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 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2016-04-27	SELL	335	251	369.97	180.29	83,534.74	-293.36
2016-05-11	BUY	329	252.1	364.94	175.8	-83,481.64	0
2016-05-16	SELL	329	252	364.8	175.53	82,367.68	-1,113.96
2016-05-24	BUY	319	256.7	360.3	173.47	-82,421.08	0
2016-05-29	SELL	319	255.2	358.2	173.06	80,877.54	-1,543.53
2016-10-25	BUY	282	285	353.63	167.64	-80,891.27	0
2016-10-31	SELL	282	273.6	339.48	160.36	76,655.36	-4,235.91
2016-11-06	BUY	272	279.9	334.98	158.22	-76,626.01	0
2016-11-13	SELL	272	277.1	331.63	155.77	74,883.8	-1,742.21
2016-11-21	BUY	259	287.1	327.18	153.12	-74,839.2	0
2016-11-28	SELL	259	286	325.93	151.86	73,596.22	-1,242.98
2016-12-01	BUY	258	283.9	322.28	150.01	-73,718.49	0
2016-12-08	SELL	258	290	329.21	153.28	74,337.51	619.02
2017-07-05	BUY	208	355	324.9	151.17	-74,316.07	0
2017-07-10	SELL	208	340	311.17	143.9	70,264.94	-4,051.13
2017-07-13	BUY	196	354.8	305.98	141.24	-69,988.02	0
2017-07-18	SELL	196	367.5	316.93	145.7	71,567.37	1,579.35
2017-07-27	BUY	190	375.5	313.92	144.14	-71,803.06	0
2017-08-06	SELL	190	373.2	312	143.18	70,452.82	-1,350.23
2017-08-13	BUY	183	381.6	307.26	141.15	-70,281.21	0
2017-08-22	SELL	183	391.1	314.91	145.17	71,111.21	830
2017-09-06	BUY	176	401.7	311.08	144.15	-71,154.43	0
2017-09-11	SELL	176	426.3	330.13	152.6	74,546.08	3,391.65
2017-09-14	BUY	175	423.1	325.79	150.29	-74,518.57	0
2017-09-21	SELL	175	413.7	318.55	146.89	71,932.07	-2,586.51
2017-11-13	BUY	151	472.9	314.19	145	-71,867.09	0
2017-11-16	SELL	151	484	321.57	147.85	72,614.59	747.49
2017-11-23	BUY	150	483	318.78	146.42	-72,915.2	0
2017-11-28	SELL	150	463.68	306.03	140.5	69,105.47	-3,809.73
2018-01-18	BUY	142	482.5	301.47	139.27	-68,955.73	0
2018-01-25	SELL	142	505.8	316.02	145.52	71,362.06	2,406.32
2018-01-30	BUY	139	511	312.53	143.66	-71,485.19	0
2018-02-05	SELL	139	490.56	300.03	137.74	67,750.08	-3,735.11
2018-02-13	BUY	132	507.9	294.99	135.39	-67,473.18	0
2018-02-22	SELL	132	494.9	287.44	131.9	64,907.46	-2,565.72
2018-04-19	BUY	131	493	284.17	131.81	-64,998.98	0
2018-04-24	SELL	131	473.28	272.8	126.15	61,600.74	-3,398.24
2018-10-28	BUY	160	383	269.63	125.46	-61,675.09	0
2018-10-31	SELL	160	380.5	267.87	124.58	60,487.55	-1,187.54
2019-01-01	BUY	162	370	263.74	124.47	-60,328.21	0
2019-01-06	SELL	162	367.7	262.1	123.65	59,181.66	-1,146.55
2019-01-09	BUY	154	382	258.84	120.96	-59,207.8	0
2019-01-14	SELL	154	391	264.94	123.16	59,825.9	618.1
2019-01-23	BUY	152	391	261.5	121.08	-59,814.58	0
2019-01-30	SELL	152	414.4	277.15	127.61	62,584.04	2,769.46
2019-02-04	BUY	157	396	273.56	125.6	-62,571.16	0
2019-02-11	SELL	157	405	279.77	128.53	63,176.7	605.54
2019-03-25	BUY	157	401.4	277.29	128.3	-63,425.39	0
2019-04-02	SELL	157	417	288.06	133.2	65,047.74	1,622.35
