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: -8.8%. 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

#279 · Flow: Range flow

Full-history NAV৳20,927

Net return -79.1% · drawdown 79.4% · 190 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 20.0% (0 = off).

Account reconciliation

Cash৳20,927

Unsettled৳0

Holdings৳0

NAV৳20,927

Realized P&L৳-79,073

Unrealized P&L৳0

Fees৳76,832

Friction৳35,415

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳7.64e-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 #279

381 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
2014-04-08	SELL	116	254.16	129.72	59.26	29,293.58	4,567.04
2014-04-09	SELL	117	247.9	127.62	58.25	28,818.43	3,878.73
2014-04-17	BUY	227	254.6	254.29	116.26	-58,164.76	0
2014-04-27	SELL	227	265.8	265.48	121.23	59,949.89	1,785.13
2014-05-04	BUY	226	262.9	261.43	119.33	-59,796.16	0
2014-05-11	SELL	226	269.5	267.99	122.39	60,516.62	720.47
2014-05-15	BUY	227	264.5	264.18	120.69	-60,426.38	0
2014-05-29	SELL	227	266.3	265.98	121.94	60,062.18	-364.19
2014-06-08	BUY	211	284	263.67	120.83	-60,308.49	0
2014-06-17	SELL	211	303.7	281.96	129.09	63,669.65	3,361.16
2014-06-22	BUY	213	296.5	277.88	127.17	-63,559.55	0
2014-07-07	SELL	213	293.3	274.88	125.93	62,072.09	-1,487.46
2014-07-13	BUY	210	294.1	271.75	124.62	-62,157.36	0
2014-08-03	SELL	210	313.1	289.3	132.77	65,328.93	3,171.56
2014-08-12	BUY	196	330.9	285.37	130.53	-65,272.3	0
2014-08-18	SELL	196	335.8	289.59	132.38	65,394.83	122.53
2014-08-24	BUY	200	325.3	286.26	130.76	-65,477.03	0
2014-09-04	SELL	200	338.1	297.53	135.99	67,186.48	1,709.45
2014-09-11	BUY	197	337.8	292.81	134.04	-66,973.45	0
2014-09-23	SELL	197	380.7	329.99	151.16	74,516.75	7,543.3
2014-09-29	BUY	189	392.2	326.15	149.29	-74,601.24	0
2014-10-20	SELL	189	369.1	306.94	140.24	69,312.72	-5,288.53
2014-10-28	BUY	181	379.7	302.39	138.22	-69,166.31	0
2014-11-06	SELL	181	353.3	281.37	128.71	63,537.22	-5,629.09
2014-12-04	BUY	179	352.6	277.71	127.92	-63,521.03	0
2014-12-21	SELL	179	351.5	276.84	127.83	62,513.83	-1,007.2
2014-12-24	BUY	173	360.2	274.18	126.81	-62,715.59	0
2015-01-12	SELL	173	355.9	270.91	125.85	61,173.94	-1,541.65
2015-02-12	BUY	172	352.5	266.77	123.62	-61,020.4	0
2015-02-26	SELL	172	337.9	255.72	118.33	57,744.75	-3,275.65
2015-03-18	BUY	169	340	252.82	116.82	-57,829.64	0
2015-03-30	SELL	169	352.8	262.34	120.85	59,240.01	1,410.37
2015-04-06	BUY	167	353	259.38	119.11	-59,329.5	0
2015-04-20	SELL	167	331.82	243.82	111.91	55,058.21	-4,271.28
2015-06-14	BUY	163	335	240.26	110.17	-54,955.43	0
2015-06-22	SELL	163	328.9	235.89	108.11	53,266.7	-1,688.73
2015-07-02	BUY	160	330.1	232.39	106.65	-53,155.04	0
2015-07-08	SELL	160	328	230.91	105.97	52,143.12	-1,011.93
2015-07-13	BUY	150	346.9	228.95	105.03	-52,368.98	0
2015-07-22	SELL	150	335.2	221.23	101.39	49,957.37	-2,411.61
