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: -3.6%. 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

#239 · MACD

Full-history NAV৳53,519

Net return -46.5% · drawdown 49.4% · 157 closed positions

2024 onward NAV৳95,337

Net return -4.7% · drawdown 26.6% · 21 closed positions

2024 stress NAV৳74,918

Net return -25.1% · drawdown 42.6% · 17 closed positions

Variant 0; fixed stop 10.0%; maximum 10 sessions; gate EMA 50; continuous signal; exit any bearish; trailing arms at 2.0%, distance 1.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳53,519

Unsettled৳0

Holdings৳0

NAV৳53,519

Realized P&L৳-46,481

Unrealized P&L৳0

Fees৳94,041

Friction৳43,735

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳4.37e-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 #239

314 fills, including partial sales. Page 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2014-08-04	BUY	231	310.8	315.9	145.05	-72,255.75	0
2014-08-10	SELL	231	327.69	333.06	152.68	75,210.65	2,954.9
2014-08-13	BUY	220	339.2	328.35	150.28	-75,102.62	0
2014-08-19	SELL	220	338.2	327.38	149.73	73,926.89	-1,175.73
2014-08-24	BUY	226	325.3	323.48	147.86	-73,989.13	0
2014-08-27	SELL	226	325.5	323.68	147.92	73,091.41	-897.73
2014-09-23	BUY	190	380.7	318.27	145.75	-72,797.02	0
2014-09-28	SELL	190	395.8	330.89	151.52	74,719.97	1,922.96
2014-10-01	BUY	194	384.2	327.95	150.04	-75,012.79	0
2014-10-14	SELL	194	372.6	318.05	145.39	71,820.96	-3,191.83
2014-12-04	BUY	202	352.6	313.39	144.61	-71,683.2	0
2014-12-10	SELL	202	358.08	318.26	147.1	71,867.4	184.2
2014-12-22	BUY	200	357.6	314.69	145.72	-71,980.41	0
2015-01-07	SELL	200	364	320.32	149.19	72,330.49	350.08
2015-01-12	BUY	202	355.9	316.32	147.47	-72,355.6	0
2015-01-15	SELL	202	360	319.97	149.62	72,250.41	-105.18
2015-02-12	BUY	203	352.5	314.85	146.41	-72,018.76	0
2015-02-26	SELL	203	337.9	301.81	140.1	68,151.79	-3,866.97
2015-03-18	BUY	200	340	299.2	138.66	-68,437.86	0
2015-03-30	SELL	200	356.4	313.63	144.85	70,821.52	2,383.66
2015-04-02	BUY	199	353	309.09	142.28	-70,698.37	0
2015-04-15	SELL	199	346.5	303.4	139.48	68,510.62	-2,187.75
2015-06-14	BUY	203	335	299.22	137.5	-68,441.72	0
2015-06-24	SELL	203	323.8	289.22	132.79	65,309.39	-3,132.34
2015-07-02	BUY	197	330.1	286.13	131.6	-65,447.43	0
2015-07-14	SELL	197	346.3	300.17	138.07	67,783.25	2,335.82
2015-07-23	BUY	201	334.6	295.92	136	-67,686.52	0
2015-08-02	SELL	201	330	291.85	133.9	65,904.25	-1,782.27
2015-12-01	BUY	245	267.9	288.8	136.66	-66,060.95	0
2015-12-06	SELL	245	272	293.22	138.41	66,208.38	147.42
2016-01-18	BUY	253	259.5	288.88	138.6	-66,080.98	0
2016-01-21	SELL	253	269.8	300.34	142.23	67,816.83	1,735.85
2016-01-26	BUY	253	266.5	296.67	139.98	-67,861.15	0
2016-02-01	SELL	253	257	286.09	134.53	64,600.38	-3,260.78
2016-04-24	BUY	258	248.6	282.21	136.64	-64,557.65	0
2016-05-09	SELL	258	249.8	283.57	135.54	64,029.29	-528.37
2016-05-12	BUY	253	251.1	279.52	132.86	-63,940.69	0
2016-05-22	SELL	253	255.2	284.09	135.12	64,146.4	205.71
2016-05-26	BUY	251	254	280.52	133.69	-64,168.2	0
2016-05-31	SELL	251	257	283.83	135.53	64,087.64	-80.57
2016-07-12	BUY	249	255.8	280.25	134.04	-64,108.49	0
2016-07-19	SELL	249	258.39	283.09	134.74	63,921.27	-187.22
