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: -4.7%. 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

#249 · MACD

Full-history NAV৳44,043

Net return -56.0% · drawdown 58.5% · 158 closed positions

2024 onward NAV৳93,217

Net return -6.8% · drawdown 28.7% · 20 closed positions

2024 stress NAV৳78,126

Net return -21.9% · drawdown 40.3% · 16 closed positions

Variant 0; fixed stop 4.0%; maximum 15 sessions; gate EMA 50; continuous signal; exit any bearish; trailing arms at 2.0%, distance 1.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳44,043

Unsettled৳0

Holdings৳0

NAV৳44,043

Realized P&L৳-55,957

Unrealized P&L৳0

Fees৳82,899

Friction৳38,411

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 #249

316 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
2011-01-04	SELL	382	236.5	397.51	181.75	89,763.74	-4,733.95
2011-02-02	BUY	390	228.3	391.76	179.56	-89,608.32	0
2011-02-07	SELL	390	209.7	359.85	164.75	81,258.41	-8,349.91
2011-07-04	BUY	499	162.1	355.91	164.83	-81,408.63	0
2011-07-07	SELL	499	167.9	368.64	170.5	83,242.96	1,834.33
2011-07-12	BUY	475	174	363.66	167.62	-83,181.28	0
2011-07-17	SELL	475	177.1	370.14	170.3	83,582.06	400.78
2011-07-25	BUY	404	205.6	365.47	167.26	-83,595.13	0
2011-08-01	SELL	404	181.6	322.81	147.44	72,896.15	-10,698.99
2011-10-27	BUY	445	162.8	318.76	147.44	-72,912.2	0
2011-11-01	SELL	445	164.5	322.09	148.7	72,731.71	-180.49
2011-11-13	BUY	454	159.2	318.02	146.74	-72,741.56	0
2011-11-16	SELL	454	161.7	323.01	149.05	72,939.74	198.18
2011-11-21	BUY	441	164.3	318.81	146.87	-72,921.97	0
2011-11-24	SELL	441	166.3	322.69	148.31	72,867.3	-54.67
2011-11-30	BUY	441	164.2	318.61	146.51	-72,877.32	0
2011-12-05	SELL	441	157.7	306	140.84	69,098.85	-3,778.47
2011-12-26	BUY	427	160.8	302.11	140.36	-69,104.07	0
2011-12-29	SELL	427	163.35	306.9	143.01	69,300.54	196.46
2012-01-03	BUY	395	174.1	302.59	140.28	-69,212.37	0
2012-01-08	SELL	395	180.4	313.54	144.83	70,799.64	1,587.27
2012-01-11	BUY	399	176.5	309.86	142.63	-70,875.99	0
2012-01-16	SELL	399	166.5	292.31	134.33	66,006.86	-4,869.13
2012-03-04	BUY	420	156.2	288.66	132.63	-66,025.28	0
2012-03-19	SELL	420	170.18	314.49	145.06	71,016.46	4,991.18
2012-03-27	BUY	383	184.3	310.58	142.96	-71,040.44	0
2012-04-01	SELL	383	196	330.3	151.73	74,585.97	3,545.53
2012-04-04	BUY	399	185.5	325.66	149.42	-74,489.58	0
2012-04-09	SELL	399	195.9	343.92	157.72	77,662.46	3,172.88
2012-04-15	BUY	357	216.1	339.45	155.3	-77,642.45	0
2012-04-18	SELL	357	217.9	342.28	156.46	77,291.56	-350.89
2012-04-25	BUY	347	221.2	337.73	154.28	-77,248.4	0
2012-04-30	SELL	347	214.7	327.8	149.73	74,023.37	-3,225.04
2012-06-10	BUY	360	204.4	323.77	149.85	-74,057.62	0
2012-06-13	SELL	360	203.3	322.03	149.15	72,716.82	-1,340.8
2012-07-02	BUY	354	204.4	318.37	147.38	-72,823.35	0
2012-07-05	SELL	354	201.8	314.32	145.61	70,977.26	-1,846.09
2012-07-23	BUY	346	203.5	309.81	142.98	-70,863.79	0
2012-07-26	SELL	346	207.9	316.51	145.95	71,470.94	607.16
2012-11-01	BUY	408	174.2	312.72	146.39	-71,532.71	0
2012-11-06	SELL	408	168.4	302.31	141.69	68,263.2	-3,269.52
