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 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2017-07-05	BUY	248	355	387.38	181.05	-88,608.42	0
2017-07-10	SELL	248	340	371.01	172.13	83,776.86	-4,831.56
2017-07-13	BUY	235	354.8	366.86	169.85	-83,914.72	0
2017-07-18	SELL	235	367.5	380	175.09	85,807.42	1,892.7
2017-07-27	BUY	227	375.5	375.05	172.54	-85,786.09	0
2017-08-06	SELL	227	373.2	372.75	171.38	84,172.27	-1,613.83
2017-08-13	BUY	219	381.6	367.71	169.27	-84,107.38	0
2017-08-22	SELL	219	391.1	376.86	174.21	85,099.83	992.45
2017-09-10	BUY	207	408	371.61	172.57	-85,000.17	0
2017-09-13	SELL	207	415	377.98	175	85,352.01	351.84
2017-11-13	BUY	180	472.9	374.54	173.35	-85,669.88	0
2017-11-16	SELL	180	484	383.33	176.62	86,560.05	890.16
2017-11-23	BUY	178	483	378.29	174.08	-86,526.37	0
2017-11-28	SELL	178	463.68	363.15	167.04	82,004.85	-4,521.52
2018-01-23	BUY	164	496	357.91	165.69	-81,867.6	0
2018-01-30	SELL	164	511	368.74	169.84	83,265.42	1,397.82
2018-04-19	BUY	168	493	364.43	170	-83,358.43	0
2018-04-24	SELL	168	473.28	349.85	162.55	78,998.64	-4,359.79
2018-08-29	BUY	200	391.5	344.52	161.46	-78,805.98	0
2018-09-04	SELL	200	385.6	339.33	158.89	76,621.78	-2,184.2
2018-09-09	BUY	198	384	334.54	156.48	-76,523.02	0
2018-09-12	SELL	198	380.2	331.23	154.92	74,793.45	-1,729.57
2018-10-28	BUY	195	383	328.61	153.67	-75,167.28	0
2018-10-31	SELL	195	380.5	326.47	152.58	73,718.45	-1,448.84
2019-01-01	BUY	197	370	320.72	152.57	-73,363.29	0
2019-01-06	SELL	197	367.7	318.72	151.54	71,966.63	-1,396.66
2019-01-09	BUY	188	382	315.99	148.55	-72,280.54	0
2019-01-14	SELL	188	391	323.44	151.09	73,033.47	752.93
2019-01-23	BUY	185	391	318.27	147.95	-72,801.22	0
2019-01-30	SELL	185	414.4	337.32	155.75	76,170.93	3,369.71
2019-02-04	BUY	191	396	332.8	153.13	-76,121.93	0
2019-02-11	SELL	191	405	340.36	156.72	76,857.92	735.99
2019-03-25	BUY	191	401.4	337.34	156.68	-77,161.42	0
2019-04-02	SELL	191	417	350.45	162.64	79,133.91	1,972.49
2019-09-23	BUY	217	361	344.68	161.31	-78,842.99	0
2019-09-26	SELL	217	360	343.73	160	77,616.27	-1,226.72
2020-07-19	BUY	318	243	340.01	161.74	-77,775.74	0
2020-07-22	SELL	318	246.5	344.9	162.55	77,879.55	103.8
2020-07-27	BUY	298	259.9	340.78	158.92	-77,949.9	0
2020-07-30	SELL	298	255	334.36	155.26	75,500.39	-2,449.51
2020-08-09	BUY	294	255	329.87	152.31	-75,452.17	0
2020-08-13	SELL	294	290	375.14	173.22	84,711.64	9,259.46
2020-08-18	BUY	292	288	370.02	170.58	-84,636.6	0
2020-08-25	SELL	292	301.7	387.62	178.57	87,530.2	2,893.6
2020-08-31	BUY	276	315	382.54	176.07	-87,498.61	0
2020-09-07	SELL	276	320.6	389.34	179.09	87,917.18	418.57
2020-10-18	BUY	256	342	385.23	180.83	-88,118.06	0
2020-10-25	SELL	256	328.9	370.47	174.92	83,653	-4,465.06
