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 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2014-06-01	BUY	241	275.4	292.03	134.03	-66,797.46	0
2014-06-04	SELL	241	295.9	313.77	143.9	70,854.22	4,056.76
2014-06-09	BUY	243	289.3	309.32	141.96	-70,751.18	0
2014-06-15	SELL	243	299.97	320.73	147.12	72,424.86	1,673.68
2014-06-18	BUY	237	303.3	316.28	144.91	-72,343.29	0
2014-07-03	SELL	237	294.9	307.52	140.89	69,442.89	-2,900.4
2014-08-04	BUY	222	310.8	303.59	139.35	-69,440.54	0
2014-08-10	SELL	222	327.69	320.09	146.68	72,280.41	2,839.87
2014-08-13	BUY	212	339.2	316.41	144.78	-72,371.58	0
2014-08-19	SELL	212	338.2	315.47	144.26	71,238.67	-1,132.91
2014-09-04	BUY	209	338.1	310.92	142.15	-71,115.97	0
2014-09-16	SELL	209	345.7	317.91	145.68	71,787.71	671.74
2014-09-23	BUY	188	380.7	314.92	144.21	-72,030.72	0
2014-09-28	SELL	188	395.8	327.41	149.91	73,933.46	1,902.74
2014-10-01	BUY	191	384.2	322.88	147.7	-73,852.79	0
2014-10-22	SELL	191	370.8	311.62	142.39	70,368.79	-3,484
2014-10-29	BUY	187	374.6	308.22	140.91	-70,499.33	0
2014-11-09	SELL	187	344.63	283.56	129.76	64,032.86	-6,466.47
2014-12-04	BUY	180	352.6	279.26	128.65	-63,875.91	0
2014-12-10	SELL	180	358.08	283.6	130.84	64,040.49	164.59
2014-12-29	BUY	178	356.5	279.21	129.36	-63,865.57	0
2015-01-07	SELL	178	364	285.08	132.42	64,374.49	508.92
2015-02-12	BUY	182	352.5	282.28	130.96	-64,568.24	0
2015-02-26	SELL	182	337.9	270.59	125.34	61,101.87	-3,466.37
2015-03-18	BUY	179	340	267.78	123.85	-61,251.63	0
2015-03-30	SELL	179	356.4	280.7	129.43	63,385.47	2,133.84
2015-04-02	BUY	178	353	276.47	127.1	-63,237.57	0
2015-04-19	SELL	178	342	267.85	123.02	60,485.13	-2,752.44
2015-06-14	BUY	179	335	263.85	121.09	-60,349.94	0
2015-06-22	SELL	179	328.9	259.04	118.82	58,495.24	-1,854.7
2015-07-02	BUY	176	330.1	255.63	117.43	-58,470.66	0
2015-07-08	SELL	176	328	254	116.68	57,357.32	-1,113.34
2015-07-13	BUY	165	346.9	251.85	115.63	-57,605.98	0
2015-08-02	SELL	165	330	239.58	109.73	54,100.69	-3,505.3
2015-12-01	BUY	200	267.9	235.75	110.75	-53,926.5	0
2015-12-06	SELL	200	272	239.36	112.22	54,048.42	121.92
2016-01-18	BUY	207	259.5	236.35	112.32	-54,065.17	0
2016-01-21	SELL	207	269.8	245.73	115.52	55,487.35	1,422.18
2016-01-26	BUY	207	266.5	242.73	113.77	-55,522	0
2016-01-31	SELL	207	262.5	239.09	111.88	53,986.53	-1,535.46
2016-04-24	BUY	216	248.6	236.27	113.26	-54,047.13	0
2016-04-27	SELL	216	251	238.55	113.47	53,863.98	-183.15
2016-05-03	BUY	217	247	235.84	112.25	-53,947.08	0
2016-05-08	SELL	217	247	235.84	111.86	53,251.3	-695.78
2016-05-11	BUY	210	252.1	232.94	109.92	-53,283.86	0
2016-05-16	SELL	210	252	232.85	109.8	52,577.36	-706.51
2016-05-24	BUY	203	256.7	229.28	108.15	-52,447.53	0
2016-05-29	SELL	203	255.2	227.94	107.76	51,469.9	-977.63
2016-06-30	BUY	203	251.7	224.82	106.65	-51,426.57	0
