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: -7.3%. 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

#270 · MACD

Full-history NAV৳27,822

Net return -72.2% · drawdown 73.4% · 176 closed positions

2024 onward NAV৳80,944

Net return -19.1% · drawdown 38.5% · 30 closed positions

2024 stress NAV৳59,756

Net return -40.2% · drawdown 52.1% · 24 closed positions

Variant 0; fixed stop 10.0%; maximum 20 sessions; gate None; continuous signal; exit any bearish; trailing arms at 5.0%, distance 2.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳179

Unsettled৳0

Holdings৳27,643

NAV৳27,822

Realized P&L৳-71,754

Unrealized P&L৳-424

Fees৳71,060

Friction৳32,838

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳4.73e-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 #270

353 fills, including partial sales. Page 1.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2010-12-02	BUY	429	231.4	436.79	200.74	-99,908.14	0
2010-12-08	SELL	429	222.7	420.37	193.33	94,924.6	-4,983.53
2010-12-22	BUY	349	269.9	414.46	189.93	-94,799.48	0
2010-12-27	SELL	349	258.4	396.8	181.5	89,603.31	-5,196.18
2010-12-30	BUY	363	245.8	392.59	179.5	-89,797.49	0
2011-01-05	SELL	363	234.4	374.38	171.12	84,541.7	-5,255.8
2011-02-02	BUY	368	228.3	369.66	169.35	-84,553.41	0
2011-02-07	SELL	368	209.7	339.55	155.39	76,674.66	-7,878.75
2011-03-13	BUY	442	172.1	334.7	153.64	-76,556.54	0
2011-03-16	SELL	442	178.1	346.37	159.13	78,214.7	1,658.16
2011-03-22	BUY	453	171.7	342.23	157.29	-78,279.63	0
2011-04-20	SELL	453	162.9	324.69	149.99	73,319.02	-4,960.61
2011-04-25	BUY	476	153.1	320.65	148.16	-73,344.42	0
2011-04-28	SELL	476	157.2	329.24	152.2	74,345.76	1,001.34
2011-05-18	BUY	487	151.6	324.85	151.76	-74,305.81	0
2011-05-25	SELL	487	139.1	298.06	139.56	67,304.08	-7,001.73
2011-05-31	BUY	450	148.5	294.03	138.12	-67,257.15	0
2011-06-21	SELL	450	140.6	278.39	130.03	62,861.58	-4,395.57
2011-06-28	BUY	405	154.5	275.32	127.74	-62,975.56	0
2011-07-04	SELL	405	162.1	288.86	133.31	65,228.33	2,252.77
2011-07-07	BUY	386	167.9	285.16	131.38	-65,225.94	0
2011-07-12	SELL	386	173.56	294.77	135.51	66,563.1	1,337.17
2011-07-17	BUY	373	177.1	290.66	133.38	-66,482.34	0
2011-07-21	SELL	373	215.8	354.17	162.36	79,976.86	13,494.52
2011-07-26	BUY	387	205.5	349.93	160.05	-80,038.47	0
2011-08-01	SELL	387	181.6	309.23	141.21	69,828.76	-10,209.71
2011-10-03	BUY	434	159.8	305.15	141.65	-69,800.01	0
2011-10-09	SELL	434	147.7	282.05	130.6	63,689.15	-6,110.86
2011-10-27	BUY	389	162.8	278.65	128.61	-63,736.45	0
2011-11-15	SELL	389	146.52	250.78	115.34	56,630.16	-7,106.3
2011-11-20	BUY	337	166.6	247.03	113.5	-56,504.74	0
2011-11-24	SELL	337	166.3	246.59	113.04	55,683.47	-821.27
2011-11-29	BUY	346	160	243.58	111.66	-55,715.24	0
2011-12-04	SELL	346	160	243.58	111.79	55,004.62	-710.62
2011-12-26	BUY	340	160.8	240.56	111.27	-55,023.83	0
2012-01-09	SELL	340	175.6	262.7	120.9	59,320.4	4,296.58
2012-01-12	BUY	337	174.7	259.05	118.95	-59,251.89	0
2012-01-19	SELL	337	168.1	249.26	114.32	56,286.12	-2,965.77
2012-02-27	BUY	363	154.4	246.61	113.18	-56,406.99	0
2012-03-19	SELL	363	168.46	269.07	123.85	60,758.79	4,351.8
2012-03-27	BUY	327	184.3	265.17	121.83	-60,653.1	0
