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: -7.2%. 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

#269 · MACD

Full-history NAV৳28,065

Net return -71.9% · drawdown 73.4% · 172 closed positions

2024 onward NAV৳71,622

Net return -28.4% · drawdown 31.4% · 23 closed positions

2024 stress NAV৳59,205

Net return -40.8% · drawdown 42.8% · 17 closed positions

Variant 1; fixed stop 8.0%; maximum 10 sessions; gate EMA 50; continuous signal; exit EMA 200 break; trailing arms at 2.0%, distance 1.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳28,065

Unsettled৳0

Holdings৳0

NAV৳28,065

Realized P&L৳-71,935

Unrealized P&L৳0

Fees৳80,342

Friction৳37,156

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳3.64e-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 #269

344 fills, including partial sales. Page 1.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2010-12-22	BUY	368	269.9	437.02	200.35	-99,960.58	0
2010-12-27	SELL	368	258.4	418.4	191.44	94,481.36	-5,479.22
2010-12-30	BUY	382	245.8	413.14	188.95	-94,497.69	0
2011-01-04	SELL	382	236.5	397.51	181.75	89,763.74	-4,733.95
2011-01-13	BUY	379	234.8	391.55	178.9	-89,559.65	0
2011-01-18	SELL	379	228.7	381.38	174.28	86,121.64	-3,438.01
2011-02-02	BUY	375	228.3	376.7	172.6	-86,161.79	0
2011-02-07	SELL	375	209.7	346.01	158.37	78,133.13	-8,028.66
2011-07-04	BUY	480	162.1	342.36	158.44	-78,308.79	0
2011-07-07	SELL	480	167.9	354.6	163.9	80,073.49	1,764.7
2011-07-12	BUY	457	174	349.88	161.19	-80,029.07	0
2011-07-17	SELL	457	177.1	356.11	163.77	80,414.82	385.75
2011-07-25	BUY	388	205.6	351	160.59	-80,284.39	0
2011-08-01	SELL	388	181.6	310.03	141.58	70,009.2	-10,275.2
2011-10-27	BUY	428	162.8	306.58	141.71	-70,126.7	0
2011-11-01	SELL	428	164.5	309.79	142.93	69,953.28	-173.42
2011-11-13	BUY	437	159.2	306.11	141.17	-70,017.68	0
2011-11-16	SELL	437	161.7	310.92	143.39	70,208.6	190.92
2011-11-21	BUY	424	164.3	306.52	141.13	-70,110.85	0
2011-11-24	SELL	424	166.3	310.25	142.53	70,058.42	-52.43
2011-12-26	BUY	433	160.8	306.36	142.38	-70,075.14	0
2011-12-29	SELL	433	163.5	311.5	145.21	70,338.79	263.66
2012-01-03	BUY	401	174.1	307.18	142.46	-70,263.74	0
2012-01-08	SELL	401	180.4	318.3	147.06	71,875.04	1,611.3
2012-01-11	BUY	405	176.5	314.52	144.8	-71,941.83	0
2012-01-16	SELL	405	166.5	296.7	136.37	66,999.42	-4,942.4
2012-03-04	BUY	426	156.2	292.78	134.54	-66,968.52	0
2012-03-07	SELL	426	151.4	283.78	130.43	64,082.19	-2,886.33
2012-03-20	BUY	369	172.8	280.56	129.18	-64,172.94	0
2012-03-25	SELL	369	184.3	299.23	137.73	67,569.74	3,396.8
2012-04-01	BUY	342	196	294.94	135.34	-67,462.28	0
2012-04-15	SELL	342	216.1	325.19	148.73	73,432.28	5,970
2012-04-18	BUY	335	217.9	321.18	146.77	-73,464.46	0
2012-04-25	SELL	335	221.2	326.05	148.91	73,627.04	162.58
2012-06-04	BUY	359	203.6	321.61	148.37	-73,562.37	0
2012-06-07	SELL	359	206.9	326.82	151.18	73,799.1	236.73
2012-06-12	BUY	362	203	323.34	149.73	-73,959.07	0
2012-06-26	SELL	362	204.3	325.41	151.21	73,479.98	-479.09
2012-07-02	BUY	357	204.4	321.07	148.65	-73,440.52	0
2012-07-05	SELL	357	201.8	316.99	146.87	71,578.74	-1,861.78
2012-07-22	BUY	356	199.4	312.34	144.3	-71,443.04	0
2012-07-25	SELL	356	205.5	321.9	148.55	72,687.56	1,244.52
