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

#236 · Kalman milestone + Flow: NVI

Full-history NAV৳55,820

Net return -44.2% · drawdown 46.7% · 98 closed positions

2024 onward NAV৳80,159

Net return -19.8% · drawdown 23.1% · 12 closed positions

2024 stress NAV৳64,790

Net return -35.2% · drawdown 37.4% · 11 closed positions

Variant 0; fixed stop 10.0%; maximum 5 sessions; gate EMA 50; continuous signal; exit EMA 200 break; trailing arms at 12.0%, distance 4.5%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳55,820

Unsettled৳0

Holdings৳0

NAV৳55,820

Realized P&L৳-44,180

Unrealized P&L৳0

Fees৳68,020

Friction৳31,699

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 #236

197 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
2011-12-27	BUY	519	162.6	371.31	173.62	-84,934.33	0
2012-01-01	SELL	519	171.1	390.72	183.22	88,226.96	3,292.63
2012-01-04	BUY	494	177.3	385.38	179.3	-88,150.88	0
2012-01-11	SELL	494	176.5	383.64	177.12	86,630.24	-1,520.64
2012-03-20	BUY	498	172.8	378.64	175.12	-86,608.16	0
2012-03-28	SELL	498	193.4	423.78	195.77	95,693.66	9,085.49
2012-04-02	BUY	493	192.8	418.22	192.52	-95,661.14	0
2012-04-09	SELL	493	195.9	424.95	195.28	95,958.48	297.34
2012-04-15	BUY	441	216.1	419.32	192.13	-95,911.55	0
2012-04-22	SELL	441	214.9	416.99	190.79	94,163.11	-1,748.43
2012-04-25	BUY	423	221.2	411.7	188.27	-94,167.57	0
2012-05-03	SELL	423	216.5	402.95	184.25	90,992.3	-3,175.26
2012-06-10	BUY	443	204.4	398.42	185.16	-91,132.77	0
2012-06-17	SELL	443	200.1	390.03	181.52	88,072.75	-3,060.03
2012-11-01	BUY	502	174.2	384.77	181.32	-88,014.49	0
2012-11-06	SELL	502	168.4	371.96	175.55	83,989.29	-4,025.2
2012-11-19	BUY	485	172.1	367.26	172.41	-84,008.17	0
2012-11-22	SELL	485	169.1	360.86	169.06	81,483.58	-2,524.59
2013-02-06	BUY	469	172.8	356.59	170.22	-81,570.01	0
2013-02-11	SELL	469	165.9	342.35	161.76	77,302.99	-4,267.02
2013-05-15	BUY	496	154.7	337.62	168.1	-77,236.92	0
2013-05-20	SELL	496	166.2	362.71	178.6	81,893.88	4,656.96
2013-05-26	BUY	497	163.7	357.98	173.06	-81,889.94	0
2013-06-02	SELL	497	173.9	380.28	181.38	85,866.64	3,976.7
2013-06-09	BUY	483	176.5	375.1	175.71	-85,800.31	0
2013-06-16	SELL	483	178.8	379.99	177.18	85,803.23	2.92
2013-06-26	BUY	445	191.6	375.15	174.1	-85,811.25	0
2013-07-04	SELL	445	188.1	368.3	170.41	83,165.79	-2,645.47
2013-07-14	BUY	391	211.5	363.86	167.15	-83,227.51	0
2013-07-17	SELL	391	232.5	399.99	183.29	90,324.22	7,096.71
2013-08-22	BUY	441	203.4	394.68	181.4	-90,275.48	0
2013-09-01	SELL	441	221.3	429.41	197.54	96,966.35	6,690.87
2013-09-04	BUY	449	214.6	423.96	194.6	-96,973.97	0
2013-09-11	SELL	449	200.3	395.71	181.32	89,357.67	-7,616.3
2013-11-05	BUY	456	194.6	390.45	185.17	-89,313.21	0
2013-11-12	SELL	456	195	391.25	183.86	88,344.89	-968.32
2013-11-17	BUY	438	200.5	386.4	180.9	-88,386.31	0
