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 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2015-03-24	BUY	179	336	264.63	122.29	-60,530.92	0
2015-03-30	SELL	179	356.4	280.7	129.43	63,385.47	2,854.55
2015-04-16	BUY	183	343.6	276.67	127.04	-63,282.51	0
2015-04-21	SELL	183	337	271.35	124.66	61,274.98	-2,007.52
2015-12-02	BUY	224	271.1	267.2	126.08	-61,119.67	0
2015-12-09	SELL	224	257.6	253.89	118.89	57,329.62	-3,790.06
2016-01-17	BUY	222	257	251.04	120.08	-57,425.12	0
2016-01-20	SELL	222	274	267.64	126.48	60,433.87	3,008.76
2016-04-24	BUY	242	248.6	264.71	127.68	-60,553.59	0
2016-05-02	SELL	242	245	260.88	124.28	58,904.85	-1,648.75
2016-05-11	BUY	232	252.1	257.34	121.9	-58,866.45	0
2016-05-16	SELL	232	252	257.24	121.76	58,085	-781.45
2016-05-24	BUY	225	256.7	254.13	120.34	-58,131.97	0
2016-05-29	SELL	225	255.2	252.65	119.93	57,047.42	-1,084.55
2016-10-25	BUY	199	285	249.55	116.87	-57,081.41	0
2016-10-30	SELL	199	277	242.54	113.34	54,767.11	-2,314.3
2016-11-06	BUY	194	279.9	238.92	111.63	-54,651.15	0
2016-11-10	SELL	194	279.1	238.24	110.96	53,796.2	-854.96
2016-11-21	BUY	186	287.1	234.96	109.07	-53,744.63	0
2016-11-28	SELL	186	286	234.06	108.3	52,853.63	-891
2016-12-01	BUY	185	283.9	231.09	106.85	-52,859.45	0
2016-12-08	SELL	185	290	236.06	109.17	53,304.77	445.32
2017-07-05	BUY	149	355	232.74	107.58	-53,235.32	0
2017-07-10	SELL	149	340	222.9	102.58	50,334.52	-2,900.8
2017-07-13	BUY	141	354.8	220.12	101.17	-50,348.09	0
2017-07-18	SELL	141	370.9	230.11	105.46	51,961.33	1,613.25
2017-07-27	BUY	138	375.5	228	104.4	-52,151.41	0
2017-08-06	SELL	138	373.2	226.61	103.72	51,171.27	-980.14
2017-08-13	BUY	133	381.6	223.31	102.29	-51,078.4	0
2017-08-20	SELL	133	390.85	228.73	104.97	51,649.62	571.21
2017-09-06	BUY	128	401.7	226.24	104.29	-51,748.13	0
2017-09-11	SELL	128	430	242.18	111.45	54,686.38	2,938.25
2017-09-14	BUY	128	423.1	238.29	109.49	-54,504.58	0
2017-09-19	SELL	128	411	231.48	106.33	52,270.2	-2,234.38
2017-11-13	BUY	110	472.9	228.88	105.2	-52,353.08	0
2017-11-16	SELL	110	484	234.26	107.37	52,898.37	545.29
2017-11-23	BUY	109	483	231.65	106.1	-52,984.74	0
2017-11-28	SELL	109	471	225.89	103.44	51,009.67	-1,975.07
2018-01-18	BUY	105	482.5	222.92	102.55	-50,987.96	0
2018-01-25	SELL	105	505.8	233.68	107.24	52,768.08	1,780.12
2018-01-30	BUY	102	511	229.34	105.11	-52,456.44	0
2018-02-04	SELL	102	500.9	224.8	102.94	50,764.05	-1,692.39
2018-02-13	BUY	100	507.9	223.48	102.33	-51,115.81	0
2018-02-22	SELL	100	494.9	217.76	99.69	49,172.55	-1,943.26
2018-04-19	BUY	99	493	214.75	99.13	-49,120.88	0
2018-04-26	SELL	99	476.9	207.74	95.56	46,909.8	-2,211.07
2018-08-29	BUY	119	391.5	204.99	94.9	-46,888.39	0
2018-09-06	SELL	119	388.5	203.42	94.11	45,933.97	-954.42
2018-09-11	BUY	120	380	200.64	92.79	-45,893.43	0
