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: -8.5%. 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

#277 · Flow: Range flow

Full-history NAV৳22,134

Net return -77.9% · drawdown 78.2% · 189 closed positions

2024 onward NAV৳73,622

Net return -26.4% · drawdown 43.0% · 31 closed positions

2024 stress NAV৳50,025

Net return -50.0% · drawdown 51.7% · 24 closed positions

Variant 0; fixed stop 6.0%; maximum 10 sessions; gate EMA 50; continuous signal; exit EMA 200 break; trailing arms at 5.0%, distance 2.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳22,134

Unsettled৳0

Holdings৳0

NAV৳22,134

Realized P&L৳-77,866

Unrealized P&L৳0

Fees৳76,282

Friction৳35,160

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳6.18e-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 #277

378 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
2011-01-04	BUY	396	236.5	412.08	188.45	-94,254.53	0
2011-01-09	SELL	396	232.2	404.59	185	91,361.61	-2,892.91
2011-01-13	BUY	386	234.8	398.78	182.22	-91,213.81	0
2011-01-18	SELL	386	228.7	388.42	177.51	87,712.26	-3,501.55
2011-02-02	BUY	382	228.3	383.73	175.85	-87,770.17	0
2011-02-07	SELL	382	209.7	352.46	161.34	79,591.59	-8,178.58
2011-07-05	BUY	485	163.2	348.27	161.07	-79,661.34	0
2011-07-10	SELL	485	175.2	373.88	172.76	84,425.36	4,764.02
2011-07-13	BUY	468	179.3	369.21	170.13	-84,451.75	0
2011-07-19	SELL	468	195	401.54	184.83	90,673.63	6,221.88
2011-07-25	BUY	438	205.6	396.23	181.44	-90,630.47	0
2011-08-01	SELL	438	181.6	349.98	159.92	79,030.9	-11,599.57
2011-08-07	BUY	451	174	345.29	157.76	-78,977.05	0
2011-08-10	SELL	451	184.7	366.52	167.56	82,765.62	3,788.58
2011-08-16	BUY	454	181.1	361.77	165.38	-82,746.55	0
2011-08-21	SELL	454	177.6	354.77	162.29	80,113.34	-2,633.21
2011-08-25	BUY	443	179.7	350.27	160.61	-80,117.98	0
2011-09-06	SELL	443	171.8	334.87	154.03	75,618.5	-4,499.48
2011-10-27	BUY	462	162.8	330.94	153.17	-75,697.71	0
2011-11-01	SELL	462	164.5	334.4	154.47	75,510.14	-187.58
2011-11-13	BUY	471	159.2	329.93	152.32	-75,465.45	0
2011-11-16	SELL	471	161.7	335.11	154.71	75,670.88	205.43
2011-11-24	BUY	452	166.3	330.74	152.05	-75,650.39	0
2011-11-29	SELL	452	160	318.21	146.24	71,855.56	-3,794.83
2011-12-04	BUY	446	160	313.98	144.5	-71,818.49	0
2011-12-08	SELL	446	155.4	304.96	140.48	68,862.96	-2,955.52
2011-12-26	BUY	426	160.8	301.4	140.03	-68,942.23	0
2011-12-29	SELL	426	163.5	306.46	142.8	69,201.74	259.5
2012-01-08	BUY	381	180.4	302.42	139.62	-69,174.44	0
2012-01-12	SELL	381	174.7	292.87	134.66	66,133.18	-3,041.26
2012-01-18	BUY	402	163.6	289.38	132.93	-66,189.5	0
2012-01-23	SELL	402	161	284.78	130.74	64,306.49	-1,883.02
2012-03-04	BUY	409	156.2	281.1	129.12	-64,296.01	0
2012-03-07	SELL	409	151.4	272.46	125.17	61,524.97	-2,771.04
2012-03-21	BUY	354	172.4	268.53	123.6	-61,421.73	0
2012-03-27	SELL	354	182.87	284.84	130.97	64,319.47	2,897.74
2012-04-01	BUY	326	196	281.14	128.95	-64,306.09	0
2012-04-05	SELL	326	184.24	264.27	121.01	59,676.95	-4,629.14
2012-04-16	BUY	280	212.1	261.31	119.34	-59,768.65	0
2012-04-25	SELL	280	221.2	272.52	124.37	61,539.11	1,770.47
2012-04-30	BUY	285	214.7	269.23	122.87	-61,581.6	0
