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: -2.9%. 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

#228 · Kalman milestone + Flow: NVI

Full-history NAV৳61,333

Net return -38.7% · drawdown 58.7% · 95 closed positions

2024 onward NAV৳99,800

Net return -0.2% · drawdown 20.8% · 10 closed positions

2024 stress NAV৳95,290

Net return -4.7% · drawdown 24.8% · 9 closed positions

Variant 0; fixed stop 4.0%; maximum 20 sessions; gate None; continuous signal; exit any bearish; trailing arms at 5.0%, distance 2.0%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳61,333

Unsettled৳0

Holdings৳0

NAV৳61,333

Realized P&L৳-38,667

Unrealized P&L৳0

Fees৳82,694

Friction৳38,775

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 #228

192 fills, including partial sales. Page 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2016-11-21	BUY	344	287.1	434.55	205.29	-99,402.24	0
2016-12-12	SELL	344	284	429.86	201.5	97,064.63	-2,337.61
2017-07-05	BUY	272	355	424.86	199.1	-97,183.96	0
2017-07-10	SELL	272	340	406.91	189.16	91,883.93	-5,300.03
2017-07-13	BUY	257	354.8	401.21	186.07	-91,770.88	0
2017-07-18	SELL	257	367.5	415.57	191.72	93,840.21	2,069.33
2017-07-27	BUY	248	375.5	409.75	188.71	-93,722.46	0
2017-08-20	SELL	248	386.9	422.19	195.33	95,334.67	1,612.21
2017-09-06	BUY	236	401.7	417.13	194.56	-95,412.88	0
2017-09-11	SELL	236	426.3	442.67	205.78	99,958.35	4,545.47
2017-09-14	BUY	235	423.1	437.49	202.83	-100,068.81	0
2017-09-19	SELL	235	411	424.97	196.91	95,963.12	-4,105.7
2017-11-13	BUY	201	472.9	418.23	193.98	-95,665.11	0
2017-11-16	SELL	201	484	428.05	197.54	96,658.41	993.3
2017-11-23	BUY	199	483	422.91	194.9	-96,734.82	0
2017-11-28	SELL	199	471	412.41	190	93,126.59	-3,608.23
2018-01-18	BUY	192	482.5	407.62	189.37	-93,236.99	0
2018-01-28	SELL	192	501.76	423.89	195.83	95,718.2	2,481.22
2018-01-31	BUY	188	506.9	419.31	193.3	-95,909.81	0
2018-02-05	SELL	188	496	410.29	189.04	92,648.67	-3,261.14
2018-02-13	BUY	181	507.9	404.49	186.31	-92,520.71	0
2018-02-22	SELL	181	487.58	388.31	178.78	87,685.61	-4,835.09
2018-04-19	BUY	177	493	383.95	179.35	-87,824.3	0
2018-04-24	SELL	177	473.28	368.59	171.46	83,230.51	-4,593.79
2018-08-29	BUY	211	391.5	363.47	170.62	-83,140.59	0
2018-09-12	SELL	211	375.84	348.93	163.45	78,789.86	-4,350.73
2018-10-28	BUY	204	383	343.78	160.97	-78,636.75	0
2018-10-31	SELL	204	380.5	341.54	159.83	77,120.63	-1,516.12
2019-01-01	BUY	207	370	337	160.68	-77,087.68	0
2019-01-15	SELL	207	387.1	352.57	164.91	79,612.22	2,524.54
2019-01-23	BUY	203	391	349.24	162.69	-79,884.93	0
2019-01-30	SELL	203	411.5	367.55	169.95	82,997.41	3,112.47
2019-02-04	BUY	208	396	362.42	166.94	-82,897.36	0
2019-02-19	SELL	208	376	344.12	158.25	77,705.64	-5,191.72
2019-03-25	BUY	192	401.4	339.1	157.52	-77,565.42	0
2019-04-03	SELL	192	407	343.83	159.38	77,640.78	75.36
2019-09-23	BUY	214	361	339.92	159.02	-77,752.93	0
2019-09-26	SELL	214	360	338.98	157.74	76,543.29	-1,209.65
