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: -7.9%. 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

#274 · Kalman milestone + Flow: NVI

Full-history NAV৳24,753

Net return -75.2% · drawdown 75.7% · 122 closed positions

2024 onward NAV৳79,524

Net return -20.5% · drawdown 23.7% · 15 closed positions

2024 stress NAV৳71,163

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

Variant 0; fixed stop 8.0%; 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৳24,753

Unsettled৳0

Holdings৳0

NAV৳24,753

Realized P&L৳-75,247

Unrealized P&L৳0

Fees৳60,425

Friction৳27,982

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳2.91e-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 #274

244 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
2012-01-12	SELL	494	174.7	379.73	175.18	85,746.89	-3,944.68
2012-03-20	BUY	493	172.8	374.84	173.34	-85,738.57	0
2012-03-25	SELL	493	184.3	399.78	184.78	90,275.34	4,536.77
2012-04-01	BUY	458	196	394.98	181.82	-90,344.8	0
2012-04-08	SELL	458	194.2	391.35	179.76	88,372.49	-1,972.31
2012-04-15	BUY	406	216.1	386.04	176.77	-88,299.41	0
2012-04-18	SELL	406	217.9	389.26	178.08	87,900.07	-399.34
2012-04-25	BUY	395	221.2	384.45	175.74	-87,934.18	0
2012-04-30	SELL	395	214.7	373.15	170.55	84,262.8	-3,671.39
2012-06-10	BUY	409	204.4	367.84	170.66	-84,138.1	0
2012-06-13	SELL	409	203.3	365.86	169.88	82,613.96	-1,524.14
2012-11-01	BUY	472	174.2	361.78	170.12	-82,754.3	0
2012-11-06	SELL	472	168.4	349.73	164.7	78,970.37	-3,783.93
2012-11-19	BUY	456	172.1	345.3	161.79	-78,984.69	0
2012-11-22	SELL	456	169.1	339.28	158.67	76,611.65	-2,373.04
2013-02-06	BUY	440	172.8	334.54	159.22	-76,525.76	0
2013-02-13	SELL	440	166.6	322.54	151.55	72,829.91	-3,695.85
2013-05-15	BUY	468	154.7	318.56	157.83	-72,875.99	0
2013-05-20	SELL	468	166.2	342.24	167.79	77,271.57	4,395.58
2013-05-26	BUY	469	163.7	337.81	162.76	-77,275.87	0
2013-05-29	SELL	469	173.9	358.86	172.36	81,027.88	3,752.01
2013-06-04	BUY	453	177.7	354.19	167.59	-81,019.88	0
2013-06-09	SELL	453	176.5	351.8	164.5	79,438.2	-1,581.68
2013-06-12	BUY	443	178.1	347.15	161.64	-79,407.09	0
2013-06-17	SELL	443	177.8	346.57	161.23	78,257.6	-1,149.49
2013-06-26	BUY	406	191.6	342.27	158.56	-78,290.43	0
2013-07-02	SELL	406	183.9	328.52	151.76	74,183.12	-4,107.31
2013-07-14	BUY	348	211.5	323.85	148.59	-74,074.44	0
2013-07-17	SELL	348	232.5	356	162.99	80,391.01	6,316.57
2013-07-18	BUY	1	193.1	0.85	0.39	-194.34	0
2013-07-23	SELL	1	175	0.77	0.35	173.88	-20.46
2013-08-22	BUY	393	203.4	351.72	161.46	-80,449.38	0
2013-08-27	SELL	393	209.8	362.79	166.79	81,921.83	1,472.44
2013-09-02	BUY	379	214.7	358.03	164.27	-81,893.6	0
2013-09-05	SELL	379	212	353.53	161.98	79,832.49	-2,061.12
2013-09-10	BUY	388	204.5	349.12	159.84	-79,854.96	0
