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.
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.
Does the winner survive small changes?
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 → |
#274 · Kalman milestone + Flow: NVI
Net return -75.2% · drawdown 75.7% · 122 closed positions
Net return -20.5% · drawdown 23.7% · 15 closed positions
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 3.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2021-12-13 | BUY | 108 | 358 | 170.12 | 80.31 | -38,914.43 | 0 |
| 2021-12-19 | SELL | 108 | 352.8 | 167.65 | 78.95 | 37,855.8 | -1,058.62 |
| 2022-01-13 | BUY | 106 | 357.1 | 166.55 | 77.7 | -38,096.86 | 0 |
| 2022-01-20 | SELL | 106 | 359.2 | 167.53 | 78.27 | 37,829.4 | -267.46 |
| 2022-01-30 | BUY | 106 | 352 | 164.17 | 76.54 | -37,552.71 | 0 |
| 2022-02-06 | SELL | 106 | 354.5 | 165.34 | 77.49 | 37,334.17 | -218.54 |
| 2022-02-09 | BUY | 104 | 359.5 | 164.51 | 77.2 | -37,629.71 | 0 |
| 2022-02-16 | SELL | 104 | 357 | 163.36 | 76.82 | 36,887.82 | -741.89 |
| 2022-02-22 | BUY | 103 | 355.8 | 161.25 | 75.61 | -36,884.26 | 0 |
| 2022-02-27 | SELL | 103 | 345 | 156.35 | 73 | 35,305.64 | -1,578.61 |
| 2022-04-27 | BUY | 107 | 326.4 | 153.67 | 72.01 | -35,150.48 | 0 |
| 2022-05-08 | SELL | 107 | 320.1 | 150.7 | 70.18 | 34,029.81 | -1,120.67 |
| 2022-08-08 | BUY | 112 | 302.9 | 149.27 | 68.9 | -34,142.96 | 0 |
| 2022-08-17 | SELL | 112 | 287 | 141.43 | 65.11 | 31,937.46 | -2,205.51 |
| 2024-06-27 | BUY | 134 | 236.2 | 139.26 | 65.37 | -31,855.43 | 0 |
| 2024-07-03 | SELL | 134 | 239.9 | 141.45 | 66.12 | 31,939.03 | 83.61 |
| 2024-07-08 | BUY | 126 | 251 | 139.15 | 64.91 | -31,830.06 | 0 |
| 2024-07-15 | SELL | 126 | 245.9 | 136.33 | 63.34 | 30,783.73 | -1,046.33 |
| 2024-07-24 | BUY | 124 | 248.2 | 135.42 | 62.86 | -30,975.08 | 0 |
| 2024-07-29 | SELL | 124 | 255.62 | 139.47 | 64.72 | 31,492.45 | 517.37 |
| 2024-08-15 | BUY | 82 | 381 | 137.46 | 62.68 | -31,442.15 | 0 |
| 2024-08-20 | SELL | 82 | 350.52 | 126.47 | 57.6 | 28,558.57 | -2,883.58 |
| 2024-08-25 | BUY | 80 | 354 | 124.61 | 56.74 | -28,501.34 | 0 |
| 2024-08-29 | SELL | 80 | 348.9 | 122.81 | 55.91 | 27,733.28 | -768.07 |
| 2025-09-03 | BUY | 88 | 311.5 | 120.61 | 55.65 | -27,588.27 | 0 |
| 2025-09-10 | SELL | 88 | 301 | 116.55 | 53.86 | 26,317.59 | -1,270.67 |
| 2025-12-02 | BUY | 94 | 279 | 115.39 | 55.21 | -26,396.61 | 0 |
| 2025-12-09 | SELL | 94 | 278.8 | 115.31 | 55.28 | 26,036.61 | -359.99 |
| 2026-01-21 | BUY | 98 | 264.7 | 114.14 | 52.98 | -26,107.72 | 0 |
| 2026-01-28 | SELL | 98 | 267.7 | 115.43 | 53.35 | 26,065.82 | -41.9 |
| 2026-02-02 | BUY | 99 | 261.8 | 114.04 | 52.63 | -26,084.87 | 0 |
| 2026-02-10 | SELL | 99 | 265.5 | 115.65 | 53.35 | 26,115.5 | 30.63 |
| 2026-02-17 | BUY | 96 | 270.1 | 114.09 | 52.5 | -26,096.19 | 0 |
| 2026-02-23 | SELL | 96 | 266.9 | 112.74 | 51.94 | 25,457.73 | -638.47 |
| 2026-06-09 | BUY | 103 | 246 | 111.49 | 51.85 | -25,501.34 | 0 |
| 2026-06-14 | SELL | 103 | 248 | 112.39 | 52.24 | 25,379.36 | -121.98 |
| 2026-06-17 | BUY | 100 | 250.9 | 110.4 | 51.24 | -25,251.64 | 0 |
| 2026-06-22 | SELL | 100 | 254.93 | 112.17 | 51.9 | 25,328.44 | 76.8 |
| 2026-06-25 | BUY | 98 | 257.5 | 111.03 | 51.23 | -25,397.26 | 0 |
| 2026-07-05 | SELL | 98 | 258.3 | 111.38 | 51.22 | 25,150.8 | -246.46 |
| 2026-07-12 | BUY | 98 | 256.6 | 110.65 | 50.9 | -25,308.35 | 0 |
| 2026-07-19 | SELL | 98 | 257.8 | 111.16 | 51.1 | 25,102.14 | -206.21 |
| 2026-07-28 | BUY | 96 | 259.8 | 109.74 | 50.59 | -25,101.13 | 0 |
| 2026-08-04 | SELL | 96 | 259.3 | 109.53 | 50.6 | 24,732.67 | -368.46 |