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: -3.0%. 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

#231 · Kalman milestone + Flow: NVI

Full-history NAV৳59,970

Net return -40.0% · drawdown 59.1% · 96 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 0.0% (0 = off).

Account reconciliation

Cash৳59,970

Unsettled৳0

Holdings৳0

NAV৳59,970

Realized P&L৳-40,030

Unrealized P&L৳0

Fees৳81,641

Friction৳38,269

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 #231

192 fills, including partial sales. Page 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2016-11-21	BUY	337	287.1	425.71	200.95	-97,379.37	0
2016-12-12	SELL	337	284	421.12	197.28	95,089.6	-2,289.76
2017-07-05	BUY	266	355	415.49	194.57	-95,040.07	0
2017-07-10	SELL	266	340	397.94	184.9	89,857.17	-5,182.9
2017-07-13	BUY	251	354.8	391.84	181.64	-89,628.29	0
2017-07-18	SELL	251	367.5	405.87	187.18	91,649.45	2,021.17
2017-07-27	BUY	243	375.5	401.48	184.86	-91,832.85	0
2017-08-20	SELL	243	386.9	413.68	191.33	93,412.67	1,579.82
2017-09-06	BUY	231	401.7	408.29	190.33	-93,391.32	0
2017-09-11	SELL	231	426.3	433.29	201.33	97,840.68	4,449.36
2017-09-14	BUY	230	423.1	428.18	198.43	-97,939.61	0
2017-09-19	SELL	230	411	415.93	192.64	93,921.43	-4,018.18
2017-11-13	BUY	197	472.9	409.91	190.04	-93,761.25	0
2017-11-16	SELL	197	484	419.53	193.55	94,734.92	973.67
2017-11-23	BUY	195	483	414.41	190.93	-94,790.35	0
2017-11-28	SELL	195	471	404.12	186.13	91,254.75	-3,535.6
2018-01-18	BUY	188	482.5	399.12	185.34	-91,294.46	0
2018-01-28	SELL	188	501.76	415.06	191.69	93,724.14	2,429.67
2018-01-31	BUY	184	506.9	410.39	189.13	-93,869.12	0
2018-02-05	SELL	184	496	401.56	184.97	90,677.47	-3,191.64
2018-02-13	BUY	177	507.9	395.55	182.14	-90,476	0
2018-02-22	SELL	177	487.58	379.73	174.78	85,747.86	-4,728.14
2018-04-19	BUY	173	493	375.27	175.19	-85,839.47	0
2018-04-24	SELL	173	473.28	360.26	167.5	81,349.68	-4,489.78
2018-08-29	BUY	206	391.5	354.86	166.46	-81,170.31	0
2018-09-12	SELL	206	375.84	340.66	159.46	76,922.92	-4,247.4
2018-10-28	BUY	200	383	337.04	157.72	-77,094.76	0
2018-10-31	SELL	200	380.5	334.84	156.61	75,608.55	-1,486.21
2019-01-01	BUY	203	370	330.48	157.44	-75,597.92	0
2019-01-15	SELL	203	387.1	345.76	161.64	78,073.9	2,475.99
2019-01-23	BUY	198	391	340.64	158.59	-77,917.23	0
2019-01-30	SELL	198	411.5	358.5	165.69	80,953.21	3,035.98
2019-02-04	BUY	203	396	353.71	162.88	-80,904.59	0
2019-02-19	SELL	203	376	335.84	154.4	75,837.76	-5,066.83
2019-03-25	BUY	188	401.4	332.04	154.17	-75,949.41	0
2019-04-03	SELL	188	407	336.67	156	76,023.33	73.92
2019-09-23	BUY	209	361	331.98	155.2	-75,936.17	0
2019-09-26	SELL	209	360	331.06	153.97	74,754.98	-1,181.2
2020-07-19	BUY	306	243	327.18	155.37	-74,840.55	0
2020-07-27	SELL	306	253.72	341.61	159.31	77,138.01	2,297.46
