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

#230 · MACD

Full-history NAV৳60,277

Net return -39.7% · drawdown 50.0% · 141 closed positions

2024 onward NAV৳101,779

Net return 1.8% · drawdown 28.3% · 19 closed positions

2024 stress NAV৳75,033

Net return -25.0% · drawdown 42.9% · 17 closed positions

Variant 0; fixed stop 4.0%; maximum 10 sessions; gate EMA 50; continuous signal; exit any bearish; trailing arms at 5.0%, distance 2.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳60,277

Unsettled৳0

Holdings৳0

NAV৳60,277

Realized P&L৳-39,723

Unrealized P&L৳0

Fees৳87,866

Friction৳40,860

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳5.82e-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 #230

282 fills, including partial sales. Page 1.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2010-12-22	BUY	368	269.9	437.02	200.35	-99,960.58	0
2010-12-27	SELL	368	258.4	418.4	191.44	94,481.36	-5,479.22
2010-12-30	BUY	382	245.8	413.14	188.95	-94,497.69	0
2011-01-05	SELL	382	234.4	393.98	180.13	88,966.69	-5,531
2011-02-02	BUY	387	228.3	388.75	178.17	-88,919.02	0
2011-02-07	SELL	387	209.7	357.08	163.47	80,633.35	-8,285.66
2011-07-04	BUY	494	162.1	352.34	163.14	-80,592.88	0
2011-07-12	SELL	494	173.56	377.25	173.98	85,186.43	4,593.54
2011-07-17	BUY	478	177.1	372.48	171.39	-85,197.67	0
2011-07-21	SELL	478	215.8	453.87	208.57	102,489.96	17,292.3
2011-07-26	BUY	496	205.5	448.48	205.49	-102,581.97	0
2011-08-01	SELL	496	181.6	396.32	181.22	89,496.06	-13,085.91
2011-10-27	BUY	546	162.8	391.11	181.61	-89,461.52	0
2011-11-01	SELL	546	164.5	395.19	183.08	89,238.72	-222.8
2011-11-13	BUY	557	159.2	390.17	180.64	-89,245.21	0
2011-11-16	SELL	557	161.7	396.29	183.48	89,487.13	241.92
2011-11-21	BUY	541	164.3	391.1	180.71	-89,458.11	0
2011-11-24	SELL	541	166.3	395.86	182.4	89,390.04	-68.07
2011-11-30	BUY	541	164.2	390.86	180.2	-89,403.26	0
2011-12-05	SELL	541	157.7	375.39	173.27	84,767.04	-4,636.22
2011-12-26	BUY	524	160.8	370.74	173.1	-84,803.04	0
2012-01-09	SELL	524	175.6	404.86	187.57	91,421.97	6,618.93
2012-01-12	BUY	520	174.7	399.71	184.55	-91,428.26	0
2012-01-18	SELL	520	163.6	374.32	172.48	84,525.21	-6,903.05
2012-03-04	BUY	537	156.2	369.07	170.08	-84,418.55	0
2012-03-18	SELL	537	170.1	401.91	186.25	90,755.53	6,336.99
2012-03-21	BUY	523	172.4	396.73	183.7	-90,745.62	0
2012-03-27	SELL	523	182.87	420.82	194.55	95,024.59	4,278.97
2012-04-01	BUY	482	196	415.68	191.47	-95,079.15	0
2012-04-04	SELL	482	185.5	393.41	180.85	88,836.74	-6,242.41
2012-04-09	BUY	450	195.9	387.88	178.08	-88,720.96	0
2012-04-16	SELL	450	212.1	419.96	192.34	94,832.7	6,111.74
2012-04-19	BUY	441	214	415.25	190	-94,979.25	0
2012-04-25	SELL	441	221.2	429.22	196.33	96,923.65	1,944.41
2012-06-10	BUY	471	204.4	423.6	197.13	-96,893.13	0
2012-06-13	SELL	471	203.3	421.32	196.26	95,136.72	-1,756.41
2012-07-02	BUY	462	204.4	415.5	193.41	-95,041.71	0
2012-07-09	SELL	462	196.22	398.88	185.92	90,070.68	-4,971.03
2012-07-23	BUY	440	203.5	393.98	182.57	-90,116.55	0
2012-08-05	SELL	440	189.1	366.1	169.19	82,668.72	-7,447.83
2012-11-01	BUY	472	174.2	361.78	170.12	-82,754.3	0
2012-11-06	SELL	472	168.4	349.73	164.7	78,970.37	-3,783.93
