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

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

Full-history NAV৳55,311

Net return -44.7% · drawdown 52.8% · 99 closed positions

2024 onward NAV৳79,283

Net return -20.7% · drawdown 24.2% · 13 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 EMA 200 break; trailing arms at 5.0%, distance 2.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳55,311

Unsettled৳0

Holdings৳0

NAV৳55,311

Realized P&L৳-44,689

Unrealized P&L৳0

Fees৳72,782

Friction৳34,106

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳9.46e-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 #238

198 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
2012-01-11	SELL	491	176.5	381.31	176.03	86,104.16	-3,042.7
2012-03-20	BUY	495	172.8	376.36	174.05	-86,086.41	0
2012-03-27	SELL	495	182.87	398.29	183.97	89,937.4	3,850.99
2012-04-01	BUY	456	196	393.25	181.02	-89,950.27	0
2012-04-04	SELL	456	185.5	372.19	170.99	84,044.82	-5,905.45
2012-04-09	BUY	427	195.9	368.06	168.89	-84,186.25	0
2012-04-16	SELL	427	212.1	398.49	182.44	89,985.77	5,799.52
2012-04-19	BUY	417	214	392.65	179.6	-89,810.24	0
2012-04-25	SELL	417	221.2	405.86	185.58	91,648.96	1,838.72
2012-06-10	BUY	446	204.4	401.11	186.44	-91,749.95	0
2012-06-17	SELL	446	200.1	392.68	182.78	88,669.15	-3,080.81
2012-11-01	BUY	506	174.2	387.84	182.81	-88,715.85	0
2012-11-06	SELL	506	168.4	374.93	177	84,658.47	-4,057.38
2012-11-19	BUY	489	172.1	370.29	173.88	-84,701.07	0
2012-11-22	SELL	489	169.1	363.84	170.5	82,155.57	-2,545.5
2013-02-06	BUY	472	172.8	358.87	171.36	-82,091.83	0
2013-02-11	SELL	472	165.9	344.54	162.84	77,797.42	-4,294.41
2013-05-15	BUY	500	154.7	340.34	169.58	-77,859.92	0
2013-05-20	SELL	500	166.2	365.64	180.15	82,554.21	4,694.29
2013-05-26	BUY	501	163.7	360.86	174.53	-82,549.09	0
2013-06-02	SELL	501	173.9	383.35	182.91	86,557.65	4,008.55
2013-06-09	BUY	487	176.5	378.2	177.21	-86,510.92	0
2013-06-12	SELL	487	178.1	381.63	178.11	86,174.96	-335.96
2013-06-30	BUY	478	178.9	376.26	174.28	-86,064.74	0
2013-07-07	SELL	478	186.1	391.41	181.16	88,384.18	2,319.44
2013-07-14	BUY	415	211.5	386.2	177.52	-88,336.22	0
2013-07-17	SELL	415	232.5	424.55	194.63	95,868.32	7,532.1
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	469	203.4	419.74	193.05	-96,007.39	0
2013-08-27	SELL	469	209.8	432.94	199.48	97,763.78	1,756.39
2013-09-02	BUY	452	214.7	427	196.26	-97,667.65	0
2013-09-09	SELL	452	204.3	406.31	186.32	91,750.97	-5,916.69
2013-10-31	BUY	475	192	401.28	191.72	-91,793	0
2013-11-07	SELL	475	202.4	423.02	200.99	95,516	3,722.99
2013-11-13	BUY	488	194.6	417.85	196.45	-95,579.1	0
2013-11-20	SELL	488	215.3	462.29	216.03	104,388.08	8,808.98
