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 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2016-11-06	BUY	267	279.9	328.83	155.21	-75,217.33	0
2016-11-09	SELL	267	281.3	330.47	155.45	74,621.18	-596.16
2016-11-21	BUY	258	287.1	325.92	152.51	-74,550.23	0
2016-11-28	SELL	258	286	324.67	151.26	73,312.08	-1,238.15
2017-07-05	BUY	205	355	320.21	148.94	-73,244.15	0
2017-07-10	SELL	205	340	306.68	141.78	69,251.54	-3,992.62
2017-07-13	BUY	194	354.8	302.86	139.77	-69,273.83	0
2017-07-18	SELL	194	370.9	316.6	145.55	71,492.45	2,218.62
2017-07-27	BUY	189	375.5	312.27	143.37	-71,425.14	0
2017-08-06	SELL	189	373.2	310.35	142.42	70,082.03	-1,343.11
2017-08-13	BUY	183	381.6	307.26	141.15	-70,281.21	0
2017-08-20	SELL	183	391.6	315.32	145.24	71,202.25	921.03
2017-09-10	BUY	173	408	310.57	143.72	-71,038.29	0
2017-09-13	SELL	173	415	315.9	145.82	71,333.28	294.99
2017-11-13	BUY	150	472.9	312.11	144.03	-71,391.14	0
2017-11-16	SELL	150	484	319.44	146.86	72,133.7	742.57
2017-11-23	BUY	148	483	314.53	144.45	-71,942.97	0
2017-11-28	SELL	148	471	306.72	140.82	69,260.46	-2,682.51
2018-01-23	BUY	139	496	303.35	140.04	-69,387.4	0
2018-01-28	SELL	139	510	311.92	143.49	70,434.6	1,047.2
2018-01-31	BUY	138	506.9	307.79	141.36	-70,401.35	0
2018-02-05	SELL	138	496	301.17	138.27	68,008.56	-2,392.79
2018-04-19	BUY	137	493	297.18	137.98	-67,976.16	0
2018-04-24	SELL	137	485	292.36	135.36	66,017.29	-1,958.87
2018-08-29	BUY	168	391.5	289.4	134.97	-66,196.37	0
2018-09-06	SELL	168	388.5	287.18	133.82	64,847	-1,349.37
2018-09-11	BUY	169	380	282.57	131.59	-64,634.16	0
2018-09-16	SELL	169	373	277.36	129.51	62,630.12	-2,004.04
2018-10-28	BUY	163	383	274.69	127.86	-62,831.55	0
2018-10-31	SELL	163	380.5	272.89	126.97	61,621.63	-1,209.92
2019-01-01	BUY	165	370	268.62	126.87	-61,445.49	0
2019-01-08	SELL	165	374	271.52	127.37	61,311.11	-134.38
2019-01-13	BUY	156	390	267.7	124.6	-61,232.3	0
2019-01-17	SELL	156	374.4	256.99	119.16	58,030.25	-3,202.04
2019-01-23	BUY	148	391	254.62	117.83	-58,240.45	0
2019-01-28	SELL	148	398	259.18	119.68	58,525.15	284.69
2019-01-31	BUY	140	414	255.02	117.19	-58,332.22	0
2019-02-05	SELL	140	403	248.25	113.88	56,057.87	-2,274.35
2019-03-25	BUY	139	401.4	245.5	113.36	-56,153.46	0
2019-03-31	SELL	139	407	248.92	114.96	56,209.12	55.66
2019-09-23	BUY	155	361	246.2	114.27	-56,315.48	0
2019-09-26	SELL	155	360	245.52	113.52	55,440.96	-874.51
2020-07-19	BUY	227	243	242.71	113.99	-55,517.69	0
2020-07-22	SELL	227	246.31	246.02	114.77	55,552.04	34.35
2020-07-27	BUY	212	259.9	242.43	112.23	-55,453.46	0
2020-08-04	SELL	212	264.8	247.01	113.84	55,776.75	323.29
2020-08-09	BUY	218	255	244.6	112.48	-55,947.08	0
2020-08-13	SELL	218	290	278.17	127.92	62,813.91	6,866.83
2020-08-18	BUY	216	288	273.72	125.72	-62,607.44	0
2020-08-24	SELL	216	295	280.37	128.73	63,310.9	703.46
