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: -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.

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

#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 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2014-02-16	BUY	318	205.6	287.68	132.51	-65,800.99	0
2014-03-02	SELL	318	219.4	306.98	141.45	69,320.76	3,519.78
2014-03-05	BUY	323	213.7	303.71	139.69	-69,468.5	0
2014-03-20	SELL	323	211.7	300.87	138.47	67,939.76	-1,528.74
2014-03-30	BUY	318	211.8	296.35	136.57	-67,785.32	0
2014-04-09	SELL	318	247.9	346.86	159.48	78,325.86	10,540.54
2014-04-17	BUY	306	254.6	342.79	157.04	-78,407.44	0
2014-04-27	SELL	306	265.8	357.87	163.68	80,813.24	2,405.81
2014-05-04	BUY	305	262.9	352.81	161.28	-80,698.59	0
2014-05-11	SELL	305	269.5	361.67	165.44	81,670.39	971.81
2014-05-15	BUY	307	264.5	357.29	163.52	-81,722.3	0
2014-05-29	SELL	307	266.3	359.72	165.4	81,228.98	-493.32
2014-06-08	BUY	284	284	354.89	163.09	-81,173.98	0
2014-06-17	SELL	284	303.7	379.5	174.18	85,697.11	4,523.14
2014-06-22	BUY	287	296.5	374.42	171.75	-85,641.67	0
2014-07-07	SELL	287	293.3	370.38	170.14	83,636.58	-2,005.09
2014-07-13	BUY	283	294.1	366.21	168.45	-83,764.96	0
2014-08-03	SELL	283	313.1	389.87	179.52	88,037.91	4,272.95
2014-08-12	BUY	264	330.9	384.37	176.21	-87,918.18	0
2014-08-18	SELL	264	335.8	390.07	178.65	88,082.48	164.3
2014-08-24	BUY	269	325.3	385.03	176.17	-88,066.9	0
2014-09-04	SELL	269	338.1	400.18	183.26	90,365.46	2,298.56
2014-09-11	BUY	266	337.8	395.36	181.44	-90,431.6	0
2014-09-23	SELL	266	380.7	445.57	204.66	100,615.97	10,184.37
2014-09-29	BUY	255	392.2	440.05	201.91	-100,652.96	0
2014-10-20	SELL	255	369.1	414.13	189.55	93,516.82	-7,136.14
2014-10-28	BUY	245	379.7	409.32	187.46	-93,623.28	0
2014-11-12	SELL	245	354.2	381.83	175.32	86,221.86	-7,401.42
2014-12-04	BUY	243	352.6	377	174.48	-86,233.28	0
2014-12-21	SELL	243	351.5	375.82	174.5	84,864.18	-1,369.11
2014-12-24	BUY	234	360.2	370.86	172.56	-84,830.22	0
2015-01-12	SELL	234	355.9	366.43	171.51	82,742.65	-2,087.57
2015-02-12	BUY	233	352.5	361.38	168.6	-82,662.49	0
2015-02-26	SELL	233	337.9	346.42	161.3	78,222.99	-4,439.5
2015-03-18	BUY	229	340	342.58	159.2	-78,361.79	0
2015-03-30	SELL	229	352.8	355.48	164.53	80,271.19	1,909.41
2015-04-06	BUY	225	353	349.47	161.04	-79,935.51	0
2015-04-21	SELL	225	337	333.63	153.65	75,337.72	-4,597.79
2015-06-14	BUY	224	335	330.18	151.9	-75,522.07	0
2015-06-22	SELL	224	328.9	324.16	149.03	73,200.41	-2,321.66
2015-07-02	BUY	220	330.1	319.54	147.17	-73,088.71	0
2015-07-08	SELL	220	328	317.5	146.24	71,696.26	-1,392.44
2015-07-13	BUY	206	346.9	314.43	144.73	-71,920.56	0
2015-08-02	SELL	206	330	299.11	137.26	67,543.63	-4,376.93
2015-12-01	BUY	250	267.9	294.69	139.56	-67,409.25	0
2015-12-06	SELL	250	272	299.2	141.34	67,559.46	150.21
2016-01-19	BUY	255	263.3	295.42	141.6	-67,578.52	0
2016-01-24	SELL	255	266	298.45	141.02	67,390.53	-187.99
