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

#244 · MACD

Full-history NAV৳48,899

Net return -51.1% · drawdown 63.5% · 94 closed positions

2024 onward NAV৳125,944

Net return 25.9% · drawdown 20.5% · 12 closed positions

2024 stress NAV৳149,510

Net return 49.5% · drawdown 12.6% · 10 closed positions

Variant 0; fixed stop 12.0%; 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৳48,899

Unsettled৳0

Holdings৳0

NAV৳48,899

Realized P&L৳-51,101

Unrealized P&L৳0

Fees৳44,860

Friction৳20,739

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 #244

188 fills, including partial sales. Page 1.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2010-12-22	BUY	368	269.9	437.02	200.35	-99,960.58	0
2010-12-27	SELL	368	258.4	418.4	191.44	94,481.36	-5,479.22
2010-12-30	BUY	382	245.8	413.14	188.95	-94,497.69	0
2011-01-10	SELL	382	215.2	361.71	165.26	81,679.43	-12,818.26
2011-02-02	BUY	355	228.3	356.6	163.32	-81,566.43	0
2011-02-13	SELL	355	190.1	296.94	135.83	67,052.74	-14,513.69
2011-07-04	BUY	411	162.1	293.14	135.32	-67,051.56	0
2011-07-17	SELL	411	177.1	320.27	147.12	72,320.72	5,269.16
2011-07-25	BUY	350	205.6	316.62	144.77	-72,421.4	0
2011-08-01	SELL	350	180.93	278.63	127.18	62,918.99	-9,502.4
2011-10-27	BUY	384	162.8	275.07	126.93	-62,917.19	0
2011-11-24	SELL	384	166.3	280.98	128.96	63,449.26	532.07
2011-11-30	BUY	384	164.2	277.43	127.38	-63,457.61	0
2012-01-01	SELL	384	171.1	289.09	134.48	65,278.83	1,821.22
2012-01-04	BUY	365	177.3	284.74	131.68	-65,130.93	0
2012-01-25	SELL	365	156.02	250.57	114.89	56,583.3	-8,547.63
2012-03-04	BUY	361	156.2	248.11	113.82	-56,750.13	0
2012-04-02	SELL	361	192.8	306.24	140.5	69,154.06	12,403.93
2012-04-05	BUY	360	190.8	302.23	138.54	-69,128.76	0
2012-04-16	SELL	360	212.1	335.97	153.64	75,866.39	6,737.63
2012-04-19	BUY	352	214	331.44	151.45	-75,810.9	0
2012-05-21	SELL	352	208.1	322.31	147.61	72,781.28	-3,029.62
2012-06-10	BUY	354	204.4	318.37	147.31	-72,823.28	0
2012-07-09	SELL	354	197.9	308.25	142.87	69,605.48	-3,217.8
2012-07-23	BUY	340	203.5	304.44	140.46	-69,634.9	0
2012-08-28	SELL	340	172.7	258.36	118.72	58,340.92	-11,293.98
2012-11-01	BUY	332	174.2	254.47	118.48	-58,207.35	0
2012-12-02	SELL	332	170	248.34	115.76	56,075.9	-2,131.45
2012-12-24	BUY	325	171.5	245.25	115.8	-56,098.54	0
2013-01-23	SELL	325	168.1	240.38	114.04	54,278.07	-1,820.47
2013-02-05	BUY	309	174.9	237.79	112.2	-54,394.09	0
2013-02-25	SELL	309	150.6	204.76	94.78	46,235.86	-8,158.22
2013-05-15	BUY	297	154.7	202.16	97.14	-46,245.2	0
2013-05-26	SELL	297	163.7	213.92	100.93	48,304.05	2,058.84
2013-05-30	BUY	276	173.7	210.94	98.59	-48,250.73	0
2013-06-09	SELL	276	176.5	214.34	99.13	48,400.53	149.8
2013-06-12	BUY	270	178.1	211.58	97.6	-48,396.18	0
2013-06-27	SELL	270	184	218.59	100.49	49,360.92	964.74
2013-07-14	BUY	232	211.5	215.9	98.75	-49,382.65	0
2013-07-17	SELL	232	232.5	237.34	108.4	53,594.27	4,211.61
2013-07-22	BUY	294	180.9	234.01	106.77	-53,525.39	0
2013-08-21	SELL	294	195.7	253.16	115.81	57,167.42	3,642.03
2013-08-26	BUY	270	210.5	250.07	114.58	-57,199.65	0
2013-09-24	SELL	270	190.4	226.2	103.35	51,078.45	-6,121.2
