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: -3.1%. 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

#232 · Kalman milestone + Flow: NVI + Flow: Signed imbalance

Full-history NAV৳59,095

Net return -40.9% · drawdown 46.8% · 95 closed positions

2024 onward NAV৳79,132

Net return -20.9% · drawdown 24.3% · 12 closed positions

2024 stress NAV৳74,848

Net return -25.2% · drawdown 27.7% · 10 closed positions

Variant 0; fixed stop 10.0%; maximum 60 sessions; gate None; continuous signal; exit EMA 200 break; trailing arms at 2.0%, distance 1.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳59,095

Unsettled৳0

Holdings৳0

NAV৳59,095

Realized P&L৳-40,905

Unrealized P&L৳0

Fees৳75,574

Friction৳35,461

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 #232

190 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
2011-07-04	BUY	577	162.1	411.54	191.14	-94,134.38	0
2011-07-07	SELL	577	167.9	426.26	197.68	96,254.35	2,119.97
2011-07-12	BUY	550	174	421.08	194.52	-96,315.6	0
2011-07-17	SELL	550	177.1	428.58	197.57	96,778.85	463.26
2011-07-25	BUY	468	205.6	423.37	193.97	-96,838.14	0
2011-08-01	SELL	468	181.6	373.95	170.93	84,443.92	-12,394.22
2011-10-30	BUY	540	155.2	368.76	170.87	-84,347.63	0
2011-11-02	SELL	540	163	387.29	179.27	87,453.44	3,105.82
2011-11-20	BUY	522	166.6	382.65	176.85	-87,524.69	0
2011-11-23	SELL	522	163.7	375.99	173.27	84,902.15	-2,622.55
2011-12-29	BUY	516	163.5	371.21	173.86	-84,911.08	0
2012-01-03	SELL	516	174.1	395.28	184.36	89,255.97	4,344.89
2012-01-08	BUY	491	180.4	389.74	180.73	-89,146.86	0
2012-01-12	SELL	491	174.7	377.42	174.1	85,226.17	-3,920.69
2012-03-20	BUY	490	172.8	372.56	172.26	-85,216.82	0
2012-03-25	SELL	490	184.3	397.35	183.63	89,726.02	4,509.2
2012-04-01	BUY	455	196	392.39	180.61	-89,753.01	0
2012-04-15	SELL	455	215.82	432.07	198.02	97,568.01	7,815.01
2012-04-18	BUY	445	217.9	426.65	195.3	-97,587.45	0
2012-04-25	SELL	445	221.2	433.11	198.12	97,802.77	215.32
2012-06-10	BUY	475	204.4	427.2	198.85	-97,716.04	0
2012-06-13	SELL	475	203.3	424.9	197.97	95,944.63	-1,771.41
2012-11-01	BUY	548	174.2	420.03	198.57	-96,080.2	0
2012-11-06	SELL	548	168.4	406.05	192.29	91,684.87	-4,395.33
2012-11-19	BUY	529	172.1	400.58	188.59	-91,630.07	0
2012-11-22	SELL	529	169.1	393.6	184.9	88,875.41	-2,754.66
2013-02-06	BUY	511	172.8	388.52	186.25	-88,875.58	0
2013-02-11	SELL	511	165.9	373.01	176.85	84,225.04	-4,650.54
2013-05-15	BUY	541	154.7	368.25	184.8	-84,245.75	0
2013-05-20	SELL	541	166.2	395.62	196.16	89,322.41	5,076.66
2013-05-26	BUY	542	163.7	390.39	189.75	-89,305.54	0
2013-05-29	SELL	542	173.9	414.72	200.85	93,638.23	4,332.7
2013-06-04	BUY	524	177.7	409.71	195.05	-93,719.56	0
2013-06-09	SELL	524	176.5	406.94	191.11	91,887.95	-1,831.61
2013-06-12	BUY	512	178.1	401.22	187.5	-91,775.93	0
2013-06-17	SELL	512	177.8	400.55	187.01	90,446.04	-1,329.88
2013-06-30	BUY	503	178.9	395.94	183.57	-90,566.21	0
2013-07-04	SELL	503	188.1	416.3	193.07	94,004.93	3,438.71
2013-07-14	BUY	441	211.5	410.39	188.77	-93,870.67	0
2013-07-17	SELL	441	232.5	451.14	206.94	101,874.42	8,003.75
2013-08-22	BUY	498	203.4	445.69	205.14	-101,944.03	0
