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: -5.6%. 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

#256 · Flow: Range flow

Full-history NAV৳37,919

Net return -62.1% · drawdown 62.7% · 158 closed positions

2024 onward NAV৳78,745

Net return -21.3% · drawdown 39.1% · 27 closed positions

2024 stress NAV৳55,657

Net return -44.3% · drawdown 46.2% · 20 closed positions

Variant 0; fixed stop 15.0%; maximum 20 sessions; gate EMA 50; continuous signal; exit EMA 200 break; trailing arms at 5.0%, distance 2.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳37,919

Unsettled৳0

Holdings৳0

NAV৳37,919

Realized P&L৳-62,081

Unrealized P&L৳0

Fees৳74,935

Friction৳34,665

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳4.37e-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 #256

316 fills, including partial sales. Page 3.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2019-01-21	BUY	144	387	245.2	113.57	-56,086.77	0
2019-01-24	SELL	144	391.3	247.93	114.56	55,984.72	-102.06
2019-01-29	BUY	135	411	244.13	112.37	-55,841.5	0
2019-02-13	SELL	135	388	230.47	105.64	52,043.89	-3,797.61
2019-02-24	BUY	134	386	227.59	104.21	-52,055.8	0
2019-02-27	SELL	134	394.5	232.6	106.49	52,523.91	468.12
2019-03-05	BUY	133	394	230.57	105.74	-52,738.31	0
2019-03-10	SELL	133	387	226.47	104.06	51,140.47	-1,597.84
2019-03-13	BUY	130	391.7	224.05	103	-51,248.05	0
2019-03-19	SELL	130	389	222.51	102.43	50,245.06	-1,002.99
2019-03-24	BUY	125	398	218.9	100.83	-50,069.73	0
2019-04-02	SELL	125	411.31	226.22	104.22	51,082.81	1,013.08
2019-06-12	BUY	139	365	223.23	104.98	-51,063.21	0
2019-06-17	SELL	139	358.1	219.01	102.75	49,454.13	-1,609.08
2019-06-27	BUY	135	363.5	215.92	101.1	-49,389.52	0
2019-07-03	SELL	135	364.9	216.75	101.3	48,943.45	-446.07
2019-09-23	BUY	135	361	214.43	99.26	-49,048.7	0
2019-09-26	SELL	135	360	213.84	98.65	48,287.51	-761.19
2019-10-06	BUY	138	347	210.7	97.16	-48,193.86	0
2019-10-10	SELL	138	333.5	202.5	93.37	45,727.13	-2,466.73
2019-11-20	BUY	141	323.1	200.45	93.07	-45,850.62	0
2019-11-25	SELL	141	312	193.56	89.53	43,708.91	-2,141.72
2020-02-20	BUY	155	280	190.96	87.87	-43,678.83	0
2020-02-25	SELL	155	292	199.14	91.29	44,969.56	1,290.73
2020-07-21	BUY	182	245.9	196.92	91.5	-45,042.22	0
2020-07-26	SELL	182	251	201	92.93	45,388.07	345.85
2020-07-30	BUY	177	255	198.59	91.43	-45,425.02	0
2020-08-09	SELL	177	255	198.59	91.13	44,845.28	-579.74
2020-08-13	BUY	153	290	195.23	89.47	-44,654.7	0
2020-09-02	SELL	153	318.6	214.48	98.14	48,432.88	3,778.18
2020-09-08	BUY	147	326.9	211.44	96.75	-48,362.49	0
2020-09-13	SELL	147	347.6	224.83	102.96	50,769.41	2,406.92
2020-09-24	BUY	150	337.8	222.95	102.24	-50,995.19	0
2020-10-22	SELL	150	331.3	218.66	101.63	49,374.71	-1,620.48
2020-10-28	BUY	148	330.1	214.96	99.93	-49,169.69	0
2020-11-25	SELL	148	324.7	211.44	98.36	47,745.8	-1,423.89
2020-12-07	BUY	146	325.1	208.84	97.25	-47,770.69	0
2020-12-17	SELL	146	350.74	225.32	104.31	50,878.71	3,108.01
2020-12-22	BUY	148	341.4	222.32	102.85	-50,852.37	0
2021-01-05	SELL	148	368.48	239.95	110.62	54,184.46	3,332.1
2021-01-11	BUY	144	373.6	236.71	108.93	-54,144.05	0
2021-02-08	SELL	144	376.8	238.74	110	53,910.46	-233.59
