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: -5.5%. 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

#255 · Kalman milestone + Flow: NVI + Flow: Signed imbalance

Full-history NAV৳38,517

Net return -61.5% · drawdown 62.1% · 104 closed positions

2024 onward NAV৳79,572

Net return -20.4% · drawdown 23.6% · 13 closed positions

2024 stress NAV৳74,871

Net return -25.1% · drawdown 27.7% · 10 closed positions

Variant 0; fixed stop 4.0%; maximum 5 sessions; gate None; continuous signal; exit any bearish; trailing arms at 2.0%, distance 1.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳38,517

Unsettled৳0

Holdings৳0

NAV৳38,517

Realized P&L৳-61,483

Unrealized P&L৳0

Fees৳66,415

Friction৳30,940

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.46e-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 #255

208 fills, including partial sales. Page 1.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2010-12-23	BUY	376	263.8	436.43	199.91	-99,825.14	0
2010-12-28	SELL	376	251.9	416.74	190.64	94,107.02	-5,718.12
2011-07-04	BUY	577	162.1	411.54	191.14	-94,134.38	0
2011-07-07	SELL	577	167.9	426.26	197.68	96,254.35	2,119.97
2011-07-12	BUY	550	174	421.08	194.52	-96,315.6	0
2011-07-17	SELL	550	177.1	428.58	197.57	96,778.85	463.26
2011-07-25	BUY	468	205.6	423.37	193.97	-96,838.14	0
2011-08-01	SELL	468	181.6	373.95	170.93	84,443.92	-12,394.22
2011-10-30	BUY	540	155.2	368.76	170.87	-84,347.63	0
2011-11-02	SELL	540	163	387.29	179.27	87,453.44	3,105.82
2011-11-20	BUY	522	166.6	382.65	176.85	-87,524.69	0
2011-11-23	SELL	522	163.7	375.99	173.27	84,902.15	-2,622.55
2011-12-29	BUY	516	163.5	371.21	173.86	-84,911.08	0
2012-01-03	SELL	516	174.1	395.28	184.36	89,255.97	4,344.89
2012-01-08	BUY	491	180.4	389.74	180.73	-89,146.86	0
2012-01-11	SELL	491	176.5	381.31	176.03	86,104.16	-3,042.7
2012-03-20	BUY	495	172.8	376.36	174.05	-86,086.41	0
2012-03-25	SELL	495	184.3	401.41	185.54	90,641.56	4,555.15
2012-04-01	BUY	460	196	396.7	182.62	-90,739.33	0
2012-04-04	SELL	460	185.5	375.45	172.51	84,782.04	-5,957.29
2012-04-09	BUY	430	195.9	370.64	170.09	-84,777.73	0
2012-04-15	SELL	430	215.82	408.33	187.05	92,207.22	7,429.49
2012-04-18	BUY	420	217.9	402.68	184.26	-92,104.94	0
2012-04-25	SELL	420	221.2	408.78	186.93	92,308.3	203.36
2012-06-10	BUY	449	204.4	403.81	187.72	-92,367.13	0
2012-06-13	SELL	449	203.3	401.64	186.88	90,693.18	-1,673.95
2012-11-01	BUY	517	174.2	396.27	186.93	-90,644.6	0
2012-11-06	SELL	517	168.4	383.08	181	86,498.73	-4,145.87
2012-11-19	BUY	500	172.1	378.62	177.92	-86,606.54	0
2012-11-22	SELL	500	169.1	372.02	174.45	84,003.53	-2,603
2013-02-06	BUY	483	172.8	367.23	175.55	-84,005.18	0
2013-02-11	SELL	483	165.89	352.55	166.77	79,604.59	-4,400.59
2013-05-15	BUY	511	154.7	347.83	173.64	-79,573.17	0
2013-05-20	SELL	511	166.2	373.68	184.43	84,370.09	4,796.91
2013-05-26	BUY	512	163.7	368.78	178.6	-84,361.78	0
2013-05-29	SELL	512	173.9	391.76	189.09	88,455.95	4,094.17
2013-06-04	BUY	495	177.7	387.03	183.8	-88,532.33	0
2013-06-09	SELL	495	176.5	384.42	180.21	86,802.87	-1,729.46
2013-06-12	BUY	484	178.1	379.28	176.98	-86,756.67	0
2013-06-17	SELL	484	177.8	378.64	176.53	85,500.03	-1,256.63
2013-06-30	BUY	475	178.9	373.9	173.17	-85,524.57	0
