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: -3.9%. 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

#241 · Kalman milestone + Flow: NVI

Full-history NAV৳50,776

Net return -49.2% · drawdown 65.0% · 111 closed positions

2024 onward NAV৳79,031

Net return -21.0% · drawdown 24.9% · 14 closed positions

2024 stress NAV৳71,163

Net return -28.8% · drawdown 31.3% · 12 closed positions

Variant 0; fixed stop 10.0%; maximum 5 sessions; gate None; continuous signal; exit any bearish; trailing arms at 12.0%, distance 4.5%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳50,776

Unsettled৳0

Holdings৳0

NAV৳50,776

Realized P&L৳-49,224

Unrealized P&L৳0

Fees৳94,652

Friction৳44,418

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳5.82e-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 #241

222 fills, including partial sales. Page 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2016-05-24	BUY	421	256.7	475.51	233.03	-108,779.24	0
2016-05-29	SELL	421	255.2	472.73	232.71	106,733.76	-2,045.49
2016-10-25	BUY	372	285	466.49	224.05	-106,710.54	0
2016-10-30	SELL	372	277	453.39	216.91	102,373.69	-4,336.84
2016-11-06	BUY	364	279.9	448.29	214.44	-102,546.32	0
2016-11-10	SELL	364	279.1	447.01	212.6	100,932.79	-1,613.53
2016-11-21	BUY	349	287.1	440.87	208.38	-100,847.15	0
2016-11-28	SELL	349	286	439.18	206.36	99,168.46	-1,678.7
2016-12-01	BUY	347	283.9	433.46	203.39	-99,150.14	0
2016-12-08	SELL	347	290	442.77	207.85	99,979.38	829.23
2017-07-05	BUY	280	355	437.36	205.13	-100,042.49	0
2017-07-10	SELL	280	340	418.88	194.85	94,586.27	-5,456.22
2017-07-13	BUY	265	354.8	413.7	191.98	-94,627.68	0
2017-07-20	SELL	265	370	431.42	198.99	97,419.59	2,791.91
2017-07-27	BUY	257	375.5	424.62	195.66	-97,123.77	0
2017-08-06	SELL	257	373.2	422.01	194.32	95,296.06	-1,827.71
2017-08-13	BUY	249	381.6	418.08	192.79	-95,629.27	0
2017-08-22	SELL	249	391.1	428.49	198.53	96,756.88	1,127.62
2017-09-06	BUY	239	401.7	422.43	197.1	-96,625.82	0
2017-09-13	SELL	239	415	436.41	202.63	98,545.96	1,920.13
2017-11-13	BUY	207	472.9	430.72	199.88	-98,520.9	0
2017-11-16	SELL	207	484	440.83	203.53	99,543.64	1,022.74
2017-11-23	BUY	205	483	435.67	200.86	-99,651.53	0
2017-11-28	SELL	205	471	424.84	195.81	95,934.35	-3,717.18
2018-01-18	BUY	197	482.5	418.23	194.41	-95,665.14	0
2018-01-25	SELL	197	505.8	438.43	202.89	99,001.28	3,336.14
2018-01-30	BUY	193	511	433.94	200.34	-99,257.28	0
2018-02-04	SELL	193	500.9	425.36	196.07	96,052.26	-3,205.01
2018-02-13	BUY	188	507.9	420.13	193.62	-96,098.95	0
2018-02-22	SELL	188	494.9	409.38	188.61	92,443.21	-3,655.74
2018-04-19	BUY	186	493	403.47	188.73	-92,290.2	0
2018-04-26	SELL	186	476.9	390.29	181.4	88,131.7	-4,158.5
2018-08-29	BUY	224	391.5	385.86	181.49	-88,263.35	0
2018-09-06	SELL	224	388.5	382.91	179.89	86,461.21	-1,802.15
2018-09-11	BUY	226	380	377.87	177.39	-86,435.27	0
2018-09-16	SELL	226	373	370.91	174.75	83,752.34	-2,682.93
2018-10-28	BUY	217	383	365.69	171.55	-83,648.24	0
2018-10-31	SELL	217	380.5	363.3	170.33	82,034.87	-1,613.36
2019-01-01	BUY	220	370	358.16	171.27	-81,929.43	0
2019-01-08	SELL	220	374	362.03	171.58	81,746.39	-183.04
