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 3.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2017-05-28	BUY	125	334	183.7	85.92	-42,019.62	0
2017-06-11	SELL	125	333.3	183.32	85.54	41,393.64	-625.98
2017-06-19	BUY	121	340	181.02	84.23	-41,405.25	0
2017-07-06	SELL	121	355.4	189.21	87.17	42,727.02	1,321.77
2017-07-11	BUY	122	348.3	186.97	85.83	-42,765.4	0
2017-07-18	SELL	122	367.5	197.27	90.31	44,547.42	1,782.02
2017-07-25	BUY	120	369	194.83	89.14	-44,563.97	0
2017-08-08	SELL	120	377	199.06	91.09	44,949.85	385.88
2017-08-13	BUY	117	381.6	196.45	89.9	-44,933.55	0
2017-08-29	SELL	117	388.9	200.21	91.9	45,209.2	275.65
2017-09-10	BUY	110	408	197.47	90.79	-45,168.26	0
2017-09-13	SELL	110	415	200.86	92.2	45,356.94	188.67
2017-09-20	BUY	109	412	197.6	90.61	-45,196.21	0
2017-10-05	SELL	109	416.1	199.56	91.48	45,063.86	-132.34
2017-10-10	BUY	106	422	196.82	90.35	-45,019.17	0
2017-10-24	SELL	106	431.3	201.16	92.49	45,424.15	404.98
2017-11-05	BUY	103	440.8	199.77	91.8	-45,693.97	0
2017-11-15	SELL	103	496.76	225.13	103.2	50,838.15	5,144.18
2017-11-23	BUY	104	483	221.02	101.19	-50,554.21	0
2017-12-07	SELL	104	480.8	220.01	100.66	49,682.53	-871.69
2017-12-19	BUY	106	468.2	218.37	100.15	-49,947.72	0
2018-01-04	SELL	106	487.6	227.42	104.66	51,353.52	1,405.81
2018-01-10	BUY	108	472	224.29	103.17	-51,303.46	0
2018-01-24	SELL	108	503.8	239.41	109.98	54,061.01	2,757.55
2018-01-30	BUY	105	511	236.08	108.22	-53,999.31	0
2018-02-13	SELL	105	507.9	234.65	107.48	52,987.37	-1,011.94
2018-03-07	BUY	108	487.9	231.85	106.73	-53,031.78	0
2018-03-22	SELL	108	477	226.67	104.83	51,184.5	-1,847.29
2018-04-11	BUY	105	483.2	223.24	103.13	-51,062.37	0
2018-04-25	SELL	105	474.9	219.4	101.17	49,543.93	-1,518.44
2018-10-25	BUY	130	381	217.93	101.07	-49,849	0
2018-10-30	SELL	130	383	219.08	101.47	49,469.45	-379.54
2018-11-04	BUY	128	382	215.14	99.68	-49,210.83	0
2018-11-07	SELL	128	375	211.2	98.12	47,690.68	-1,520.15
2018-11-12	BUY	125	379	208.45	96.99	-47,680.44	0
2018-11-15	SELL	125	368	202.4	94.1	45,703.5	-1,976.94
2019-01-02	BUY	124	368	200.78	93.94	-45,926.72	0
2019-01-07	SELL	124	375	204.6	95.64	46,199.76	273.05
2019-01-10	BUY	120	383.2	202.33	93.78	-46,280.11	0
2019-01-15	SELL	120	390	205.92	95.19	46,498.89	218.78
2019-01-21	BUY	119	387	202.63	93.55	-46,349.18	0
2019-01-24	SELL	119	391.3	204.88	94.4	46,265.41	-83.77
2019-01-29	BUY	112	411	202.54	93.02	-46,327.57	0
2019-02-12	SELL	112	397	195.64	89.59	44,178.77	-2,148.8
2019-02-24	BUY	113	386	191.92	87.78	-43,897.7	0
2019-02-27	SELL	113	394.5	196.15	89.7	44,292.66	394.96
2019-03-05	BUY	112	394	194.16	88.92	-44,411.09	0
2019-03-10	SELL	112	387	190.71	87.48	43,065.81	-1,345.28
2019-03-13	BUY	109	391.7	187.86	86.2	-42,969.36	0
2019-03-19	SELL	109	389	186.56	85.71	42,128.72	-840.64
