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: -4.3%. 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.

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

#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 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2014-05-15	BUY	322	264.5	374.74	171.56	-85,715.31	0
2014-05-29	SELL	322	266.3	377.29	173.58	85,197.73	-517.58
2014-06-08	BUY	298	284	372.38	171.22	-85,175.6	0
2014-06-17	SELL	298	303.7	398.21	182.86	89,921.53	4,745.93
2014-06-22	BUY	301	296.5	392.68	180.2	-89,819.39	0
2014-07-07	SELL	301	293.3	388.45	178.53	87,716.32	-2,103.07
2014-07-13	BUY	297	294.1	384.33	176.88	-87,908.91	0
2014-08-03	SELL	297	313.1	409.16	188.52	92,393.03	4,484.11
2014-08-12	BUY	277	330.9	403.3	184.96	-92,247.56	0
2014-08-18	SELL	277	335.8	409.27	187.52	92,419.81	172.25
2014-08-24	BUY	282	325.3	403.63	184.75	-92,322.98	0
2014-09-04	SELL	282	338.1	419.51	192.19	94,732.5	2,409.52
2014-09-11	BUY	279	337.8	414.68	190.4	-94,851.28	0
2014-09-23	SELL	279	380.7	467.35	214.77	105,533.18	10,681.9
2014-09-29	BUY	267	392.2	460.76	211.51	-105,389.67	0
2014-10-20	SELL	267	369.1	433.62	198.53	97,917.55	-7,472.12
2014-10-28	BUY	257	379.7	429.36	196.71	-98,208.98	0
2014-11-06	SELL	257	353.3	399.51	183.24	90,215.35	-7,993.63
2014-12-04	BUY	254	352.6	394.07	182.53	-90,137	0
2014-12-21	SELL	254	351.5	392.84	182.57	88,705.59	-1,431.4
2014-12-24	BUY	244	360.2	386.71	180.11	-88,455.62	0
2015-01-12	SELL	244	355.9	382.09	179.06	86,278.44	-2,177.18
2015-04-06	BUY	243	353	377.43	174.12	-86,330.55	0
2015-04-20	SELL	243	331.82	354.78	163.55	80,113.93	-6,216.61
2015-07-09	BUY	239	333.5	350.71	161.64	-80,218.85	0
2015-08-02	SELL	239	330	347.03	159.49	78,363.48	-1,855.37
2015-12-03	BUY	286	272	342.28	162.57	-78,296.86	0
2015-12-08	SELL	286	257	323.41	152.72	73,025.88	-5,270.98
2016-01-19	BUY	276	263.3	319.75	153.91	-73,144.47	0
2016-01-24	SELL	276	266	323.03	153.11	72,939.86	-204.61
2016-04-26	BUY	288	251.9	319.21	154.32	-73,020.72	0
2016-05-02	SELL	288	245	310.46	149.19	70,100.35	-2,920.38
2016-05-08	BUY	282	247	306.48	147.19	-70,107.67	0
2016-05-11	SELL	282	252.1	312.81	149.47	70,629.93	522.26
2016-05-24	BUY	273	256.7	308.35	147.26	-70,534.71	0
2016-05-29	SELL	273	255.2	306.55	146.84	69,216.22	-1,318.49
2016-06-02	BUY	268	256.7	302.7	145.03	-69,243.33	0
2016-06-07	SELL	268	255.1	300.81	144.28	67,921.71	-1,321.63
2016-06-14	BUY	264	255.7	297.02	142.36	-67,944.18	0
2016-06-19	SELL	264	252.1	292.84	139.82	66,121.74	-1,822.44
2016-07-16	BUY	255	257	288.35	138.23	-65,961.59	0
2016-07-19	SELL	255	259.4	291.05	138.7	65,717.25	-244.34
2016-07-26	BUY	243	269.1	287.72	135.16	-65,814.18	0
2016-07-31	SELL	243	276.5	295.63	137.09	66,756.77	942.59
2016-08-07	BUY	239	277.4	291.71	135.23	-66,725.55	0
2016-08-22	SELL	239	270.5	284.46	131.81	64,233.23	-2,492.32
2016-08-28	BUY	241	265.1	281.11	130.39	-64,300.6	0
2016-09-18	SELL	241	265	281.01	133.74	63,450.25	-850.35
