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: -4.1%. 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

#242 · Kalman milestone + Flow: NVI

Full-history NAV৳49,555

Net return -50.4% · drawdown 65.3% · 113 closed positions

2024 onward NAV৳79,177

Net return -20.8% · drawdown 24.8% · 15 closed positions

2024 stress NAV৳71,163

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

Variant 0; fixed stop 6.0%; 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৳49,555

Unsettled৳0

Holdings৳0

NAV৳49,555

Realized P&L৳-50,445

Unrealized P&L৳0

Fees৳93,481

Friction৳43,835

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.16e-10. 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 #242

226 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
2011-07-11	SELL	577	174.4	442.77	204.89	99,981.14	5,846.76
2011-07-17	BUY	561	177.1	437.15	201.57	-99,991.83	0
2011-07-25	SELL	561	205.6	507.5	232.87	114,601.22	14,609.4
2011-08-01	BUY	627	181.6	501	229.44	-114,593.63	0
2011-08-04	SELL	627	178.5	492.45	225.5	111,201.55	-3,392.08
2011-10-30	BUY	712	155.2	486.21	226.66	-111,215.27	0
2011-11-13	SELL	712	159.2	498.74	232.08	112,619.58	1,404.3
2011-11-20	BUY	672	166.6	492.6	228.74	-112,676.54	0
2011-11-27	SELL	672	157.7	466.29	215.26	105,292.86	-7,383.69
2011-12-27	BUY	643	162.6	460.03	216.53	-105,228.36	0
2012-01-03	SELL	643	174.1	492.56	231.17	111,222.57	5,994.21
2012-01-08	BUY	613	180.4	486.57	226.74	-111,298.51	0
2012-01-12	SELL	613	174.7	471.2	218.15	106,401.74	-4,896.77
2012-03-20	BUY	612	172.8	465.32	216.06	-106,434.98	0
2012-03-28	SELL	612	193.4	520.79	241.46	117,598.55	11,163.57
2012-04-02	BUY	606	192.8	514.08	237.32	-117,588.21	0
2012-04-09	SELL	606	195.9	522.35	240.63	117,952.42	364.21
2012-04-15	BUY	542	216.1	515.36	236.56	-117,878.11	0
2012-04-22	SELL	542	214.9	512.49	234.84	115,728.46	-2,149.65
2012-04-25	BUY	520	221.2	506.11	231.76	-115,761.87	0
2012-05-03	SELL	520	216.5	495.35	226.81	111,857.84	-3,904.02
2012-06-10	BUY	544	204.4	489.25	228.51	-111,911.36	0
2012-06-13	SELL	544	203.3	486.62	227.53	109,881.05	-2,030.31
2012-11-01	BUY	626	174.2	479.82	228.08	-109,757.1	0
2012-11-06	SELL	626	168.4	463.84	220.91	104,733.65	-5,023.45
2012-11-19	BUY	605	172.1	458.13	216.75	-104,795.39	0
2012-11-22	SELL	605	169.1	450.14	212.44	101,642.91	-3,152.47
2013-02-06	BUY	584	172.8	444.03	214.44	-101,573.66	0
2013-02-13	SELL	584	166.6	428.1	203.3	96,663.01	-4,910.66
2013-05-15	BUY	621	154.7	422.7	215.09	-96,706.49	0
2013-05-22	SELL	621	167.8	458.5	226.32	103,518.98	6,812.49
2013-05-28	BUY	612	168.1	452.66	221.04	-103,550.9	0
2013-06-04	SELL	612	177.7	478.51	229.54	108,044.35	4,493.45
2013-06-09	BUY	608	176.5	472.17	222.89	-108,007.06	0
2013-06-16	SELL	608	178.8	478.33	224.49	108,007.58	0.52
2013-06-26	BUY	560	191.6	472.1	220.26	-107,988.36	0
2013-07-02	SELL	560	183.9	453.13	210.59	102,320.28	-5,668.08
2013-07-14	BUY	481	211.5	447.62	206.12	-102,385.24	0
2013-07-17	SELL	481	232.5	492.06	225.89	111,114.54	8,729.31
2013-08-22	BUY	543	203.4	485.96	223.93	-111,156.09	0
2013-09-01	SELL	543	221.3	528.73	243.9	119,393.27	8,237.17
