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 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2014-06-22	BUY	182	296.5	237.44	108.55	-54,308.99	0
2014-06-26	SELL	182	297.1	237.92	108.73	53,725.55	-583.43
2014-08-04	BUY	172	310.8	235.21	107.73	-53,800.54	0
2014-08-11	SELL	172	330.06	249.79	114.22	56,406.99	2,606.46
2014-08-14	BUY	163	344.2	246.86	112.78	-56,464.24	0
2014-08-26	SELL	163	317.4	227.64	103.88	51,404.68	-5,059.56
2014-09-23	BUY	134	380.7	224.46	102.57	-51,340.83	0
2014-09-29	SELL	134	392.2	231.24	105.63	52,217.93	877.1
2014-10-02	BUY	136	380.2	227.51	103.87	-52,038.58	0
2014-10-14	SELL	136	372.6	222.96	101.75	50,348.89	-1,689.69
2014-12-04	BUY	142	352.6	220.3	101.2	-50,390.71	0
2015-01-07	SELL	142	364	227.43	105.18	51,355.39	964.68
2015-01-12	BUY	143	355.9	223.93	103.64	-51,221.27	0
2015-01-15	SELL	143	360	226.51	105.05	51,148.43	-72.83
2015-02-09	BUY	150	340	224.4	103.75	-51,328.15	0
2015-03-01	SELL	150	336.1	221.83	102.44	50,090.73	-1,237.42
2015-03-18	BUY	146	340	218.42	100.7	-49,959.11	0
2015-03-30	SELL	146	352.8	226.64	104.21	51,177.95	1,218.84
2015-04-02	BUY	144	353	223.66	102.6	-51,158.26	0
2015-04-15	SELL	144	346.5	219.54	100.62	49,575.84	-1,582.42
2015-05-13	BUY	152	326	218.03	100.46	-49,870.49	0
2015-05-18	SELL	152	326	218.03	100.57	49,233.4	-637.09
2015-05-21	BUY	147	332	214.74	98.95	-49,117.69	0
2015-06-21	SELL	147	330	213.44	97.74	48,198.82	-918.87
2015-07-02	BUY	145	330.1	210.6	96.57	-48,171.67	0
2015-07-14	SELL	145	342.8	218.71	100.28	49,387.59	1,215.92
2015-07-23	BUY	147	334.6	216.42	99.17	-49,501.79	0
2015-08-02	SELL	147	330	213.44	97.68	48,198.87	-1,302.91
2015-08-27	BUY	149	321.5	210.78	96.93	-48,211.2	0
2015-09-10	SELL	149	309.1	202.65	93.58	45,759.68	-2,451.52
2015-10-26	BUY	179	253	199.26	91.64	-45,577.9	0
2015-11-23	SELL	179	254.8	200.68	93.48	45,315.04	-262.86
2015-11-26	BUY	178	253.1	198.23	92.47	-45,342.5	0
2015-12-02	SELL	178	268.91	210.61	98.61	47,557.12	2,214.62
2015-12-07	BUY	177	267.4	208.25	97.26	-47,635.31	0
2015-12-13	SELL	177	256.3	199.61	92.75	45,072.74	-2,562.57
2016-01-04	BUY	176	254.5	197.08	92.52	-45,081.6	0
2016-01-07	SELL	176	253.1	196	92.7	44,256.9	-824.7
2016-01-12	BUY	170	258.5	193.36	91.52	-44,229.87	0
2016-01-20	SELL	170	268.52	200.85	94.01	45,353.53	1,123.66
2016-01-25	BUY	169	266.2	197.95	92.28	-45,278.03	0
2016-02-01	SELL	169	257	191.11	88.87	43,153.03	-2,125
2016-04-06	BUY	185	232.5	189.26	90.02	-43,291.77	0
2016-04-24	SELL	185	246.96	201.03	95.62	45,390.95	2,099.18
2016-04-27	BUY	179	251	197.69	93.32	-45,220	0
2016-05-29	SELL	179	255.2	201	94.59	45,385.22	165.21
2016-07-12	BUY	177	255.8	199.22	93.91	-45,569.73	0
2016-07-24	SELL	177	263	204.82	95.62	46,250.55	680.83
2016-07-27	BUY	165	278	201.83	93.52	-46,165.35	0