2012-11-19	BUY	456	172.1	345.3	161.79	-78,984.69	0
2012-11-28	SELL	456	165.8	332.66	155.77	75,116.36	-3,868.33
2012-12-03	BUY	444	168.1	328.4	154.31	-75,119.11	0
2012-12-06	SELL	444	167.6	327.42	153.88	73,933.1	-1,186.01
2012-12-24	BUY	428	171.5	322.97	154.3	-73,879.27	0
2013-01-09	SELL	428	170.9	321.84	153.15	72,670.21	-1,209.06
2013-02-05	BUY	413	174.9	317.83	151.8	-72,703.33	0
2013-02-10	SELL	413	167.9	305.12	143.94	68,895.3	-3,808.03
2013-05-15	BUY	442	154.7	300.86	148.38	-68,826.64	0
2013-05-26	SELL	442	163.7	318.36	152.89	71,884.15	3,057.51
2013-05-30	BUY	411	173.7	314.12	148.78	-71,853.6	0
2013-06-09	SELL	411	176.5	319.18	148.86	72,073.46	219.86
2013-06-12	BUY	402	178.1	315.02	146.35	-72,057.58	0
2013-06-17	SELL	402	177.8	314.49	146	71,015.11	-1,042.47
2013-06-27	BUY	384	184	310.89	143.59	-71,110.48	0
2013-07-03	SELL	384	180.6	305.14	140.74	68,904.52	-2,205.95
2013-07-14	BUY	323	211.5	300.58	137.83	-68,752.91	0
2013-07-17	SELL	323	232.5	330.43	151.2	74,615.87	5,862.96
2013-07-18	BUY	1	193.1	0.85	0.39	-194.34	0
2013-07-23	SELL	1	175	0.77	0.35	173.88	-20.46
2013-08-21	BUY	379	196.1	327.02	149.87	-74,798.79	0
2013-08-26	SELL	379	210.5	351.03	161.35	79,267.12	4,468.33
2013-09-02	BUY	366	214.7	345.75	158.58	-79,084.54	0
2013-09-09	SELL	366	204.3	329	150.62	74,294.18	-4,790.36
2013-10-29	BUY	395	187.2	325.35	153.77	-74,423.13	0
2013-11-05	SELL	395	194.6	338.21	159.51	76,369.28	1,946.15
2013-11-10	BUY	385	196.8	333.38	156.17	-76,257.54	0
2013-11-21	SELL	385	209.9	355.57	164.56	80,291.37	4,033.83
2013-11-26	BUY	399	200	351.12	162.05	-80,313.17	0
2013-12-02	SELL	399	201.8	354.28	163.45	80,000.47	-312.7
2014-01-07	BUY	383	207.7	350.02	163.71	-80,062.83	0
2014-01-12	SELL	383	209.9	353.72	165.35	79,872.63	-190.2
2014-01-16	BUY	385	206	348.96	162.91	-79,821.88	0
2014-01-27	SELL	385	213.4	361.5	168.05	81,629.45	1,807.57
2014-01-30	BUY	382	212.3	356.83	165.58	-81,621.02	0
2014-02-04	SELL	382	210.1	353.14	163.71	79,741.36	-1,879.66
2014-02-27	BUY	370	214	348.39	160.91	-79,689.3	0
2014-03-13	SELL	370	214.6	349.37	161.15	78,891.48	-797.82
2014-04-09	BUY	317	247.9	345.77	158.97	-79,089.04	0
2014-04-15	SELL	317	256.76	358.13	164.35	80,870.44	1,781.4
2014-04-20	BUY	321	250.3	353.52	161.98	-80,861.8	0
2014-04-27	SELL	321	265.8	375.42	171.76	84,774.62	3,912.82
2014-04-30	BUY	313	268.9	370.33	169.35	-84,705.38	0
2014-05-06	SELL	313	270.3	372.26	170.24	84,061.4	-643.98
2014-06-05	BUY	292	285.9	367.32	168.77	-84,018.89	0
2014-06-17	SELL	292	303.7	390.19	179.14	88,111.07	4,092.17
2014-06-22	BUY	295	296.5	384.86	176.58	-88,028.93	0
2014-06-26	SELL	295	297.1	385.64	176.82	87,082.04	-946.89
2014-08-04	BUY	279	310.8	381.54	175.56	-87,270.3	0
2014-08-11	SELL	279	330.06	405.19	185.96	91,496.71	4,226.41
2014-08-14	BUY	264	344.2	399.82	183.23	-91,451.86	0
2014-08-21	SELL	264	330.3	383.68	175.59	86,639.94	-4,811.92
2014-09-23	BUY	226	380.7	378.57	173.61	-86,590.38	0
2014-09-29	SELL	226	392.2	390	178.76	88,068.44	1,478.05
2014-10-02	BUY	230	380.2	384.76	176.19	-88,006.95	0
2014-10-14	SELL	230	372.6	377.07	172.55	85,148.38	-2,858.57
2014-12-04	BUY	240	352.6	372.35	172.29	-85,168.64	0
2014-12-21	SELL	240	351.5	371.18	172.3	83,816.52	-1,352.12