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 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2014-01-28	BUY	232	210.9	215.29	99.16	-49,243.25	0
2014-02-11	SELL	232	209.3	213.65	98.12	48,245.82	-997.42
2014-02-16	BUY	233	205.6	210.78	96.75	-48,212.33	0
2014-03-02	SELL	233	219.4	224.93	103.27	50,792	2,579.67
2014-03-05	BUY	236	213.7	221.91	101.74	-50,756.85	0
2014-03-20	SELL	236	211.7	219.83	100.84	49,640.54	-1,116.31
2014-03-30	BUY	233	211.8	217.14	99.7	-49,666.24	0
2014-04-09	SELL	233	247.9	254.15	116.49	57,390.06	7,723.82
2014-04-17	BUY	224	254.6	250.93	114.72	-57,396.05	0
2014-04-27	SELL	224	265.8	261.97	119.62	59,157.61	1,761.55
2014-05-04	BUY	223	262.9	257.96	117.74	-59,002.4	0
2014-05-11	SELL	223	269.5	264.43	120.76	59,713.31	710.92
2014-05-15	BUY	225	264.5	261.86	119.62	-59,893.98	0
2014-05-29	SELL	225	266.3	263.64	120.85	59,533.01	-360.97
2014-06-08	BUY	208	284	259.92	119.1	-59,451.01	0
2014-06-17	SELL	208	303.7	277.95	127.24	62,764.41	3,313.4
2014-06-22	BUY	210	296.5	273.97	125.36	-62,664.33	0
2014-07-07	SELL	210	293.3	271.01	124.14	61,197.85	-1,466.48
2014-07-13	BUY	207	294.1	267.87	122.82	-61,269.39	0
2014-08-03	SELL	207	313.1	285.17	130.85	64,395.67	3,126.29
2014-08-12	BUY	193	330.9	281	128.52	-64,273.22	0
2014-08-18	SELL	193	335.8	285.16	130.34	64,393.9	120.68
2014-08-24	BUY	197	325.3	281.97	128.79	-64,494.86	0
2014-09-04	SELL	197	338.1	293.07	133.94	66,178.69	1,683.83
2014-09-11	BUY	195	337.8	289.83	132.67	-66,293.5	0
2014-09-23	SELL	195	380.7	326.64	149.62	73,760.24	7,466.74
2014-09-29	BUY	187	392.2	322.7	147.7	-73,811.8	0
2014-10-20	SELL	187	369.1	303.7	138.75	68,579.26	-5,232.54
2014-10-28	BUY	179	379.7	299.05	136.68	-68,402.04	0
2014-11-06	SELL	179	353.3	278.26	127.28	62,835.16	-5,566.87
2014-12-04	BUY	177	352.6	274.6	126.48	-62,811.28	0
2014-12-21	SELL	177	351.5	273.75	126.38	61,815.37	-995.91
2014-12-24	BUY	171	360.2	271.01	125.32	-61,990.53	0
2015-01-12	SELL	171	355.9	267.78	124.36	60,466.76	-1,523.77
2015-02-12	BUY	170	352.5	263.67	122.16	-60,310.83	0
2015-02-26	SELL	170	337.9	252.75	116.93	57,073.32	-3,237.51
2015-03-18	BUY	167	340	249.83	115.41	-57,145.24	0
2015-03-30	SELL	167	352.8	259.24	119.4	58,538.96	1,393.72
2015-04-06	BUY	165	353	256.28	117.67	-58,618.95	0
2015-04-20	SELL	165	331.82	240.9	110.55	54,398.85	-4,220.1
2015-06-14	BUY	161	335	237.31	108.81	-54,281.12	0
2015-06-22	SELL	161	328.9	232.99	106.77	52,613.13	-1,667.99
2015-07-02	BUY	158	330.1	229.49	105.3	-52,490.59	0
2015-07-08	SELL	158	328	228.03	104.64	51,491.34	-999.25
2015-07-13	BUY	148	346.9	225.9	103.61	-51,670.72	0
2015-07-22	SELL	148	335.2	218.28	100.03	49,291.29	-2,379.43
2015-07-27	BUY	144	338.6	214.54	98.22	-49,071.16	0
2015-08-03	SELL	144	328.5	208.14	95.22	47,000.65	-2,070.51
2015-12-01	BUY	175	267.9	206.28	96.51	-47,185.3	0
