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

#243 · MACD

Full-history NAV৳49,483

Net return -50.5% · drawdown 66.2% · 94 closed positions

2024 onward NAV৳124,065

Net return 24.1% · drawdown 20.8% · 13 closed positions

2024 stress NAV৳148,240

Net return 48.2% · drawdown 12.6% · 10 closed positions

Variant 2; fixed stop 18.0%; maximum 20 sessions; gate EMA 50; continuous signal; exit stop/time only; trailing arms at 8.0%, distance 3.5%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳49,483

Unsettled৳0

Holdings৳0

NAV৳49,483

Realized P&L৳-50,517

Unrealized P&L৳0

Fees৳45,500

Friction৳21,054

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳2.91e-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 #243

188 fills, including partial sales. Page 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2017-06-07	BUY	145	337.9	215.58	101.23	-49,312.31	0
2017-07-10	SELL	145	340	216.92	99.79	48,983.29	-329.03
2017-07-13	BUY	137	354.8	213.87	98.27	-48,919.74	0
2017-08-10	SELL	137	376.2	226.77	103.9	51,208.73	2,288.99
2017-08-17	BUY	131	388	223.64	102.62	-51,154.27	0
2017-09-11	SELL	131	419.78	241.96	111.35	54,637.22	3,482.96
2017-09-14	BUY	128	423.1	238.29	109.49	-54,504.58	0
2017-10-15	SELL	128	429	241.61	111.3	54,559.09	54.51
2017-10-25	BUY	124	440	240.06	110.48	-54,910.54	0
2017-11-15	SELL	124	489.16	266.88	122.53	60,266.24	5,355.69
2017-11-20	BUY	122	489.5	262.76	120.48	-60,102.24	0
2017-12-18	SELL	122	469.4	251.97	115.78	56,899.05	-3,203.19
2018-01-04	BUY	116	487.6	248.87	114.67	-56,925.14	0
2018-02-01	SELL	116	504	257.24	117.94	58,088.82	1,163.68
2018-02-06	BUY	117	495	254.83	116.8	-58,286.63	0
2018-03-07	SELL	117	487.9	251.17	115.75	56,717.38	-1,569.25
2018-04-11	BUY	116	483.2	246.63	114.13	-56,411.95	0
2018-05-14	SELL	116	465.6	237.64	109.3	53,662.65	-2,749.3
2018-10-25	BUY	140	381	234.7	109.01	-53,683.7	0
2018-11-25	SELL	140	364.5	224.53	104.41	50,701.05	-2,982.65
2019-01-01	BUY	136	370	221.41	103.88	-50,645.29	0
2019-01-29	SELL	136	411	245.94	113.21	55,536.85	4,891.56
2019-02-03	BUY	139	398.2	243.54	111.77	-55,705.11	0
2019-03-05	SELL	139	394	240.97	110.56	54,414.47	-1,290.64
2019-03-24	BUY	136	398	238.16	109.83	-54,475.99	0
2019-04-24	SELL	136	374.8	224.28	103.04	50,645.48	-3,830.51
2019-06-12	BUY	138	365	221.63	104.2	-50,695.83	0
2019-07-11	SELL	138	333	202.2	94.32	45,657.48	-5,038.34
2019-09-23	BUY	125	361	198.55	91.79	-45,415.34	0
2019-10-22	SELL	125	320	176	81.22	39,742.78	-5,672.56
2019-11-20	BUY	123	323.1	174.86	80.97	-39,997.13	0
2019-12-19	SELL	123	291.1	157.54	72.74	35,575.02	-4,422.11
2020-02-20	BUY	126	280	155.23	71.27	-35,506.5	0
2020-02-25	SELL	126	292	161.88	74.09	36,556.02	1,049.52
2020-07-21	BUY	148	245.9	160.13	74.1	-36,627.43	0
2020-08-09	SELL	148	255	166.06	76.08	37,497.86	870.43