2019-03-24	BUY	106	398	185.63	85.33	-42,458.96	0
2019-04-02	SELL	106	411.31	191.83	88.2	43,318.4	859.44
2019-06-12	BUY	118	365	189.51	88.67	-43,348.18	0
2019-06-17	SELL	118	358.1	185.93	86.82	41,983.06	-1,365.12
2019-06-27	BUY	114	363.5	182.33	84.98	-41,706.31	0
2019-07-03	SELL	114	364.9	183.03	85.18	41,330.39	-375.93
2019-09-23	BUY	114	361	181.08	83.59	-41,418.66	0
2019-09-26	SELL	114	360	180.58	83.12	40,776.31	-642.36
2019-10-06	BUY	117	347	178.64	82.19	-40,859.83	0
2019-10-10	SELL	117	333.5	171.69	78.99	38,768.82	-2,091.01
2019-11-20	BUY	119	323.1	169.18	78.29	-38,696.37	0
2019-11-25	SELL	119	312	163.36	75.36	36,889.28	-1,807.09
2020-02-20	BUY	131	280	161.39	74.13	-36,915.52	0
2020-02-25	SELL	131	292	168.31	77.06	38,006.64	1,091.12
2020-07-21	BUY	154	245.9	166.62	77.16	-38,112.39	0
2020-07-26	SELL	154	251	170.08	78.43	38,405.49	293.11
2020-07-30	BUY	149	255	167.18	76.81	-38,238.99	0
2020-08-09	SELL	149	255	167.18	76.6	37,751.22	-487.76
2020-08-13	BUY	130	290	165.88	75.93	-37,941.81	0
2020-08-27	SELL	130	317	181.32	82.93	40,945.75	3,003.94
2020-09-03	BUY	126	322	178.52	81.59	-40,832.11	0
2020-09-09	SELL	126	337.12	186.9	85.45	42,204.77	1,372.66
2020-09-14	BUY	118	354	183.8	84.07	-42,039.87	0
2020-09-21	SELL	118	332.76	172.77	79.01	39,013.9	-3,025.97
2020-09-24	BUY	115	337.8	170.93	78.22	-39,096.15	0
2020-10-08	SELL	115	326.1	165.01	75.86	37,260.63	-1,835.52
2020-10-13	BUY	112	332	163.61	75.3	-37,422.91	0
2020-10-28	SELL	112	330.1	162.67	75.21	36,733.32	-689.6
2020-11-08	BUY	108	336.2	159.76	73.8	-36,543.16	0
2020-11-22	SELL	108	327	155.39	71.88	35,088.73	-1,454.43
2020-12-07	BUY	108	325.1	154.49	71.49	-35,336.78	0
2020-12-17	SELL	108	350.74	166.67	76.8	37,636.67	2,299.89
2020-12-22	BUY	109	341.4	163.74	75.4	-37,451.73	0
2021-01-05	SELL	109	368.48	176.72	81.17	39,906.43	2,454.69
2021-01-11	BUY	106	373.6	174.25	79.93	-39,855.77	0
2021-01-25	SELL	106	372.2	173.59	79.55	39,200.05	-655.72
2021-01-28	BUY	101	384.4	170.83	78.32	-39,073.55	0
2021-02-11	SELL	101	375.1	166.69	76.5	37,641.9	-1,431.65
2021-02-16	BUY	99	377.9	164.61	75.64	-37,652.36	0
2021-02-22	SELL	99	359.7	156.69	71.94	35,381.67	-2,270.68
2021-04-20	BUY	105	336.3	155.37	72.07	-35,538.94	0
2021-05-04	SELL	105	339.5	156.85	73.51	35,417.14	-121.8
2021-05-12	BUY	102	346.2	155.37	72.18	-35,539.95	0
2021-05-30	SELL	102	348.4	156.36	72.25	35,308.19	-231.76
2021-06-03	BUY	101	346.9	154.16	71.14	-35,262.2	0
2021-06-17	SELL	101	343.6	152.7	70.51	34,480.4	-781.8
2021-06-23	BUY	99	345.2	150.37	69.46	-34,394.63	0
2021-07-12	SELL	99	356.5	155.29	71.81	35,066.4	671.77
2021-07-19	BUY	96	364	153.75	71.01	-35,168.77	0
2021-08-11	SELL	96	360	152.06	69.81	34,338.13	-830.63

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