2016-07-24	BUY	242	263	280.04	132	-64,058.04	0
2016-07-27	SELL	242	278	296.01	138.38	66,841.6	2,783.56
2016-08-01	BUY	240	276.6	292.09	135.35	-66,811.44	0
2016-08-10	SELL	240	267.9	282.9	130.91	63,882.19	-2,929.25
2016-09-26	BUY	237	268.1	279.57	134.37	-63,953.65	0
2016-10-05	SELL	237	271.46	283.08	135.13	63,917.34	-36.3
2016-10-10	BUY	235	269.8	278.97	133.05	-63,815.02	0
2016-10-25	SELL	235	282.15	291.74	137.31	65,876.2	2,061.18
2016-10-30	BUY	236	277	287.64	135.1	-65,794.74	0
2016-11-02	SELL	236	278.5	289.19	135.84	65,300.96	-493.77
2016-11-09	BUY	231	281.3	285.91	133.88	-65,400.09	0
2016-11-14	SELL	231	280	284.59	133.06	64,262.35	-1,137.75
2016-11-21	BUY	222	287.1	280.44	130.7	-64,147.34	0
2016-11-30	SELL	222	289.9	283.17	131.48	63,943.15	-204.19
2017-01-08	BUY	221	288	280.05	130.59	-64,058.64	0
2017-01-17	SELL	221	292.05	283.99	131.9	64,127.16	68.52
2017-01-22	BUY	214	298	280.6	130.06	-64,182.66	0
2017-01-25	SELL	214	304.92	287.11	132.69	64,833.07	650.42
2017-01-30	BUY	212	303	282.64	130.32	-64,648.96	0
2017-02-05	SELL	212	306.5	285.9	131.97	64,560.13	-88.83
2017-02-08	BUY	211	304.6	282.79	130.58	-64,683.97	0
2017-02-15	SELL	211	317.2	294.48	136.14	66,497.73	1,813.76
2017-02-20	BUY	207	318.8	290.36	134.17	-66,416.13	0
2017-02-27	SELL	207	315.1	286.99	132.95	64,805.76	-1,610.37
2017-03-30	BUY	195	330	283.14	131.99	-64,765.13	0
2017-04-04	SELL	195	346.5	297.3	138.01	67,132.2	2,367.06
2017-04-09	BUY	193	345	292.97	135.72	-67,013.69	0
2017-04-17	SELL	193	337	286.18	132.64	64,622.18	-2,391.51
2017-06-05	BUY	192	336	283.85	134.56	-64,930.42	0
2017-06-13	SELL	192	331.1	279.71	132	63,159.48	-1,770.93
2017-06-21	BUY	186	335.8	274.82	129.13	-62,862.75	0
2017-07-06	SELL	186	353.13	289	134.07	65,259.66	2,396.92
2017-07-11	BUY	187	348.3	286.58	132.25	-65,550.93	0
2017-07-17	SELL	187	370.9	305.18	140.29	68,912.83	3,361.9
2017-07-20	BUY	185	370	301.18	138.31	-68,889.49	0
2017-07-30	SELL	185	376.7	306.63	140.73	69,242.14	352.65
2017-08-06	BUY	184	373.2	302.14	138.62	-69,109.56	0
2017-08-09	SELL	184	376.5	304.81	140.02	68,831.16	-278.4
2017-08-20	BUY	175	391.6	301.53	138.81	-68,970.34	0
2017-08-24	SELL	175	388.4	299.07	137.78	67,533.15	-1,437.19
2017-09-10	BUY	164	408	294.41	136.12	-67,342.53	0
2017-09-13	SELL	164	415	299.46	138.13	67,622.41	279.88
2017-09-18	BUY	162	414.5	295.46	136.17	-67,580.63	0
2017-09-21	SELL	162	413.7	294.89	135.83	66,588.68	-991.94
2017-10-12	BUY	154	430	291.37	134.45	-66,645.82	0
2017-10-18	SELL	154	422.1	286.01	132.33	64,585.06	-2,060.76
2017-10-25	BUY	146	440	282.66	130.37	-64,653.02	0
2017-10-30	SELL	146	442	283.94	131.01	64,117.05	-535.98
2017-11-02	BUY	145	438.2	279.57	129.08	-63,947.65	0
2017-11-07	SELL	145	444.5	283.59	130.88	64,038.03	90.37
2017-11-12	BUY	139	457.5	279.81	128.98	-64,001.29	0
2017-11-15	SELL	139	500	305.8	140.6	69,053.6	5,052.31
2017-11-20	BUY	140	489.5	301.53	138.43	-68,969.97	0
2017-11-26	SELL	140	476.2	293.34	134.64	66,240.02	-2,729.94
2018-01-03	BUY	137	481	289.95	133.74	-66,320.69	0
2018-01-11	SELL	137	472.2	284.64	131.47	64,275.29	-2,045.4
2018-01-17	BUY	134	477.2	281.36	129.71	-64,355.86	0
2018-01-25	SELL	134	504.9	297.69	136.98	67,221.94	2,866.07

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