2016-08-10	SELL	165	267.9	194.5	89.5	43,919.5	-2,245.85
2016-09-26	BUY	163	268.1	192.28	90.85	-43,983.43	0
2016-10-26	SELL	163	280	200.82	93.45	45,345.74	1,362.3
2016-10-31	BUY	164	275	198.44	92.27	-45,390.71	0
2016-11-03	SELL	164	278.1	200.68	93.25	45,314.47	-76.23
2016-11-09	BUY	160	281.3	198.04	91.9	-45,297.93	0
2016-11-14	SELL	160	280	197.12	91.37	44,511.51	-786.43
2016-11-21	BUY	154	287.1	194.54	89.98	-44,497.92	0
2016-11-30	SELL	154	289.9	196.44	90.62	44,357.55	-140.37
2017-01-08	BUY	153	288	193.88	89.71	-44,347.59	0
2017-01-25	SELL	153	301.84	203.2	93.46	45,884.86	1,537.27
2017-01-30	BUY	150	303	199.98	91.83	-45,741.81	0
2017-02-26	SELL	150	315.2	208.03	95.79	46,976.18	1,234.37
2017-03-30	BUY	142	330	206.18	95.47	-47,161.65	0
2017-04-05	SELL	142	345.84	216.08	99.56	48,793.93	1,632.28
2017-04-10	BUY	141	342.1	212.24	97.86	-48,546.19	0
2017-04-17	SELL	141	337	209.07	96.4	47,211.53	-1,334.67
2017-06-05	BUY	140	336	206.98	97.03	-47,344	0
2017-06-13	SELL	140	331.1	203.96	95.29	46,054.75	-1,289.25
2017-06-21	BUY	136	335.8	200.94	93.59	-45,963.33	0
2017-07-06	SELL	136	349.57	209.18	96.5	47,235.3	1,271.97
2017-07-11	BUY	135	348.3	206.89	95.07	-47,322.46	0
2017-07-18	SELL	135	367.5	218.3	100	49,294.2	1,971.74
2017-07-23	BUY	133	367.9	215.3	98.56	-49,244.55	0
2017-08-08	SELL	133	377	220.62	101.04	49,819.34	574.79
2017-08-20	BUY	126	391.6	217.1	99.59	-49,658.29	0
2017-08-24	SELL	126	388.4	215.33	98.83	48,624.24	-1,034.05
2017-09-10	BUY	119	408	213.63	98.31	-48,863.94	0
2017-09-13	SELL	119	415	217.29	99.83	49,067.88	203.94
2017-09-18	BUY	117	414.5	213.38	97.97	-48,807.85	0
2017-09-21	SELL	117	413.7	212.97	97.74	48,092.19	-715.67
2017-10-12	BUY	112	430	211.9	97.38	-48,469.29	0
2017-10-18	SELL	112	422.1	208.01	95.78	46,971.41	-1,497.88
2017-10-25	BUY	106	440	205.22	94.27	-46,939.49	0
2017-11-05	SELL	106	440.8	205.59	94.5	46,424.71	-514.78
2017-11-09	BUY	101	457	203.09	93.28	-46,453.37	0
2017-11-15	SELL	101	496.76	220.76	101.18	49,851.02	3,397.65
2017-11-20	BUY	101	489.5	217.53	99.59	-49,756.63	0
2017-11-26	SELL	101	476.2	211.62	96.87	47,787.71	-1,968.92
2018-01-03	BUY	98	481	207.41	95.27	-47,440.68	0
2018-01-11	SELL	98	472.2	203.61	93.62	45,978.37	-1,462.31
2018-01-17	BUY	96	477.2	201.57	92.56	-46,105.32	0
2018-01-28	SELL	96	501.76	211.94	97.13	47,859.89	1,754.57
2018-01-31	BUY	94	506.9	209.65	95.97	-47,954.23	0
2018-02-06	SELL	94	495	204.73	93.69	46,231.58	-1,722.65
2018-04-04	BUY	96	478	201.91	93.16	-46,183.06	0
2018-04-26	SELL	96	476.9	201.44	92.63	45,488.33	-694.73
2018-06-24	BUY	112	405	199.58	91.49	-45,651.07	0
2018-07-23	SELL	112	396.9	195.59	89.72	44,167.49	-1,483.58
2018-07-26	BUY	112	391	192.68	88.54	-44,073.22	0
2018-08-07	SELL	112	376	185.29	85.22	41,841.48	-2,231.74

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