2012-04-01	SELL	327	196	282	129.35	63,680.65	3,027.54
2012-04-04	BUY	341	185.5	278.32	127.53	-63,661.35	0
2012-04-09	SELL	341	191.49	287.31	131.57	64,879.89	1,218.54
2012-04-15	BUY	299	216.1	284.3	129.93	-65,028.13	0
2012-04-25	SELL	299	221.2	291.01	132.84	65,714.95	686.81
2012-06-10	BUY	319	204.4	286.9	132.51	-65,623.01	0
2012-06-13	SELL	319	203.3	285.35	131.89	64,435.46	-1,187.54
2012-07-02	BUY	313	204.4	281.5	130.04	-64,388.74	0
2012-07-11	SELL	313	194.6	268	123.79	60,518.01	-3,870.73
2012-07-23	BUY	296	203.5	265.04	122.05	-60,623.09	0
2012-08-06	SELL	296	189.2	246.41	113.25	55,643.54	-4,979.55
2012-09-19	BUY	315	175.5	243.24	111.73	-55,637.48	0
2012-10-15	SELL	315	162.5	225.23	103.95	50,858.33	-4,779.15
2012-10-31	BUY	289	174.8	222.28	103.29	-50,842.77	0
2012-11-28	SELL	289	165.8	210.83	97.67	47,607.7	-3,235.07
2012-12-03	BUY	281	168.1	207.84	96.49	-47,540.43	0
2012-12-06	SELL	281	167.6	207.22	96.21	46,792.17	-748.26
2012-12-23	BUY	274	169.9	204.83	96.12	-46,853.55	0
2013-01-13	SELL	274	170	204.95	95.95	46,279.09	-574.45
2013-02-05	BUY	263	174.9	202.39	94.97	-46,296.07	0
2013-02-13	SELL	263	166.6	192.79	89.4	43,533.61	-2,762.45
2013-03-20	BUY	297	145.6	190.27	89.92	-43,523.4	0
2013-04-22	SELL	297	144.4	188.7	90.2	42,607.9	-915.5
2013-04-25	BUY	292	145.2	186.55	89.22	-42,674.18	0
2013-05-14	SELL	292	156.6	201.2	96.9	45,430.27	2,756.09
2013-05-20	BUY	271	166.2	198.18	94.18	-45,332.56	0
2013-06-04	SELL	271	175.62	209.4	97.49	47,285.04	1,952.49
2013-06-09	BUY	266	176.5	206.58	95.48	-47,251.06	0
2013-06-12	SELL	266	178.1	208.45	96.13	47,070.02	-181.04
2013-06-27	BUY	254	184	205.64	94.47	-47,036.11	0
2013-07-03	SELL	254	180.6	201.84	92.64	45,577.93	-1,458.18
2013-07-14	BUY	214	211.5	199.15	91.05	-45,551.2	0
2013-07-17	SELL	214	232.5	218.92	99.95	49,436.13	3,884.93
2013-07-21	BUY	1	183	0.81	0.37	-184.17	0
2013-07-24	SELL	1	186.7	0.82	0.37	185.51	1.33
2013-08-21	BUY	251	196.1	216.57	98.98	-49,536.65	0
2013-08-26	SELL	251	210.5	232.48	106.46	52,496.57	2,959.91
2013-09-02	BUY	243	214.7	229.56	104.97	-52,506.63	0
2013-09-12	SELL	243	196.3	209.88	95.8	47,395.22	-5,111.41
2013-10-28	BUY	249	189.3	207.4	96.59	-47,439.69	0
2013-11-05	SELL	249	194.6	213.2	99.2	48,142.99	703.3
2013-11-10	BUY	243	196.8	210.42	97.49	-48,130.31	0
2013-11-21	SELL	243	209.9	224.43	103.18	50,678.09	2,547.79
2013-11-26	BUY	252	200	221.76	101.78	-50,723.54	0
2013-12-02	SELL	252	201.8	223.76	102.67	50,527.17	-196.36
2014-01-07	BUY	241	207.7	220.25	101.94	-50,377.88	0
2014-01-27	SELL	241	213.4	226.29	104.32	51,098.79	720.91
2014-01-30	BUY	239	212.3	223.25	102.8	-51,065.76	0
2014-02-04	SELL	239	210.1	220.94	101.68	49,891.28	-1,174.48
2014-02-27	BUY	232	214	218.45	100.3	-49,966.75	0
2014-03-19	SELL	232	211.3	215.7	98.93	48,706.97	-1,259.78
2014-04-09	BUY	195	247.9	212.7	97.36	-48,650.56	0
2014-04-15	SELL	195	256.76	220.3	100.73	49,747.17	1,096.61
2014-04-20	BUY	198	250.3	218.06	99.61	-49,877.07	0
2014-04-27	SELL	198	265.8	231.56	105.68	52,291.15	2,414.09
2014-04-30	BUY	193	268.9	228.35	104.18	-52,230.23	0
2014-05-06	SELL	193	270.3	229.54	104.73	51,833.63	-396.6
2014-06-05	BUY	180	285.9	226.43	103.61	-51,792.04	0
2014-06-17	SELL	180	303.7	240.53	110.01	54,315.46	2,523.42