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 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2016-10-25	BUY	236	285	295.94	139.35	-67,695.3	0
2016-11-01	SELL	236	273	283.48	133.08	64,011.44	-3,683.86
2016-11-06	BUY	227	279.9	279.56	131.22	-63,948.09	0
2016-11-13	SELL	227	277.1	276.77	129.3	62,495.63	-1,452.46
2016-11-21	BUY	216	287.1	272.86	127.09	-62,413.55	0
2016-11-28	SELL	216	286	271.81	126.13	61,378.05	-1,035.49
2017-07-05	BUY	172	355	268.66	124.51	-61,453.17	0
2017-07-12	SELL	172	348.5	263.74	121.56	59,556.69	-1,896.48
2017-07-17	BUY	159	370.9	259.48	119.09	-59,351.67	0
2017-07-24	SELL	159	367	256.75	117.71	57,978.54	-1,373.13
2017-07-27	BUY	154	375.5	254.44	116.61	-58,198.04	0
2017-08-06	SELL	154	373.2	252.88	115.84	57,104.08	-1,093.97
2017-08-13	BUY	149	381.6	250.18	114.7	-57,223.28	0
2017-08-20	SELL	149	390.85	256.24	117.74	57,862.97	639.69
2017-09-10	BUY	140	408	251.33	115.91	-57,487.24	0
2017-09-13	SELL	140	415	255.64	117.66	57,726.7	239.46
2017-11-13	BUY	122	472.9	253.85	116.81	-58,064.47	0
2017-11-16	SELL	122	484	259.81	119.19	58,669	604.53
2017-11-23	BUY	120	483	255.02	116.89	-58,331.92	0
2017-11-30	SELL	120	475	250.8	114.9	56,634.3	-1,697.62
2018-01-23	BUY	114	496	248.79	114.54	-56,907.33	0
2018-01-28	SELL	114	510	255.82	117.43	57,766.75	859.42
2018-01-31	BUY	113	506.9	252.03	115.54	-57,647.27	0
2018-02-07	SELL	113	496	246.61	113.01	55,688.38	-1,958.89
2018-04-19	BUY	112	493	242.95	112.37	-55,571.32	0
2018-04-26	SELL	112	476.9	235.02	108.27	53,069.51	-2,501.81
2018-08-29	BUY	135	391.5	232.55	107.92	-53,192.97	0
2018-09-04	SELL	135	385.6	229.05	106.23	51,720.72	-1,472.25
2018-09-09	BUY	134	384	226.41	104.93	-51,787.34	0
2018-09-12	SELL	134	380.2	224.17	103.89	50,618.74	-1,168.6
2018-10-28	BUY	131	383	220.76	102.29	-50,496.05	0
2018-10-31	SELL	131	380.5	219.32	101.58	49,524.6	-971.45
2019-01-01	BUY	133	370	216.52	101.52	-49,528.04	0
2019-01-06	SELL	133	367.7	215.18	100.85	48,588.07	-939.97
2019-01-09	BUY	127	382	213.46	99.27	-48,826.73	0
2019-01-14	SELL	127	391	218.49	101.17	49,337.33	510.6
2019-01-23	BUY	125	391	215.05	99.25	-49,189.3	0
2019-01-28	SELL	125	396	217.8	100.32	49,181.88	-7.42
2019-01-31	BUY	118	414	214.95	98.61	-49,165.56	0
2019-02-07	SELL	118	407	211.31	96.83	47,717.86	-1,447.7
2019-03-25	BUY	118	401.4	208.41	96.01	-47,669.62	0
2019-03-31	SELL	118	407	211.31	97.36	47,717.33	47.71
2019-09-23	BUY	132	361	209.67	97.02	-47,958.69	0
2019-09-26	SELL	132	360	209.09	96.43	47,214.48	-744.21
2020-07-19	BUY	193	243	206.36	96.45	-47,201.8	0
2020-07-22	SELL	193	246.5	209.33	97.28	47,267.89	66.09
2020-07-27	BUY	180	259.9	205.84	95.03	-47,082.87	0
2020-07-30	SELL	180	255	201.96	93	45,605.04	-1,477.83
2020-08-09	BUY	178	255	199.72	91.65	-45,681.36	0