2016-01-27	BUY	250	268	294.8	139	-67,433.8	0
2016-02-01	SELL	250	257	282.7	132.88	63,834.42	-3,599.38
2016-04-24	BUY	255	248.6	278.93	134.96	-63,806.89	0
2016-04-27	SELL	255	251	281.62	135.03	63,588.35	-218.54
2016-05-03	BUY	256	247	278.22	133.49	-63,643.71	0
2016-05-08	SELL	256	247	278.22	132.96	62,820.82	-822.89
2016-05-11	BUY	247	252.1	273.98	130.13	-62,672.81	0
2016-05-16	SELL	247	252	273.87	129.96	61,840.17	-832.64
2016-05-19	BUY	242	254.6	271.1	128.62	-62,012.92	0
2016-05-25	SELL	242	256.6	273.23	129.81	61,694.17	-318.75
2016-05-30	BUY	238	257	269.13	128.21	-61,563.34	0
2016-06-02	SELL	238	256.7	268.82	128.06	60,697.73	-865.61
2016-06-07	BUY	237	255.1	266.02	126.82	-60,851.54	0
2016-06-12	SELL	237	255.2	266.12	126.88	60,089.4	-762.14
2016-06-29	BUY	235	253.9	262.53	125.77	-60,054.8	0
2016-07-11	SELL	235	253	261.6	124.62	59,068.78	-986.02
2016-07-16	BUY	228	257	257.82	122.92	-58,976.74	0
2016-07-19	SELL	228	259.4	260.23	123.41	58,759.56	-217.18
2016-07-24	BUY	222	263	256.9	120.73	-58,763.63	0
2016-07-28	SELL	222	280.28	273.78	126.92	61,821.46	3,057.83
2016-08-07	BUY	222	277.4	270.96	125.44	-61,979.2	0
2016-08-22	SELL	222	270.5	264.22	122.27	59,664.5	-2,314.7
2016-08-28	BUY	223	265.1	260.12	120.47	-59,497.89	0
2016-09-18	SELL	223	265	260.02	123.34	58,711.65	-786.24
2016-09-25	BUY	219	267.1	257.38	123.33	-58,875.61	0
2016-10-09	SELL	219	270.4	260.56	123.88	58,833.16	-42.44
2016-10-16	BUY	216	269.7	256.32	121.89	-58,633.41	0
2016-10-26	SELL	216	279.3	265.45	124.45	59,938.91	1,305.5
2016-11-02	BUY	214	278.5	262.24	122.81	-59,984.04	0
2016-11-16	SELL	214	279.8	263.46	122.96	59,490.78	-493.26
2016-11-21	BUY	206	287.1	260.23	121.07	-59,523.9	0
2016-12-05	SELL	206	284	257.42	119.28	58,127.3	-1,396.59
2016-12-08	BUY	199	290	253.92	117.59	-58,081.51	0
2016-12-26	SELL	199	286	250.42	116.5	56,547.08	-1,534.43
2017-01-04	BUY	197	286.1	247.99	115.4	-56,725.09	0
2017-01-18	SELL	197	294	254.84	118.17	57,544.99	819.9
2017-01-24	BUY	191	298.5	250.86	115.91	-57,380.27	0
2017-02-07	SELL	191	303.8	255.31	117.67	57,652.82	272.55
2017-02-12	BUY	187	307.1	252.68	116.59	-57,796.97	0
2017-02-27	SELL	187	315.1	259.26	119.89	58,544.55	747.58
2017-03-05	BUY	186	311.9	255.26	118.04	-58,386.7	0
2017-03-19	SELL	186	317	259.43	120.2	58,582.37	195.68
2017-03-22	BUY	185	314	255.6	118.71	-58,464.31	0
2017-04-05	SELL	185	345.84	281.52	130.23	63,569.03	5,104.72
2017-04-13	BUY	185	342	278.39	128.95	-63,677.34	0
2017-04-27	SELL	185	339.9	276.68	128.39	62,476.43	-1,200.91
2017-05-07	BUY	183	340	273.77	128.65	-62,622.42	0
2017-05-22	SELL	183	331.2	266.68	125.35	60,217.56	-2,404.86
2017-05-28	BUY	179	334	263.06	124.54	-60,173.6	0
2017-06-11	SELL	179	333.3	262.51	123.87	59,274.32	-899.27
2017-06-19	BUY	173	340	258.81	121.63	-59,200.44	0
2017-07-06	SELL	173	355.4	270.53	125.34	61,088.33	1,887.9

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