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 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2015-04-16	BUY	204	343.6	308.42	141.78	-70,544.6	0
2015-04-21	SELL	204	337	302.49	139.14	68,306.37	-2,238.23
2015-12-02	BUY	250	271.1	298.21	141.31	-68,214.52	0
2015-12-07	SELL	250	260.26	286.28	135.03	64,642.68	-3,571.84
2016-01-17	BUY	250	257	282.7	136.07	-64,668.77	0
2016-01-20	SELL	250	274	301.4	143.12	68,055.48	3,386.7
2016-04-24	BUY	272	248.6	297.52	144.54	-68,061.26	0
2016-05-02	SELL	272	245	293.22	140.48	66,206.31	-1,854.96
2016-05-11	BUY	261	252.1	289.51	137.84	-66,225.45	0
2016-05-16	SELL	261	252	289.4	137.66	65,344.95	-880.5
2016-05-24	BUY	253	256.7	285.76	135.99	-65,366.85	0
2016-05-29	SELL	253	255.2	284.09	135.57	64,145.94	-1,220.91
2016-10-25	BUY	224	285	280.9	132.03	-64,252.93	0
2016-10-30	SELL	224	277	273.01	128.02	61,646.97	-2,605.96
2016-11-06	BUY	219	279.9	269.71	126.46	-61,694.27	0
2016-11-10	SELL	219	279.1	268.94	125.65	60,728.31	-965.96
2016-11-21	BUY	210	287.1	265.28	123.47	-60,679.75	0
2016-11-28	SELL	210	286	264.26	122.56	59,673.18	-1,006.58
2016-12-01	BUY	209	283.9	261.07	120.98	-59,717.15	0
2016-12-08	SELL	209	290	266.68	123.61	60,219.71	502.55
2017-07-05	BUY	168	355	262.42	121.56	-60,023.98	0
2017-07-10	SELL	168	340	251.33	115.84	56,752.83	-3,271.15
2017-07-13	BUY	159	354.8	248.22	114.24	-56,775.66	0
2017-07-18	SELL	159	370.9	259.48	119.05	58,594.57	1,818.91
2017-07-27	BUY	155	375.5	256.09	117.37	-58,575.96	0
2017-08-06	SELL	155	373.2	254.52	116.6	57,474.88	-1,101.08
2017-08-13	BUY	150	381.6	251.86	115.48	-57,607.33	0
2017-08-20	SELL	150	390.85	257.96	118.53	58,251.3	643.97
2017-09-06	BUY	144	401.7	254.52	117.53	-58,216.85	0
2017-09-11	SELL	144	430	272.45	125.57	61,521.98	3,305.13
2017-09-14	BUY	144	423.1	268.08	123.34	-61,317.82	0
2017-09-19	SELL	144	411	260.41	119.77	58,803.82	-2,514
2017-11-13	BUY	124	472.9	258.01	118.75	-59,016.37	0
2017-11-16	SELL	124	484	264.07	121.16	59,630.77	614.4
2017-11-23	BUY	122	483	259.27	118.86	-59,304.13	0
2017-11-28	SELL	122	471	252.83	115.88	57,093.29	-2,210.84
2018-01-18	BUY	118	482.5	250.51	115.41	-57,300.93	0
2018-01-25	SELL	118	505.8	262.61	120.66	59,301.13	2,000.2
2018-01-30	BUY	115	511	258.57	118.63	-59,142.19	0
2018-02-04	SELL	115	500.9	253.46	116.17	57,233.87	-1,908.32
2018-02-13	BUY	112	507.9	250.29	114.71	-57,249.8	0
2018-02-22	SELL	112	494.9	243.89	111.75	55,073.16	-2,176.64
2018-04-19	BUY	111	493	240.78	111.35	-55,075.13	0
2018-04-24	SELL	111	473.28	231.15	106.61	52,196.32	-2,878.81
2018-08-29	BUY	133	391.5	229.11	106.29	-52,404.9	0
2018-09-06	SELL	133	388.5	227.35	105.4	51,337.75	-1,067.15
2018-09-11	BUY	134	380	224.05	103.82	-51,247.87	0
2018-09-16	SELL	134	373	219.92	102.13	49,659.95	-1,587.92
2018-10-28	BUY	129	383	217.39	100.7	-49,725.09	0
