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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: -6.3%. 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 →

#264 · Flow: Range flow

Full-history NAV৳33,566

Net return -66.4% · drawdown 67.1% · 187 closed positions

2024 onward NAV৳80,962

Net return -19.0% · drawdown 37.3% · 30 closed positions

2024 stress NAV৳58,245

Net return -41.8% · drawdown 43.7% · 23 closed positions

Variant 0; fixed stop 15.0%; maximum 10 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৳33,566
Unsettled৳0
Holdings৳0
NAV৳33,566
Realized P&L৳-66,434
Unrealized P&L৳0
Fees৳99,453
Friction৳46,107

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 #264

374 fills, including partial sales. Page 1.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2010-12-23BUY376263.8436.43199.91-99,825.140
2010-12-28SELL376251.9416.74190.6494,107.02-5,718.12
2011-01-04BUY396236.5412.08188.45-94,254.530
2011-01-09SELL396232.2404.5918591,361.61-2,892.91
2011-01-13BUY386234.8398.78182.22-91,213.810
2011-01-18SELL386228.7388.42177.5187,712.26-3,501.55
2011-02-02BUY382228.3383.73175.85-87,770.170
2011-02-07SELL382209.7352.46161.3479,591.59-8,178.58
2011-07-05BUY485163.2348.27161.07-79,661.340
2011-07-10SELL485175.2373.88172.7684,425.364,764.02
2011-07-13BUY468179.3369.21170.13-84,451.750
2011-07-19SELL468195401.54184.8390,673.636,221.88
2011-07-25BUY438205.6396.23181.44-90,630.470
2011-08-02SELL438176.7340.54155.5976,898.47-13,732
2011-08-07BUY439174336.1153.54-76,875.640
2011-08-10SELL439184.7356.77163.0880,563.463,687.82
2011-08-16BUY442181.1352.2160.99-80,559.390
2011-08-21SELL442177.6345.4157.9777,995.83-2,563.56
2011-08-25BUY431179.7340.78156.22-77,947.70
2011-09-06SELL431171.8325.8149.8173,570.19-4,377.51
2011-10-27BUY449162.8321.63148.79-73,567.620
2011-11-01SELL449164.5324.99150.0573,385.46-182.16
2011-11-13BUY458159.2320.82148.05-73,382.470
2011-11-16SELL458161.7325.86150.3873,582.36199.89
2011-11-24BUY440166.3321.96147.97-73,641.930
2011-11-29SELL440160309.76142.3169,947.93-3,694
2011-12-04BUY434160305.54140.57-69,886.10
2011-12-08SELL434155.4296.75136.6567,010.2-2,875.91
2011-12-26BUY414160.8292.91136-67,000.110
2011-12-29SELL414163.5297.83138.6867,252.49252.37
2012-01-08BUY371180.4294.48135.9-67,358.780
2012-01-12SELL371174.7285.18131.0864,397.44-2,961.34
2012-01-18BUY391163.6281.46129.25-64,378.310
2012-01-23SELL391161276.98127.1262,546.89-1,831.42
2012-03-04BUY398156.2273.54125.61-62,566.750
2012-03-07SELL398151.4265.13121.7759,870.3-2,696.44
2012-03-21BUY345172.4261.7120.42-59,860.120
2012-03-27SELL345182.87277.59127.662,684.262,824.14
2012-04-01BUY318196274.24125.76-62,7280
2012-04-15SELL318216.1302.37138.2368,279.25,551.2
2012-04-18BUY311217.9298.17136.2-68,201.280
2012-05-03SELL311216.5296.26135.2566,899.99-1,301.29
2012-05-09BUY332200.4292.74133.64-66,959.180
2012-05-14SELL332208.5304.58139.1568,778.281,819.09
2012-05-23BUY333205.2300.66137.69-68,769.950
2012-06-06SELL333207.1303.44140.0868,520.78-249.17
2012-06-11BUY334203.4298.92138.24-68,372.760
2012-06-25SELL334200293.92136.3466,369.74-2,003.02
2012-07-03BUY324203.8290.54134.3-66,456.030
2012-07-17SELL324194.4277.14127.9362,580.54-3,875.5
2012-07-22BUY312199.4273.74126.21-62,612.750
2012-07-25SELL312205.5282.11129.9563,703.941,091.19
2012-07-30BUY309204.8278.45128.33-63,689.980
2012-08-07SELL309189.8258.05118.6458,271.51-5,418.47
2012-11-01BUY332174.2254.47118.48-58,207.350
2012-11-06SELL332168.4246114.6555,548.15-2,659.2
2012-11-20BUY329168.2243.49112.99-55,694.280
2012-11-26SELL329167241.75112.1354,589.12-1,105.16
2012-12-03BUY322168.1238.16110.9-54,477.270
2012-12-06SELL322167.6237.46110.5953,619.15-858.11
2012-12-24BUY311171.5234.68110.63-53,681.810
2012-12-30SELL311175239.47112.4354,073.1391.28
2013-01-03BUY313171.6236.33111.03-54,058.150
2013-01-08SELL313171.4236.05110.9153,301.24-756.91
2013-01-13BUY311170232.63109.34-53,211.970
2013-01-16SELL311169.6232.08109.1952,404.33-807.64
2013-02-07BUY307170.1229.77107.64-52,558.110
2013-02-12SELL307165.1223.02103.7950,358.89-2,199.22
2013-05-15BUY323154.7219.86106.15-50,294.110
2013-05-20SELL323166.2236.2113.1953,333.213,039.1
2013-05-26BUY324163.7233.37110.47-53,382.640
2013-06-04SELL324175.62250.36117.0956,532.133,149.49
2013-06-09BUY318176.5246.96114.51-56,488.470
2013-06-12SELL318178.1249.2115.2556,271.35-217.12
2013-06-18BUY318175.7245.84113.59-56,232.030
2013-06-24SELL318188.55263.82121.7659,573.953,341.92
2013-06-30BUY331178.9260.55119.99-59,596.440
2013-07-07SELL331186.1271.04124.7661,203.971,607.53
2013-07-14BUY287211.5267.08122.35-61,089.930
2013-07-17SELL287232.5293.6134.2566,299.655,209.72
2013-07-18BUY1193.10.850.39-194.340
2013-07-23SELL11750.770.35173.88-20.46
2013-07-28BUY374176.5290.45132.64-66,434.080
2013-07-31SELL374184.2303.12138.4668,449.222,015.14
2013-08-27BUY324209.8299.09137.23-68,411.520
2013-09-02SELL324214.7306.08140.2469,116.48704.96
2013-09-05BUY324212302.23138.32-69,128.540
2013-09-19SELL324195.1278.13127.1362,807.14-6,321.4
2013-10-29BUY333187.2274.29128.86-62,740.740
2013-11-05SELL333194.6285.13133.7164,382.971,642.22
2013-11-11BUY326196.4281.72131.23-64,439.350
2013-11-21SELL326209.9301.08138.9667,987.363,548.01
2013-11-26BUY338200297.44136.96-68,034.40
2013-12-10SELL338204.6304.28140.1468,710.38675.99
2013-12-15BUY338202300.41138.38-68,714.80
2014-01-01SELL338202300.41140.0867,835.51-879.29
2014-01-07BUY324207.7296.1137.89-67,728.790
2014-01-22SELL324208.7297.52138.1967,183.09-545.7
2014-01-28BUY317210.9294.16136.14-67,285.60
2014-02-11SELL317209.3291.93134.5865,921.59-1,364.02