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: -5.9%. 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

#259 · Flow: Range flow

Full-history NAV৳36,074

Net return -63.9% · drawdown 65.6% · 162 closed positions

2024 onward NAV৳84,091

Net return -15.9% · drawdown 37.1% · 25 closed positions

2024 stress NAV৳41,185

Net return -58.8% · drawdown 59.6% · 18 closed positions

Variant 0; fixed stop 4.0%; maximum 10 sessions; gate EMA 50; fresh signal only; exit EMA 200 break; trailing arms at 5.0%, distance 2.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳36,074

Unsettled৳0

Holdings৳0

NAV৳36,074

Realized P&L৳-63,926

Unrealized P&L৳0

Fees৳86,830

Friction৳40,173

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳5.09e-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 #259

324 fills, including partial sales. Page 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2014-05-04	BUY	315	262.9	364.38	166.59	-83,344.47	0
2014-05-11	SELL	315	269.5	373.53	170.9	84,348.07	1,003.6
2014-05-15	BUY	317	264.5	368.92	168.88	-84,384.31	0
2014-05-25	SELL	317	253.92	354.17	162.3	79,976.17	-4,408.14
2014-05-28	BUY	295	269.8	350.2	160.99	-80,102.19	0
2014-06-03	SELL	295	280.67	364.31	167.42	82,266.51	2,164.32
2014-06-08	BUY	287	284	358.64	164.83	-82,031.47	0
2014-06-17	SELL	287	303.7	383.51	176.04	86,602.35	4,570.88
2014-06-22	BUY	291	296.5	379.64	174.16	-86,835.3	0
2014-07-07	SELL	291	293.3	375.54	172.54	84,802.22	-2,033.08
2014-07-13	BUY	286	294.1	370.1	170.25	-84,652.95	0
2014-07-20	SELL	286	279.3	351.47	161.89	79,366.44	-5,286.51
2014-08-04	BUY	254	310.8	347.35	159.65	-79,450.2	0
2014-08-11	SELL	254	330.06	368.88	169.15	83,298.22	3,848.02
2014-08-19	BUY	244	338.2	363.09	166.18	-83,050.07	0
2014-08-24	SELL	244	324.67	348.57	159.39	78,712.01	-4,338.07
2014-08-27	BUY	241	325.5	345.16	157.79	-78,948.45	0
2014-09-04	SELL	241	338.1	358.52	164.06	80,959.52	2,011.07
2014-09-11	BUY	238	337.8	353.74	162.18	-80,912.32	0
2014-09-23	SELL	238	380.7	398.67	182.92	90,025.01	9,112.69
2014-09-29	BUY	228	392.2	393.46	180.36	-89,995.41	0
2014-10-13	SELL	228	374.7	375.9	172.06	84,883.64	-5,111.77
2014-10-19	BUY	227	371.8	371.35	169.85	-84,939.8	0
2014-11-02	SELL	227	370.7	370.26	169.5	83,609.14	-1,330.66
2014-12-04	BUY	235	352.6	364.59	168.64	-83,394.23	0
2014-12-21	SELL	235	351.5	363.45	168.64	82,070.41	-1,323.82
2014-12-24	BUY	227	360.2	359.77	167.28	-82,292.45	0
2015-01-12	SELL	227	355.9	355.47	166.24	80,267.59	-2,024.86
2015-04-06	BUY	226	353	351.02	161.77	-80,290.79	0
2015-04-19	SELL	226	338.88	336.98	155.18	76,094.72	-4,196.07
2015-07-09	BUY	226	333.5	331.63	152.74	-75,855.37	0
2015-08-02	SELL	226	330	328.15	150.73	74,101.12	-1,754.25
2015-12-03	BUY	271	272	324.33	153.7	-74,190.03	0
2015-12-08	SELL	271	257	306.45	144.42	69,196.13	-4,993.9
2016-01-19	BUY	262	263.3	303.53	145.69	-69,433.83	0
2016-01-24	SELL	262	266	306.64	145.04	69,240.31	-193.51
2016-04-26	BUY	273	251.9	302.58	145.82	-69,217.11	0
2016-05-02	SELL	273	245	294.29	141.02	66,449.69	-2,767.42
2016-05-08	BUY	267	247	290.18	138.96	-66,378.14	0
2016-05-11	SELL	267	252.1	296.17	141.15	66,873.38	495.24
2016-05-24	BUY	259	256.7	292.54	139.36	-66,917.2	0
2016-05-29	SELL	259	255.2	290.83	138.94	65,667.03	-1,250.17
