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: -3.4%. 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

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

Full-history NAV৳56,059

Net return -43.9% · drawdown 61.4% · 96 closed positions

2024 onward NAV৳82,314

Net return -17.7% · drawdown 22.3% · 12 closed positions

2024 stress NAV৳74,871

Net return -25.1% · drawdown 27.7% · 10 closed positions

Variant 0; fixed stop 4.0%; maximum 5 sessions; gate None; continuous signal; exit all bearish; trailing arms at 5.0%, distance 2.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳56,059

Unsettled৳0

Holdings৳0

NAV৳56,059

Realized P&L৳-43,941

Unrealized P&L৳0

Fees৳82,353

Friction৳38,697

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 #235

192 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
2011-07-11	SELL	577	174.4	442.77	204.89	99,981.14	5,846.76
2011-07-17	BUY	561	177.1	437.15	201.57	-99,991.83	0
2011-07-21	SELL	561	215.8	532.68	245.24	120,285.88	20,294.05
2011-07-26	BUY	582	205.5	526.24	241.45	-120,368.69	0
2011-08-01	SELL	582	181.6	465.04	212.86	105,013.3	-15,355.39
2011-10-30	BUY	672	155.2	458.9	213.63	-104,966.92	0
2011-11-02	SELL	672	163	481.96	224.08	108,829.97	3,863.04
2011-11-20	BUY	649	166.6	475.74	220.75	-108,819.9	0
2011-11-24	SELL	649	166.3	474.89	219.4	107,234.42	-1,585.48
2011-12-29	BUY	652	163.5	469.05	221.4	-107,292.45	0
2012-01-05	SELL	652	176.7	506.92	236.82	114,464.66	7,172.21
2012-01-10	BUY	659	172.5	500.18	232.29	-114,409.98	0
2012-01-18	SELL	659	163.6	474.37	219.37	107,118.65	-7,291.32
2012-03-20	BUY	616	172.8	468.36	217.5	-107,130.66	0
2012-03-27	SELL	616	182.87	495.65	229.83	111,921.21	4,790.55
2012-04-01	BUY	567	196	488.98	225.76	-111,846.74	0
2012-04-04	SELL	567	185.5	462.79	213.16	104,502.55	-7,344.19
2012-04-09	BUY	530	195.9	456.84	210.1	-104,493.94	0
2012-04-16	SELL	530	212.1	494.62	226.84	111,691.54	7,197.6
2012-04-19	BUY	519	214	488.69	223.87	-111,778.56	0
2012-04-25	SELL	519	221.2	505.13	231.31	114,066.36	2,287.8
2012-06-10	BUY	554	204.4	498.25	232.82	-113,968.67	0
2012-06-17	SELL	554	200.1	487.76	228.33	110,139.31	-3,829.36
2012-11-01	BUY	629	174.2	482.12	229.22	-110,283.14	0
2012-11-06	SELL	629	168.4	466.06	222.02	105,235.52	-5,047.62
2012-11-19	BUY	607	172.1	459.64	217.5	-105,141.84	0
2012-11-27	SELL	607	166.4	444.42	209.71	100,350.66	-4,791.18
2013-02-06	BUY	577	172.8	438.7	211.72	-100,356.02	0
2013-02-11	SELL	577	165.89	421.16	200.74	95,095.48	-5,260.54
2013-05-15	BUY	611	154.7	415.9	211.26	-95,148.86	0
2013-05-22	SELL	611	167.8	451.11	222.4	101,852.29	6,703.43
2013-05-28	BUY	602	168.1	445.26	217.18	-101,858.65	0
2013-06-04	SELL	602	177.7	470.69	225.6	106,279.11	4,420.46
2013-06-09	BUY	598	176.5	464.41	219.09	-106,230.5	0
2013-06-12	SELL	598	178.1	468.62	220	105,815.18	-415.32
2013-06-30	BUY	588	178.9	462.85	215.31	-105,871.36	0
2013-07-07	SELL	588	186.1	481.48	223.77	108,722.72	2,851.37
2013-07-14	BUY	511	211.5	475.54	219.15	-108,771.19	0
2013-07-17	SELL	511	232.5	522.75	240.13	118,044.62	9,273.43
2013-08-22	BUY	576	203.4	515.5	237.73	-117,911.63	0
2013-08-27	SELL	576	209.8	531.72	245.74	120,067.35	2,155.71
