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 4.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2021-07-12	SELL	101	356.5	158.43	73.29	35,774.78	685.29
2021-07-19	BUY	97	364	155.36	71.76	-35,535.12	0
2021-08-11	SELL	97	360	153.65	70.54	34,695.81	-839.31
2021-08-23	BUY	95	364	152.15	69.83	-34,801.98	0
2021-09-07	SELL	95	372.5	155.71	71.58	35,160.21	358.23
2021-09-12	BUY	91	386	154.55	71.05	-35,351.61	0
2021-09-26	SELL	91	381	152.55	69.98	34,448.47	-903.14
2021-10-06	BUY	89	384.8	150.69	69.11	-34,467	0
2021-10-18	SELL	89	361.71	141.65	65.03	31,985.69	-2,481.31
2021-12-06	BUY	87	362.8	138.88	64.98	-31,767.46	0
2021-12-15	SELL	87	357.3	136.77	64.02	30,884.3	-883.16
2022-01-13	BUY	86	357.1	135.13	62.74	-30,908.46	0
2022-01-27	SELL	86	351.4	132.97	61.77	30,025.66	-882.8
2022-02-01	BUY	84	356.9	131.91	61.24	-30,172.75	0
2022-02-15	SELL	84	358	132.32	61.95	29,877.73	-295.02
2022-02-20	BUY	82	358.8	129.46	60.38	-29,611.43	0
2022-02-27	SELL	82	345	124.48	57.81	28,107.72	-1,503.72
2022-08-03	BUY	93	301.2	123.25	56.62	-28,191.47	0
2022-08-08	SELL	93	302.9	123.95	57.06	27,988.69	-202.78
2024-06-27	BUY	118	236.2	122.64	57.34	-28,051.58	0
2024-07-03	SELL	118	239.9	124.56	58.03	28,125.61	74.03
2024-07-08	BUY	112	251	123.69	57.53	-28,293.22	0
2024-07-11	SELL	112	247	121.72	56.44	27,485.84	-807.39
2024-07-16	BUY	110	247	119.55	55.46	-27,345	0
2024-07-25	SELL	110	248.1	120.08	55.59	27,115.33	-229.68
2024-08-01	BUY	106	254.7	118.79	54.98	-27,171.97	0
2024-08-11	SELL	106	345.6	161.19	74.78	36,397.63	9,225.66
2024-08-15	BUY	95	381	159.26	72.66	-36,426.91	0
2024-08-20	SELL	95	353	147.55	67.23	33,320.21	-3,106.7
2024-08-25	BUY	93	354	144.86	65.97	-33,132.83	0
2024-08-29	SELL	93	348.9	142.77	65.01	32,239.92	-892.91
2024-09-03	BUY	94	342.9	141.82	64.57	-32,438.99	0
2024-09-18	SELL	94	332	137.32	62.58	31,008.1	-1,430.89
2024-09-24	BUY	89	345	135.1	61.63	-30,901.73	0
2024-10-08	SELL	89	327.8	128.37	58.54	28,987.3	-1,914.43
2024-10-16	BUY	86	335.5	126.95	57.9	-29,037.85	0
2024-10-24	SELL	86	315.37	119.34	54.45	26,948.03	-2,089.82
2024-11-12	BUY	82	325.7	117.51	53.83	-26,878.74	0
2024-11-26	SELL	82	315.3	113.76	52.14	25,688.7	-1,190.03
2024-12-04	BUY	79	324.5	112.8	51.7	-25,800	0
2024-12-19	SELL	79	324.5	112.8	51.9	25,470.81	-329.19
2024-12-30	BUY	79	320.1	111.27	51.21	-25,450.38	0
2025-01-14	SELL	79	340	118.18	54.23	26,687.59	1,237.21
2025-01-19	BUY	79	332.8	115.68	53.07	-26,459.95	0
2025-02-02	SELL	79	336.7	117.04	53.73	26,428.53	-31.41
2025-02-12	BUY	78	336.6	115.52	53.1	-26,423.42	0
2025-03-02	SELL	78	327.4	112.36	51.35	25,373.49	-1,049.93
2025-06-29	BUY	84	302.7	111.88	52.85	-25,591.53	0
2025-07-03	SELL	84	300	110.88	52.11	25,037.01	-554.52
2025-07-10	BUY	83	299	109.19	51.22	-24,977.41	0
2025-07-15	SELL	83	299	109.19	51.07	24,656.74	-320.67
2025-07-20	BUY	82	300.2	108.31	50.28	-24,774.99	0
2025-07-23	SELL	82	313.2	113	52.27	25,517.13	742.13
2025-07-31	BUY	81	312.7	111.45	51.29	-25,491.43	0
2025-08-17	SELL	81	306	109.06	50.04	24,626.9	-864.53
2025-08-31	BUY	79	307	106.71	49.19	-24,408.9	0
2025-09-03	SELL	79	311.5	108.28	49.89	24,450.34	41.43
2025-09-08	BUY	79	308.5	107.23	49.48	-24,528.22	0
2025-09-11	SELL	79	303	105.32	48.63	23,783.04	-745.17
2026-01-27	BUY	89	267.1	104.6	48.31	-23,924.8	0
2026-02-01	SELL	89	267.1	104.6	48.23	23,619.07	-305.74
2026-02-15	BUY	87	270	103.36	47.59	-23,640.95	0
2026-02-18	SELL	87	268.5	102.78	47.24	23,209.48	-431.47
2026-02-24	BUY	86	266.4	100.81	46.41	-23,057.61	0
2026-03-01	SELL	86	262	99.14	45.57	22,387.29	-670.32
2026-06-08	BUY	90	246.8	97.73	45.35	-22,355.08	0
2026-06-11	SELL	90	251	99.4	46.05	22,444.55	89.47
2026-06-17	BUY	89	250.9	98.25	45.5	-22,473.85	0
2026-06-22	SELL	89	257.5	100.84	46.57	22,770.09	296.24
2026-06-25	BUY	88	257.5	99.7	45.93	-22,805.64	0
2026-06-30	SELL	88	260.5	100.87	46.37	22,776.76	-28.87
2026-07-06	BUY	88	258.5	100.09	45.98	-22,894.07	0
2026-07-09	SELL	88	259.2	100.36	46.13	22,663.11	-230.97
2026-07-14	BUY	86	259.8	98.31	45.14	-22,486.25	0
2026-07-19	SELL	86	257.8	97.55	44.78	22,028.47	-457.79
2026-07-22	BUY	85	258.1	96.53	44.36	-22,079.39	0
2026-07-27	SELL	85	259.5	97.05	44.65	21,915.79	-163.6
2026-08-02	BUY	84	260	96.1	44.29	-21,980.39	0
2026-08-06	SELL	84	259	95.73	44.14	21,616.14	-364.25
2026-08-11	BUY	83	258	94.22	43.46	-21,551.68	0
2026-08-16	SELL	83	251.5	91.85	42.24	20,740.41	-811.27