2015-12-06	SELL	175	272	209.44	97.81	47,292.75	107.45
2016-01-19	BUY	178	263.3	206.22	97.3	-47,170.92	0
2016-01-24	SELL	178	266	208.33	97.31	47,042.36	-128.56
2016-01-27	BUY	175	268	206.36	96.25	-47,202.61	0
2016-02-01	SELL	175	257	197.89	92.1	44,685.01	-2,517.6
2016-04-24	BUY	178	248.6	194.7	92.48	-44,537.99	0
2016-04-27	SELL	178	251	196.58	92.78	44,388.64	-149.35
2016-05-03	BUY	179	247	194.54	91.86	-44,499.4	0
2016-05-08	SELL	179	247	194.54	91.6	43,926.86	-572.54
2016-05-11	BUY	173	252.1	191.9	89.97	-43,895.17	0
2016-05-16	SELL	173	252	191.82	89.88	43,314.3	-580.87
2016-05-19	BUY	169	254.6	189.32	88.69	-43,305.41	0
2016-05-25	SELL	169	256.6	190.81	89.47	43,085.13	-220.28
2016-05-30	BUY	167	257	188.84	88.73	-43,196.58	0
2016-06-02	SELL	167	256.7	188.62	88.63	42,591.65	-604.93
2016-06-07	BUY	166	255.1	186.33	87.59	-42,620.51	0
2016-06-12	SELL	166	255.2	186.4	87.63	42,089.17	-531.34
2016-06-29	BUY	164	253.9	183.21	86.41	-41,909.23	0
2016-07-11	SELL	164	253	182.56	85.76	41,223.67	-685.56
2016-07-16	BUY	160	257	180.93	85.06	-41,385.99	0
2016-07-19	SELL	160	259.4	182.62	85.53	41,235.85	-150.14
2016-07-24	BUY	155	263	179.37	83.46	-41,027.83	0
2016-07-28	SELL	155	280.28	191.15	88.1	43,164.15	2,136.33
2016-08-07	BUY	155	277.4	189.19	87.1	-43,273.29	0
2016-08-22	SELL	155	270.5	184.48	84.91	41,658.11	-1,615.18
2016-08-28	BUY	156	265.1	181.96	83.81	-41,621.37	0
2016-09-18	SELL	156	265	181.9	85.2	41,072.91	-548.46
2016-09-25	BUY	153	267.1	179.81	84.83	-41,130.94	0
2016-10-09	SELL	153	270.4	182.03	85.4	41,103.77	-27.17
2016-10-16	BUY	151	269.7	179.19	84.08	-40,987.96	0
2016-10-26	SELL	151	279.3	185.57	86.2	41,902.53	914.57
2016-11-02	BUY	150	278.5	183.81	85.32	-42,044.13	0
2016-11-16	SELL	150	279.8	184.67	85.51	41,699.82	-344.32
2016-11-21	BUY	144	287.1	181.91	84.04	-41,608.35	0
2016-12-05	SELL	144	284	179.94	82.9	40,633.16	-975.2
2016-12-08	BUY	139	290	177.36	81.68	-40,569.04	0
2016-12-26	SELL	139	286	174.92	80.81	39,498.27	-1,070.77
2017-01-04	BUY	138	286.1	173.72	80.28	-39,735.8	0
2017-01-18	SELL	138	294	178.52	82.29	40,311.19	575.4
2017-01-24	BUY	134	298.5	176	80.93	-40,255.92	0
2017-02-07	SELL	134	303.8	179.12	82.22	40,447.86	191.94
2017-02-12	BUY	131	307.1	177.01	81.31	-40,488.42	0
2017-02-27	SELL	131	315.1	181.62	83.56	41,012.92	524.5
2017-03-05	BUY	130	311.9	178.41	82.08	-40,807.48	0
2017-03-19	SELL	130	317	181.32	83.53	40,945.15	137.66
2017-03-22	BUY	130	314	179.61	82.89	-41,082.5	0
2017-04-05	SELL	130	345.84	197.82	91.04	44,670.6	3,588.1
2017-04-13	BUY	130	342	195.62	90.11	-44,745.73	0
2017-04-27	SELL	130	339.9	194.42	89.67	43,902.91	-842.83
2017-05-07	BUY	128	340	191.49	89.1	-43,800.59	0
2017-05-22	SELL	128	331.2	186.53	86.81	42,120.26	-1,680.33

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