2015-07-27	BUY	146	338.6	217.52	99.6	-49,752.72	0
2015-08-03	SELL	146	328.5	211.03	96.55	47,653.43	-2,099.29
2015-12-01	BUY	177	267.9	208.64	97.65	-47,724.59	0
2015-12-06	SELL	177	272	211.83	98.96	47,833.2	108.61
2016-01-19	BUY	181	263.3	209.69	99	-47,965.99	0
2016-01-24	SELL	181	266	211.84	98.99	47,835.17	-130.83
2016-01-27	BUY	177	268	208.72	97.38	-47,742.1	0
2016-02-01	SELL	177	257	200.15	93.18	45,195.67	-2,546.42
2016-04-24	BUY	181	248.6	197.99	94.11	-45,288.7	0
2016-04-27	SELL	181	251	199.9	94.4	45,136.7	-151.99
2016-05-03	BUY	181	247	196.71	92.93	-44,996.64	0
2016-05-08	SELL	181	247	196.71	92.66	44,417.63	-579.01
2016-05-11	BUY	175	252.1	194.12	91.04	-44,402.66	0
2016-05-16	SELL	175	252	194.04	90.95	43,815.01	-587.64
2016-05-19	BUY	171	254.6	191.56	89.77	-43,817.93	0
2016-05-25	SELL	171	256.6	193.07	90.56	43,594.98	-222.95
2016-05-30	BUY	169	257	191.11	89.83	-43,713.93	0
2016-06-02	SELL	169	256.7	190.88	89.72	43,101.69	-612.24
2016-06-07	BUY	168	255.1	188.57	88.68	-43,134.05	0
2016-06-12	SELL	168	255.2	188.64	88.72	42,596.24	-537.81
2016-06-29	BUY	166	253.9	185.45	87.51	-42,420.36	0
2016-07-11	SELL	166	253	184.79	86.84	41,726.36	-693.99
2016-07-16	BUY	162	257	183.19	86.16	-41,903.35	0
2016-07-19	SELL	162	259.4	184.9	86.63	41,751.27	-152.08
2016-07-24	BUY	157	263	181.68	84.56	-41,557.24	0
2016-07-28	SELL	157	280.28	193.62	89.25	43,721.09	2,163.85
2016-08-07	BUY	157	277.4	191.63	88.24	-43,831.67	0
2016-08-22	SELL	157	270.5	186.86	86.02	42,195.62	-1,636.05
2016-08-28	BUY	158	265.1	184.3	84.89	-42,154.99	0
2016-09-18	SELL	158	265	184.23	86.32	41,599.45	-555.54
2016-09-25	BUY	155	267.1	182.16	85.98	-41,668.64	0
2016-10-09	SELL	155	270.4	184.41	86.55	41,641.04	-27.6
2016-10-16	BUY	153	269.7	181.56	85.23	-41,530.89	0
2016-10-26	SELL	153	279.3	188.02	87.37	42,457.51	926.62
2016-11-02	BUY	152	278.5	186.26	86.48	-42,604.75	0
2016-11-16	SELL	152	279.8	187.13	86.68	42,255.79	-348.95
2016-11-21	BUY	146	287.1	184.43	85.23	-42,186.26	0
2016-12-05	SELL	146	284	182.44	84.07	41,197.49	-988.77
2016-12-08	BUY	141	290	179.92	82.87	-41,152.78	0
2016-12-26	SELL	141	286	177.43	81.99	40,066.57	-1,086.21
2017-01-04	BUY	139	286.1	174.98	80.87	-40,023.75	0
2017-01-18	SELL	139	294	179.81	82.89	40,603.3	579.55
2017-01-24	BUY	135	298.5	177.31	81.54	-40,556.35	0
2017-02-07	SELL	135	303.8	180.46	82.83	40,749.71	193.36
2017-02-12	BUY	132	307.1	178.36	81.94	-40,797.5	0
2017-02-27	SELL	132	315.1	183.01	84.2	41,325.99	528.49
2017-03-05	BUY	132	311.9	181.15	83.35	-41,435.31	0
2017-03-19	SELL	132	317	184.11	84.83	41,575.05	139.75
2017-03-22	BUY	131	314	180.99	83.54	-41,398.53	0
2017-04-05	SELL	131	345.84	199.34	91.75	45,014.21	3,615.68
2017-04-13	BUY	131	342	197.13	90.81	-45,089.94	0
2017-04-27	SELL	131	339.9	195.92	90.37	44,240.61	-849.33
2017-05-07	BUY	129	340	192.98	89.81	-44,142.8	0

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