2013-08-27	SELL	498	209.8	459.71	211.99	103,808.7	1,864.67
2013-09-02	BUY	480	214.7	453.45	208.56	-103,718.01	0
2013-09-05	SELL	480	212	447.74	205.58	101,106.67	-2,611.33
2013-10-31	BUY	524	192	442.68	212.56	-101,263.24	0
2013-11-05	SELL	524	194.6	448.67	214.1	101,307.63	44.39
2013-11-10	BUY	511	196.8	442.49	209.29	-101,216.57	0
2013-11-13	SELL	511	194.6	437.54	206.04	98,797.03	-2,419.54
2013-11-18	BUY	491	199.9	431.86	202.39	-98,785.16	0
2013-11-21	SELL	491	209.9	453.47	210.89	102,396.54	3,611.38
2013-11-26	BUY	509	200	447.92	207.58	-102,455.5	0
2013-12-01	SELL	509	200.5	449.04	207.87	101,397.59	-1,057.92
2014-01-09	BUY	483	208.7	443.53	208.81	-101,454.44	0
2014-01-15	SELL	483	204.5	434.6	204.44	98,134.46	-3,319.99
2014-01-20	BUY	470	207.1	428.28	200.97	-97,966.25	0
2014-01-23	SELL	470	210.67	435.67	204.05	98,376.12	409.87
2014-02-02	BUY	463	211.4	430.66	200.45	-98,509.32	0
2014-03-04	SELL	463	214.2	436.37	201.78	98,536.45	27.13
2014-03-10	BUY	456	214.4	430.17	198.87	-98,395.44	0
2014-03-13	SELL	456	214.6	430.57	199.27	97,227.75	-1,167.69
2014-04-09	BUY	390	247.9	425.4	196.09	-97,302.48	0
2014-04-15	SELL	390	259.38	445.1	204.74	100,508.37	3,205.88
2014-04-27	BUY	376	265.8	439.74	201.41	-100,581.95	0
2014-05-04	SELL	376	262.9	434.94	199.08	98,216.38	-2,365.57
2014-05-07	BUY	353	276.4	429.3	196.49	-98,195	0
2014-06-03	SELL	353	283.54	440.39	202.83	99,444.99	1,249.99
2014-06-08	BUY	348	284	434.86	200.33	-99,467.19	0
2014-06-11	SELL	348	295.1	451.86	208.32	102,034.62	2,567.42
2014-06-16	BUY	332	305.4	446.13	205.18	-102,044.11	0
2014-06-19	SELL	332	300.1	438.39	201.46	98,993.35	-3,050.76
2014-08-04	BUY	316	310.8	432.14	199.16	-98,844.1	0
2014-08-10	SELL	316	327.69	455.62	209.51	102,884.91	4,040.81
2014-08-13	BUY	301	339.2	449.24	206.12	-102,754.56	0
2014-08-19	SELL	301	338.2	447.91	205.33	101,144.96	-1,609.6
2014-09-16	BUY	291	345.7	442.63	203.49	-101,244.82	0
2014-09-21	SELL	291	377.9	483.86	222.63	109,262.41	8,017.59
2014-09-29	BUY	277	392.2	478.01	219.51	-109,336.93	0
2014-11-06	SELL	277	352.98	430.21	197.46	97,147.79	-12,189.14
2015-01-12	BUY	271	355.9	424.38	199.54	-97,072.81	0
2015-01-15	SELL	271	360	429.26	202.64	96,928.1	-144.72
2015-02-12	BUY	273	352.5	423.42	198.42	-96,854.34	0
2015-03-30	SELL	273	356.4	428.11	198.86	96,670.23	-184.11
2015-12-02	BUY	355	271.1	423.46	204.1	-96,868.05	0
2015-12-07	SELL	355	267.4	417.68	200.3	94,309.02	-2,559.03
2016-01-17	BUY	364	257	411.61	203.15	-94,162.77	0
2016-01-20	SELL	364	274	438.84	212.45	99,084.71	4,921.95
2016-04-24	BUY	396	248.6	433.16	216.6	-99,095.36	0
2016-04-27	SELL	396	251	437.34	215.72	98,742.94	-352.43
2016-05-11	BUY	390	252.1	432.6	210.57	-98,962.17	0
2016-05-16	SELL	390	252	432.43	210.21	97,637.36	-1,324.81
2016-05-24	BUY	377	256.7	425.81	207.09	-97,408.81	0
2016-05-29	SELL	377	255.2	423.33	206.72	95,580.35	-1,828.46
2016-10-25	BUY	334	285	418.84	200.06	-95,808.9	0
2016-11-21	SELL	334	287.1	421.92	199.1	95,270.38	-538.52
2016-11-24	BUY	324	292	416.28	195.66	-95,219.93	0
2017-01-19	SELL	324	296.7	422.98	198.29	95,510.51	290.58
2017-07-05	BUY	267	355	417.05	195.33	-95,397.38	0
2017-07-17	SELL	267	370.9	435.73	201.28	98,393.29	2,995.91