2020-12-09	BUY	248	334.1	364.57	172.26	-83,393.63	0
2020-12-17	SELL	248	356.7	389.23	182.57	87,889.8	4,496.17
2021-01-18	BUY	232	377	384.84	178.47	-88,027.31	0
2021-01-25	SELL	232	372.2	379.94	175.81	85,794.65	-2,232.65
2021-01-31	BUY	224	380	374.53	173.41	-85,667.94	0
2021-02-07	SELL	224	385	379.46	176.27	85,684.27	16.33
2021-04-21	BUY	251	340.2	375.72	179.82	-85,945.74	0
2021-04-28	SELL	251	338.8	374.17	179.58	84,485.05	-1,460.68
2021-05-16	BUY	242	346.6	369.06	176.25	-84,422.51	0
2021-05-23	SELL	242	342.9	365.12	172.81	82,443.87	-1,978.64
2021-05-30	BUY	235	348.4	360.25	169.98	-82,404.22	0
2021-06-06	SELL	235	351.9	363.86	171.06	82,161.58	-242.64
2021-06-10	BUY	235	347.1	358.9	169.12	-82,096.52	0
2021-06-17	SELL	235	343.6	355.28	167.44	80,223.27	-1,873.24
2021-11-28	BUY	221	360	350.06	171.4	-80,081.46	0
2021-12-01	SELL	221	359	349.09	171.36	78,818.54	-1,262.92
2022-01-13	BUY	220	357.1	345.67	165.73	-79,073.41	0
2022-01-20	SELL	220	359.2	347.71	167.19	78,509.1	-564.3
2022-02-09	BUY	217	359.5	343.25	166.57	-78,521.32	0
2022-02-16	SELL	217	357	340.86	166.1	76,962.04	-1,559.28
2022-04-27	BUY	234	326.4	336.06	163.1	-76,876.76	0
2022-05-08	SELL	234	320.1	329.57	157.85	74,415.97	-2,460.79
2022-08-08	BUY	244	302.9	325.19	152.78	-74,385.57	0
2022-08-14	SELL	244	288	309.2	144.98	69,817.82	-4,567.75
2024-06-27	BUY	294	236.2	305.55	148.82	-69,897.17	0
2024-07-03	SELL	294	239.9	310.33	149.86	70,070.41	173.24
2024-07-08	BUY	277	251	305.92	147.05	-69,979.97	0
2024-07-11	SELL	277	247	301.04	143.66	67,974.3	-2,005.67
2024-07-24	BUY	272	248.2	297.05	141.31	-67,948.76	0
2024-07-29	SELL	272	257	307.58	146.24	69,450.18	1,501.42
2024-08-15	BUY	181	381	303.43	138.89	-69,403.32	0
2024-08-20	SELL	181	353	281.13	128.37	63,483.5	-5,919.82
2024-08-25	BUY	178	354	277.25	126.5	-63,415.75	0
2024-08-29	SELL	178	348.9	273.26	124.63	61,706.32	-1,709.44
2025-12-02	BUY	220	279	270.07	137.88	-61,787.95	0
2025-12-07	SELL	220	278.5	269.59	137.73	60,862.68	-925.27
2026-01-21	BUY	229	264.7	266.71	127.25	-61,010.26	0
2026-01-26	SELL	229	264.7	266.71	126.37	60,223.22	-787.05
2026-02-01	BUY	224	267.1	263.25	124.04	-60,217.69	0
2026-02-05	SELL	224	263	259.21	121.64	58,531.15	-1,686.54
2026-02-16	BUY	209	278	255.65	119.57	-58,477.22	0
2026-02-19	SELL	209	267	245.53	114.58	55,442.88	-3,034.34
2026-06-09	BUY	224	246	242.46	115.78	-55,462.23	0
2026-06-14	SELL	224	248	244.43	116.56	55,191.01	-271.23
2026-06-17	BUY	219	250.9	241.77	114.99	-55,303.86	0
2026-06-22	SELL	219	257.5	248.13	117.25	56,027.12	723.26
2026-06-25	BUY	216	257.5	244.73	114.93	-55,979.66	0
2026-06-30	SELL	216	260.5	247.58	115.68	55,904.74	-74.92
2026-07-28	BUY	214	259.8	244.63	114.71	-55,956.54	0
2026-08-02	SELL	214	260	244.82	115.27	55,279.92	-676.62