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

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

Full-history NAV৳53,451

Net return -46.5% · drawdown 64.1% · 100 closed positions

2024 onward NAV৳76,841

Net return -23.2% · drawdown 26.2% · 13 closed positions

2024 stress NAV৳74,871

Net return -25.1% · drawdown 27.7% · 10 closed positions

Variant 0; fixed stop 6.0%; maximum 5 sessions; gate None; continuous signal; exit any bearish; trailing arms at 5.0%, distance 2.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳53,451

Unsettled৳0

Holdings৳0

NAV৳53,451

Realized P&L৳-46,549

Unrealized P&L৳0

Fees৳87,502

Friction৳41,156

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳7.28e-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 #240

200 fills, including partial sales. Page 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2017-07-05	BUY	295	355	460.79	216.48	-105,402.27	0
2017-07-10	SELL	295	340	441.32	205.54	99,653.14	-5,749.13
2017-07-11	BUY	1	348.3	1.53	0.7	-350.53	0
2017-07-18	SELL	1	370.9	1.63	0.74	368.53	18
2017-07-20	BUY	267	370	434.68	200.51	-99,425.19	0
2017-07-27	SELL	267	375.5	441.14	203.38	99,613.99	188.8
2017-07-30	BUY	1	376.7	1.66	0.75	-379.11	0
2017-08-06	SELL	1	373.2	1.64	0.75	370.81	-8.3
2017-08-13	BUY	260	381.6	436.55	201.43	-99,853.98	0
2017-08-20	SELL	260	391.6	447.99	207.49	101,160.52	1,306.54
2017-09-10	BUY	247	408	443.41	206.75	-101,426.17	0
2017-09-13	SELL	247	415	451.02	209.56	101,844.42	418.25
2017-11-13	BUY	214	472.9	445.28	206.79	-101,852.67	0
2017-11-16	SELL	214	484	455.73	210.52	102,909.74	1,057.07
2017-11-23	BUY	211	483	448.42	206.83	-102,568.25	0
2017-11-28	SELL	211	471	437.28	201.62	98,742.11	-3,826.14
2018-01-23	BUY	198	496	432.12	200.79	-98,840.9	0
2018-01-30	SELL	198	511	445.18	205.61	100,527.21	1,686.3
2018-04-19	BUY	203	493	440.35	206.51	-100,725.86	0
2018-04-24	SELL	203	485	433.2	202.32	97,819.48	-2,906.39
2018-08-29	BUY	248	391.5	427.2	201.66	-97,720.87	0
2018-09-06	SELL	248	388.5	423.93	199.86	95,724.21	-1,996.65
2018-09-11	BUY	250	380	418	196.89	-95,614.89	0
2018-09-16	SELL	250	373	410.3	194.03	92,645.67	-2,969.22
2018-10-28	BUY	241	383	406.13	191.17	-92,900.31	0
2018-10-31	SELL	241	380.5	403.48	189.8	91,107.22	-1,793.09
2019-01-01	BUY	244	370	397.23	190.98	-90,868.22	0
2019-01-08	SELL	244	374	401.53	191.14	90,663.33	-204.88
2019-01-13	BUY	231	390	396.4	186.59	-90,672.98	0
2019-01-20	SELL	231	375	381.15	178.35	86,065.5	-4,607.48
2019-01-23	BUY	219	391	376.77	175.85	-86,181.62	0
2019-01-28	SELL	219	398	383.51	178.42	86,600.07	418.45
2019-01-31	BUY	208	414	378.89	175.04	-86,665.93	0
2019-02-07	SELL	208	407	372.49	171.72	84,111.79	-2,554.14
2019-03-25	BUY	208	401.4	367.36	170.95	-84,029.52	0
2019-04-02	SELL	208	417	381.64	177.44	86,176.92	2,147.4
2019-09-23	BUY	237	361	376.45	176.64	-86,110.09	0
2019-09-26	SELL	237	360	375.41	175.12	84,769.47	-1,340.63
2020-07-19	BUY	347	243	371.01	177.2	-84,869.22	0
2020-07-26	SELL	347	251	383.23	179.88	86,533.89	1,664.68
2020-07-29	BUY	337	255	378.11	176.25	-86,489.36	0
