04
2012-05-07	BUY	405	214.1	381.53	174.39	-87,266.42	0
2012-05-21	SELL	405	208.1	370.83	170.03	83,739.63	-3,526.79
2012-05-28	BUY	416	200.4	366.81	168.85	-83,902.06	0
2012-06-04	SELL	416	203.6	372.67	172.33	84,152.6	250.55
2012-06-07	BUY	404	206.9	367.79	170.5	-84,125.88	0
2012-06-21	SELL	404	197.9	351.79	163.78	79,436.04	-4,689.85
2012-07-03	BUY	387	203.8	347.03	160.93	-79,378.56	0
2012-07-17	SELL	387	194.4	331.02	153.25	74,748.52	-4,630.04
2012-07-22	BUY	372	199.4	326.38	150.89	-74,654.07	0
2012-07-25	SELL	372	205.5	336.36	155.33	75,954.31	1,300.24
2012-07-30	BUY	369	204.8	332.51	153.66	-76,057.37	0
2012-08-07	SELL	369	189.8	308.16	141.99	69,586.05	-6,471.33
2012-11-01	BUY	397	174.2	304.29	142.33	-69,604.02	0
2012-11-06	SELL	397	168.4	294.16	137.76	66,422.88	-3,181.14
2012-11-20	BUY	392	168.2	290.11	135.16	-66,359.67	0
2012-11-26	SELL	392	167	288.04	134.12	65,041.84	-1,317.83
2012-12-24	BUY	377	171.5	284.48	135.13	-65,075.11	0
2012-12-30	SELL	377	175	290.29	137.21	65,547.5	472.38
2013-01-08	BUY	380	171.4	286.58	135.59	-65,554.17	0
2013-01-13	SELL	380	170	284.24	134.57	64,181.19	-1,372.98
2013-02-07	BUY	375	170.1	280.67	132.34	-64,200.51	0
2013-02-12	SELL	375	165.1	272.42	127.43	61,512.65	-2,687.86
2013-05-15	BUY	395	154.7	268.87	131.5	-61,506.87	0
2013-05-20	SELL	395	166.2	288.86	140.01	65,220.14	3,713.27
2013-05-26	BUY	396	163.7	285.23	136.21	-65,246.64	0
2013-06-04	SELL	396	175.62	305.99	144.01	69,093.93	3,847.29
2013-06-09	BUY	389	176.5	302.1	140.7	-69,101.3	0
2013-06-12	SELL	389	178.1	304.84	141.52	68,834.54	-266.76
2013-06-18	BUY	389	175.7	300.73	139.46	-68,787.49	0
2013-06-24	SELL	389	188.55	322.73	149.45	72,874.55	4,087.07
2013-06-30	BUY	405	178.9	318.8	147.24	-72,920.54	0
2013-07-07	SELL	405	186.1	331.63	153.07	74,886.6	1,966.06
2013-07-14	BUY	352	211.5	327.57	150.32	-74,925.89	0
2013-07-17	SELL	352	232.5	360.1	164.87	81,315.03	6,389.14
2013-07-28	BUY	457	176.5	354.91	162.24	-81,177.64	0
2013-07-31	SELL	457	184.2	370.39	169.37	83,639.64	2,462
2013-08-27	BUY	396	209.8	365.56	168.07	-83,614.43	0
2013-09-02	SELL	396	214.7	374.09	171.71	84,475.4	860.97
2013-09-05	BUY	396	212	369.39	169.31	-84,490.7	0
2013-09-19	SELL	396	195.1	339.94	155.57	76,764.09	-7,726.61
2013-10-29	BUY	408	187.2	336.06	159.03	-76,872.7	0
2013-11-05	SELL	408	194.6	349.35	164.95	78,882.5	2,009.8
2013-11-11	BUY	399	196.4	344.8	161.49	-78,869.89	0
2013-11-21	SELL	399	209.9	368.5	170.65	83,210.95	4,341.06
2013-12-01	BUY	412	200.5	363.47	167.68	-83,137.15	0
2013-12-15	SELL	412	202	366.19	169.17	82,688.65	-448.5
2013-12-22	BUY	407	202.1	361.92	168.07	-82,784.69	0
2014-01-08	SELL	407	210.5	376.96	176.91	85,119.63	2,334.93
2014-01-15	BUY	413	204.5	371.62	173.96	-85,004.07	0
2014-01-27	SELL	413	213.4	387.79	180.56	87,565.85	2,561.78
2014-02-03	BUY	410	212.2	382.81	177.67	-87,562.48	0
2014-02-17	SELL	410	204.7	369.28	170.74	83,386.98	-4,175.5
2014-02-27	BUY	387	214	364.4	168.43	-83,350.82	0
2014-03-13	SELL	387	214.6	365.42	168.66	82,516.12	-834.71
2014-03-24	BUY	395	208	361.5	166.9	-82,688.41	0
2014-04-08	SELL	395	247	429.29	198.36	96,937.36	14,248.95
2014-04-17	BUY	378	254.6	423.45	194.35	-96,856.6	0
2014-04-27	SELL	378	265.8	442.08	202.49	99,827.83	2,971.23
2014-05-04	BUY	377	262.9	436.1	199.61	-99,749.01	0
2014-05-11	SELL	377	269.5	447.05	204.8	100,949.66	1,200.65
2014-05-15	BUY	379	264.5	441.08	202.19	-100,888.77	0
2014-05-29	SELL	379	266.3	444.08	204.74	100,278.88	-609.89