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: -6.5%. 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

#266 · Kalman milestone + Flow: NVI + Flow: Signed imbalance

Full-history NAV৳31,896

Net return -68.1% · drawdown 68.8% · 105 closed positions

2024 onward NAV৳77,620

Net return -22.4% · drawdown 25.7% · 13 closed positions

2024 stress NAV৳74,871

Net return -25.1% · drawdown 27.7% · 10 closed positions

Variant 0; fixed stop 8.0%; maximum 5 sessions; gate None; continuous signal; exit EMA 200 break; trailing arms at 2.0%, distance 1.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳31,896

Unsettled৳0

Holdings৳0

NAV৳31,896

Realized P&L৳-68,104

Unrealized P&L৳0

Fees৳58,002

Friction৳26,935

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 #266

210 fills, including partial sales. Page 1.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2010-12-23	BUY	376	263.8	436.43	199.91	-99,825.14	0
2010-12-28	SELL	376	251.9	416.74	190.64	94,107.02	-5,718.12
2011-07-04	BUY	577	162.1	411.54	191.14	-94,134.38	0
2011-07-07	SELL	577	167.9	426.26	197.68	96,254.35	2,119.97
2011-07-12	BUY	550	174	421.08	194.52	-96,315.6	0
2011-07-17	SELL	550	177.1	428.58	197.57	96,778.85	463.26
2011-07-25	BUY	468	205.6	423.37	193.97	-96,838.14	0
2011-08-01	SELL	468	181.6	373.95	170.93	84,443.92	-12,394.22
2011-10-30	BUY	540	155.2	368.76	170.87	-84,347.63	0
2011-11-02	SELL	540	163	387.29	179.27	87,453.44	3,105.82
2011-11-20	BUY	522	166.6	382.65	176.85	-87,524.69	0
2011-11-23	SELL	522	163.7	375.99	173.27	84,902.15	-2,622.55
2011-12-29	BUY	516	163.5	371.21	173.86	-84,911.08	0
2012-01-03	SELL	516	174.1	395.28	184.36	89,255.97	4,344.89
2012-01-08	BUY	491	180.4	389.74	180.73	-89,146.86	0
2012-01-12	SELL	491	174.7	377.42	174.1	85,226.17	-3,920.69
2012-03-20	BUY	490	172.8	372.56	172.26	-85,216.82	0
2012-03-25	SELL	490	184.3	397.35	183.63	89,726.02	4,509.2
2012-04-01	BUY	455	196	392.39	180.61	-89,753.01	0
2012-04-08	SELL	455	194.2	388.79	178.57	87,793.64	-1,959.37
2012-04-15	BUY	404	216.1	384.14	175.89	-87,864.43	0
2012-04-18	SELL	404	217.9	387.34	177.2	87,467.07	-397.36
2012-04-25	BUY	393	221.2	382.5	174.84	-87,488.94	0
2012-04-30	SELL	393	214.7	371.26	169.69	83,836.15	-3,652.79
2012-06-10	BUY	407	204.4	366.04	169.81	-83,726.65	0
2012-06-13	SELL	407	203.3	364.07	169.03	82,210	-1,516.65
2012-11-01	BUY	469	174.2	359.48	169	-82,228.28	0
2012-11-06	SELL	469	168.4	347.51	163.61	78,468.48	-3,759.8
2012-11-19	BUY	453	172.1	343.03	160.7	-78,465.03	0
2012-11-22	SELL	453	169.1	337.05	157.6	76,107.65	-2,357.37
2013-02-06	BUY	438	172.8	333.02	158.46	-76,177.88	0
2013-02-11	SELL	438	165.9	319.72	150.69	72,193.79	-3,984.1
2013-05-15	BUY	464	154.7	315.84	156.38	-72,253.01	0
2013-05-20	SELL	464	166.2	339.31	166.25	76,611.24	4,358.23
2013-05-26	BUY	465	163.7	334.93	161.29	-76,616.72	0
2013-05-29	SELL	465	173.9	355.8	170.81	80,336.89	3,720.17
2013-06-04	BUY	449	177.7	351.06	166.05	-80,304.42	0
2013-06-09	SELL	449	176.5	348.69	163	78,736.8	-1,567.62
2013-06-12	BUY	439	178.1	344.02	160.14	-78,690.06	0
2013-06-17	SELL	439	177.8	343.44	159.74	77,551.02	-1,139.04
2013-06-30	BUY	431	178.9	339.27	156.85	-77,602.02	0
2013-07-04	SELL	431	188.1	356.71	164.96	80,549.43	2,947.4