2012-11-19	BUY	394	172.1	298.35	139.23	-68,244.98	0
2012-11-22	SELL	394	169.1	293.15	136.57	66,195.68	-2,049.3
2012-12-03	BUY	391	168.1	289.2	135.36	-66,151.66	0
2012-12-06	SELL	391	167.6	288.34	134.98	65,108.28	-1,043.38
2012-12-24	BUY	378	171.5	285.24	135.5	-65,247.74	0
2012-12-30	SELL	378	175	291.06	137.59	65,721.35	473.61
2013-01-03	BUY	380	171.6	286.92	135.73	-65,630.64	0
2013-01-13	SELL	380	170	284.24	134.57	64,181.19	-1,449.46
2013-02-05	BUY	365	174.9	280.89	133.41	-64,252.8	0
2013-02-10	SELL	365	167.9	269.65	126.67	60,888.64	-3,364.16
2013-05-15	BUY	391	154.7	266.15	130.07	-60,883.92	0
2013-05-20	SELL	391	166.2	285.93	138.5	64,559.77	3,675.85
2013-05-26	BUY	392	163.7	282.35	134.77	-64,587.52	0
2013-05-29	SELL	392	173.9	299.94	142.79	67,726.06	3,138.54
2013-06-03	BUY	376	178.7	295.64	139.44	-67,626.29	0
2013-06-09	SELL	376	176.5	292	135.89	65,936.11	-1,690.18
2013-06-12	BUY	368	178.1	288.38	133.73	-65,962.91	0
2013-06-17	SELL	368	177.8	287.89	133.41	65,009.09	-953.82
2013-06-27	BUY	351	184	284.17	131.07	-64,999.24	0
2013-07-03	SELL	351	180.6	278.92	128.48	62,983.2	-2,016.04
2013-07-14	BUY	296	211.5	275.46	126.21	-63,005.67	0
2013-07-17	SELL	296	232.5	302.81	138.48	68,378.71	5,373.04
2013-07-22	BUY	375	180.9	298.49	136.33	-68,272.32	0
2013-07-25	SELL	375	178.4	294.36	134.43	66,471.21	-1,801.11
2013-08-21	BUY	337	196.1	290.78	133.14	-66,509.62	0
2013-08-26	SELL	337	210.5	312.13	143.3	70,483.08	3,973.45
2013-09-02	BUY	326	214.7	307.97	141.11	-70,441.28	0
2013-09-05	SELL	326	212	304.09	139.18	68,668.73	-1,772.55
2013-09-10	BUY	334	204.5	300.53	137.45	-68,740.99	0
2013-09-15	SELL	334	204.3	300.24	137.27	67,798.69	-942.3
2013-10-29	BUY	360	187.2	296.52	139.67	-67,828.2	0
2013-11-03	SELL	360	190.97	302.5	142.56	68,304.5	476.3
2013-11-06	BUY	345	196.5	298.29	140.06	-68,230.84	0
2013-11-11	SELL	345	196.4	298.14	139.08	67,320.79	-910.06
2013-11-14	BUY	342	195.6	294.34	136.95	-67,326.49	0
2013-11-19	SELL	342	206.5	310.74	144.25	70,168.01	2,841.51
2013-11-24	BUY	338	206.6	307.26	141.68	-70,279.73	0
2013-11-27	SELL	338	205.6	305.77	140.74	69,046.29	-1,233.44
2014-01-07	BUY	330	207.7	301.58	140.51	-68,983.09	0
2014-01-12	SELL	330	209.9	304.77	141.92	68,820.3	-162.78
2014-01-16	BUY	332	206	300.92	139.98	-68,832.9	0
2014-01-21	SELL	332	207.5	303.12	140.93	68,445.95	-386.95
2014-01-26	BUY	316	215.3	299.35	138.8	-68,472.95	0
2014-02-04	SELL	316	210.1	292.12	134.97	65,964.51	-2,508.44
2014-02-27	BUY	306	214	288.13	132.71	-65,904.84	0
2014-03-04	SELL	306	214.2	288.4	132.59	65,124.21	-780.63
2014-03-09	BUY	296	218.3	284.31	130.7	-65,031.81	0
2014-03-19	SELL	296	211.3	275.2	126.54	62,143.07	-2,888.75
2014-04-09	BUY	249	247.9	271.6	124.57	-62,123.26	0
2014-04-15	SELL	249	259.38	284.18	130.16	64,171.29	2,048.02
2014-04-20	BUY	255	250.3	280.84	128.46	-64,235.8	0
2014-04-23	SELL	255	265.2	297.55	136.12	67,192.33	2,956.53
2014-04-28	BUY	254	262.8	293.71	134.17	-67,179.07	0
2014-05-04	SELL	254	262.9	293.82	134.18	66,348.6	-830.47
2014-06-05	BUY	231	285.9	290.59	133.21	-66,466.7	0
2014-06-10	SELL	231	286.3	291	133.48	65,710.83	-755.88