2021-02-15	BUY	144	374	236.97	109.28	-54,202.24	0
2021-03-16	SELL	144	346	219.23	101.3	49,503.48	-4,698.77
2021-04-20	BUY	146	336.3	216.04	101	-49,416.84	0
2021-05-20	SELL	146	343	220.34	102.7	49,754.96	338.12
2021-05-25	BUY	145	341.1	217.62	101.31	-49,778.44	0
2021-06-23	SELL	145	345.2	220.24	102.5	49,731.27	-47.17
2021-06-28	BUY	143	345	217.07	100.99	-49,653.06	0
2021-08-02	SELL	143	372.4	234.31	108.67	52,910.22	3,257.16
2021-08-12	BUY	144	366	231.9	106.92	-53,042.82	0
2021-09-09	SELL	144	380.14	240.86	111.39	54,388.2	1,345.39
2021-09-14	BUY	140	385.2	237.28	109.74	-54,275.02	0
2021-10-12	SELL	140	370.1	227.98	105.18	51,480.83	-2,794.18
2021-12-06	BUY	141	362.8	225.08	107.18	-51,487.06	0
2021-12-15	SELL	141	357.3	221.67	105.63	50,052	-1,435.05
2022-01-13	BUY	139	357.1	218.4	102.71	-49,958.01	0
2022-01-30	SELL	139	352	215.28	101.15	48,611.56	-1,346.45
2022-02-07	BUY	136	355.3	212.61	100.62	-48,634.03	0
2022-02-22	SELL	136	355.8	212.91	100.81	48,075.08	-558.95
2022-08-03	BUY	159	301.2	210.72	97.52	-48,199.04	0
2022-08-08	SELL	159	302.9	211.91	98.43	47,850.76	-348.28
2024-06-27	BUY	201	236.2	208.9	99.6	-47,784.69	0
2024-07-03	SELL	201	239.9	212.17	100.55	47,907.18	122.49
2024-07-08	BUY	190	251	209.84	99.14	-47,998.98	0
2024-07-11	SELL	190	247	206.49	97.07	46,626.44	-1,372.54
2024-07-16	BUY	187	247	203.23	95.6	-46,487.83	0
2024-07-25	SELL	187	248.1	204.14	95.71	46,094.85	-392.98
2024-08-01	BUY	180	254.7	201.72	94.52	-46,142.25	0
2024-08-11	SELL	180	345.6	273.72	128.79	61,805.5	15,663.25
2024-08-15	BUY	161	381	269.9	123.45	-61,734.35	0
2024-09-15	SELL	161	331.6	234.91	107.19	53,045.5	-8,688.85
2024-09-22	BUY	153	346	232.93	106.45	-53,277.38	0
2024-10-22	SELL	153	332	223.5	102.26	50,470.23	-2,807.14
2024-11-12	BUY	154	325.7	220.69	101.77	-50,480.26	0
2024-12-10	SELL	154	319.9	216.76	100.48	48,947.36	-1,532.9
2024-12-18	BUY	151	320	212.61	98.92	-48,631.53	0
2025-01-14	SELL	151	333.2	221.38	102.41	49,989.41	1,357.88
2025-01-19	BUY	150	332.8	219.65	101.59	-50,241.23	0
2025-02-16	SELL	150	339.9	224.33	104.12	50,656.54	415.31
2025-02-20	BUY	146	343.2	220.47	101.58	-50,429.25	0
2025-03-20	SELL	146	319.6	205.31	94.95	46,361.34	-4,067.91
2025-06-29	BUY	153	302.7	203.78	99.24	-46,616.12	0
2025-07-03	SELL	153	300	201.96	97.47	45,600.57	-1,015.55
2025-07-10	BUY	151	299	198.66	95.53	-45,443.19	0
2025-07-15	SELL	151	299	198.66	95.05	44,855.29	-587.89
2025-07-20	BUY	149	300.2	196.81	92.91	-45,019.53	0
2025-07-23	SELL	149	313.2	205.33	96.33	46,365.14	1,345.61
2025-07-31	BUY	147	312.7	202.25	94	-46,263.16	0
2025-08-17	SELL	147	306	197.92	91.51	44,692.57	-1,570.59
2025-08-31	BUY	145	307	195.87	91.34	-44,802.2	0
2025-09-03	SELL	145	311.5	198.74	92.59	44,876.18	73.97
2025-09-08	BUY	144	308.5	195.47	91.31	-44,710.78	0
2025-09-11	SELL	144	303	191.98	89.78	43,350.23	-1,360.54
2026-01-27	BUY	161	267.1	189.21	88.51	-43,280.82	0
2026-02-01	SELL	161	267.1	189.21	88.27	42,725.62	-555.2
2026-02-15	BUY	158	270	187.7	87.34	-42,935.04	0
2026-02-18	SELL	158	268.5	186.66	86.57	42,149.77	-785.28
2026-02-24	BUY	157	266.4	184.03	85.6	-42,094.43	0
2026-03-01	SELL	157	262	180.99	83.96	40,869.05	-1,225.38

Previous Next