2012-05-09	SELL	285	200.4	251.3	114.65	56,748.05	-4,833.55
2012-05-14	BUY	270	208.5	247.7	113.05	-56,655.75	0
2012-05-28	SELL	270	200.4	238.08	109.11	53,760.82	-2,894.93
2012-05-31	BUY	259	206.4	235.21	107.98	-53,800.79	0
2012-06-14	SELL	259	202.4	230.66	106.31	52,084.64	-1,716.16
2012-06-21	BUY	261	197.9	227.27	104.92	-51,984.09	0
2012-07-02	SELL	261	204.4	234.73	108.15	53,005.52	1,021.43
2012-07-05	BUY	261	201.8	231.75	106.83	-53,008.38	0
2012-07-11	SELL	261	189.69	217.84	100.32	49,191.45	-3,816.93
2012-07-22	BUY	246	199.4	215.83	99.22	-49,367.45	0
2012-07-25	SELL	246	205.5	222.43	102.17	50,228.4	860.95
2012-07-30	BUY	243	204.8	218.97	100.63	-50,086	0
2012-08-05	SELL	243	189.1	202.19	92.75	45,656.36	-4,429.63
2012-11-01	BUY	261	174.2	200.05	92.67	-45,758.92	0
2012-11-06	SELL	261	168.4	193.39	89.66	43,669.35	-2,089.57
2012-11-20	BUY	258	168.2	190.94	88.22	-43,674.76	0
2012-11-26	SELL	258	167	189.58	87.55	42,808.87	-865.89
2012-12-03	BUY	253	168.1	187.13	86.69	-42,803.12	0
2012-12-06	SELL	253	167.6	186.57	86.45	42,129.78	-673.34
2012-12-24	BUY	244	171.5	184.12	86.13	-42,116.25	0
2012-12-30	SELL	244	175	187.88	87.61	42,424.51	308.26
2013-01-03	BUY	246	171.6	185.74	86.65	-42,485.99	0
2013-01-08	SELL	246	171.4	185.52	86.56	41,892.32	-593.68
2013-01-13	BUY	244	170	182.51	85.18	-41,747.69	0
2013-01-16	SELL	244	169.6	182.08	85.04	41,115.28	-632.41
2013-02-07	BUY	241	170.1	180.37	83.96	-41,258.43	0
2013-02-12	SELL	241	165.1	175.07	81.07	39,532.96	-1,725.47
2013-05-15	BUY	253	154.7	172.21	82.09	-39,393.4	0
2013-05-20	SELL	253	166.2	185.01	87.67	41,775.92	2,382.52
2013-05-26	BUY	254	163.7	182.95	85.86	-41,848.61	0
2013-06-04	SELL	254	175.62	196.27	91.24	44,318.96	2,470.35
2013-06-09	BUY	249	176.5	193.37	89.28	-44,231.16	0
2013-06-12	SELL	249	178.1	195.13	89.91	44,061.87	-169.29
2013-06-18	BUY	250	175.7	193.27	88.99	-44,207.26	0
2013-06-24	SELL	250	188.55	207.41	95.41	46,835.18	2,627.92
2013-06-30	BUY	260	178.9	204.66	93.99	-46,812.65	0
2013-07-07	SELL	260	186.1	212.9	97.73	48,075.89	1,263.23
2013-07-14	BUY	226	211.5	210.32	96.18	-48,105.5	0
2013-07-17	SELL	226	232.5	231.2	105.58	52,208.22	4,102.72
2013-07-22	BUY	286	180.9	227.64	103.86	-52,068.9	0
2013-07-31	SELL	286	184.2	231.8	105.76	52,343.64	274.74
2013-08-27	BUY	248	209.8	228.93	104.81	-52,364.14	0
2013-09-02	SELL	248	214.7	234.28	107.14	52,904.17	540.03
2013-09-05	BUY	248	212	231.33	105.7	-52,913.04	0
2013-09-12	SELL	248	196.3	214.2	97.78	48,370.42	-4,542.62
2013-09-17	BUY	246	195.3	211.39	96.48	-48,351.67	0
2013-10-01	SELL	246	187.7	203.17	93.01	45,878.02	-2,473.65
2013-10-29	BUY	244	187.2	200.98	93.6	-45,971.38	0
2013-11-05	SELL	244	194.6	208.92	97.17	47,176.31	1,204.93
2013-11-11	BUY	238	196.4	205.67	95.18	-47,044.05	0
2013-11-21	SELL	238	209.9	219.81	101.03	49,635.36	2,591.31
2013-11-26	BUY	247	200	217.36	99.74	-49,717.1	0
2013-12-10	SELL	247	204.6	222.36	102.05	50,211.79	494.69
2013-12-15	BUY	247	202	219.53	100.77	-50,214.3	0
2014-01-01	SELL	247	202	219.53	101.67	49,572.79	-641.5
2014-01-07	BUY	237	207.7	216.59	100.22	-49,541.7	0
2014-01-22	SELL	237	208.7	217.63	100.5	49,143.77	-397.94