2013-09-15	SELL	388	204.3	348.78	159.62	78,760	-1,094.96
2013-10-31	BUY	408	192	344.68	163.55	-78,844.23	0
2013-11-05	SELL	408	194.6	349.35	164.95	78,882.5	38.27
2013-11-10	BUY	398	196.8	344.64	161.6	-78,832.64	0
2013-11-13	SELL	398	194.6	340.78	159.24	76,950.77	-1,881.86
2013-11-18	BUY	382	199.9	335.99	156.41	-76,854.2	0
2013-11-21	SELL	382	209.9	352.8	163.25	79,665.75	2,811.55
2013-11-26	BUY	396	200	348.48	160.81	-79,709.29	0
2013-12-01	SELL	396	200.5	349.35	161.08	78,887.57	-821.72
2014-01-09	BUY	376	208.7	345.27	161.31	-78,977.78	0
2014-01-15	SELL	376	204.5	338.32	157.96	76,395.71	-2,582.07
2014-01-20	BUY	366	207.1	333.51	155.41	-76,287.53	0
2014-01-23	SELL	366	210.67	339.27	157.86	76,608.83	321.3
2014-02-02	BUY	360	211.4	334.86	155.05	-76,593.9	0
2014-02-09	SELL	360	207.9	329.31	152.22	74,362.47	-2,231.44
2014-03-03	BUY	336	220.3	325.69	150.08	-74,496.57	0
2014-03-10	SELL	336	214.4	316.97	145.89	71,575.54	-2,921.03
2014-04-02	BUY	323	220	312.66	144.58	-71,517.24	0
2014-04-07	SELL	323	240.7	342.08	157.96	77,246.06	5,728.82
2014-04-16	BUY	300	255.8	337.66	154.74	-77,232.4	0
2014-04-21	SELL	300	252.7	333.56	152.74	75,323.7	-1,908.7
2014-04-27	BUY	282	265.8	329.8	150.77	-75,436.18	0
2014-05-04	SELL	282	262.9	326.21	149.05	73,662.54	-1,773.63
2014-05-07	BUY	264	276.4	321.07	146.7	-73,437.36	0
2014-05-14	SELL	264	267	310.15	141.81	70,036.04	-3,401.32
2014-06-05	BUY	244	285.9	306.94	140.78	-70,207.32	0
2014-06-10	SELL	244	286.3	307.37	141.06	69,408.77	-798.56
2014-06-16	BUY	226	305.4	303.69	139.15	-69,463.24	0
2014-06-19	SELL	226	300.1	298.42	136.66	67,387.52	-2,075.72
2014-06-24	BUY	222	300.9	293.92	134.51	-67,228.23	0
2014-07-02	SELL	222	296.1	289.23	132.4	65,312.57	-1,915.66
2014-07-17	BUY	228	285.1	286.01	131.45	-65,420.26	0
2014-07-22	SELL	228	293.5	294.44	135.4	66,488.16	1,067.89
2014-08-04	BUY	212	310.8	289.91	133.01	-66,312.53	0
2014-08-10	SELL	212	327.69	305.67	140.02	69,024.59	2,712.06
2014-08-13	BUY	202	339.2	301.48	137.9	-68,957.78	0
2014-08-19	SELL	202	338.2	300.59	137.41	67,878.39	-1,079.39
2014-09-02	BUY	199	338.9	296.74	135.6	-67,873.44	0
2014-09-07	SELL	199	333.4	291.93	133.47	65,921.2	-1,952.23
2014-09-16	BUY	190	345.7	289.01	132.34	-66,104.35	0
2014-09-21	SELL	190	377.9	315.92	144.75	71,340.33	5,235.98
2014-09-29	BUY	181	392.2	312.35	142.93	-71,443.48	0
2014-10-13	SELL	181	374.7	298.41	136.39	67,385.89	-4,057.58
2014-10-28	BUY	176	379.7	294.04	134.38	-67,255.62	0
2014-11-02	SELL	176	370.7	287.07	131.21	64,824.92	-2,430.7
2015-01-12	BUY	181	355.9	283.44	131.8	-64,833.14	0
2015-01-15	SELL	181	360	286.7	133.67	64,739.62	-93.52
2015-02-12	BUY	182	352.5	282.28	130.96	-64,568.24	0
2015-02-22	SELL	182	333.1	266.75	123.49	60,233.96	-4,334.28