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 3.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2018-08-27	BUY	110	377.7	182.81	84.44	-41,814.24	0
2018-09-16	SELL	110	373	180.53	83.52	40,765.95	-1,048.29
2018-10-01	BUY	109	372.4	178.6	82.56	-40,852.76	0
2018-10-09	SELL	109	359.6	172.46	79.53	38,944.41	-1,908.36
2018-10-14	BUY	106	365.5	170.47	78.57	-38,992.03	0
2018-10-30	SELL	106	379.26	176.89	81.64	39,943.04	951
2018-11-04	BUY	104	382	174.8	80.7	-39,983.51	0
2018-11-13	SELL	104	377.5	172.74	80.07	39,007.19	-976.32
2018-12-24	BUY	107	360	169.49	79.14	-38,768.63	0
2019-01-01	SELL	107	370	174.2	81.18	39,334.62	565.99
2019-01-06	BUY	107	367.7	173.11	80.66	-39,597.67	0
2019-01-15	SELL	107	387.1	182.25	84.08	41,153.37	1,555.7
2019-01-20	BUY	109	375	179.85	82.88	-41,137.73	0
2019-01-30	SELL	109	411.5	197.36	90.54	44,565.83	3,428.09
2019-02-04	BUY	111	396	193.41	88.54	-44,237.95	0
2019-02-07	SELL	111	407	198.78	91.04	44,887.18	649.23
2019-03-21	BUY	112	399	196.63	90.38	-44,975.01	0
2019-04-02	SELL	112	411.31	202.69	93.25	45,770.33	795.32
2019-05-21	BUY	131	347.1	200.07	93.48	-45,763.65	0
2019-05-26	SELL	131	340	195.98	91.49	44,252.53	-1,511.11
2019-05-29	BUY	126	350	194.04	90.59	-44,384.63	0
2019-07-04	SELL	126	364	201.8	94.21	45,567.99	1,183.36
2019-07-31	BUY	139	325.1	198.83	92.21	-45,479.94	0
2019-08-19	SELL	139	318	194.49	90.15	43,917.36	-1,562.58
2019-08-22	BUY	135	324	192.46	89.31	-44,021.77	0
2019-09-02	SELL	135	312.1	185.39	86.12	41,861.99	-2,159.78
2019-09-15	BUY	136	305	182.51	84.6	-41,747.11	0
2019-09-23	SELL	136	357.31	213.81	98.97	48,281.1	6,533.99
2019-09-26	BUY	134	360	212.26	97.91	-48,550.17	0
2019-10-09	SELL	134	341	201.05	92.66	45,400.29	-3,149.88
2019-11-20	BUY	139	323.1	197.61	91.72	-45,200.23	0
2019-11-27	SELL	139	306.5	187.46	86.53	42,329.52	-2,870.71
2019-12-02	BUY	136	310.1	185.56	85.6	-42,444.76	0
2019-12-05	SELL	136	306	183.11	84.42	41,348.47	-1,096.29
2020-01-21	BUY	147	279.9	181.04	83.85	-41,410.18	0
2020-02-19	SELL	147	266.8	172.57	79.33	38,967.7	-2,442.48
2020-02-24	BUY	121	319.8	170.26	77.99	-38,944.05	0
2020-02-27	SELL	121	288.1	153.38	70.16	34,636.56	-4,307.49
2020-06-01	BUY	133	258.5	151.27	69.6	-34,601.38	0
2020-07-09	SELL	133	238.8	139.75	69.28	31,551.37	-3,050.01
2020-07-14	BUY	130	240.6	137.62	64.24	-31,479.86	0
2020-07-27	SELL	130	253.72	145.13	66.7	32,772.03	1,292.17
2020-07-30	BUY	128	255	143.62	65.88	-32,849.5	0
2020-08-09	SELL	128	255	143.62	65.73	32,430.66	-418.85
2020-08-13	BUY	111	290	141.64	64.76	-32,396.4	0
2020-09-02	SELL	111	318.6	155.6	71.07	35,137.71	2,741.3
2020-09-07	BUY	109	320.6	153.76	70.22	-35,169.38	0
2020-09-10	SELL	109	344.9	165.41	75.6	37,353.09	2,183.71
2020-09-15	BUY	106	350.6	163.52	74.75	-37,401.87	0