2013-07-04	SELL	475	188.1	393.13	182.12	88,772.25	3,247.69
2013-07-14	BUY	417	211.5	388.06	178.39	-88,761.95	0
2013-07-17	SELL	417	232.5	426.59	195.58	96,330.33	7,568.38
2013-08-22	BUY	470	203.4	420.63	193.47	-96,212.1	0
2013-08-27	SELL	470	209.8	433.87	199.91	97,972.23	1,760.12
2013-09-02	BUY	454	214.7	428.88	197.14	-98,099.82	0
2013-09-05	SELL	454	212	423.49	194.34	95,630.17	-2,469.65
2013-10-31	BUY	495	192	418.18	200.21	-95,658.38	0
2013-11-05	SELL	495	194.6	423.84	201.72	95,701.44	43.06
2013-11-10	BUY	483	196.8	418.24	197.39	-95,670.03	0
2013-11-13	SELL	483	194.6	413.56	194.38	93,383.86	-2,286.17
2013-11-18	BUY	464	199.9	408.12	190.95	-93,352.66	0
2013-11-21	SELL	464	209.9	428.53	199.05	96,766.02	3,413.36
2013-11-26	BUY	481	200	423.28	195.96	-96,819.24	0
2013-12-01	SELL	481	200.5	424.34	196.24	95,819.92	-999.32
2014-01-09	BUY	456	208.7	418.74	196.76	-95,782.7	0
2014-01-15	SELL	456	204.5	410.31	192.65	92,649.04	-3,133.65
2014-01-20	BUY	444	207.1	404.59	189.52	-92,546.51	0
2014-01-23	SELL	444	212.1	414.36	193.79	93,564.26	1,017.74
2014-02-02	BUY	440	211.4	409.27	190.27	-93,615.54	0
2014-02-06	SELL	440	210	406.56	188.71	91,804.73	-1,810.81
2014-03-03	BUY	414	220.3	401.3	185.5	-91,791	0
2014-03-06	SELL	414	214.7	391.1	180.49	88,314.21	-3,476.79
2014-04-09	BUY	354	247.9	386.13	177.76	-88,320.49	0
2014-04-15	SELL	354	259.38	404.01	185.63	91,230.88	2,910.39
2014-04-27	BUY	341	265.8	398.81	182.53	-91,219.14	0
2014-04-30	SELL	341	268.9	403.46	184.6	91,106.84	-112.3
2014-05-07	BUY	328	276.4	398.9	182.49	-91,240.59	0
2014-05-12	SELL	328	270.5	390.39	178.71	88,154.91	-3,085.68
2014-06-05	BUY	306	285.9	384.94	176.95	-88,047.29	0
2014-06-10	SELL	306	286.3	385.47	177.34	87,044.99	-1,002.3
2014-06-16	BUY	283	305.4	380.28	174.6	-86,983.08	0
2014-06-19	SELL	283	300.1	373.68	171.45	84,383.17	-2,599.92
2014-08-04	BUY	270	310.8	369.23	169.83	-84,455.06	0
2014-08-10	SELL	270	327.69	389.3	178.71	87,908.29	3,453.23
2014-08-13	BUY	257	339.2	383.57	175.75	-87,733.72	0
2014-08-19	SELL	257	338.2	382.44	175.1	86,359.86	-1,373.86
2014-09-16	BUY	249	345.7	378.75	173.84	-86,631.88	0
2014-09-21	SELL	249	377.9	414.03	190.16	93,492.91	6,861.02
2014-09-29	BUY	236	392.2	407.26	186.74	-93,153.2	0
2014-10-02	SELL	236	380.2	394.8	180.82	89,151.58	-4,001.62
2015-01-12	BUY	249	355.9	389.92	182.85	-89,191.87	0
2015-01-15	SELL	249	360	394.42	185.63	89,059.96	-131.91
2015-02-12	BUY	251	352.5	389.3	181.99	-89,048.79	0
2015-02-22	SELL	251	333.1	367.88	171.48	83,068.74	-5,980.05
2015-03-29	BUY	238	348	364.43	169.06	-83,357.48	0
2015-04-01	SELL	238	353.2	369.87	170.75	83,520.98	163.5
2015-12-02	BUY	306	271.1	365.01	174.54	-83,496.15	0
2015-12-07	SELL	306	260.26	350.41	166.63	79,121.3	-4,374.85
2016-01-17	BUY	306	257	346.02	168.63	-79,156.66	0
2016-01-20	SELL	306	274	368.91	176.86	83,298.23	4,141.57
2016-04-24	BUY	332	248.6	363.15	178.92	-83,077.28	0
2016-05-02	SELL	332	245	357.9	173.4	80,808.7	-2,268.58
2016-05-11	BUY	319	252.1	353.85	170.16	-80,943.91	0
2016-05-16	SELL	319	252	353.71	169.91	79,864.39	-1,079.52
2016-05-24	BUY	309	256.7	349.01	167.74	-79,837.05	0
2016-05-29	SELL	309	255.2	346.97	167.32	78,342.51	-1,494.54
2016-10-25	BUY	273	285	342.34	162.08	-78,309.42	0
2016-10-30	SELL	273	277	332.73	157.07	75,131.19	-3,178.22