2013-09-02	BUY	556	214.7	525.24	242.03	-120,140.47	0
2013-09-09	SELL	556	204.3	499.8	229.65	112,861.35	-7,279.12
2013-10-31	BUY	584	192	493.36	238.35	-112,859.71	0
2013-11-07	SELL	584	202.4	520.09	249.56	117,431.95	4,572.24
2013-11-13	BUY	599	194.6	512.89	242.96	-117,321.25	0
2013-11-20	SELL	599	215.3	567.44	266.81	128,130.44	10,809.19
2013-11-26	BUY	637	200	560.56	261.04	-128,221.6	0
2013-12-03	SELL	637	204.8	574.01	267.29	129,616.3	1,394.7
2014-01-09	BUY	617	208.7	566.58	269.3	-129,603.78	0
2014-01-19	SELL	617	208.3	565.49	268.45	127,687.16	-1,916.62
2014-01-23	BUY	598	212.1	558.08	263.54	-127,657.42	0
2014-01-30	SELL	598	212.3	558.6	262.21	126,134.59	-1,522.83
2014-02-04	BUY	597	210.1	551.89	258.65	-126,240.24	0
2014-02-11	SELL	597	209.3	549.79	256.59	124,145.72	-2,094.52
2014-03-03	BUY	560	220.3	542.82	252.4	-124,163.22	0
2014-03-06	SELL	560	214.7	529.02	245.43	119,457.54	-4,705.68
2014-04-09	BUY	478	247.9	521.38	241.09	-119,258.67	0
2014-04-15	SELL	478	256.76	540.02	249.02	121,942.24	2,683.57
2014-04-27	BUY	456	265.8	533.3	244.66	-121,982.76	0
2014-05-05	SELL	456	267.9	537.51	246.44	121,378.44	-604.32
2014-06-05	BUY	422	285.9	530.86	245.07	-121,425.73	0
2014-06-12	SELL	422	299.3	555.74	256.85	125,492.01	4,066.28
2014-08-04	BUY	401	310.8	548.38	253.67	-125,432.84	0
2014-08-11	SELL	401	340	599.9	276.59	135,463.51	10,030.67
2014-08-18	BUY	401	335.8	592.49	272.42	-135,520.71	0
2014-08-25	SELL	401	326.8	576.61	264.7	130,205.49	-5,315.21
2014-09-16	BUY	374	345.7	568.88	262.37	-130,123.05	0
2014-09-23	SELL	374	380.7	626.48	288.97	141,466.35	11,343.3
2014-09-29	BUY	358	392.2	617.79	284.55	-141,309.94	0
2014-10-13	SELL	358	374.7	590.23	271.23	133,281.14	-8,028.8
2015-01-12	BUY	373	355.9	584.1	278.08	-133,612.89	0
2015-01-19	SELL	373	355.5	583.45	278.98	131,739.08	-1,873.81
2015-02-12	BUY	371	352.5	575.42	272.55	-131,625.47	0
2015-02-22	SELL	371	333.1	543.75	256.48	122,779.87	-8,845.6
2015-03-29	BUY	350	348	535.92	250.97	-122,586.89	0
2015-04-05	SELL	350	348	535.92	248.75	121,015.33	-1,571.56
2015-12-02	BUY	444	271.1	529.62	258.91	-121,156.93	0
2015-12-07	SELL	444	260.26	508.44	246.58	114,798.64	-6,358.28
2016-01-17	BUY	444	257	502.08	252.11	-114,862.18	0
2016-01-20	SELL	444	268.52	524.58	256.99	118,441.31	3,579.13
2016-04-24	BUY	473	248.6	517.39	263.3	-118,368.48	0
2016-05-02	SELL	473	245	509.89	253.53	115,121.57	-3,246.91
2016-05-11	BUY	454	252.1	503.59	247.79	-115,204.78	0
2016-05-18	SELL	454	252.2	503.79	247.49	113,747.52	-1,457.26
2016-05-24	BUY	440	256.7	496.97	244.34	-113,689.31	0
2016-05-31	SELL	440	257	497.55	246.19	112,336.26	-1,353.05
2016-10-25	BUY	392	285	491.57	236.77	-112,448.34	0
2016-10-31	SELL	392	273.6	471.91	226.19	106,553.1	-5,895.24
2016-11-06	BUY	378	279.9	465.53	223.11	-106,490.84	0
2016-11-13	SELL	378	277.1	460.87	219.19	104,063.73	-2,427.11
2016-11-21	BUY	360	287.1	454.77	215.21	-104,025.98	0
2016-11-28	SELL	360	286	453.02	213.08	102,293.89	-1,732.09
2017-07-05	BUY	286	355	446.73	209.67	-102,186.4	0
2017-07-10	SELL	286	340	427.86	199.12	96,613.02	-5,573.38
2017-07-13	BUY	271	354.8	423.06	196.42	-96,770.29	0
2017-07-18	SELL	271	367.5	438.21	202.32	98,951.97	2,181.68