2018-09-16	SELL	120	373	196.94	91.25	44,471.8	-1,421.63
2018-10-28	BUY	115	383	193.8	89.59	-44,328.38	0
2018-10-31	SELL	115	380.5	192.53	88.97	43,475.99	-852.39
2019-01-01	BUY	117	370	190.48	88.98	-43,569.45	0
2019-01-08	SELL	117	374	192.54	89.5	43,475.96	-93.49
2019-01-13	BUY	111	390	190.48	88.06	-43,568.54	0
2019-01-20	SELL	111	375	183.15	84.43	41,357.42	-2,211.11
2019-01-23	BUY	105	391	180.64	83.17	-41,318.81	0
2019-01-28	SELL	105	396	182.95	84.09	41,312.96	-5.85
2019-01-31	BUY	99	414	180.34	82.61	-41,248.95	0
2019-02-07	SELL	99	407	177.29	81.13	40,034.58	-1,214.37
2019-02-13	BUY	103	388	175.84	80.44	-40,220.28	0
2019-02-19	SELL	103	376	170.4	77.9	38,479.69	-1,740.59
2019-03-25	BUY	95	401.4	167.79	77.09	-38,377.88	0
2019-03-31	SELL	95	407	170.13	78.18	38,416.7	38.82
2019-09-23	BUY	106	361	168.37	77.64	-38,512.01	0
2019-09-26	SELL	106	360	167.9	77.22	37,914.88	-597.13
2020-07-19	BUY	155	243	165.73	77.04	-37,907.76	0
2020-07-22	SELL	155	246.31	167.98	77.73	37,932.65	24.88
2020-07-27	BUY	145	259.9	165.82	76.32	-37,927.64	0
2020-08-04	SELL	145	264.8	168.94	77.53	38,149.53	221.89
2020-08-09	BUY	148	255	166.06	76.08	-37,982.14	0
2020-08-13	SELL	148	290	188.85	86.52	42,644.63	4,662.49
2020-08-18	BUY	147	288	186.28	85.28	-42,607.55	0
2020-08-24	SELL	147	295	190.81	87.33	43,086.87	479.31
2020-08-31	BUY	136	315	188.5	86.21	-43,114.71	0
2020-09-03	SELL	136	322	192.68	88.1	43,511.21	396.5
2020-09-09	BUY	128	339	190.92	87.31	-43,670.23	0
2020-09-14	SELL	128	354	199.37	91.24	45,021.39	1,351.16
2020-10-18	BUY	130	342	195.62	90.4	-44,746.02	0
2020-10-22	SELL	130	331.3	189.5	87.82	42,791.68	-1,954.34
2020-12-09	BUY	128	334.1	188.17	87.27	-43,040.24	0
2020-12-14	SELL	128	345.61	194.65	90.14	43,953.17	912.93
2020-12-20	BUY	125	348.5	191.68	88.43	-43,842.6	0
2020-12-23	SELL	125	337.6	185.68	85.68	41,928.64	-1,913.96
2021-01-14	BUY	113	370	183.96	84.43	-42,078.39	0
2021-01-19	SELL	113	384.2	191.02	87.63	43,135.95	1,057.56
2021-01-31	BUY	112	380	187.26	85.91	-42,833.18	0
2021-02-07	SELL	112	385	189.73	87.19	42,843.08	9.91
2021-04-21	BUY	126	340.2	188.61	88.01	-43,141.82	0
2021-04-28	SELL	126	338.8	187.83	87.77	42,413.2	-728.62
2021-05-04	BUY	124	339.5	185.23	87.29	-42,370.52	0
2021-05-09	SELL	124	335	182.78	85.49	41,271.73	-1,098.79
2021-05-16	BUY	118	346.6	179.95	83.82	-41,162.57	0
2021-05-23	SELL	118	342.9	178.03	82.55	40,201.61	-960.96
2021-05-30	BUY	115	348.4	176.29	81.62	-40,323.91	0
2021-06-06	SELL	115	351.9	178.06	82.29	40,208.15	-115.77
2021-06-10	BUY	115	347.1	175.63	81.27	-40,173.4	0
2021-06-15	SELL	115	347.4	175.78	81.38	39,693.84	-479.56
2021-11-28	BUY	109	360	172.66	81.47	-39,494.12	0
2021-12-01	SELL	109	359	172.18	81.35	38,877.48	-616.65

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