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 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2016-05-11	BUY	424	252.1	470.32	230.25	-107,590.97	0
2016-05-16	SELL	424	252	470.13	229.82	106,148.04	-1,442.92
2016-05-24	BUY	410	256.7	463.09	226.51	-105,936.6	0
2016-05-29	SELL	410	255.2	460.38	226.18	103,945.44	-1,991.16
2016-10-25	BUY	363	285	455.2	218.34	-104,128.55	0
2016-10-30	SELL	363	277	442.42	211.41	99,897.16	-4,231.38
2016-11-06	BUY	354	279.9	435.97	208.26	-99,728.83	0
2016-11-10	SELL	354	279.1	434.73	206.51	98,160.17	-1,568.67
2016-11-21	BUY	340	287.1	429.5	202.81	-98,246.31	0
2016-11-28	SELL	340	286	427.86	200.87	96,611.27	-1,635.04
2016-12-01	BUY	338	283.9	422.22	197.95	-96,578.37	0
2016-12-08	SELL	338	290	431.29	202.29	97,386.42	808.05
2017-07-05	BUY	273	355	426.43	199.85	-97,541.28	0
2017-07-10	SELL	273	340	408.41	189.87	92,221.72	-5,319.55
2017-07-13	BUY	258	354.8	402.77	186.81	-92,127.98	0
2017-07-20	SELL	258	370	420.02	193.66	94,846.32	2,718.34
2017-07-27	BUY	251	375.5	414.7	191.03	-94,856.23	0
2017-08-06	SELL	251	373.2	412.16	189.73	93,071.31	-1,784.92
2017-08-13	BUY	242	381.6	406.33	187.29	-92,940.82	0
2017-08-22	SELL	242	391.1	416.44	192.84	94,036.91	1,096.09
2017-09-06	BUY	233	401.7	411.82	192.02	-94,199.95	0
2017-09-13	SELL	233	415	425.46	197.44	96,072.1	1,872.16
2017-11-13	BUY	201	472.9	418.23	193.98	-95,665.11	0
2017-11-16	SELL	201	484	428.05	197.54	96,658.41	993.3
2017-11-23	BUY	199	483	422.91	194.9	-96,734.82	0
2017-11-28	SELL	199	471	412.41	190	93,126.59	-3,608.23
2018-01-18	BUY	192	482.5	407.62	189.37	-93,236.99	0
2018-01-25	SELL	192	505.8	427.3	197.65	96,488.65	3,251.66
2018-01-30	BUY	188	511	422.7	195.07	-96,685.77	0
2018-02-04	SELL	188	500.9	414.34	190.92	93,563.93	-3,121.84
2018-02-13	BUY	183	507.9	408.96	188.4	-93,543.06	0
2018-02-22	SELL	183	494.9	398.49	183.53	89,984.68	-3,558.38
2018-04-19	BUY	181	493	392.63	183.52	-89,809.14	0
2018-04-26	SELL	181	476.9	379.8	176.42	85,762.68	-4,046.47
2018-08-29	BUY	218	391.5	375.53	176.47	-85,899	0
2018-09-06	SELL	218	388.5	372.65	174.92	84,145.43	-1,753.56
2018-09-11	BUY	220	380	367.84	172.54	-84,140.38	0
2018-09-16	SELL	220	373	361.06	169.95	81,528.98	-2,611.39
2018-10-28	BUY	211	383	355.58	166.66	-81,335.24	0
2018-10-31	SELL	211	380.5	353.26	165.48	79,766.77	-1,568.47
2019-01-01	BUY	215	370	350.02	167.19	-80,067.21	0
2019-01-08	SELL	215	374	353.8	167.52	79,888.68	-178.54
2019-01-13	BUY	203	390	348.35	163.29	-79,681.64	0
2019-01-20	SELL	203	375	334.95	156.19	75,633.86	-4,047.77
2019-01-23	BUY	192	391	330.32	153.67	-75,555.99	0
2019-01-30	SELL	192	414.4	350.09	161.74	79,052.98	3,496.99
2019-02-04	BUY	199	396	346.74	159.63	-79,310.37	0
2019-02-11	SELL	199	405	354.62	163.37	80,077.01	766.65
2019-03-25	BUY	198	401.4	349.7	162.55	-79,989.45	0