2016-07-12	SELL	203	255.8	228.48	108.27	51,590.65	164.07
2016-07-16	BUY	200	257	226.16	107.21	-51,733.37	0
2016-07-19	SELL	200	259.4	228.27	107.7	51,544.02	-189.34
2016-07-24	BUY	194	263	224.5	105.07	-51,351.57	0
2016-07-27	SELL	194	278	237.3	110.33	53,584.37	2,232.81
2016-08-01	BUY	193	276.6	234.89	108.44	-53,727.13	0
2016-08-16	SELL	193	271	230.13	106.1	51,966.77	-1,760.36
2016-09-06	BUY	193	268	227.59	106.84	-52,058.42	0
2016-09-20	SELL	193	262	222.49	105.58	50,237.92	-1,820.5
2016-09-25	BUY	186	267.1	218.59	103.93	-50,003.13	0
2016-10-05	SELL	186	271.46	222.16	104.96	50,164.07	160.94
2016-10-10	BUY	185	269.8	219.62	103.69	-50,236.31	0
2016-10-25	SELL	185	282.15	229.67	107.31	51,860.77	1,624.46
2016-10-30	BUY	186	277	226.7	105.75	-51,854.45	0
2016-11-09	SELL	186	280.67	229.7	106.94	51,867.06	12.61
2016-11-20	BUY	183	282.5	227.47	105.56	-52,030.53	0
2016-11-23	SELL	183	288.6	232.38	107.73	52,473.69	443.15
2016-11-28	BUY	182	286	229.03	105.94	-52,386.96	0
2016-12-12	SELL	182	284	227.43	105.09	51,355.49	-1,031.48
2017-01-05	BUY	176	290	224.58	104.24	-51,368.81	0
2017-01-19	SELL	176	297	230	106.32	51,935.68	566.86
2017-01-24	BUY	173	298.5	227.22	104.83	-51,972.55	0
2017-01-29	SELL	173	305.5	232.55	106.98	52,511.98	539.43
2017-02-02	BUY	170	306.5	229.26	105.5	-52,439.76	0
2017-02-15	SELL	170	317.2	237.26	109.33	53,576.73	1,136.96
2017-02-20	BUY	167	318.8	234.25	107.9	-53,581.75	0
2017-03-07	SELL	167	310.6	228.23	105.45	51,536.52	-2,045.23
2017-03-12	BUY	161	318.7	225.77	104.13	-51,640.6	0
2017-03-27	SELL	161	316.1	223.93	103.97	50,564.21	-1,076.39
2017-03-30	BUY	152	330	220.7	102.32	-50,483.02	0
2017-04-04	SELL	152	346.5	231.74	107.08	52,329.18	1,846.16
2017-04-09	BUY	150	345	227.7	105.04	-52,082.74	0
2017-04-23	SELL	150	338	223.08	103.04	50,373.88	-1,708.86
2017-05-28	BUY	150	334	220.44	103.69	-50,424.13	0
2017-06-11	SELL	150	333.3	219.98	103.18	49,671.84	-752.29
2017-06-21	BUY	147	335.8	217.2	101.35	-49,681.15	0
2017-07-06	SELL	147	353.13	228.41	105.51	51,576.63	1,895.48
2017-07-16	BUY	141	365.1	226.51	103.89	-51,809.5	0
2017-07-19	SELL	141	365.1	226.51	103.8	51,148.79	-660.7
2017-07-24	BUY	138	367	222.84	102.05	-50,970.89	0
2017-07-30	SELL	138	376.7	228.73	104.72	51,651.15	680.26
2017-08-17	BUY	132	388	225.35	103.41	-51,544.76	0
2017-08-31	SELL	132	391	227.09	104.5	51,280.41	-264.36
2017-09-07	BUY	129	396.9	225.28	103.83	-51,529.21	0
2017-09-12	SELL	129	420	238.39	109.64	53,831.96	2,302.75
2017-09-17	BUY	128	418	235.42	108.18	-53,847.6	0
2017-10-02	SELL	128	412.3	232.21	106.6	52,435.6	-1,412.01
2017-10-10	BUY	123	422	228.39	105.01	-52,239.39	0
2017-10-15	SELL	123	429	232.17	106.9	52,427.93	188.54
2017-10-24	BUY	121	431.3	229.62	105.75	-52,522.67	0
2017-10-29	SELL	121	445.3	237.08	109.11	53,535.11	1,012.44

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