2019-01-13	BUY	209	390	358.64	168.27	-82,036.91	0
2019-01-20	SELL	209	375	344.85	160.92	77,869.23	-4,167.68
2019-01-23	BUY	197	391	338.92	157.77	-77,523.69	0
2019-01-30	SELL	197	414.4	359.2	166.02	81,111.58	3,587.89
2019-02-04	BUY	204	396	355.45	163.69	-81,303.14	0
2019-02-11	SELL	204	405	363.53	167.53	82,088.94	785.8
2019-03-25	BUY	203	401.4	358.53	166.75	-82,009.48	0
2019-04-02	SELL	203	417	372.46	173.09	84,105.45	2,095.97
2019-09-23	BUY	232	361	368.51	172.8	-84,293.31	0
2019-09-26	SELL	232	360	367.49	171.34	82,981.18	-1,312.14
2020-07-19	BUY	339	243	362.46	172.93	-82,912.38	0
2020-07-26	SELL	339	251	374.39	175.6	84,539	1,626.62
2020-07-29	BUY	329	255	369.14	171.96	-84,436.1	0
2020-08-09	SELL	329	255	369.14	170.75	83,355.11	-1,080.99
2020-08-13	BUY	286	290	364.94	168.43	-83,473.37	0
2020-08-20	SELL	286	285	358.64	165.17	80,986.19	-2,487.18
2020-08-25	BUY	267	301.7	354.44	163.1	-81,071.44	0
2020-09-02	SELL	267	322	378.29	173.96	85,421.76	4,350.32
2020-09-09	BUY	250	339	372.9	171.49	-85,294.39	0
2020-09-16	SELL	250	345	379.5	174.85	85,695.65	401.26
2020-10-18	BUY	249	342	374.7	175.73	-85,708.43	0
2020-10-22	SELL	249	331.3	362.97	171.16	81,959.57	-3,748.86
2020-12-09	BUY	244	334.1	358.69	169.38	-82,048.47	0
2020-12-17	SELL	244	356.7	382.95	179.54	86,472.31	4,423.84
2021-01-14	BUY	232	370	377.7	175.08	-86,392.78	0
2021-01-21	SELL	232	377	384.84	178.06	86,901.1	508.32
2021-01-31	BUY	227	380	379.54	175.78	-86,815.32	0
2021-02-07	SELL	227	385	384.54	178.69	86,831.78	16.46
2021-04-21	BUY	254	340.2	380.21	182.08	-86,973.09	0
2021-04-28	SELL	254	338.8	378.64	181.84	85,494.72	-1,478.37
2021-05-04	BUY	250	339.5	373.45	182.31	-85,430.76	0
2021-05-09	SELL	250	335	368.5	177.31	83,204.19	-2,226.57
2021-05-16	BUY	238	346.6	362.96	173.2	-83,026.96	0
2021-05-23	SELL	238	342.9	359.08	169.85	81,081.27	-1,945.69
2021-05-30	BUY	232	348.4	355.65	167.73	-81,352.18	0
2021-06-06	SELL	232	351.9	359.22	168.8	81,112.78	-239.4
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
2021-12-13	BUY	219	358	344.97	169.05	-78,916.02	0
2021-12-19	SELL	219	352.8	339.96	165.8	76,757.44	-2,158.58
2022-01-13	BUY	213	357.1	334.67	160.19	-76,557.17	0
2022-01-20	SELL	213	359.2	336.64	161.59	76,011.37	-545.8
2022-01-30	BUY	215	352	332.99	159.25	-76,172.24	0
2022-02-06	SELL	215	354.5	335.36	162.04	75,720.11	-452.13
2022-02-09	BUY	209	359.5	330.6	160.05	-75,626.15	0
2022-02-16	SELL	209	357	328.3	159.58	74,125.13	-1,501.02
2022-02-22	BUY	207	355.8	324.06	156.64	-74,131.3	0
2022-02-27	SELL	207	345	314.23	150.64	70,950.13	-3,181.17
2022-04-27	BUY	216	326.4	310.21	149.82	-70,962.43	0
2022-05-08	SELL	216	320.1	304.22	145.14	68,692.24	-2,270.19
2022-08-08	BUY	225	302.9	299.87	140.53	-68,592.9	0
2022-08-17	SELL	225	287	284.13	132.47	64,158.4	-4,434.5
2024-06-27	BUY	270	236.2	280.61	135.93	-64,190.53	0
2024-07-07	SELL	270	243	288.68	138.76	65,182.56	992.03
2024-07-10	BUY	259	250	284.9	135.69	-65,170.59	0
2024-07-18	SELL	259	261.3	297.78	142.57	67,236.35	2,065.77
2024-07-28	BUY	263	254.1	294.04	139.6	-67,261.94	0
2024-08-04	SELL	263	247.2	286.06	135.72	64,591.82	-2,670.13

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