2020-08-09	SELL	337	255	378.11	174.98	85,381.91	-1,107.46
2020-08-13	BUY	293	290	373.87	172.62	-85,516.49	0
2020-08-20	SELL	293	285	367.42	169.26	82,968.31	-2,548.18
2020-08-25	BUY	273	301.7	362.4	166.81	-82,893.31	0
2020-09-02	SELL	273	322	386.79	177.91	87,341.3	4,447.99
2020-09-09	BUY	256	339	381.85	175.66	-87,341.51	0
2020-09-16	SELL	256	345	388.61	179.11	87,752.29	410.78
2020-10-18	BUY	255	342	383.72	180.1	-87,773.83	0
2020-10-22	SELL	255	331.3	371.72	175.44	83,934.34	-3,839.48
2020-12-09	BUY	250	334.1	367.51	173.7	-84,066.21	0
2020-12-17	SELL	250	356.7	392.37	184.09	88,598.54	4,532.33
2021-01-18	BUY	233	377	386.5	179.25	-88,406.75	0
2021-01-21	SELL	233	377	386.5	178.84	87,275.66	-1,131.1
2021-01-31	BUY	228	380	381.22	176.56	-87,197.78	0
2021-02-03	SELL	228	369.7	370.88	172.21	83,748.5	-3,449.28
2021-04-21	BUY	245	340.2	366.74	175.31	-83,891.05	0
2021-04-28	SELL	245	338.8	365.23	175.06	82,465.71	-1,425.33
2021-05-16	BUY	236	346.6	359.91	171.67	-82,329.18	0
2021-05-19	SELL	236	344.1	357.31	169.63	80,680.65	-1,648.53
2021-05-25	BUY	235	341.1	352.7	166.61	-80,677.8	0
2021-06-02	SELL	235	346.5	358.28	168.61	80,900.6	222.8
2021-06-10	BUY	232	347.1	354.32	166.88	-81,048.4	0
2021-06-15	SELL	232	347.4	354.63	167.2	80,074.97	-973.43
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	219	357.1	344.1	164.94	-78,713.94	0
2022-01-20	SELL	219	359.2	346.13	166.39	78,152.28	-561.66
2022-02-09	BUY	216	359.5	341.67	165.75	-78,159.42	0
2022-02-14	SELL	216	358	340.24	167.05	76,820.71	-1,338.72
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
2022-08-17	SELL	244	287	308.12	143.96	69,575.92	-4,809.66
2024-06-27	BUY	293	236.2	304.51	148.28	-69,659.39	0
2024-07-03	SELL	293	239.9	309.28	149.32	69,832.1	172.72
2024-07-08	BUY	276	251	304.81	146.49	-69,727.31	0
2024-07-14	SELL	276	246	298.74	142.44	67,454.82	-2,272.49
2024-07-24	BUY	270	248.2	294.86	140.23	-67,449.09	0
2024-07-31	SELL	270	248	294.62	139.83	66,525.55	-923.54
2024-08-15	BUY	174	381	291.69	133.48	-66,719.18	0
2024-08-20	SELL	174	353	270.26	123.38	61,028.36	-5,690.82
2024-08-25	BUY	171	354	266.35	121.51	-60,921.86	0
2024-08-29	SELL	171	348.9	262.51	119.71	59,279.68	-1,642.18
2025-12-02	BUY	211	279	259.02	131.65	-59,259.67	0
2025-12-09	SELL	211	278.8	258.84	132.07	58,435.89	-823.78
2026-01-21	BUY	219	264.7	255.06	121.44	-58,345.81	0
2026-01-28	SELL	219	267.7	257.96	121.64	58,246.71	-99.1
2026-02-02	BUY	221	261.8	254.57	119.69	-58,232.07	0
2026-02-08	SELL	221	263.7	256.42	120.21	57,901.07	-331
2026-02-16	BUY	207	278	253.2	118.39	-57,917.6	0
2026-02-19	SELL	207	267	243.18	113.46	54,912.36	-3,005.24
2026-06-09	BUY	222	246	240.29	114.69	-54,966.99	0
2026-06-14	SELL	222	248	242.25	115.47	54,698.28	-268.71
2026-06-17	BUY	217	250.9	239.56	113.9	-54,798.75	0
2026-06-24	SELL	217	255	243.47	114.51	54,977.02	178.26
2026-06-29	BUY	210	259.5	239.78	112.13	-54,846.91	0
2026-07-07	SELL	210	259	239.32	111.64	54,039.04	-807.86
2026-07-28	BUY	207	259.8	236.63	110.85	-54,126.08	0
2026-08-04	SELL	207	259.3	236.17	111.13	53,327.8	-798.27