2013-09-04	BUY	552	214.6	521.22	239.78	-119,220.2	0
2013-09-09	SELL	552	201.72	489.95	225.08	110,636.62	-8,583.58
2013-09-10	BUY	1	204.5	0.9	0.41	-205.81	0
2013-09-15	SELL	1	192.23	0.85	0.38	191	-14.81
2013-10-31	BUY	573	192	484.07	233.6	-110,733.67	0
2013-11-07	SELL	573	202.4	510.29	244.62	115,220.29	4,486.62
2013-11-13	BUY	588	194.6	503.47	238.32	-115,166.59	0
2013-11-20	SELL	588	215.3	557.02	261.75	125,777.62	10,611.03
2013-11-26	BUY	625	200	550	256.01	-125,806.01	0
2013-12-03	SELL	625	204.8	563.2	262.13	127,174.67	1,368.66
2014-01-09	BUY	606	208.7	556.48	264.29	-127,292.97	0
2014-01-19	SELL	606	208.3	555.41	263.46	125,410.93	-1,882.05
2014-01-22	BUY	597	208.7	548.21	259.2	-125,401.31	0
2014-01-29	SELL	597	211.5	555.57	261.03	125,448.9	47.59
2014-02-04	BUY	593	210.1	548.19	256.87	-125,394.36	0
2014-02-09	SELL	593	207.9	542.45	253.44	122,488.81	-2,905.55
2014-03-03	BUY	552	220.3	535.06	248.72	-122,389.38	0
2014-03-10	SELL	552	214.4	520.73	241.59	117,586.48	-4,802.9
2014-04-02	BUY	531	220	514.01	240.28	-117,574.28	0
2014-04-09	SELL	531	247.9	579.19	268.32	130,787.38	13,213.1
2014-04-16	BUY	508	255.8	571.76	263.51	-130,781.67	0
2014-04-23	SELL	508	265.2	592.78	272.89	133,855.94	3,074.26
2014-05-07	BUY	481	276.4	584.97	268.41	-133,801.78	0
2014-05-14	SELL	481	267	565.08	259.63	127,602.29	-6,199.49
2014-06-05	BUY	444	285.9	558.53	258.05	-127,756.18	0
2014-06-10	SELL	444	286.3	559.32	258.7	126,299.18	-1,457
2014-06-16	BUY	411	305.4	552.29	254.71	-126,326.4	0
2014-06-23	SELL	411	304.7	551.02	253.79	124,426.89	-1,899.51
2014-07-17	BUY	433	285.1	543.17	252.11	-124,243.58	0
2014-07-22	SELL	433	293.5	559.18	259.83	126,266.5	2,022.92
2014-08-04	BUY	404	310.8	552.48	255.6	-126,371.28	0
2014-08-11	SELL	404	340	604.38	278.69	136,476.92	10,105.65
2014-08-18	BUY	404	335.8	596.92	274.48	-136,534.6	0
2014-08-25	SELL	404	326.8	580.92	266.7	131,179.58	-5,355.02
2014-09-02	BUY	384	338.9	572.61	262.94	-130,973.15	0
2014-09-09	SELL	384	338.9	572.61	263.58	129,301.41	-1,671.74
2014-09-16	BUY	372	345.7	565.84	260.94	-129,427.19	0
2014-09-23	SELL	372	380.7	623.13	287.4	140,709.87	11,282.68
2014-09-29	BUY	356	392.2	614.34	282.94	-140,520.48	0
2014-10-13	SELL	356	374.7	586.93	269.7	132,536.57	-7,983.91
2014-10-28	BUY	347	379.7	579.73	266.33	-132,601.96	0
2014-11-05	SELL	347	358.5	547.36	251.55	123,600.59	-9,001.37
2015-01-12	BUY	345	355.9	540.26	256.34	-123,582.09	0
2015-01-18	SELL	345	357.4	542.53	258.53	122,501.94	-1,080.15
2015-02-12	BUY	346	352.5	536.65	253.49	-122,755.14	0
2015-02-22	SELL	346	333.1	507.11	238.61	114,506.88	-8,248.26
2015-03-24	BUY	338	336	499.7	234.26	-114,301.96	0
2015-04-01	SELL	338	353.2	525.28	244.05	118,612.27	4,310.31
2015-04-16	BUY	343	343.6	518.56	240.22	-118,613.58	0
2015-04-21	SELL	343	337	508.6	235.82	114,846.58	-3,767
2015-12-02	BUY	421	271.1	502.19	244.6	-114,879.89	0
2015-12-07	SELL	421	254.83	472.05	227.91	106,585.15	-8,294.74
2016-01-17	BUY	412	257	465.89	232.34	-106,582.23	0
2016-01-21	SELL	412	269.8	489.09	237.46	110,431.05	3,848.82
2016-04-24	BUY	442	248.6	483.48	244.32	-110,609	0
2016-05-02	SELL	442	245	476.48	235.59	107,577.94	-3,031.06