2020-07-19	BUY	313	243	334.66	159.08	-76,552.74	0
2020-07-27	SELL	313	253.72	349.43	163.05	78,902.51	2,349.76
2020-08-03	BUY	303	259	345.3	160.19	-78,982.49	0
2020-08-10	SELL	303	270.48	360.6	166.53	81,428.3	2,445.81
2020-08-16	BUY	275	294	355.74	164.03	-81,369.77	0
2020-08-19	SELL	275	286.9	347.15	159.82	78,390.53	-2,979.24
2020-08-25	BUY	258	301.7	342.49	157.54	-78,338.63	0
2020-09-02	SELL	258	318.6	361.67	166.24	81,670.38	3,331.75
2020-09-09	BUY	239	339	356.49	163.86	-81,541.35	0
2020-10-07	SELL	239	328.8	345.77	160.7	78,076.73	-3,464.62
2020-10-18	BUY	227	342	341.59	159.77	-78,135.36	0
2020-10-22	SELL	227	331.3	330.9	155.54	74,718.66	-3,416.7
2020-12-09	BUY	222	334.1	326.35	153.59	-74,650.14	0
2020-12-17	SELL	222	350.74	342.6	160.11	77,362.01	2,711.88
2021-01-14	BUY	208	370	338.62	156.65	-77,455.28	0
2021-01-19	SELL	208	383.18	350.69	162.09	79,188.66	1,733.39
2021-01-31	BUY	207	380	346.1	160.03	-79,166.13	0
2021-02-08	SELL	207	376.8	343.19	159.06	77,495.35	-1,670.78
2021-04-21	BUY	227	340.2	339.79	161.85	-77,727.04	0
2021-05-09	SELL	227	335	334.6	160.17	75,550.23	-2,176.81
2021-05-16	BUY	216	346.6	329.41	156.5	-75,351.51	0
2021-06-14	SELL	216	352.8	335.3	157.76	75,711.74	360.23
2021-11-28	BUY	209	360	331.06	161.46	-75,732.52	0
2021-12-01	SELL	209	359	330.14	161.41	74,539.46	-1,193.06
2021-12-13	BUY	207	358	326.07	159.15	-74,591.22	0
2021-12-19	SELL	207	352.8	321.33	156.13	72,552.14	-2,039.08
2022-01-13	BUY	202	357.1	317.39	151.53	-72,603.12	0
2022-02-10	SELL	202	357	317.3	154.01	71,642.69	-960.42
2022-02-15	BUY	199	358	313.46	152.64	-71,708.1	0
2022-02-27	SELL	199	345	302.08	144.53	68,208.39	-3,499.71
2022-04-27	BUY	207	326.4	297.29	143.22	-68,005.31	0
2022-05-08	SELL	207	320.1	291.55	138.82	65,830.34	-2,174.97
2022-08-08	BUY	216	302.9	287.88	134.74	-65,849.02	0
2022-08-14	SELL	216	288	273.72	127.89	61,806.39	-4,042.63
2024-06-27	BUY	260	236.2	270.21	130.59	-61,812.81	0
2024-07-03	SELL	260	239.9	274.45	131.63	61,967.93	155.12
2024-07-08	BUY	246	251	271.68	129.8	-62,147.48	0
2024-08-11	SELL	246	311.44	337.11	159.86	76,118.25	13,970.77
2024-08-15	BUY	198	381	331.93	152.03	-75,921.96	0
2024-08-20	SELL	198	353	307.53	140.49	69,445.98	-6,475.98
2024-08-25	BUY	195	354	303.73	138.63	-69,472.36	0
2024-08-29	SELL	195	348.9	299.36	136.57	67,599.57	-1,872.79
2025-09-03	BUY	216	311.5	296.05	139.57	-67,719.62	0
2025-09-10	SELL	216	301	286.07	135.36	64,594.57	-3,125.05
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	236	264.7	274.86	131.33	-62,875.39	0
2026-02-17	SELL	236	270.1	280.47	131.37	63,331.76	456.36
2026-06-09	BUY	256	246	277.09	133.23	-63,386.32	0
2026-06-14	SELL	256	248	279.35	134.11	63,074.55	-311.77
2026-06-17	BUY	249	250.9	274.89	131.54	-62,880.52	0
2026-07-16	SELL	249	258.6	283.32	132.47	63,975.6	1,095.08
2026-07-28	BUY	245	259.8	280.06	131.92	-64,062.98	0
2026-08-16	SELL	245	251.5	271.12	127.55	61,218.83	-2,844.15