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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.

Full historical period: 2009-11-16 → 2026-10-13 (16.9 years). Selected finalist annualized return: -5.8%. 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.

0% return343.3% net return0 positions465 positions

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 positionsFull-history NAVRecent stress NAVInspect
465৳479৳19,237Rules & trades →
459৳570৳19,289Rules & trades →
455৳608৳30,525Rules & trades →
454৳696৳29,045Rules & trades →
452৳696৳19,289Rules & trades →
415৳713৳19,289Rules & trades →
411৳717৳19,289Rules & trades →
405৳1,133৳19,289Rules & trades →
404৳1,549৳19,289Rules & trades →
402৳1,771৳19,289Rules & trades →
372৳2,015৳19,289Rules & trades →
371৳2,622৳19,289Rules & trades →
363৳2,910৳19,289Rules & trades →
343৳2,924৳20,089Rules & trades →
335৳3,181৳47,792Rules & trades →
333৳4,607৳37,882Rules & trades →
329৳5,476৳37,882Rules & trades →
313৳5,574৳30,360Rules & trades →
310৳6,173৳43,102Rules & trades →
303৳8,989৳39,010Rules & trades →
300৳9,801৳38,916Rules & trades →
295৳12,981৳32,156Rules & trades →
292৳13,676৳41,873Rules & trades →
260৳13,883৳26,610Rules & trades →
259৳15,710৳26,610Rules & trades →
257৳15,781৳30,307Rules & trades →
256৳16,033৳45,581Rules & trades →
255৳19,080৳30,307Rules & trades →
208৳20,877৳36,159Rules & trades →
198৳22,131৳53,195Rules & trades →
196৳25,143৳33,095Rules & trades →
187৳33,566৳58,245Rules & trades →
186৳34,489৳53,071Rules & trades →
167৳35,171৳40,802Rules & trades →
165৳37,440৳37,845Rules & trades →
161৳42,263৳74,918Rules & trades →
158৳44,043৳78,126Rules & trades →
157৳53,519৳74,918Rules & trades →
154৳56,264৳44,128Rules & trades →
153৳62,778৳49,942Rules & trades →
147৳65,022৳64,084Rules & trades →
137৳73,649৳47,943Rules & trades →
136৳78,632৳50,001Rules & trades →
135৳80,826৳50,473Rules & trades →
129৳99,944৳52,622Rules & trades →
128৳100,941৳52,622Rules & trades →
119৳100,995৳43,038Rules & trades →
118৳101,946৳46,575Rules & trades →
117৳110,155৳49,557Rules & trades →
103৳133,375৳48,996Rules & trades →
102৳136,102৳55,284Rules & trades →
101৳138,379৳53,456Rules & trades →
98৳145,520৳54,043Rules & trades →
79৳150,242৳115,900Rules & trades →
78৳159,180৳120,816Rules & trades →
77৳160,935৳120,816Rules & trades →
76৳161,019৳120,816Rules & trades →
74৳181,538৳116,988Rules & trades →
73৳199,142৳121,853Rules & trades →
60৳200,452৳118,366Rules & trades →
48৳211,201৳128,871Rules & trades →
44৳221,072৳119,591Rules & trades →
39৳242,605৳130,354Rules & trades →
38৳272,593৳130,354Rules & trades →
37৳278,807৳126,439Rules & trades →
33৳291,973৳126,422Rules & trades →
32৳298,043৳122,630Rules & trades →
25৳341,394৳127,207Rules & trades →
24৳389,702৳129,084Rules & trades →
22৳402,891৳133,960Rules & trades →
17৳411,464৳119,509Rules & trades →
15৳443,253৳124,915Rules & trades →

#258 · Support rebound

Full-history NAV৳36,506

Net return -63.5% · drawdown 72.5% · 144 closed positions

2024 onward NAV৳64,028

Net return -36.0% · drawdown 36.6% · 33 closed positions

2024 stress NAV৳48,449

Net return -51.6% · drawdown 51.7% · 32 closed positions

Variant 3; fixed stop 4.0%; maximum 45 sessions; gate None; continuous signal; exit any bearish; trailing arms at 0.0%, distance 0.0%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳46
Unsettled৳0
Holdings৳36,460
NAV৳36,506
Realized P&L৳-62,995
Unrealized P&L৳-499
Fees৳70,090
Friction৳32,582

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳8.73e-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 #258