2018-10-31	SELL	129	380.5	215.97	100	48,768.53	-956.56
2019-01-01	BUY	131	370	213.27	99.94	-48,783.21	0
2019-01-08	SELL	131	374	215.57	100.48	48,677.95	-105.26
2019-01-13	BUY	124	390	212.78	98.57	-48,671.35	0
2019-01-17	SELL	124	374.4	204.27	94.33	46,126.99	-2,544.36
2019-01-23	BUY	117	391	201.29	92.8	-46,041.09	0
2019-01-28	SELL	117	396	203.86	93.82	46,034.32	-6.77
2019-01-31	BUY	111	414	202.2	92.71	-46,248.91	0
2019-02-05	SELL	111	403	196.83	90.12	44,446.05	-1,802.85
2019-02-13	BUY	113	388	192.91	88.3	-44,125.22	0
2019-02-19	SELL	113	376	186.95	85.52	42,215.54	-1,909.68
2019-03-25	BUY	105	401.4	185.45	85.31	-42,417.75	0
2019-03-31	SELL	105	407	188.03	86.5	42,460.46	42.71
2019-09-23	BUY	117	361	185.84	85.82	-42,508.66	0
2019-09-26	SELL	117	360	185.33	85.33	41,849.34	-659.33
2020-07-19	BUY	171	243	182.83	85.19	-41,821.02	0
2020-07-22	SELL	171	246.31	185.33	85.91	41,848.12	27.1
2020-07-27	BUY	160	259.9	182.97	84.33	-41,851.3	0
2020-08-04	SELL	160	264.8	186.42	85.63	42,095.95	244.66
2020-08-09	BUY	164	255	184.01	84.38	-42,088.38	0
2020-08-13	SELL	164	290	209.26	95.96	47,254.78	5,166.39
2020-08-18	BUY	163	288	206.55	94.63	-47,245.18	0
2020-08-24	SELL	163	295	211.57	96.91	47,776.52	531.34
2020-08-31	BUY	151	315	209.29	95.79	-47,870.07	0
2020-09-03	SELL	151	322	213.94	97.88	48,310.18	440.11
2020-09-09	BUY	141	339	210.32	96.23	-48,105.55	0
2020-09-14	SELL	141	354	219.62	100.58	49,593.8	1,488.25
2020-10-18	BUY	144	342	216.69	100.31	-49,565	0
2020-10-22	SELL	144	331.3	209.91	97.48	47,399.81	-2,165.19
2020-12-09	BUY	141	334.1	207.28	96.33	-47,411.71	0
2020-12-14	SELL	141	345.61	214.42	99.48	48,416.98	1,005.27
2020-12-20	BUY	138	348.5	211.61	97.77	-48,402.38	0
2020-12-23	SELL	138	337.6	204.99	94.74	46,289.07	-2,113.31
2021-01-14	BUY	125	370	203.5	93.49	-46,546.99	0
2021-01-19	SELL	125	384.2	211.31	97.03	47,716.66	1,169.68
2021-01-31	BUY	124	380	207.33	95.21	-47,422.54	0
2021-02-07	SELL	124	385	210.06	96.64	47,433.3	10.76
2021-04-21	BUY	139	340.2	208.07	97.35	-47,593.21	0
2021-04-28	SELL	139	338.8	207.21	97.1	46,788.89	-804.32
2021-05-04	BUY	137	339.5	204.65	96.8	-46,812.95	0
2021-05-09	SELL	137	335	201.94	94.73	45,598.33	-1,214.62
2021-05-16	BUY	131	346.6	199.78	93.3	-45,697.68	0
2021-05-23	SELL	131	342.9	197.65	91.85	44,630.41	-1,067.27
2021-05-30	BUY	127	348.4	194.69	90.31	-44,531.8	0
2021-06-06	SELL	127	351.9	196.64	91.04	44,403.62	-128.18
2021-06-10	BUY	127	347.1	193.96	89.91	-44,365.57	0
2021-06-15	SELL	127	347.4	194.13	90.04	43,835.63	-529.94
2021-11-28	BUY	121	360	191.66	90.8	-43,842.47	0
2021-12-01	SELL	121	359	191.13	90.68	43,157.19	-685.28
2021-12-13	BUY	120	358	189.02	89.6	-43,238.62	0
2021-12-19	SELL	120	352.8	186.28	88.06	42,061.66	-1,176.96

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