2019-04-02	SELL	198	417	363.29	168.73	82,033.98	2,044.52
2019-09-23	BUY	226	361	358.98	168.2	-82,113.18	0
2019-09-26	SELL	226	360	357.98	166.8	80,835.22	-1,277.96
2020-07-19	BUY	330	243	352.84	168.12	-80,710.96	0
2020-07-26	SELL	330	251	364.45	170.8	82,294.75	1,583.79
2020-07-29	BUY	321	255	360.16	167.68	-82,382.85	0
2020-08-09	SELL	321	255	360.16	166.53	81,328.31	-1,054.54
2020-08-13	BUY	279	290	356	164.25	-81,430.25	0
2020-08-20	SELL	279	285	349.87	161.07	79,004.06	-2,426.19
2020-08-25	BUY	260	301.7	345.14	158.77	-78,945.92	0
2020-09-02	SELL	260	322	368.37	169.35	83,182.28	4,236.37
2020-09-09	BUY	244	339	363.95	167.33	-83,247.28	0
2020-09-16	SELL	244	345	370.39	170.6	83,639.01	391.73
2020-10-18	BUY	243	342	365.67	171.37	-83,643.04	0
2020-10-22	SELL	243	331.3	354.23	166.89	79,984.78	-3,658.25
2020-12-09	BUY	237	334.1	348.4	164.34	-79,694.44	0
2020-12-17	SELL	237	356.7	371.97	174.24	83,991.7	4,297.26
2021-01-14	BUY	226	370	367.93	170.47	-84,158.4	0
2021-01-21	SELL	226	377	374.89	173.38	84,653.73	495.34
2021-01-31	BUY	221	380	369.51	171.05	-84,520.56	0
2021-02-07	SELL	221	385	374.37	173.86	84,536.76	16.2
2021-04-21	BUY	247	340.2	369.73	176.81	-84,575.94	0
2021-04-28	SELL	247	338.8	368.21	176.56	83,138.83	-1,437.12
2021-05-04	BUY	243	339.5	362.99	176.87	-83,038.36	0
2021-05-09	SELL	243	335	358.18	172.07	80,874.74	-2,163.62
2021-05-16	BUY	232	346.6	353.81	168.63	-80,933.64	0
2021-05-23	SELL	232	342.9	350.03	165.4	79,037.37	-1,896.27
2021-05-30	BUY	226	348.4	346.45	163.24	-79,248.09	0
2021-06-06	SELL	226	351.9	349.93	164.3	79,015.18	-232.91
2021-06-10	BUY	226	347.1	345.16	162.42	-78,952.18	0
2021-06-15	SELL	226	347.4	345.45	162.73	78,004.22	-947.96
2021-11-28	BUY	215	360	340.56	166.42	-77,906.98	0
2021-12-01	SELL	215	359	339.61	166.38	76,679.01	-1,227.97
2021-12-13	BUY	213	358	335.52	164.09	-76,753.61	0
2021-12-19	SELL	213	352.8	330.64	160.96	74,654.8	-2,098.81
2022-01-13	BUY	208	357.1	326.82	156.25	-74,759.87	0
2022-01-20	SELL	208	359.2	328.74	157.6	74,227.26	-532.61
2022-01-30	BUY	209	352	323.7	154.59	-74,046.29	0
2022-02-06	SELL	209	354.5	326	157.25	73,607.25	-439.04
2022-02-09	BUY	204	359.5	322.69	156	-73,816.68	0
2022-02-16	SELL	204	357	320.44	155.52	72,352.04	-1,464.64
2022-02-22	BUY	202	355.8	316.24	152.64	-72,340.47	0
2022-02-27	SELL	202	345	306.64	146.82	69,236.54	-3,103.93
2022-04-27	BUY	210	326.4	301.59	145.42	-68,991.01	0
2022-05-08	SELL	210	320.1	295.77	140.92	66,784.31	-2,206.71
2022-08-08	BUY	219	302.9	291.87	136.67	-66,763.64	0
2022-08-17	SELL	219	287	276.55	128.85	62,447.6	-4,316.05
2024-06-27	BUY	263	236.2	273.33	132.19	-62,526.12	0
2024-07-07	SELL	263	243	281.2	134.97	63,492.83	966.71
2024-07-10	BUY	253	250	278.3	132.4	-63,660.7	0
2024-07-18	SELL	253	261.3	290.88	139.1	65,678.92	2,018.22

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