2019-09-23	BUY	179	361	284.32	132.39	-65,035.72	0
2019-09-26	SELL	179	360	283.54	131.44	64,025.03	-1,010.69
2020-07-21	BUY	259	245.9	280.23	131.41	-64,099.74	0
2020-07-26	SELL	259	251	286.04	133.19	64,589.78	490.04
2020-07-29	BUY	251	255	281.62	130.44	-64,417.06	0
2020-08-04	SELL	251	264.8	292.45	135.13	66,037.23	1,620.17
2020-08-09	BUY	258	255	289.48	133.4	-66,212.88	0
2020-08-13	SELL	258	290	329.21	151.72	74,339.07	8,126.19
2020-08-18	BUY	256	288	324.4	149.29	-74,201.69	0
2020-08-25	SELL	256	301.7	339.83	156.3	76,739.06	2,537.37
2020-08-31	BUY	242	315	335.41	154.14	-76,719.56	0
2020-09-07	SELL	242	320.6	341.37	156.8	77,087.03	367.47
2020-10-18	BUY	224	342	337.08	157.6	-77,102.68	0
2020-10-25	SELL	224	328.9	324.16	152.35	73,197.09	-3,905.58
2020-12-09	BUY	218	334.1	320.47	150.73	-73,304.99	0
2020-12-17	SELL	218	356.7	342.15	159.89	77,258.57	3,953.57
2021-01-14	BUY	207	370	337	155.89	-77,082.88	0
2021-01-19	SELL	207	383.18	349	161.3	78,807.96	1,725.08
2021-01-31	BUY	206	380	344.43	159.24	-78,783.67	0
2021-02-07	SELL	206	385	348.96	161.83	78,799.21	15.53
2021-05-12	BUY	226	346.2	344.26	164.11	-78,749.57	0
2021-05-20	SELL	226	343	341.08	161.13	77,015.79	-1,733.78
2021-05-25	BUY	225	341.1	337.69	159.26	-77,244.45	0
2021-06-02	SELL	225	346.5	343.04	161.2	77,458.26	213.81
2021-06-10	BUY	221	347.1	337.52	158.71	-77,205.33	0
2021-06-17	SELL	221	343.6	334.12	157.13	75,444.35	-1,760.98
2022-01-13	BUY	210	357.1	329.96	157.83	-75,478.79	0
2022-01-20	SELL	210	359.2	331.9	159.2	74,940.9	-537.88
2022-02-09	BUY	207	359.5	327.43	158.43	-74,902.36	0
2022-02-16	SELL	207	357	325.16	157.95	73,415.89	-1,486.47
2022-08-08	BUY	241	302.9	321.2	150.84	-73,470.94	0
2022-08-14	SELL	241	288	305.4	143.14	68,959.46	-4,511.47
2024-06-27	BUY	291	236.2	302.43	147.2	-69,183.83	0
2024-07-03	SELL	291	239.9	307.17	148.24	69,355.49	171.66
2024-07-08	BUY	274	251	302.61	145.38	-69,221.98	0
2024-07-11	SELL	274	247	297.78	142.03	67,238.19	-1,983.79
2024-07-24	BUY	269	248.2	293.77	139.69	-67,199.26	0
2024-07-29	SELL	269	257	304.19	144.56	68,684.26	1,485
2024-08-15	BUY	179	381	300.08	137.34	-68,636.42	0
2024-08-20	SELL	179	353	278.02	126.95	62,782.03	-5,854.39
2024-08-25	BUY	176	354	274.14	125.07	-62,703.21	0
2024-08-29	SELL	176	348.9	270.19	123.22	61,012.99	-1,690.22
2025-09-03	BUY	195	311.5	267.27	125.56	-61,135.33	0
2025-09-08	SELL	195	308.5	264.69	124.83	59,767.97	-1,367.35
2026-01-27	BUY	223	267.1	262.08	123.93	-59,949.31	0
2026-02-01	SELL	223	267.1	262.08	123.46	59,177.76	-771.55
2026-02-16	BUY	211	278	258.1	120.75	-59,036.84	0
2026-02-19	SELL	211	267	247.88	115.71	55,973.41	-3,063.43
2026-06-09	BUY	226	246	244.62	116.86	-55,957.48	0
2026-06-14	SELL	226	248	246.61	117.65	55,683.74	-273.75
2026-06-17	BUY	221	250.9	243.98	116.09	-55,808.96	0

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