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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.

Full historical period: 2009-11-16 → 2026-10-13 (16.9 years). Selected finalist annualized return: -4.3%. 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.

0% return343.3% net return0 positions465 positions

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 positionsFull-history NAVRecent stress NAVInspect
465৳479৳19,237Rules & trades →
459৳570৳19,289Rules & trades →
455৳608৳30,525Rules & trades →
454৳696৳29,045Rules & trades →
452৳696৳19,289Rules & trades →
415৳713৳19,289Rules & trades →
411৳717৳19,289Rules & trades →
405৳1,133৳19,289Rules & trades →
404৳1,549৳19,289Rules & trades →
402৳1,771৳19,289Rules & trades →
372৳2,015৳19,289Rules & trades →
371৳2,622৳19,289Rules & trades →
363৳2,910৳19,289Rules & trades →
343৳2,924৳20,089Rules & trades →
335৳3,181৳47,792Rules & trades →
333৳4,607৳37,882Rules & trades →
329৳5,476৳37,882Rules & trades →
313৳5,574৳30,360Rules & trades →
310৳6,173৳43,102Rules & trades →
303৳8,989৳39,010Rules & trades →
300৳9,801৳38,916Rules & trades →
295৳12,981৳32,156Rules & trades →
292৳13,676৳41,873Rules & trades →
260৳13,883৳26,610Rules & trades →
259৳15,710৳26,610Rules & trades →
257৳15,781৳30,307Rules & trades →
256৳16,033৳45,581Rules & trades →
255৳19,080৳30,307Rules & trades →
208৳20,877৳36,159Rules & trades →
198৳22,131৳53,195Rules & trades →
196৳25,143৳33,095Rules & trades →
187৳33,566৳58,245Rules & trades →
186৳34,489৳53,071Rules & trades →
167৳35,171৳40,802Rules & trades →
165৳37,440৳37,845Rules & trades →
161৳42,263৳74,918Rules & trades →
158৳44,043৳78,126Rules & trades →
157৳53,519৳74,918Rules & trades →
154৳56,264৳44,128Rules & trades →
153৳62,778৳49,942Rules & trades →
147৳65,022৳64,084Rules & trades →
137৳73,649৳47,943Rules & trades →
136৳78,632৳50,001Rules & trades →
135৳80,826৳50,473Rules & trades →
129৳99,944৳52,622Rules & trades →
128৳100,941৳52,622Rules & trades →
119৳100,995৳43,038Rules & trades →
118৳101,946৳46,575Rules & trades →
117৳110,155৳49,557Rules & trades →
103৳133,375৳48,996Rules & trades →
102৳136,102৳55,284Rules & trades →
101৳138,379৳53,456Rules & trades →
98৳145,520৳54,043Rules & trades →
79৳150,242৳115,900Rules & trades →
78৳159,180৳120,816Rules & trades →
77৳160,935৳120,816Rules & trades →
76৳161,019৳120,816Rules & trades →
74৳181,538৳116,988Rules & trades →
73৳199,142৳121,853Rules & trades →
60৳200,452৳118,366Rules & trades →
48৳211,201৳128,871Rules & trades →
44৳221,072৳119,591Rules & trades →
39৳242,605৳130,354Rules & trades →
38৳272,593৳130,354Rules & trades →
37৳278,807৳126,439Rules & trades →
33৳291,973৳126,422Rules & trades →
32৳298,043৳122,630Rules & trades →
25৳341,394৳127,207Rules & trades →
24৳389,702৳129,084Rules & trades →
22৳402,891৳133,960Rules & trades →
17৳411,464৳119,509Rules & trades →
15৳443,253৳124,915Rules & trades →

#245 · Flow: Range flow

Full-history NAV৳47,613

Net return -52.4% · drawdown 55.5% · 155 closed positions

2024 onward NAV৳80,742

Net return -19.3% · drawdown 39.6% · 25 closed positions

2024 stress NAV৳39,727

Net return -60.3% · drawdown 61.1% · 18 closed positions

Variant 0; fixed stop 6.0%; maximum 10 sessions; gate EMA 50; fresh signal only; exit EMA 200 break; trailing arms at 5.0%, distance 2.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳47,613
Unsettled৳0
Holdings৳0
NAV৳47,613
Realized P&L৳-52,387
Unrealized P&L৳0
Fees৳94,697
Friction৳43,949

