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

#271 · Kalman milestone + Flow: NVI

Full-history NAV৳27,656

Net return -72.3% · drawdown 72.8% · 121 closed positions

2024 onward NAV৳80,092

Net return -19.9% · drawdown 23.1% · 15 closed positions

2024 stress NAV৳71,163

Net return -28.8% · drawdown 31.3% · 12 closed positions

Variant 0; fixed stop 4.0%; maximum 5 sessions; gate None; continuous signal; exit any bearish; trailing arms at 2.0%, distance 1.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳27,656

Unsettled৳0

Holdings৳0

NAV৳27,656

Realized P&L৳-72,344

Unrealized P&L৳0

Fees৳65,457

Friction৳30,376

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳2.18e-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 #271

242 fills, including partial sales. Page 1.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2010-12-23	BUY	376	263.8	436.43	199.91	-99,825.14	0
2010-12-28	SELL	376	251.9	416.74	190.64	94,107.02	-5,718.12
2011-07-04	BUY	577	162.1	411.54	191.14	-94,134.38	0
2011-07-07	SELL	577	167.9	426.26	197.68	96,254.35	2,119.97
2011-07-12	BUY	550	174	421.08	194.52	-96,315.6	0
2011-07-17	SELL	550	177.1	428.58	197.57	96,778.85	463.26
2011-07-25	BUY	468	205.6	423.37	193.97	-96,838.14	0
2011-08-01	SELL	468	181.6	373.95	170.93	84,443.92	-12,394.22
2011-10-30	BUY	540	155.2	368.76	170.87	-84,347.63	0
2011-11-02	SELL	540	163	387.29	179.27	87,453.44	3,105.82
2011-11-20	BUY	522	166.6	382.65	176.85	-87,524.69	0
2011-11-23	SELL	522	163.7	375.99	173.27	84,902.15	-2,622.55
2011-12-27	BUY	519	162.6	371.31	173.62	-84,934.33	0
2012-01-03	SELL	519	174.1	397.57	185.46	89,774.87	4,840.54
2012-01-08	BUY	494	180.4	392.12	181.85	-89,691.57	0
2012-01-11	SELL	494	176.5	383.64	177.12	86,630.24	-3,061.33
2012-03-20	BUY	498	172.8	378.64	175.12	-86,608.16	0
2012-03-25	SELL	498	184.3	403.84	186.68	91,190.88	4,582.72
2012-04-01	BUY	462	196	398.43	183.43	-91,133.86	0
2012-04-04	SELL	462	185.5	377.08	173.26	85,150.65	-5,983.21
2012-04-09	BUY	432	195.9	372.37	170.88	-85,172.05	0
2012-04-15	SELL	432	215.82	410.23	187.93	92,636.08	7,464.03
2012-04-18	BUY	423	217.9	405.56	185.58	-92,762.84	0
2012-04-25	SELL	423	221.2	411.7	188.27	92,967.63	204.79
2012-06-10	BUY	452	204.4	406.51	189	-92,984.31	0
2012-06-13	SELL	452	203.3	404.32	188.16	91,299.12	-1,685.2
2012-11-01	BUY	520	174.2	398.57	188.05	-91,170.62	0
2012-11-06	SELL	520	168.4	385.3	182.09	87,000.61	-4,170.01
2012-11-19	BUY	503	172.1	380.89	179.02	-87,126.21	0
2012-11-22	SELL	503	169.1	374.25	175.53	84,507.52	-2,618.69
2013-02-06	BUY	486	172.8	369.52	176.69	-84,527.01	0
2013-02-11	SELL	486	165.89	354.73	167.84	80,098.99	-4,428.02
2013-05-15	BUY	514	154.7	349.87	174.76	-80,040.43	0
2013-05-20	SELL	514	166.2	375.88	185.6	84,865.32	4,824.9
2013-05-26	BUY	515	163.7	370.94	179.71	-84,856.16	0
2013-05-29	SELL	515	173.9	394.06	190.26	88,974.18	4,118.03
2013-06-04	BUY	497	177.7	388.59	184.57	-88,890.07	0
2013-06-09	SELL	497	176.5	385.97	180.96	87,153.57	-1,736.5
2013-06-12	BUY	487	178.1	381.63	178.11	-87,294.44	0
2013-06-17	SELL	487	177.8	380.99	177.65	86,029.96	-1,264.48
2013-06-26	BUY	446	191.6	376	174.5	-86,004.1	0
2013-07-02	SELL	446	183.9	360.89	166.97	81,491.54	-4,512.55