2020-08-31	BUY	200	315	277.2	127.15	-63,404.35	0
2020-09-03	SELL	200	322	283.36	129.92	63,986.72	582.37
2020-09-09	BUY	187	339	278.93	127.9	-63,799.83	0
2020-09-14	SELL	187	354	291.27	133.71	65,773.02	1,973.19
2020-10-18	BUY	191	342	287.42	133.83	-65,743.25	0
2020-10-22	SELL	191	331.3	278.42	130.19	62,869.69	-2,873.56
2020-12-09	BUY	187	334.1	274.9	128.68	-62,880.27	0
2020-12-14	SELL	187	345.61	284.37	132.8	64,211.71	1,331.44
2020-12-20	BUY	184	348.5	282.15	131.07	-64,537.21	0
2020-12-23	SELL	184	337.6	273.32	127.01	61,718.07	-2,819.14
2021-01-18	BUY	162	377	268.73	123.87	-61,466.6	0
2021-01-21	SELL	162	377	268.73	123.68	60,681.6	-785
2021-01-31	BUY	159	380	265.85	122.44	-60,808.29	0
2021-02-03	SELL	159	369.7	258.64	119.33	58,404.33	-2,403.96
2021-04-21	BUY	170	340.2	254.47	119.82	-58,208.28	0
2021-04-28	SELL	170	338.8	253.42	119.55	57,223.03	-985.26
2021-05-16	BUY	164	346.6	250.11	117.59	-57,210.09	0
2021-05-19	SELL	164	344.1	248.3	116.35	56,067.75	-1,142.34
2021-05-25	BUY	164	341.1	246.14	114.94	-56,301.48	0
2021-05-31	SELL	164	345.5	249.31	116.29	56,296.4	-5.08
2021-06-06	BUY	159	351.9	246.19	114.5	-56,312.79	0
2021-06-13	SELL	159	351	245.56	114.47	55,448.97	-863.82
2021-11-28	BUY	153	360	242.35	116.05	-55,438.4	0
2021-12-01	SELL	153	359	241.68	115.93	54,569.39	-869.01
2022-01-13	BUY	152	357.1	238.83	112.67	-54,630.7	0
2022-01-20	SELL	152	359.2	240.23	113.56	54,244.6	-386.09
2022-02-09	BUY	150	359.5	237.27	112.89	-54,275.16	0
2022-02-14	SELL	150	358	236.28	113.38	53,350.34	-924.82
2022-04-27	BUY	162	326.4	232.66	110.71	-53,220.17	0
2022-05-08	SELL	162	320.1	228.17	107.57	51,520.46	-1,699.7
2022-08-08	BUY	169	302.9	225.24	104.76	-51,520.1	0
2022-08-14	SELL	169	288	214.16	99.47	48,358.37	-3,161.73
2024-06-27	BUY	203	236.2	210.97	100.63	-48,260.21	0
2024-07-03	SELL	203	239.9	214.28	101.59	48,383.83	123.62
2024-07-08	BUY	192	251	212.04	100.23	-48,504.27	0
2024-07-14	SELL	192	246	207.82	97.68	46,926.5	-1,577.77
2024-07-24	BUY	188	248.2	205.31	96.33	-46,963.24	0
2024-07-29	SELL	188	255.62	211.45	99.15	47,745.58	782.34
2024-08-15	BUY	124	381	207.87	94.94	-47,546.82	0
2024-08-20	SELL	124	353	192.6	87.82	43,491.58	-4,055.23
2024-08-25	BUY	122	354	190.03	86.6	-43,464.63	0
2024-08-29	SELL	122	348.9	187.29	85.33	42,293.18	-1,171.44
2025-12-02	BUY	151	279	185.37	91.38	-42,405.75	0
2025-12-09	SELL	151	278.8	185.23	91.58	41,821.98	-583.77
2026-01-21	BUY	157	264.7	182.85	85.94	-41,826.7	0
2026-01-28	SELL	157	267.7	184.93	86.31	41,757.66	-69.04
2026-02-02	BUY	159	261.8	183.16	85.31	-41,894.67	0
2026-02-08	SELL	159	263.7	184.48	85.75	41,658.07	-236.6
2026-02-16	BUY	149	278	182.26	84.55	-41,688.81	0
2026-02-19	SELL	149	267	175.05	81.08	39,526.88	-2,161.94

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