2013-10-29	BUY	271	187.2	223.22	104.23	-51,058.65	0
2013-11-10	SELL	271	196.8	234.66	108.96	52,989.18	1,930.53
2013-11-13	BUY	271	194.6	232.04	107.49	-53,076.13	0
2013-11-24	SELL	271	206.6	246.35	113.27	55,628.98	2,552.85
2013-11-27	BUY	268	205.6	242.44	111.31	-55,454.55	0
2013-12-29	SELL	268	198.3	233.84	108.33	52,802.23	-2,652.32
2014-01-07	BUY	253	207.7	231.21	107.11	-52,886.42	0
2014-02-05	SELL	253	205.4	228.65	105.22	51,632.32	-1,254.1
2014-02-27	BUY	240	214	225.98	103.79	-51,689.78	0
2014-03-31	SELL	240	213.8	225.77	103.74	50,982.48	-707.29
2014-04-09	BUY	204	247.9	222.52	101.89	-50,896	0
2014-04-16	SELL	204	255.8	229.61	104.95	51,848.64	952.64
2014-04-21	BUY	204	252.7	226.82	103.62	-51,881.24	0
2014-04-27	SELL	204	265.8	238.58	108.9	53,875.72	1,994.48
2014-04-30	BUY	199	268.9	235.45	107.43	-53,853.98	0
2014-06-01	SELL	199	275.4	241.14	110.49	54,452.97	598.99
2014-06-05	BUY	189	285.9	237.75	108.83	-54,381.68	0
2014-06-17	SELL	189	301.08	250.38	114.54	56,539.2	2,157.52
2014-06-22	BUY	190	296.5	247.87	113.35	-56,696.23	0
2014-07-21	SELL	190	289.4	241.94	111.02	54,633.04	-2,063.19
2014-08-04	BUY	174	310.8	237.95	108.99	-54,426.14	0
2014-08-12	SELL	174	330.9	253.34	115.8	57,207.46	2,781.33
2014-08-18	BUY	169	335.8	249.7	114.05	-57,113.95	0
2014-09-15	SELL	169	344.2	255.95	117.12	57,796.74	682.78
2014-09-23	BUY	151	380.7	252.94	115.66	-57,854.29	0
2014-10-28	SELL	151	379.7	252.27	115.2	56,967.22	-887.07
2014-12-04	BUY	161	352.6	249.78	114.91	-57,133.29	0
2015-01-07	SELL	161	364	257.86	119.53	58,226.61	1,093.32
2015-01-12	BUY	162	355.9	253.69	117.69	-58,027.17	0
2015-02-09	SELL	162	340	242.35	112.2	54,725.44	-3,301.73
2015-02-12	BUY	155	352.5	240.41	111.19	-54,989.1	0
2015-03-12	SELL	155	326	222.33	102.68	50,204.99	-4,784.11
2015-03-18	BUY	146	340	218.42	100.7	-49,959.11	0
2015-04-19	SELL	146	342	219.7	100.72	49,611.58	-347.53
2015-06-14	BUY	148	335	218.15	99.95	-49,898.11	0
2015-07-13	SELL	148	346.9	225.9	103.61	51,011.68	1,113.58
2015-07-22	BUY	151	335.2	222.71	102.08	-50,939.98	0
2015-08-19	SELL	151	318.9	211.88	97.09	47,844.93	-3,095.05
2015-12-01	BUY	177	267.9	208.64	97.65	-47,724.59	0
2015-12-30	SELL	177	253	197.04	91.9	44,492.06	-3,232.53
2016-01-18	BUY	171	259.5	195.25	92.08	-44,661.83	0
2016-02-15	SELL	171	255	191.86	89.16	43,323.98	-1,337.85
2016-04-24	BUY	173	248.6	189.23	89.78	-43,286.81	0
2016-05-24	SELL	173	256.7	195.4	91.67	44,122.03	835.22
2016-07-12	BUY	171	255.8	192.46	90.62	-44,024.88	0
2016-07-28	SELL	171	275.99	207.65	95.82	46,890.82	2,865.94
2016-08-02	BUY	169	275.5	204.86	94.45	-46,858.81	0
2016-09-01	SELL	169	262.9	195.49	91.15	44,143.46	-2,715.35
2016-09-26	BUY	164	268.1	193.46	91.43	-44,253.29	0
2016-10-26	SELL	164	280	202.05	94.04	45,623.92	1,370.63
2016-10-31	BUY	165	275	199.65	92.84	-45,667.49	0
2016-11-28	SELL	165	286	207.64	95.89	46,886.48	1,218.99
2017-01-08	BUY	161	288	204.02	94.48	-46,666.5	0
2017-02-05	SELL	161	306.5	217.12	99.85	49,029.52	2,363.02
2017-02-08	BUY	160	304.6	214.44	98.64	-49,049.08	0
2017-03-09	SELL	160	316.9	223.1	102.94	50,377.96	1,328.88