2013-11-24	SELL	438	206.6	398.16	184.36	89,908.28	1,521.97
2013-11-27	BUY	435	205.6	393.52	181.78	-90,011.3	0
2013-12-04	SELL	435	207.2	396.58	183.29	89,552.13	-459.17
2014-01-09	BUY	426	208.7	391.19	183.42	-89,480.81	0
2014-01-19	SELL	426	208.3	390.44	182.91	88,162.45	-1,318.35
2014-01-22	BUY	420	208.7	385.68	180.26	-88,219.94	0
2014-01-29	SELL	420	211.5	390.85	181.87	88,257.28	37.34
2014-02-04	BUY	417	210.1	385.49	179.03	-88,176.22	0
2014-02-11	SELL	417	209.3	384.02	177.82	86,716.26	-1,459.96
2014-03-03	BUY	391	220.3	379	175.04	-86,691.34	0
2014-03-10	SELL	391	214.4	368.85	170.12	83,291.43	-3,399.91
2014-04-02	BUY	376	220	363.97	168.77	-83,252.74	0
2014-04-08	SELL	188	253	209.28	95.89	47,258.82	5,632.46
2014-04-09	SELL	188	247.9	205.06	93.84	46,306.29	4,679.93
2014-04-16	BUY	364	255.8	409.69	188.08	-93,708.97	0
2014-04-23	SELL	364	265.2	424.74	194.83	95,913.22	2,204.25
2014-05-07	BUY	344	276.4	418.36	191.45	-95,691.41	0
2014-05-15	SELL	344	264.5	400.35	183.38	90,404.28	-5,287.13
2014-06-05	BUY	315	285.9	396.26	182.22	-90,636.97	0
2014-06-12	SELL	315	299.3	414.83	190.92	93,673.75	3,036.77
2014-06-24	BUY	309	300.9	409.1	187.73	-93,574.93	0
2014-07-02	SELL	309	296.1	402.58	184.8	90,907.53	-2,667.4
2014-07-17	BUY	317	285.1	397.66	183.55	-90,957.9	0
2014-07-24	SELL	317	307.5	428.9	198.04	96,850.56	5,892.65
2014-08-12	BUY	291	330.9	423.68	194.39	-96,909.98	0
2014-08-20	SELL	291	333.6	427.14	195.67	96,454.79	-455.19
2014-09-02	BUY	282	338.9	420.51	192.58	-96,182.88	0
2014-09-09	SELL	282	338.9	420.51	192.92	94,956.37	-1,226.52
2014-09-16	BUY	273	345.7	415.25	190.77	-94,982.12	0
2014-09-23	SELL	273	380.7	457.3	210.1	103,263.7	8,281.58
2014-09-29	BUY	262	392.2	452.13	207.51	-103,416.04	0
2014-10-13	SELL	262	374.7	431.95	197.92	97,541.53	-5,874.51
2014-10-28	BUY	255	379.7	426.02	195.17	-97,444.69	0
2014-11-05	SELL	255	358.5	402.24	184.32	90,830.94	-6,613.75
2015-01-12	BUY	254	355.9	397.75	186.63	-90,982.99	0
2015-01-19	SELL	254	355.5	397.31	186.98	89,712.71	-1,270.27
2015-02-12	BUY	252	352.5	390.85	182.73	-89,403.59	0
2015-02-22	SELL	252	333.1	369.34	172.18	83,399.68	-6,003.91
2015-03-29	BUY	239	348	365.96	169.78	-83,707.74	0
2015-04-05	SELL	239	348	365.96	168.75	82,637.3	-1,070.44
2015-12-02	BUY	303	271.1	361.43	172.75	-82,677.48	0
2015-12-07	SELL	303	267.4	356.5	169.65	80,496.05	-2,181.43
2016-01-18	BUY	308	259.5	351.67	170.67	-80,448.34	0
2016-01-21	SELL	308	269.8	365.63	174.66	82,558.11	2,109.77
2016-04-24	BUY	330	248.6	360.97	177.76	-82,576.73	0
2016-04-27	SELL	330	251	364.45	177.42	82,288.13	-288.6
2016-05-11	BUY	324	252.1	359.39	172.98	-82,212.77	0
2016-05-16	SELL	324	252	359.25	172.71	81,116.04	-1,096.73
2016-05-24	BUY	314	256.7	354.66	170.6	-81,129.06	0
2016-05-29	SELL	314	255.2	352.58	170.19	79,610.03	-1,519.03
2016-10-25	BUY	277	285	347.36	164.55	-79,456.91	0