2020-08-13	BUY	128	290	163.33	74.75	-37,358.08	0
2020-09-13	SELL	128	347.6	195.77	89.57	44,207.47	6,849.39
2020-09-16	BUY	127	345	192.79	88.24	-44,096.02	0
2020-10-14	SELL	127	333	186.08	85.83	42,019.09	-2,076.94
2020-12-09	BUY	125	334.1	183.76	85.19	-42,031.44	0
2021-01-06	SELL	125	374.42	205.93	94.68	46,501.89	4,470.45
2021-01-11	BUY	124	373.6	203.84	93.64	-46,623.88	0
2021-02-08	SELL	124	376.8	205.58	94.55	46,423.07	-200.81
2021-04-20	BUY	137	336.3	202.72	94.61	-46,370.43	0
2021-05-20	SELL	137	343	206.76	96.22	46,688.02	317.59
2021-05-25	BUY	136	341.1	204.11	94.89	-46,688.6	0
2021-06-23	SELL	136	345.2	206.57	96	46,644.64	-43.96
2021-07-06	BUY	133	348.4	203.88	94.86	-46,635.94	0
2021-08-03	SELL	133	366.7	214.59	99.19	48,457.32	1,821.38
2021-08-11	BUY	134	360	212.26	97.82	-48,550.07	0
2021-09-12	SELL	134	386	227.59	105.18	51,391.23	2,841.16
2021-09-15	BUY	135	379	225.13	103.92	-51,494.05	0
2021-10-13	SELL	135	368.3	218.77	100.89	49,400.84	-2,093.21
2021-12-06	BUY	135	362.8	215.5	102.42	-49,295.92	0
2022-01-04	SELL	135	347.8	206.59	97.91	46,648.5	-2,647.42
2022-01-13	BUY	130	357.1	204.26	95.85	-46,723.11	0
2022-02-10	SELL	130	357	204.2	96.87	46,108.93	-614.19
2022-02-15	BUY	128	358	201.63	95.85	-46,121.47	0
2022-03-16	SELL	128	330.1	185.91	86.6	41,980.29	-4,141.18
2022-08-03	BUY	138	301.2	182.89	84.44	-41,832.93	0
2022-09-05	SELL	138	288.7	175.3	80.88	39,584.42	-2,248.51
2024-06-27	BUY	167	236.2	173.56	82.1	-39,701.06	0
2024-07-24	SELL	167	248.2	182.38	85.27	41,181.75	1,480.7
2024-07-29	BUY	159	257	179.8	83.92	-41,126.72	0
2024-08-15	SELL	159	381	266.55	121.9	60,190.55	19,063.83
2024-08-20	BUY	169	353	262.49	119.82	-60,039.31	0
2024-09-19	SELL	169	328.6	244.35	111.67	55,177.38	-4,861.94
2024-11-12	BUY	169	325.7	242.19	111.83	-55,397.32	0
2024-12-10	SELL	169	319.9	237.88	110.47	53,714.75	-1,682.57
2024-12-19	BUY	164	324.5	234.16	109.13	-53,561.29	0
2025-01-20	SELL	164	333.5	240.65	111.61	54,341.74	780.45
2025-01-23	BUY	161	335.9	237.95	110.42	-54,428.27	0
2025-02-20	SELL	161	343.2	243.12	112.17	54,899.91	471.64
2025-02-25	BUY	158	345	239.84	110.37	-54,860.21	0
2025-03-25	SELL	158	321.2	223.3	104.35	50,421.95	-4,438.26
2025-06-29	BUY	166	302.7	221.09	108.29	-50,577.58	0
2025-07-29	SELL	166	320	233.73	109.07	52,777.2	2,199.63
2025-08-03	BUY	167	313.5	230.36	107.3	-52,692.16	0
2025-09-01	SELL	167	311	228.52	106.99	51,601.49	-1,090.66
2025-09-04	BUY	166	309	225.69	105.59	-51,625.28	0
2025-10-06	SELL	166	302	220.58	107.31	49,804.11	-1,821.17
2026-01-27	BUY	185	267.1	217.42	102.13	-49,733.05	0
2026-03-01	SELL	185	262	213.27	99.29	48,157.44	-1,575.61
2026-06-08	BUY	194	246.8	210.67	100.04	-48,189.91	0
2026-07-07	SELL	194	259	221.08	102.93	49,921.98	1,732.07
2026-07-12	BUY	193	256.6	217.9	101.4	-49,843.11	0
2026-08-10	SELL	193	257	218.24	102.54	49,280.21	-562.9