301 fills, including partial sales. Page 1.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2010-12-14BUY452219.8437.14201.5-99,988.240
2010-12-21SELL226284.3282.71129.5663,839.5313,845.41
2011-01-10SELL226215.2213.9997.5748,323.64-1,670.48
2011-01-25BUY493226490.24225.32-112,133.560
2011-01-30SELL493225.8489.81225.36110,604.24-1,529.32
2011-02-09BUY521210.8483.24221.79-110,531.820
2011-02-14SELL521172.6395.67181.4289,347.51-21,184.31
2011-02-24BUY548162.2391.1179.39-89,456.090
2011-03-01SELL548153.8370.84169.9883,741.58-5,714.51
2011-04-10BUY488170.4365.88168.76-83,689.840
2011-04-13SELL488170.4365.88169.1182,620.21-1,069.63
2011-04-19BUY494166360.82166.89-82,531.710
2011-04-25SELL494153.1332.78153.8675,144.76-7,386.95
2011-04-28BUY475157.2328.55151.88-75,150.430
2011-05-08SELL475146.8306.81142.0669,281.13-5,869.29
2011-05-12BUY464148.5303.18140.84-69,348.010
2011-05-23SELL464140.8287.46134.2664,909.48-4,438.53
2011-05-26BUY452142.7283.8132.86-64,917.060
2011-07-10SELL226175.2174.2279.839,341.186,882.65
2011-08-01SELL226181.6180.5882.3140,778.718,320.18
2011-08-24BUY450177350.46160.5-80,160.960
2011-09-11SELL450169.5335.61155.0375,784.36-4,376.6
2011-09-14BUY448168.1331.36153.29-75,793.450
2011-09-19SELL448163.5322.29149.3772,776.34-3,017.12
2011-09-22BUY458157.7317.8147.61-72,6920
2011-10-09SELL458147.7297.65137.9667,210.99-5,481.01
2011-10-12BUY467143.2294.25136.25-67,304.890
2011-10-19SELL467137.47282.48130.9563,786-3,518.89
2011-12-18BUY408155.3278.79128.51-63,769.710
2012-01-26SELL408157.7283.1129.9463,928.56158.85
2012-02-02BUY412154279.17128.22-63,855.390
2012-02-08SELL412147.1266.66122.5460,216-3,639.39
2012-02-22BUY404148.2263.44120.99-60,257.230
2012-03-22SELL202178.9159.0172.7835,906.015,777.4
2012-04-26SELL202220.2195.7189.2144,195.4714,066.85
2012-05-15BUY387205.7350.27160.2-80,116.370
2012-05-29SELL387197.47336.26154.7975,930.62-4,185.75
2012-06-06BUY364207.1331.69153.33-75,869.430
2012-06-17SELL364198.82318.42147.5671,903.04-3,966.38
2012-06-20BUY363197314.65145.99-71,971.630
2012-06-26SELL363204.3326.31151.6473,682.951,711.32
2012-07-04BUY364200.7321.44148.97-73,525.210
2012-07-10SELL364192.67308.58142.9169,681.11-3,844.1
2012-07-17BUY357194.4305.36141.18-69,847.340
2012-07-22SELL357186.62293.15135.366,196.32-3,651.02
2012-09-04BUY372176.8289.39133.17-66,192.150
2012-09-12SELL372169.73277.81127.9362,733.07-3,459.08
2012-09-23BUY359173.5274.06125.98-62,686.540
2012-09-27SELL359166.56263.1121.0259,410.92-3,275.63
2012-10-03BUY351168.3259.92119.61-59,452.830
2012-10-14SELL351161.57249.53115.1856,345.66-3,107.17
2012-10-17BUY345161.9245.76113.86-56,215.130
2012-10-22SELL345165250.47116.6756,557.86342.73
2012-11-13BUY336167.5247.63115.73-56,643.360
2013-01-21SELL336168.9249.7117.9356,382.77-260.6
2013-01-24BUY334167.9246.75117.34-56,442.690
2013-02-25SELL334150.6221.32102.649,976.48-6,466.2
2013-02-28BUY337147.1218.12101.09-49,891.910
2013-03-05SELL337145.6215.9100.1848,751.12-1,140.79
2013-03-10BUY340142.5213.1899.46-48,762.640
2013-05-19SELL340165.6247.74119.6655,936.617,173.96
2013-07-24BUY298186.7244.8111.7-55,993.10
2013-07-31SELL298184.2241.52110.2154,539.86-1,453.24
2013-08-12BUY304177.9237.96108.58-54,428.140
2013-08-18SELL304185.9248.66113.656,151.341,723.2
2013-09-19BUY286195.1245.51112.14-56,156.260
2013-09-24SELL286190.4239.6109.5154,105.29-2,050.97
2013-09-29BUY289185.9236.39108.19-54,069.680
2013-10-08SELL289178.46226.93104.6151,244.56-2,825.12
2013-10-20BUY284179.5224.3103.77-51,306.070
2013-11-20SELL142215.4134.5861.6730,390.544,737.51
2013-12-23SELL142200.9125.5257.5228,344.762,691.72
2013-12-24BUY151200.1132.9560.97-30,409.020
2014-02-12SELL151207.4137.863.0431,116.57707.55
2014-02-16BUY137205.6123.9456.66-28,347.790
2014-04-08SELL6824773.933.6916,688.412,617.97
2014-04-23SELL69265.280.5136.6618,181.623,904.27
2014-05-27BUY246266287.92132.04-65,855.960
2014-08-07SELL246323.9350.59160.8579,167.9613,312
2014-10-26BUY208377.7345.67158.11-79,065.380
2014-11-03SELL208361.6330.94151.4374,730.44-4,334.95
2014-11-09BUY216344.9327.79150.16-74,976.350
2014-11-12SELL216354.2336.63154.3876,016.191,039.83
2014-11-17BUY219344.3331.77152.34-75,885.810
2014-11-20SELL219330.53318.5146.3471,920.8-3,965.01
2014-11-26BUY229312.9315.28145.12-72,114.50
2015-01-26SELL229340342.58160.1377,357.295,242.79
2015-01-29BUY233328.6336.88157.2-77,057.880
2015-03-10SELL233328.9337.19157.0476,139.47-918.41
2015-03-16BUY227334333.6155.31-76,306.910
2015-04-21SELL227337336.6155.0376,007.37-299.54
2015-04-29BUY228331.8332.86153.53-76,136.790
2015-05-05SELL228327328.05151.8774,076.09-2,060.71
2015-05-10BUY223329322.81149.53-73,839.350
2015-07-14SELL223347.7341.16157.1877,038.763,199.41
2015-07-23BUY229334.6337.14155.18-77,115.720
2015-08-06SELL229324326.46149.973,719.63-3,396.09
2015-08-11BUY226324.8322.98148.3-73,876.080
2015-08-16SELL226316.9315.13144.871,159.48-2,716.6
2015-08-19BUY221318.9310.1142.64-70,929.640