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

#237 · Kalman milestone + Flow: NVI

Full-history NAV৳55,661

Net return -44.3% · drawdown 47.3% · 103 closed positions

2024 onward NAV৳80,292

Net return -19.7% · drawdown 22.9% · 13 closed positions

2024 stress NAV৳64,790

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

Variant 0; fixed stop 4.0%; maximum 5 sessions; gate EMA 50; continuous signal; exit EMA 200 break; trailing arms at 5.0%, distance 2.0%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳55,661

Unsettled৳0

Holdings৳0

NAV৳55,661

Realized P&L৳-44,339

Unrealized P&L৳0

Fees৳70,074

Friction৳32,650

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 #237

207 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
2012-03-27	SELL	498	182.87	400.7	185.1	90,482.46	3,874.3
2012-04-01	BUY	459	196	395.84	182.22	-90,542.06	0
2012-04-04	SELL	459	185.5	374.64	172.13	84,597.74	-5,944.33
2012-04-09	BUY	429	195.9	369.78	169.69	-84,580.57	0
2012-04-16	SELL	429	212.1	400.36	183.3	90,407.24	5,826.67
2012-04-19	BUY	420	214	395.47	180.9	-90,456.37	0
2012-04-25	SELL	420	221.2	408.78	186.93	92,308.3	1,851.93
2012-06-10	BUY	448	204.4	402.91	187.29	-92,161.41	0
2012-06-17	SELL	448	200.1	394.44	183.62	89,066.75	-3,094.66
2012-11-01	BUY	508	174.2	389.37	183.56	-89,066.53	0
2012-11-06	SELL	508	168.4	376.41	177.73	84,993.06	-4,073.47
2012-11-19	BUY	491	172.1	371.8	174.61	-85,047.51	0
2012-11-22	SELL	491	169.1	365.32	171.21	82,491.56	-2,555.95
2013-02-06	BUY	474	172.8	360.39	172.12	-82,439.71	0
2013-02-11	SELL	474	165.9	346	163.55	78,127.05	-4,312.67
2013-05-15	BUY	502	154.7	341.7	170.32	-78,171.42	0
2013-05-20	SELL	502	166.2	367.1	180.93	82,884.37	4,712.95
2013-05-26	BUY	503	163.7	362.3	175.27	-82,878.67	0
2013-06-02	SELL	503	173.9	384.88	183.67	86,903.15	4,024.48
2013-06-09	BUY	489	176.5	379.76	177.96	-86,866.22	0
2013-06-12	SELL	489	178.1	383.2	178.86	86,528.84	-337.38
2013-06-26	BUY	449	191.6	378.52	175.7	-86,582.62	0
2013-07-02	SELL	449	183.9	363.31	168.11	82,039.67	-4,542.95
2013-07-14	BUY	385	211.5	358.28	164.56	-81,950.34	0
2013-07-17	SELL	385	232.5	393.86	180.45	88,938.19	6,987.86
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
2013-08-22	BUY	435	203.4	389.31	178.91	-89,047.21	0
2013-08-27	SELL	435	209.8	401.56	184.83	90,676.61	1,629.39
2013-09-02	BUY	419	214.7	395.82	181.78	-90,536.9	0
2013-09-09	SELL	419	204.3	376.65	172.61	85,052.45	-5,484.46
2013-09-10	BUY	1	204.5	0.9	0.41	-205.81	0
2013-09-15	SELL	1	204.3	0.9	0.41	202.99	-2.82
2013-11-05	BUY	435	194.6	372.46	176.3	-85,199.77	0
2013-11-10	SELL	435	196.8	376.68	177.13	85,054.2	-145.57
2013-11-13	BUY	434	194.6	371.61	174.07	-85,002.08	0
2013-11-20	SELL	434	215.3	411.14	191.54	92,837.52	7,835.44
2013-11-26	BUY	461	200	405.68	187.67	-92,793.35	0
2013-12-03	SELL	461	204.8	415.42	192.16	93,805.22	1,011.87
2014-01-09	BUY	447	208.7	410.47	192.75	-93,892.12	0
2014-01-19	SELL	447	208.3	409.68	192.21	92,508.21	-1,383.92
2014-01-22	BUY	440	208.7	404.04	189.09	-92,421.14	0
2014-01-29	SELL	440	211.5	409.46	190.74	92,459.8	38.66
2014-02-04	BUY	438	210.1	404.9	188.24	-92,616.95	0
2014-02-11	SELL	438	209.3	403.36	186.94	91,083.09	-1,533.85
2014-03-03	BUY	410	220.3	397.42	183.68	-90,904.1	0
2014-03-06	SELL	410	214.7	387.32	178.72	87,460.96	-3,443.14
2014-04-02	BUY	395	220	382.36	177.47	-87,459.83	0
2014-04-08	SELL	197	253	219.3	100.52	49,521.18	5,901.97
2014-04-09	SELL	198	247.9	215.97	98.87	48,769.36	4,928.73
2014-04-16	BUY	382	255.8	429.95	197.48	-98,343.02	0
2014-04-21	SELL	382	252.7	424.74	194.88	95,911.78	-2,431.24
2014-04-27	BUY	359	265.8	419.86	192.24	-96,034.3	0
2014-05-05	SELL	359	267.9	423.17	193.66	95,559.26	-475.04
2014-05-08	BUY	348	272.6	417.41	191.04	-95,473.24	0
2014-05-18	SELL	348	262.2	401.48	184.01	90,660.11	-4,813.13
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
2014-08-18	SELL	291	335.8	429.96	197.07	97,090.77	180.79
2014-09-02	BUY	284	338.9	423.49	193.95	-96,865.04	0
2014-09-09	SELL	284	338.9	423.49	194.3	95,629.81	-1,235.24
2014-09-16	BUY	275	345.7	418.3	192.18	-95,677.98	0
2014-09-23	SELL	275	380.7	460.65	211.66	104,020.19	8,342.22
2014-09-29	BUY	264	392.2	455.58	209.11	-104,205.49	0
2014-10-13	SELL	264	374.7	435.25	199.44	98,286.11	-5,919.38
2014-10-28	BUY	257	379.7	429.36	196.71	-98,208.98	0
2014-11-03	SELL	257	361.6	408.9	187.39	92,334.91	-5,874.07
2015-01-12	BUY	258	355.9	404.02	189.66	-92,415.88	0
2015-01-19	SELL	258	355.5	403.56	190.03	91,125.41	-1,290.47
2015-02-12	BUY	257	352.5	398.61	186.46	-91,177.57	0
2015-02-22	SELL	257	333.1	376.67	175.68	85,054.35	-6,123.22
2015-03-29	BUY	242	348	370.55	171.96	-84,758.51	0
2015-04-05	SELL	242	348	370.55	170.89	83,674.56	-1,083.95
2015-12-02	BUY	307	271.1	366.2	175.14	-83,769.04	0
2015-12-07	SELL	307	267.4	361.2	171.99	81,558.6	-2,210.44
2016-01-18	BUY	313	259.5	357.38	173.62	-81,754.5	0
2016-01-21	SELL	313	269.8	371.57	177.63	83,898.2	2,143.7
2016-04-24	BUY	335	248.6	366.44	180.67	-83,828.1	0