2020-08-03	BUY	296	259	337.32	156.42	-77,157.74	0
2020-08-10	SELL	296	270.48	352.27	162.62	79,547.18	2,389.44
2020-08-16	BUY	269	294	347.98	160.41	-79,594.38	0
2020-08-19	SELL	269	286.9	339.57	156.29	76,680.24	-2,914.15
2020-08-25	BUY	253	301.7	335.85	154.45	-76,820.4	0
2020-09-02	SELL	253	318.6	354.66	162.98	80,087.65	3,267.25
2020-09-09	BUY	234	339	349.03	160.4	-79,835.43	0
2020-10-07	SELL	234	328.8	338.53	157.27	76,443.4	-3,392.03
2020-10-18	BUY	222	342	334.07	156.15	-76,414.22	0
2020-10-22	SELL	222	331.3	323.61	152	73,072.98	-3,341.24
2020-12-09	BUY	218	334.1	320.47	150.73	-73,304.99	0
2020-12-17	SELL	218	350.74	336.43	157.14	75,968.18	2,663.19
2021-01-14	BUY	204	370	332.11	153.59	-75,965.7	0
2021-01-19	SELL	204	383.18	343.94	158.92	77,665.85	1,700.15
2021-01-31	BUY	203	380	339.42	156.88	-77,636.3	0
2021-02-08	SELL	203	376.8	336.56	155.93	75,997.92	-1,638.38
2021-04-21	BUY	222	340.2	332.31	158.12	-76,014.83	0
2021-05-09	SELL	222	335	327.23	156.47	73,886.3	-2,128.53
2021-05-16	BUY	212	346.6	323.31	153.48	-73,955.99	0
2021-06-14	SELL	212	352.8	329.09	154.74	74,309.77	353.78
2021-11-28	BUY	205	360	324.72	158.17	-74,282.89	0
2021-12-01	SELL	205	359	323.82	158.11	73,113.08	-1,169.81
2021-12-13	BUY	203	358	319.77	155.87	-73,149.63	0
2021-12-19	SELL	203	352.8	315.12	152.92	71,150.35	-1,999.28
2022-01-13	BUY	197	357.1	309.53	147.6	-70,805.83	0
2022-02-10	SELL	197	357	309.45	149.96	69,869.59	-936.24
2022-02-15	BUY	194	358	305.59	148.55	-69,906.14	0
2022-02-27	SELL	194	345	294.49	140.72	66,494.79	-3,411.35
2022-04-27	BUY	203	326.4	291.54	140.3	-66,691.04	0
2022-05-08	SELL	203	320.1	285.91	136.02	64,558.37	-2,132.67
2022-08-08	BUY	212	302.9	282.55	132.18	-64,629.52	0
2022-08-14	SELL	212	288	268.65	125.46	60,661.89	-3,967.63
2024-06-27	BUY	255	236.2	265.02	127.93	-60,623.95	0
2024-07-03	SELL	255	239.9	269.17	128.97	60,776.37	152.42
2024-07-08	BUY	240	251	265.06	126.49	-60,631.54	0
2024-08-11	SELL	240	311.44	328.88	155.81	74,261.87	13,630.33
2024-08-15	BUY	194	381	325.22	148.94	-74,388.16	0
2024-08-20	SELL	194	353	301.32	137.64	68,043.04	-6,345.12
2024-08-25	BUY	191	354	297.5	135.78	-68,047.28	0
2024-08-29	SELL	191	348.9	293.22	133.76	66,212.92	-1,834.35
2025-09-03	BUY	211	311.5	289.2	136.22	-66,151.92	0
2025-09-10	SELL	211	301	279.45	132.11	63,099.44	-3,052.48
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	230	264.7	267.88	127.83	-61,276.71	0
2026-02-17	SELL	230	270.1	273.34	127.93	61,721.72	445.02
2026-06-09	BUY	250	246	270.6	129.94	-61,900.54	0
2026-06-14	SELL	250	248	272.8	130.8	61,596.4	-304.14
2026-06-17	BUY	244	250.9	269.37	128.77	-61,617.73	0
2026-07-16	SELL	244	258.6	277.63	129.74	62,691.03	1,073.29
2026-07-28	BUY	240	259.8	274.35	129.13	-62,755.48	0
2026-08-16	SELL	240	251.5	265.58	124.86	59,969.55	-2,785.93