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 3.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2017-11-09	BUY	116	457	233.25	107.29	-53,352.55	0
2017-11-14	SELL	116	490.05	250.12	114.94	56,480.74	3,128.2
2017-11-19	BUY	115	489	247.43	113.39	-56,595.82	0
2017-12-03	SELL	115	472.1	238.88	109.39	53,943.22	-2,652.59
2017-12-06	BUY	110	487	235.71	107.85	-53,913.56	0
2017-12-20	SELL	110	469	227	104.2	51,258.8	-2,654.76
2017-12-28	BUY	109	469.4	225.12	103.39	-51,493.11	0
2018-01-04	SELL	109	482.33	231.32	106.48	52,235.95	742.84
2018-01-09	BUY	109	472.6	226.66	104.3	-51,844.36	0
2018-01-23	SELL	109	496	237.88	109.45	53,716.67	1,872.3
2018-01-28	BUY	105	510	235.62	108.07	-53,893.69	0
2018-02-11	SELL	105	501	231.46	105.99	52,267.55	-1,626.15
2018-02-14	BUY	102	508.8	228.35	104.57	-52,230.52	0
2018-02-26	SELL	102	468.1	210.08	96.27	47,439.44	-4,791.08
2018-03-07	BUY	97	487.9	208.24	95.74	-47,630.27	0
2018-03-22	SELL	97	477	203.58	93.99	45,971.42	-1,658.85
2018-04-11	BUY	94	483.2	199.85	92.17	-45,712.82	0
2018-04-22	SELL	94	490	202.66	93.48	45,763.85	51.03
2018-10-25	BUY	120	381	201.17	93.15	-46,014.32	0
2018-10-30	SELL	120	383	202.22	93.53	45,664.25	-350.07
2018-11-04	BUY	119	382	200.02	92.55	-45,750.57	0
2018-11-07	SELL	119	375	196.35	91.09	44,337.56	-1,413
2019-01-01	BUY	119	370	193.73	90.54	-44,314.27	0
2019-01-06	SELL	119	367.7	192.53	89.95	43,473.83	-840.45
2019-01-09	BUY	113	382	189.93	88.11	-43,444.04	0
2019-01-14	SELL	113	391	194.41	89.84	43,898.76	454.72
2019-01-17	BUY	114	382	191.61	88.4	-43,828.01	0
2019-01-22	SELL	114	384	192.61	88.82	43,494.57	-333.44
2019-01-27	BUY	109	397	190.4	87.6	-43,551	0
2019-01-30	SELL	109	414.4	198.75	91.18	44,879.67	1,328.67
2019-02-27	BUY	113	394.5	196.15	89.7	-44,864.34	0
2019-03-05	SELL	113	394	195.9	89.72	44,236.38	-627.96
2019-03-13	BUY	112	391.7	193.03	88.6	-44,152.03	0
2019-03-19	SELL	112	389	191.7	88.1	43,288.21	-863.83
2019-03-24	BUY	108	398	189.13	86.96	-43,260.09	0
2019-03-28	SELL	108	410	194.83	89.55	43,995.62	735.53
2019-04-02	BUY	105	417	192.65	88.58	-44,066.24	0
2019-04-07	SELL	105	385	177.87	81.6	40,165.53	-3,900.71
2019-06-12	BUY	109	365	175.05	81.73	-40,041.78	0
2019-06-17	SELL	109	358.1	171.74	80.03	38,781.12	-1,260.66
2019-06-27	BUY	106	363.5	169.54	78.88	-38,779.42	0
2019-07-03	SELL	106	364.9	170.19	79.07	38,430.14	-349.28
2019-09-23	BUY	106	361	168.37	77.64	-38,512.01	0
2019-09-26	SELL	106	360	167.9	77.22	37,914.88	-597.13
2019-10-01	BUY	107	352.4	165.91	76.22	-37,948.93	0
2019-10-06	SELL	107	347	163.37	75.09	36,890.54	-1,058.39
2019-11-20	BUY	113	323.1	160.65	74.28	-36,745.22	0
2019-11-25	SELL	113	312	155.13	71.51	35,029.37	-1,715.85
2020-02-20	BUY	125	280	154	70.7	-35,224.7	0
2020-02-25	SELL	125	292	160.6	73.5	36,265.9	1,041.2