2020-08-13	SELL	178	290	227.13	104.23	51,288.64	5,607.28
2020-08-18	BUY	177	288	224.29	102.83	-51,303.12	0
2020-08-24	SELL	177	295	229.75	105.3	51,879.96	576.83
2020-08-31	BUY	164	315	227.3	104.09	-51,991.4	0
2020-09-03	SELL	164	322	232.36	106.37	52,469.27	477.88
2020-09-09	BUY	153	339	228.21	104.48	-52,199.69	0
2020-09-14	SELL	153	354	238.31	109.21	53,814.48	1,614.79
2020-10-18	BUY	157	342	236.25	109.54	-54,039.8	0
2020-10-25	SELL	157	328.9	227.2	105.73	51,304.37	-2,735.43
2020-12-09	BUY	152	334.1	223.45	104.03	-51,110.67	0
2020-12-14	SELL	152	345.61	231.14	107.41	52,194.02	1,083.35
2020-12-20	BUY	149	348.5	228.48	105.7	-52,260.68	0
2020-12-27	SELL	149	344	225.53	104.33	50,926.14	-1,334.54
2021-01-18	BUY	134	377	222.28	102.22	-50,842.5	0
2021-01-21	SELL	134	377	222.28	102.08	50,193.64	-648.86
2021-01-31	BUY	131	380	219.03	100.64	-50,099.68	0
2021-02-07	SELL	131	385	221.91	102.17	50,110.92	11.24
2021-04-21	BUY	147	340.2	220.04	103.12	-50,332.56	0
2021-04-28	SELL	147	338.8	219.14	102.86	49,481.6	-850.96
2021-05-16	BUY	142	346.6	216.56	101.36	-49,535.11	0
2021-05-23	SELL	142	342.9	214.24	99.74	48,377.81	-1,157.3
2021-05-30	BUY	138	348.4	211.55	98.31	-48,389.06	0
2021-06-06	SELL	138	351.9	213.67	99.08	48,249.45	-139.61
2021-06-10	BUY	138	347.1	210.76	97.86	-48,208.42	0
2021-06-17	SELL	138	343.6	208.63	96.89	47,111.28	-1,097.14
2021-11-28	BUY	130	360	205.92	97.85	-47,103.77	0
2021-12-01	SELL	130	359	205.35	97.73	46,366.92	-736.85
2022-01-13	BUY	129	357.1	202.69	95.09	-46,363.68	0
2022-01-20	SELL	129	359.2	203.88	95.82	46,037.1	-326.58
2022-02-09	BUY	127	359.5	200.89	94.93	-45,952.31	0
2022-02-16	SELL	127	357	199.49	94.5	45,045.01	-907.31
2022-04-27	BUY	137	326.4	196.75	92.98	-45,006.53	0
2022-05-08	SELL	137	320.1	192.96	90.47	43,570.28	-1,436.25
2022-08-08	BUY	143	302.9	190.58	88.33	-43,593.62	0
2022-08-14	SELL	143	288	181.21	83.89	40,918.9	-2,674.72
2024-06-27	BUY	173	236.2	179.8	85.16	-41,127.56	0
2024-07-03	SELL	173	239.9	182.61	86.05	41,234.04	106.48
2024-07-08	BUY	163	251	180.02	84.6	-41,177.61	0
2024-07-11	SELL	163	247	177.15	82.88	40,000.97	-1,176.64
2024-07-24	BUY	160	248.2	174.73	81.6	-39,968.33	0
2024-07-29	SELL	160	257	180.93	84.47	40,854.61	886.27
2024-08-15	BUY	106	381	177.7	81.1	-40,644.8	0
2024-08-20	SELL	106	350.52	163.48	74.51	36,917.13	-3,727.67
2024-08-25	BUY	104	354	161.99	73.79	-37,051.78	0
2024-09-02	SELL	104	344.1	157.46	71.7	35,557.24	-1,494.55
2025-12-02	BUY	127	279	155.91	75.91	-35,664.81	0
2025-12-07	SELL	127	278.5	155.63	75.8	35,138.07	-526.74
2026-01-21	BUY	132	264.7	153.74	71.88	-35,166.02	0
2026-01-26	SELL	132	264.7	153.74	71.59	34,715.07	-450.94
2026-02-01	BUY	129	267.1	151.61	70.36	-34,677.87	0
2026-02-05	SELL	129	263	149.28	69.12	33,708.6	-969.27

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