2013-07-14	BUY	383	211.5	356.42	163.69	-81,524.61	0
2013-07-17	SELL	383	232.5	391.81	179.51	88,476.18	6,951.57
2013-08-22	BUY	432	203.4	386.62	177.66	-88,433.08	0
2013-08-27	SELL	432	209.8	398.79	183.54	90,051.27	1,618.19
2013-09-02	BUY	416	214.7	392.99	180.47	-89,888.66	0
2013-09-05	SELL	416	212	388.04	177.93	87,626.02	-2,262.63
2013-09-09	BUY	1	204.3	0.9	0.41	-205.61	0
2013-09-12	SELL	1	196.3	0.86	0.39	195.04	-10.56
2013-10-31	BUY	454	192	383.54	182.85	-87,734.39	0
2013-11-05	SELL	454	194.6	388.73	184.32	87,775.34	40.95
2013-11-10	BUY	443	196.8	383.6	180.49	-87,746.5	0
2013-11-13	SELL	443	194.6	379.31	177.79	85,650.69	-2,095.8
2013-11-18	BUY	426	199.9	374.69	174.9	-85,706.99	0
2013-11-21	SELL	426	209.9	393.44	182.43	88,841.54	3,134.54
2013-11-26	BUY	441	200	388.08	179.39	-88,767.47	0
2013-12-01	SELL	441	200.5	389.05	179.67	87,851.78	-915.69
2014-01-09	BUY	418	208.7	383.84	179.87	-87,800.31	0
2014-01-15	SELL	418	204.5	376.12	176.12	84,928.76	-2,871.55
2014-01-20	BUY	408	207.1	371.79	173.74	-85,042.32	0
2014-01-23	SELL	408	210.67	378.2	176.44	85,399.54	357.21
2014-02-02	BUY	401	211.4	372.99	173.07	-85,317.46	0
2014-02-09	SELL	401	207.9	366.82	169.88	82,831.2	-2,486.26
2014-03-03	BUY	374	220.3	362.53	167.31	-82,922.04	0
2014-03-06	SELL	374	214.7	353.31	162.81	79,781.68	-3,140.36
2014-04-02	BUY	360	220	348.48	161.45	-79,709.93	0
2014-04-07	SELL	360	240.7	381.27	176.37	86,094.37	6,384.43
2014-04-16	BUY	334	255.8	375.92	172.44	-85,985.56	0
2014-04-21	SELL	334	252.7	371.37	170.19	83,860.24	-2,125.32
2014-04-27	BUY	314	265.8	367.23	167.99	-83,996.42	0
2014-05-04	SELL	314	262.9	363.22	166.06	82,021.32	-1,975.1
2014-05-07	BUY	295	276.4	358.77	164.02	-82,060.79	0
2014-05-14	SELL	295	267	346.57	158.57	78,259.86	-3,800.93
2014-06-05	BUY	272	285.9	342.17	157.1	-78,264.06	0
2014-06-10	SELL	272	286.3	342.64	157.42	77,373.53	-890.53
2014-06-16	BUY	251	305.4	337.28	154.68	-77,147.37	0
2014-06-19	SELL	251	300.1	331.43	151.9	74,841.77	-2,305.6
2014-06-24	BUY	248	300.9	328.34	150.39	-75,101.93	0
2014-07-02	SELL	248	296.1	323.1	148.03	72,961.67	-2,140.26
2014-07-17	BUY	254	285.1	318.63	146.62	-72,880.65	0
2014-07-22	SELL	254	293.5	328.02	151.04	74,069.94	1,189.29
2014-08-04	BUY	237	310.8	324.1	148.86	-74,132.56	0
2014-08-10	SELL	237	327.69	341.72	156.68	77,164.14	3,031.57
2014-08-13	BUY	226	339.2	337.3	154.4	-77,150.9	0
2014-08-19	SELL	226	338.2	336.31	153.84	75,943.05	-1,207.85
2014-09-02	BUY	222	338.9	331.04	151.36	-75,718.2	0
2014-09-07	SELL	222	333.4	325.67	149	73,540.14	-2,178.06
2014-09-16	BUY	212	345.7	322.47	147.79	-73,758.66	0
2014-09-21	SELL	212	377.9	352.51	161.66	79,600.64	5,841.98
2014-09-29	BUY	201	392.2	346.86	158.84	-79,337.9	0
2014-10-13	SELL	201	374.7	331.38	151.56	74,831.76	-4,506.14
2014-10-28	BUY	196	379.7	327.45	149.74	-74,898.4	0
2014-11-02	SELL	196	370.7	319.69	146.21	72,191.3	-2,707.1
2015-01-12	BUY	202	355.9	316.32	147.47	-72,355.6	0
2015-01-15	SELL	202	360	319.97	149.62	72,250.41	-105.18
2015-02-12	BUY	203	352.5	314.85	146.41	-72,018.76	0
2015-02-22	SELL	203	333.1	297.52	138.03	67,183.75	-4,835.01
2015-03-24	BUY	199	336	294.2	136.2	-67,294.4	0
2015-03-30	SELL	199	356.4	312.06	144.12	70,467.42	3,173.02