2013-07-14	BUY	378	211.5	351.77	161.53	-80,460.3	0
2013-07-17	SELL	378	232.5	386.69	177.15	87,321.16	6,860.86
2013-08-22	BUY	427	203.4	382.15	175.58	-87,409.53	0
2013-08-27	SELL	427	209.8	394.17	181.39	89,009.03	1,599.5
2013-09-02	BUY	412	214.7	389.21	178.72	-89,024.32	0
2013-09-05	SELL	412	212	384.31	176.21	86,783.48	-2,240.85
2013-10-31	BUY	449	192	379.32	180.75	-86,768.06	0
2013-11-05	SELL	449	194.6	384.45	182.21	86,808.74	40.67
2013-11-10	BUY	438	196.8	379.27	178.39	-86,756.06	0
2013-11-13	SELL	438	194.6	375.03	175.73	84,684.04	-2,072.02
2013-11-18	BUY	421	199.9	370.29	172.79	-84,700.99	0
2013-11-21	SELL	421	209.9	388.82	180.24	87,798.84	3,097.85
2013-11-26	BUY	436	200	383.68	177.32	-87,761	0
2013-12-01	SELL	436	200.5	384.64	177.6	86,855.76	-905.24
2014-01-09	BUY	413	208.7	379.25	177.66	-86,750.01	0
2014-01-15	SELL	413	204.5	371.62	173.96	83,912.93	-2,837.08
2014-01-16	BUY	1	206	0.91	0.41	-207.32	0
2014-01-21	SELL	1	207.5	0.91	0.42	206.17	-1.15
2014-01-23	BUY	393	212.1	366.76	170.97	-83,893.04	0
2014-01-28	SELL	393	210.9	364.69	169.5	82,349.51	-1,543.53
2014-02-02	BUY	388	211.4	360.9	167.34	-82,551.45	0
2014-02-09	SELL	388	207.9	354.93	164.27	80,146	-2,405.45
2014-03-03	BUY	361	220.3	349.92	161.41	-80,039.64	0
2014-03-10	SELL	361	214.4	340.55	156.89	76,900.96	-3,138.68
2014-04-09	BUY	308	247.9	335.95	154.41	-76,843.56	0
2014-04-15	SELL	308	259.38	351.51	161.29	79,376.24	2,532.68
2014-04-27	BUY	297	265.8	347.35	158.84	-79,448.79	0
2014-05-04	SELL	297	262.9	343.56	157.02	77,580.72	-1,868.07
2014-05-07	BUY	279	276.4	339.31	155.08	-77,609.98	0
2014-05-15	SELL	279	264.5	324.7	148.51	73,322.29	-4,287.7
2014-06-05	BUY	255	285.9	320.78	147.18	-73,372.46	0
2014-06-10	SELL	255	286.3	321.23	147.49	72,537.79	-834.68
2014-06-16	BUY	236	305.4	317.13	145.36	-72,536.89	0
2014-06-19	SELL	236	300.1	311.62	142.76	70,369.22	-2,167.67
2014-08-04	BUY	225	310.8	307.69	141.25	-70,378.94	0
2014-08-10	SELL	225	327.69	324.41	148.68	73,257.16	2,878.22
2014-08-13	BUY	214	339.2	319.39	146.15	-73,054.34	0
2014-08-19	SELL	214	338.2	318.45	145.63	71,910.72	-1,143.62
2014-09-16	BUY	207	345.7	314.86	144.28	-72,019.04	0
2014-09-21	SELL	207	377.9	344.19	157.81	77,723.3	5,704.25
2014-09-29	BUY	197	392.2	339.96	155.66	-77,759.02	0
2014-10-13	SELL	197	374.7	324.79	148.52	73,342.59	-4,416.43
2015-01-12	BUY	205	355.9	321.02	149.72	-73,430.24	0
2015-01-15	SELL	205	360	324.72	151.9	73,323.38	-106.86
2015-02-12	BUY	206	352.5	319.51	148.62	-73,083.13	0
2015-02-22	SELL	206	333.1	301.92	140.11	68,176.57	-4,906.56
2015-03-29	BUY	195	348	298.58	138.01	-68,296.59	0
2015-04-01	SELL	195	353.2	303.05	139.51	68,431.45	134.85
2015-12-02	BUY	251	271.1	299.4	141.9	-68,487.4	0
2015-12-07	SELL	251	267.4	295.32	139.46	66,682.63	-1,804.77
2016-01-17	BUY	258	257	291.75	140.68	-66,738.43	0
2016-01-20	SELL	258	274	311.04	147.9	70,233.05	3,494.63
2016-04-24	BUY	280	248.6	306.28	149.07	-70,063.35	0
2016-04-27	SELL	280	251	309.23	149.02	69,821.74	-241.6
2016-05-11	BUY	275	252.1	305.04	145.58	-69,778.12	0
2016-05-16	SELL	275	252	304.92	145.38	68,849.7	-928.43
2016-05-24	BUY	267	256.7	301.57	143.87	-68,984.34	0
2016-05-29	SELL	267	255.2	299.81	143.45	67,695.14	-1,289.2