2020-07-21	BUY	146	245.9	157.97	73.09	-36,132.45	0
2020-07-26	SELL	146	251	161.24	74.3	36,410.46	278.01
2020-07-29	BUY	142	255	159.32	73.2	-36,442.52	0
2020-08-04	SELL	142	264.8	165.45	75.91	37,360.25	917.72
2020-08-09	BUY	146	255	163.81	75.04	-37,468.86	0
2020-08-13	SELL	146	290	186.3	85.35	42,068.36	4,599.5
2020-08-18	BUY	145	288	183.74	84.11	-42,027.85	0
2020-08-24	SELL	145	295	188.21	86.13	42,500.66	472.81
2020-08-27	BUY	133	317	185.51	84.85	-42,431.36	0
2020-09-02	SELL	133	321.85	188.35	86.11	42,531.46	100.1
2020-09-09	BUY	125	339	186.45	85.25	-42,646.7	0
2020-09-14	SELL	125	354	194.7	89.09	43,966.21	1,319.51
2020-10-14	BUY	131	333	191.94	88.58	-43,903.52	0
2020-10-19	SELL	131	336	193.67	89.62	43,732.71	-170.81
2020-11-08	BUY	129	336.2	190.83	88.43	-43,649.05	0
2020-11-22	SELL	129	327	185.61	86.14	41,911.26	-1,737.8
2020-12-07	BUY	128	325.1	183.1	85.01	-41,880.9	0
2020-12-14	SELL	128	345.61	194.65	90.14	43,953.17	2,072.27
2020-12-20	BUY	126	348.5	193.21	89.14	-44,193.35	0
2021-01-04	SELL	126	360.1	199.64	91.88	45,081.08	887.73
2021-01-07	BUY	119	376	196.87	90.42	-45,031.29	0
2021-01-19	SELL	119	384.2	201.17	92.32	45,426.31	395.02
2021-02-07	BUY	117	385	198.2	91.13	-45,334.32	0
2021-02-22	SELL	117	359.7	185.17	85.18	41,814.55	-3,519.77
2021-04-20	BUY	124	336.3	183.49	85.42	-41,970.11	0
2021-05-04	SELL	124	339.5	185.23	87.29	41,825.48	-144.62
2021-05-12	BUY	120	346.2	182.79	85.24	-41,812.03	0
2021-05-30	SELL	120	348.4	183.96	85.24	41,538.8	-273.23
2021-06-02	BUY	119	346.5	181.43	83.94	-41,498.87	0
2021-06-07	SELL	119	349.5	183	84.62	41,322.88	-175.99
2021-06-13	BUY	117	351	180.69	83.68	-41,331.37	0
2021-06-27	SELL	117	344	177.09	82.06	39,988.84	-1,342.53
2021-06-30	BUY	114	346.9	174.01	80.69	-39,801.29	0
2021-07-14	SELL	114	358.2	179.67	83.25	40,571.88	770.59
2021-07-19	BUY	111	364	177.78	82.31	-40,664.09	0
2021-08-02	SELL	111	376.2	183.74	84.84	41,489.62	825.53
2021-08-25	BUY	111	369.9	180.66	83.07	-41,322.63	0
2021-09-09	SELL	111	384.3	187.69	86.47	42,383.13	1,060.5
2021-09-14	BUY	110	385.2	186.44	85.9	-42,644.34	0
2021-09-28	SELL	110	384.9	186.29	85.6	42,067.11	-577.23
2021-12-06	BUY	115	362.8	183.58	86.68	-41,992.26	0
2021-12-15	SELL	115	357.3	180.79	85.42	40,823.29	-1,168.97
2022-01-13	BUY	113	357.1	177.55	82.98	-40,612.83	0
2022-01-27	SELL	113	351.4	174.72	81.7	39,451.78	-1,161.05
2022-02-07	BUY	111	355.3	173.53	81.52	-39,693.35	0
2022-02-22	SELL	111	355.8	173.77	81.67	39,238.35	-455
2022-08-03	BUY	129	301.2	170.96	78.86	-39,104.62	0
2022-08-08	SELL	129	302.9	171.93	79.54	38,822.64	-281.98
2024-06-27	BUY	164	236.2	170.44	80.56	-38,987.81	0
2024-07-03	SELL	164	239.9	173.11	81.42	39,089.06	101.26

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