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 #245

310 fills, including partial sales. Page 1.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2010-12-23BUY376263.8436.43199.91-99,825.140
2010-12-28SELL376251.9416.74190.6494,107.02-5,718.12
2011-01-04BUY396236.5412.08188.45-94,254.530
2011-01-09SELL396232.2404.5918591,361.61-2,892.91
2011-01-13BUY386234.8398.78182.22-91,213.810
2011-01-18SELL386228.7388.42177.5187,712.26-3,501.55
2011-02-02BUY382228.3383.73175.85-87,770.170
2011-02-07SELL382209.7352.46161.3479,591.59-8,178.58
2011-07-05BUY485163.2348.27161.07-79,661.340
2011-07-10SELL485175.2373.88172.7684,425.364,764.02
2011-07-17BUY473177.1368.58169.57-84,306.460
2011-07-21SELL473215.8449.12206.36101,417.9117,111.46
2011-08-01BUY555181.6443.47202.92-101,434.380
2011-08-04SELL555178.5435.9199.4498,432.16-3,002.22
2011-08-10BUY530184.7430.72197.11-98,518.830
2011-08-16SELL530181.1422.33193.2595,367.43-3,151.4
2011-08-23BUY529179416.64190.9-95,298.540
2011-09-04SELL529177.8413.85190.2493,452.11-1,846.43
2011-10-27BUY571162.8409.02190.11-93,557.930
2011-11-01SELL571164.5413.29191.6393,324.58-233.35
2011-11-24BUY557166.3407.57187.86-93,224.530
2011-11-29SELL557160392.13180.6688,547.21-4,677.32
2011-12-04BUY550160387.2178.71-88,565.910
2011-12-08SELL550155.4376.07173.7784,920.16-3,645.75
2011-12-26BUY525160.8371.45173.44-84,964.880
2011-12-29SELL525163.5377.69176.9985,282.83317.94
2012-01-08BUY470180.4373.07172.85-85,333.920
2012-01-12SELL470174.7361.28166.5581,581.17-3,752.75
2012-01-23BUY503161356.33163.99-81,503.320
2012-01-26SELL503157.7349.02160.5578,813.53-2,689.79
2012-03-04BUY501156.2344.33158.53-78,759.060
2012-03-07SELL501151.4333.75153.6975,363.97-3,395.09
2012-03-21BUY435172.4329.97152.32-75,476.290
2012-03-27SELL435182.87350.01161.3679,036.213,559.92
2012-04-01BUY400196344.96158.54-78,903.50
2012-04-05SELL400184.24324.26148.7373,223.01-5,680.49
2012-04-16BUY343212.1320.1146.34-73,216.750
2012-04-25SELL343221.2333.84152.4975,385.282,168.53
2012-05-07BUY350214.1329.71150.6-75,415.310
2012-05-10SELL350208.6321.24146.7272,542.04-2,873.27
2012-05-23BUY351205.2316.91145.19-72,487.30
2012-06-06SELL351207.1319.85147.7772,224.49-262.82
2012-06-21BUY363197.9316.09146.8-72,300.590
2012-07-02SELL363204.4326.47151.273,719.531,418.95
2012-07-05BUY363201.8322.31149.39-73,725.10
2012-07-11SELL363189.69302.98140.2368,414.99-5,310.12
2012-07-22BUY341199.4299.18138.13-68,432.70
2012-07-25SELL341205.5308.33142.269,624.971,192.26
2012-07-30BUY338204.8304.58140.56-69,667.540
2012-08-05SELL338189.1281.23129.4763,505.1-6,162.44
2012-11-01BUY362174.2277.47129.46-63,467.320
2012-11-06SELL362168.4268.23125.2960,567.28-2,900.04
2012-11-20BUY358168.2264.95123.18-60,603.720
2012-11-26SELL358167263.06122.2359,400.71-1,203.02
2012-12-24BUY344171.5259.58122.84-59,378.420
2012-12-30SELL344175264.88124.7859,810.34431.92
2013-01-08BUY347171.4261.69123.39-59,860.890
2013-01-13SELL347170259.56122.4658,607.98-1,252.9
2013-02-07BUY342170.1255.97120.32-58,550.480
2013-02-12SELL342165.1248.44115.9356,099.83-2,450.65
2013-05-15BUY360154.7245.04119.1-56,056.140
2013-05-20SELL360166.2263.26126.959,441.843,385.7
2013-05-26BUY361163.7260.02123.65-59,479.370
2013-06-04SELL361175.62278.95130.8962,987.543,508.17
2013-06-09BUY355176.5275.69128.13-63,061.330
2013-06-12SELL355178.1278.19128.9262,818.39-242.93
2013-06-18BUY355175.7274.44127.05-62,774.990
2013-06-24SELL355188.55294.52136.1766,505.283,730.28
2013-06-30BUY369178.9290.46133.97-66,438.530
2013-07-07SELL369186.1302.16139.2868,230.21,791.68
2013-07-14BUY321211.5298.72136.97-68,327.190
2013-07-17SELL321232.5328.38150.2674,153.865,826.67
2013-07-28BUY417176.5323.84147.96-74,072.310
2013-07-31SELL417184.2337.97154.4776,318.962,246.66
2013-08-27BUY361209.8333.25153.07-76,224.110
2013-09-02SELL361214.7341.03156.477,009.27785.16
2013-09-05BUY361212336.74154.23-77,022.970
2013-09-12SELL361196.3311.8142.6170,409.89-6,613.08
2013-09-17BUY359195.3308.5141.06-70,562.250
2013-10-01SELL359187.7296.49136.1866,951.63-3,610.62
2013-10-29BUY355187.2292.41137.67-66,886.070
2013-11-05SELL355194.6303.97142.8368,636.211,750.13
2013-11-11BUY347196.4299.86139.9-68,590.570
2013-11-21SELL347209.9320.48148.0572,366.773,776.2
2013-12-01BUY359200.5316.71145.83-72,442.040
2013-12-15SELL359202319.08147.172,051.82-390.22
2013-12-22BUY354202.1314.79145.78-72,003.970
2014-01-08SELL354210.5327.87153.2474,035.882,031.91
2014-01-15BUY360204.5323.93151.07-74,0950
2014-01-27SELL360213.4338.03156.9176,329.072,234.07
2014-02-03BUY357212.2333.32154.29-76,243.020
2014-02-11SELL357199.47313.32144.5970,752.16-5,490.85
2014-02-27BUY329214309.79142.83-70,858.610
2014-03-13SELL329214.6310.65143.0670,149.69-708.93
2014-03-24BUY335208306.59141.22-70,127.810
2014-04-08SELL335247364.08167.8182,213.1112,085.3
2014-04-17BUY321254.6359.6164.81-82,2510
2014-04-27SELL321265.8375.42171.7684,774.622,523.62
2014-05-04BUY320262.9370.16169.25-84,667.420
2014-05-11SELL320269.5379.46173.6385,686.911,019.5