2016-06-02	BUY	254	256.7	286.89	137.09	-65,625.78	0
2016-06-07	SELL	254	255.1	285.1	136.37	64,373.93	-1,251.84
2016-06-14	BUY	250	255.7	281.27	134.44	-64,340.71	0
2016-06-19	SELL	250	252.1	277.31	132.07	62,615.62	-1,725.09
2016-07-16	BUY	242	257	273.65	130.84	-62,598.49	0
2016-07-19	SELL	242	259.4	276.21	131.32	62,367.27	-231.23
2016-07-26	BUY	230	269.1	272.33	127.7	-62,293.03	0
2016-07-31	SELL	230	276.5	279.82	129.62	63,185.56	892.53
2016-08-07	BUY	227	277.4	277.07	128.32	-63,375.18	0
2016-08-10	SELL	227	267.9	267.58	123.7	60,422.02	-2,953.16
2016-08-17	BUY	220	272	263.3	121.63	-60,224.93	0
2016-09-01	SELL	220	262.9	254.49	119.55	57,463.96	-2,760.97
2016-09-08	BUY	215	266.3	251.92	119.16	-57,625.58	0
2016-09-20	SELL	215	262	247.85	118.19	55,963.96	-1,661.62
2016-10-02	BUY	207	268.5	244.55	116.89	-55,940.94	0
2016-10-18	SELL	207	270.7	246.55	116.97	55,671.38	-269.56
2016-10-24	BUY	197	281.2	243.74	114.27	-55,754.41	0
2016-11-07	SELL	197	278	240.97	112.64	54,412.39	-1,342.02
2016-11-14	BUY	193	280	237.78	110.66	-54,388.44	0
2016-11-28	SELL	193	286	242.87	112.46	54,842.67	454.24
2016-12-04	BUY	192	283.3	239.33	110.76	-54,743.69	0
2016-12-19	SELL	192	285.2	240.94	111.69	54,405.78	-337.91
2017-01-04	BUY	189	286.1	237.92	110.61	-54,421.43	0
2017-01-18	SELL	189	294	244.49	113.28	55,208.23	786.8
2017-01-24	BUY	184	298.5	241.67	111.6	-55,277.26	0
2017-02-07	SELL	184	303.8	245.96	113.3	55,539.94	262.68
2017-02-19	BUY	172	320	242.18	111.61	-55,393.79	0
2017-03-06	SELL	172	309.5	234.23	108.24	52,891.53	-2,502.26
2017-03-14	BUY	165	317.9	230.8	106.49	-52,790.78	0
2017-03-29	SELL	165	319.4	231.88	107.75	52,361.37	-429.41
2017-04-03	BUY	154	338.3	229.23	106.12	-52,433.55	0
2017-04-17	SELL	154	337	228.35	105.43	51,564.22	-869.33
2017-05-07	BUY	151	340	225.9	105.55	-51,671.44	0
2017-05-22	SELL	151	331.2	220.05	102.84	49,688.31	-1,983.13
2017-05-28	BUY	148	334	217.5	102.26	-49,751.76	0
2017-06-11	SELL	148	333.3	217.04	101.77	49,009.59	-742.17
2017-06-19	BUY	143	340	213.93	99.96	-48,933.89	0
2017-07-06	SELL	143	355.4	223.62	103.26	50,495.32	1,561.43
2017-07-11	BUY	144	348.3	220.68	101.49	-50,477.37	0
2017-07-18	SELL	144	367.5	232.85	106.73	52,580.43	2,103.06
2017-07-25	BUY	141	369	228.93	104.86	-52,362.78	0
2017-08-08	SELL	141	377	233.89	107.16	52,815.95	453.16
2017-08-17	BUY	136	388	232.18	106.58	-53,106.76	0
2017-08-31	SELL	136	391	233.97	107.71	52,834.32	-272.44
2017-09-10	BUY	128	408	229.79	105.85	-52,559.63	0
2017-09-13	SELL	128	415	233.73	107.46	52,778.81	219.18
2017-09-20	BUY	128	412	232.04	106.57	-53,074.61	0
2017-10-05	SELL	128	416.1	234.35	107.58	52,918.87	-155.73
2017-10-10	BUY	124	422	230.24	105.87	-52,664.11	0
2017-10-24	SELL	124	431.3	235.32	108.4	53,137.48	473.36
2017-11-05	BUY	120	440.8	232.74	107.14	-53,235.88	0
2017-11-15	SELL	120	496.76	262.29	120.4	59,228.75	5,992.86
2017-11-23	BUY	122	483	259.27	118.86	-59,304.13	0
2017-11-28	SELL	122	463.68	248.9	114.06	56,205.99	-3,098.14
2017-12-04	BUY	117	477	245.56	112.45	-56,167.01	0
2017-12-18	SELL	117	469.4	241.65	110.98	54,567.17	-1,599.84
2017-12-24	BUY	118	460.1	238.88	109.72	-54,640.4	0
2018-01-07	SELL	118	477.2	247.76	114.15	55,947.69	1,307.29

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