2016-10-02	BUY	235	268.5	277.63	133.58	-63,508.71	0
2016-10-18	SELL	235	270.7	279.9	133.54	63,201.05	-307.66
2016-10-24	BUY	223	281.2	275.91	129.87	-63,113.38	0
2016-11-07	SELL	223	278	272.77	127.97	61,593.26	-1,520.12
2016-11-14	BUY	219	280	269.81	125.96	-61,715.77	0
2016-11-28	SELL	219	286	275.59	127.92	62,230.49	514.72
2016-12-04	BUY	218	283.3	271.74	126.06	-62,157.2	0
2016-12-19	SELL	218	285.2	273.56	127.15	61,772.89	-384.31
2017-01-04	BUY	214	286.1	269.39	125.6	-61,620.4	0
2017-01-18	SELL	214	294	276.83	128.58	62,510.58	890.19
2017-01-24	BUY	208	298.5	273.19	126.41	-62,487.6	0
2017-02-07	SELL	208	303.8	278.04	128.3	62,784.06	296.46
2017-02-19	BUY	195	320	274.56	126.77	-62,801.33	0
2017-03-06	SELL	195	309.5	265.55	122.99	59,963.96	-2,837.37
2017-03-14	BUY	188	317.9	262.97	121.58	-60,149.75	0
2017-03-29	SELL	188	319.4	264.21	123.14	59,659.85	-489.89
2017-04-03	BUY	175	338.3	260.49	120.89	-59,583.88	0
2017-04-17	SELL	175	337	259.49	120.05	58,595.46	-988.42
2017-05-07	BUY	171	340	255.82	119.96	-58,515.77	0
2017-05-22	SELL	171	331.2	249.19	116.88	56,269.13	-2,246.65
2017-05-28	BUY	168	334	246.89	116.6	-56,475.49	0
2017-06-11	SELL	168	333.3	246.38	115.99	55,632.03	-843.46
2017-06-19	BUY	162	340	242.35	113.66	-55,436.01	0
2017-07-06	SELL	162	355.4	253.33	117.23	57,204.24	1,768.23
2017-07-11	BUY	163	348.3	249.8	115.05	-57,137.75	0
2017-07-18	SELL	163	367.5	263.57	120.94	59,517.99	2,380.23
2017-07-25	BUY	161	369	261.4	119.86	-59,790.26	0
2017-08-08	SELL	161	377	267.07	122.5	60,307.43	517.18
2017-08-17	BUY	154	388	262.91	120.84	-60,135.75	0
2017-08-31	SELL	154	391	264.94	122.17	59,826.89	-308.85
2017-09-10	BUY	146	408	262.1	120.95	-59,951.05	0
2017-09-13	SELL	146	415	266.6	122.77	60,200.63	249.58
2017-09-20	BUY	145	412	262.86	120.89	-60,123.74	0
2017-10-05	SELL	145	416.1	265.47	122.02	59,947	-176.74
2017-10-10	BUY	141	422	261.81	120.58	-59,884.38	0
2017-10-24	SELL	141	431.3	267.58	123.49	60,422.23	537.85
2017-11-05	BUY	136	440.8	263.77	121.63	-60,334.2	0
2017-11-15	SELL	136	496.76	297.26	136.64	67,125.73	6,791.53
2017-11-23	BUY	138	483	293.28	134.59	-67,081.87	0
2017-12-07	SELL	138	480.8	291.94	133.85	65,924.61	-1,157.26
2017-12-19	BUY	140	468.2	288.41	132.65	-65,969.06	0
2018-01-04	SELL	140	487.6	300.36	138.78	67,824.86	1,855.8
2018-01-10	BUY	143	472	296.98	137.13	-67,930.11	0
2018-01-24	SELL	143	503.8	316.99	146.12	71,580.29	3,650.18
2018-01-30	BUY	139	511	312.53	143.66	-71,485.19	0
2018-02-13	SELL	139	507.9	310.63	142.64	70,144.82	-1,340.36
2018-03-07	BUY	143	487.9	306.99	141.9	-70,218.59	0
2018-03-22	SELL	143	477	300.13	139.58	67,771.29	-2,447.3
2018-04-11	BUY	139	483.2	295.53	137.24	-67,597.56	0
2018-04-25	SELL	139	474.9	290.45	134.55	65,586.1	-2,011.46
2018-10-30	BUY	171	383	288.17	134.26	-65,915.42	0
2018-11-04	SELL	171	382	287.42	134.02	64,900.56	-1,014.86

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