2013-11-26	BUY	518	200	455.84	211.33	-104,267.17	0
2013-12-03	SELL	518	204.8	466.78	216.39	105,403.23	1,136.07
2014-01-09	BUY	502	208.7	460.98	217.32	-105,445.7	0
2014-01-19	SELL	502	208.3	460.09	216.68	103,889.82	-1,555.88
2014-01-23	BUY	487	212.1	454.49	213.13	-103,960.32	0
2014-01-30	SELL	487	212.3	454.92	212.28	102,722.9	-1,237.42
2014-02-04	BUY	486	210.1	449.28	209.38	-102,767.26	0
2014-02-11	SELL	486	209.3	447.57	207.87	101,064.36	-1,702.9
2014-03-03	BUY	455	220.3	441.04	204.21	-100,881.75	0
2014-03-06	SELL	455	214.7	429.83	198.66	97,060.01	-3,821.74
2014-04-09	BUY	389	247.9	424.31	195.58	-97,052.98	0
2014-04-15	SELL	389	256.76	439.47	202.12	99,238.05	2,185.07
2014-04-27	BUY	371	265.8	433.89	198.71	-99,244.41	0
2014-05-05	SELL	371	267.9	437.32	200.18	98,753.4	-491.01
2014-06-05	BUY	343	285.9	431.48	198.62	-98,693.8	0
2014-06-12	SELL	343	299.3	451.7	208.12	102,000.08	3,306.28
2014-08-04	BUY	326	310.8	445.81	205.55	-101,972.17	0
2014-08-11	SELL	326	340	487.7	224.27	110,128.04	8,155.87
2014-08-18	BUY	326	335.8	481.67	221	-110,173.47	0
2014-08-25	SELL	326	326.8	468.76	214.8	105,853.24	-4,320.23
2014-09-16	BUY	304	345.7	462.41	212.69	-105,767.89	0
2014-09-23	SELL	304	380.7	509.22	234.25	114,989.33	9,221.44
2014-09-29	BUY	292	392.2	503.9	231.53	-115,257.82	0
2014-10-13	SELL	292	374.7	481.41	220.78	108,710.2	-6,547.62
2015-01-12	BUY	303	355.9	474.49	223.98	-108,536.16	0
2015-01-19	SELL	303	355.5	473.95	224.52	107,018.03	-1,518.14
2015-02-12	BUY	302	352.5	468.4	220.2	-107,143.6	0
2015-02-22	SELL	302	333.1	442.62	207.37	99,946.21	-7,197.39
2015-03-29	BUY	285	348	436.39	203.25	-99,819.64	0
2015-04-05	SELL	285	348	436.39	201.78	98,541.83	-1,277.81
2015-12-02	BUY	361	271.1	430.62	207.75	-98,505.46	0
2015-12-07	SELL	361	267.4	424.74	203.86	95,902.8	-2,602.66
2015-12-08	BUY	1	257	1.13	0.51	-258.64	0
2015-12-13	SELL	1	256.3	1.13	0.51	254.66	-3.99
2016-01-17	BUY	371	257	419.53	207.38	-95,973.9	0
2016-01-20	SELL	371	274	447.28	216.79	100,989.94	5,016.03
2016-04-24	BUY	404	248.6	441.91	221.38	-101,097.69	0
2016-04-27	SELL	404	251	446.18	220.43	100,737.39	-360.3
2016-05-11	BUY	397	252.1	440.37	214.6	-100,738.67	0
2016-05-16	SELL	397	252	440.19	214.23	99,389.58	-1,349.09
2016-05-24	BUY	384	256.7	433.72	211.2	-99,217.72	0
2016-05-29	SELL	384	255.2	431.19	210.83	97,354.78	-1,862.93
2016-10-25	BUY	340	285	426.36	203.83	-97,530.19	0
2016-10-31	SELL	340	273.6	409.31	194.84	92,419.85	-5,110.34
2016-11-06	BUY	328	279.9	403.95	192.28	-92,403.43	0
2016-11-13	SELL	328	277.1	399.91	189.09	90,299.8	-2,103.63
2016-11-21	BUY	312	287.1	394.13	185.53	-90,154.87	0
2016-11-28	SELL	312	286	392.62	183.85	88,655.53	-1,499.33