2020-09-20	SELL	106	341	159.04	72.71	35,914.24	-1,487.62
2020-11-10	BUY	107	333	156.78	72.45	-35,860.23	0
2020-11-15	SELL	107	330.2	155.46	71.88	35,104.06	-756.17
2020-12-08	BUY	106	327.8	152.89	70.7	-34,970.39	0
2020-12-17	SELL	106	350.74	163.59	75.36	36,939.71	1,969.32
2020-12-22	BUY	108	341.4	162.23	74.7	-37,108.13	0
2021-01-05	SELL	108	368.48	175.1	80.42	39,540.32	2,432.19
2021-01-10	BUY	107	366.3	172.45	79.09	-39,445.65	0
2021-01-19	SELL	107	383.18	180.4	82.71	40,737.15	1,291.5
2021-03-10	BUY	115	352	178.11	81.91	-40,740.03	0
2021-03-31	SELL	115	334.5	169.26	78.2	38,220.04	-2,519.99
2021-04-11	BUY	116	328	167.41	77.56	-38,292.97	0
2021-04-20	SELL	116	336.3	171.65	79.79	38,759.36	466.39
2021-04-25	BUY	114	337.3	169.19	78.75	-38,700.14	0
2021-05-09	SELL	114	335	168.04	78.42	37,943.55	-756.59
2021-05-16	BUY	109	346.6	166.23	77.28	-38,022.91	0
2021-06-14	SELL	109	352.8	169.2	78.27	38,207.72	184.81
2021-07-05	BUY	108	349.4	166.03	76.85	-37,978.09	0
2021-08-02	SELL	108	372.4	176.96	81.67	39,960.56	1,982.48
2021-09-07	BUY	107	372.5	175.37	80.74	-40,113.62	0
2021-09-13	SELL	107	388.86	183.08	84.35	41,341.02	1,227.41
2021-09-16	BUY	108	379.2	180.2	82.88	-41,216.68	0
2021-09-23	SELL	108	383.9	182.43	83.84	41,194.93	-21.75
2021-11-09	BUY	115	355.5	179.88	83.38	-41,145.77	0
2021-12-01	SELL	115	359	181.65	86	41,017.34	-128.42
2021-12-06	BUY	113	362.8	180.38	85.12	-41,261.9	0
2021-12-15	SELL	113	357.3	177.65	83.88	40,113.37	-1,148.53
2022-01-10	BUY	113	350.1	174.07	81.45	-39,816.82	0
2022-01-30	SELL	113	352	175.01	81.73	39,519.25	-297.57
2022-02-09	BUY	110	359.5	174	81.8	-39,800.8	0
2022-02-22	SELL	110	355.8	172.21	80.91	38,884.88	-915.92
2022-03-20	BUY	118	326	169.26	78.67	-38,715.93	0
2022-04-18	SELL	118	323.1	167.75	79.6	37,878.44	-837.48
2022-04-21	BUY	117	322.1	165.82	78.02	-37,929.54	0
2022-05-12	SELL	117	316	162.68	75.65	36,733.67	-1,195.87
2022-05-31	BUY	118	310	160.95	74.66	-36,815.61	0
2022-06-28	SELL	118	303.1	157.37	73.59	35,534.84	-1,280.77
2022-07-25	BUY	123	286.9	155.27	71.51	-35,515.48	0
2022-08-07	SELL	123	295.47	159.91	73.87	36,109.03	593.55
2022-08-14	BUY	125	288	158.4	73.16	-36,231.56	0
2022-08-21	SELL	125	287	157.85	72.73	35,644.42	-587.15
2022-08-30	BUY	119	295.2	154.57	71.21	-35,354.57	0
2022-09-11	SELL	119	288	150.8	69.48	34,051.72	-1,302.85
2022-09-13	BUY	1	287	1.26	0.57	-288.84	0
2024-03-04	SELL	1	246.3	1.08	0.49	244.72	-44.11
2024-04-01	BUY	140	242.8	149.56	68.86	-34,210.42	0
2024-05-06	SELL	140	241.9	149.01	70.24	33,646.75	-563.68
2024-05-09	BUY	139	239.9	146.72	68.59	-33,561.42	0
2024-05-20	SELL	139	224.9	137.55	64.2	31,059.35	-2,502.06
2024-06-05	BUY	137	225.1	135.69	63.76	-31,038.15	0
2024-06-30	SELL	137	237.16	142.96	67.07	32,280.89	1,242.74

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