2012-07-30	BUY	353	204.8	318.1	146.89	-72,759.39	0
2012-08-05	SELL	353	188.42	292.65	134.8	66,083.4	-6,675.99
2012-11-01	BUY	377	174.2	288.96	134.97	-66,097.33	0
2012-11-06	SELL	377	168.4	279.34	130.63	63,076.83	-3,020.5
2012-11-19	BUY	364	172.1	275.64	128.37	-63,048.41	0
2012-11-22	SELL	364	169.1	270.83	125.94	61,155.63	-1,892.78
2012-12-03	BUY	362	168.1	267.75	125.05	-61,245	0
2012-12-06	SELL	362	167.6	266.95	124.7	60,279.55	-965.45
2012-12-24	BUY	349	171.5	263.36	124.69	-60,241.55	0
2012-12-30	SELL	349	175	268.73	126.66	60,679.61	438.06
2013-01-03	BUY	351	171.6	265.02	124.99	-60,621.61	0
2013-01-08	SELL	351	171.4	264.71	124.87	59,771.82	-849.79
2013-02-05	BUY	340	174.9	261.65	123.9	-59,851.56	0
2013-02-10	SELL	340	168.3	251.78	118.02	56,852.21	-2,999.35
2013-05-15	BUY	365	154.7	248.45	120.86	-56,834.81	0
2013-05-20	SELL	365	166.2	266.92	128.76	60,267.32	3,432.51
2013-05-26	BUY	366	163.7	263.62	125.44	-60,303.26	0
2013-05-29	SELL	366	173.9	280.05	132.92	63,234.43	2,931.17
2013-06-03	BUY	351	178.7	275.98	129.86	-63,129.54	0
2013-06-09	SELL	351	176.5	272.59	126.66	61,552.26	-1,577.29
2013-06-12	BUY	344	178.1	269.57	124.85	-61,660.82	0
2013-06-17	SELL	344	177.8	269.12	124.56	60,769.53	-891.29
2013-06-26	BUY	315	191.6	265.56	122.5	-60,742.06	0
2013-07-02	SELL	315	183.9	254.89	117.32	57,556.29	-3,185.76
2013-07-14	BUY	270	211.5	251.26	115.05	-57,471.31	0
2013-07-17	SELL	270	232.5	276.21	126.25	62,372.54	4,901.23
2013-08-21	BUY	316	196.1	272.66	124.79	-62,365.05	0
2013-08-26	SELL	316	210.5	292.68	134.28	66,091.04	3,725.99
2013-09-02	BUY	306	214.7	289.07	132.39	-66,119.66	0
2013-09-05	SELL	306	212	285.44	130.58	64,455.98	-1,663.68
2013-10-29	BUY	342	187.2	281.7	132.46	-64,436.56	0
2013-11-03	SELL	342	190.97	287.37	135.19	64,889.51	452.96
2013-11-06	BUY	328	196.5	283.59	132.95	-64,868.54	0
2013-11-11	SELL	328	196.4	283.44	132.06	64,003.7	-864.84
2013-11-14	BUY	325	195.6	279.71	130	-63,979.7	0
2013-11-19	SELL	325	206.5	295.3	136.94	66,680.26	2,700.56
2013-11-24	BUY	321	206.6	291.8	134.45	-66,744.86	0
2013-11-27	SELL	321	205.6	290.39	133.58	65,573.63	-1,171.22
2013-12-10	BUY	319	204.6	287.18	132.16	-65,686.74	0
2013-12-26	SELL	319	199.8	280.44	130.13	63,325.63	-2,361.11
2014-01-06	BUY	304	206.4	276.08	128.29	-63,149.97	0
2014-01-09	SELL	304	208.7	279.16	129.75	63,035.9	-114.08
2014-01-15	BUY	307	204.5	276.24	128.35	-63,186.09	0
2014-01-20	SELL	307	207.1	279.75	129.85	63,170.1	-15.98
2014-01-26	BUY	291	215.3	275.67	127.62	-63,055.59	0
2014-02-09	SELL	291	207.9	266.2	122.65	60,110.05	-2,945.54
2014-02-26	BUY	284	210.4	262.92	120.98	-60,137.5	0
2014-03-03	SELL	284	220.3	275.29	126.59	62,163.33	2,025.83
2014-03-06	BUY	288	214.7	272.07	124.98	-62,230.65	0
2014-03-11	SELL	288	212.8	269.66	123.9	60,892.84	-1,337.81
2014-04-01	BUY	280	215.7	265.74	122.42	-60,784.16	0
2014-04-06	SELL	280	224.73	276.87	127.66	62,519.87	1,735.71
2014-04-09	BUY	251	247.9	273.78	125.58	-62,622.26	0
2014-04-15	SELL	251	259.38	286.46	131.21	64,686.71	2,064.45
2014-04-20	BUY	257	250.3	283.04	129.48	-64,739.62	0
2014-04-23	SELL	257	265.2	299.89	137.19	67,719.32	2,979.7
2014-04-28	BUY	256	262.8	296.02	135.23	-67,708.05	0
2014-05-04	SELL	256	262.9	296.13	135.24	66,871.03	-837.02