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: -9.3%. 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

#282 · MACD

Full-history NAV৳19,080

Net return -80.9% · drawdown 82.4% · 255 closed positions

2024 onward NAV৳73,240

Net return -26.8% · drawdown 40.3% · 45 closed positions

2024 stress NAV৳30,307

Net return -69.7% · drawdown 69.7% · 36 closed positions

Variant 3; fixed stop 12.0%; maximum 5 sessions; gate None; continuous signal; exit stop/time only; trailing arms at 8.0%, distance 3.5%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳85

Unsettled৳18,994

Holdings৳0

NAV৳19,080

Realized P&L৳-80,920

Unrealized P&L৳0

Fees৳109,190

Friction৳50,669

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳7.28e-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 #282

512 fills, including partial sales. Page 3.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2016-05-24	SELL	208	256.7	234.93	110.91	53,047.76	292.41
2016-05-29	BUY	206	255.2	231.31	109.41	-52,911.93	0
2016-06-05	SELL	206	255.2	231.31	109.64	52,230.25	-681.67
2016-07-14	BUY	202	257	228.42	108.46	-52,250.88	0
2016-07-20	SELL	202	263	233.75	110.1	52,782.14	531.26
2016-07-25	BUY	198	265.2	231.04	108.19	-52,848.83	0
2016-08-01	SELL	198	276.6	240.97	111.29	54,414.53	1,565.71
2016-08-04	BUY	197	275.1	238.46	110.19	-54,543.35	0
2016-08-11	SELL	197	272	235.77	108.76	53,239.47	-1,303.88
2016-09-29	BUY	196	269	231.99	110.83	-53,066.81	0
2016-10-06	SELL	196	272	234.57	111.05	52,966.38	-100.43
2016-10-13	BUY	196	269	231.99	109.77	-53,065.75	0
2016-10-20	SELL	196	277.8	239.57	112.59	54,096.63	1,030.88
2016-10-25	BUY	188	285	235.75	110.23	-53,925.98	0
2016-11-01	SELL	188	273	225.83	105.33	50,992.85	-2,933.13
2016-11-06	BUY	182	279.9	224.14	104.55	-51,270.49	0
2016-11-13	SELL	182	277.1	221.9	103.11	50,107.18	-1,163.31
2016-11-20	BUY	176	282.5	218.77	101.45	-50,040.22	0
2016-11-27	SELL	176	288	223.03	103.13	50,361.85	321.63
2016-11-30	BUY	172	289.9	219.4	101.38	-50,183.58	0
2016-12-07	SELL	172	286.2	216.6	100.06	48,909.75	-1,273.83
2017-01-09	BUY	168	290	214.37	99.36	-49,033.73	0
2017-01-16	SELL	168	290	214.37	99.19	48,406.44	-627.29
2017-01-19	BUY	162	297	211.7	97.74	-48,423.44	0
2017-01-26	SELL	162	302	215.27	98.98	48,609.76	186.32
2017-01-31	BUY	160	301	211.9	97.36	-48,469.26	0
2017-02-07	SELL	160	303.8	213.88	98.35	48,295.77	-173.49
2017-02-12	BUY	157	307.1	212.14	97.65	-48,524.49	0
2017-02-19	SELL	157	320	221.06	101.76	49,917.19	1,392.69
2017-02-26	BUY	157	315.2	217.74	100.32	-49,804.46	0
2017-03-05	SELL	157	311.9	215.46	99.37	48,653.47	-1,150.99
2017-03-30	BUY	146	330	211.99	98.21	-48,490.2	0
2017-04-06	SELL	146	346.5	222.59	102.61	50,263.8	1,773.6
2017-04-11	BUY	145	344.5	219.79	101.42	-50,273.71	0
2017-04-18	SELL	145	335	213.73	98.59	48,262.68	-2,011.02
2017-06-08	BUY	143	335.9	211.35	99.17	-48,344.22	0
2017-06-15	SELL	143	333	209.52	98.09	47,311.39	-1,032.83
2017-06-22	BUY	139	338.8	207.21	96.38	-47,396.79	0
2017-07-04	SELL	139	351.1	214.73	99.31	48,488.86	1,092.07
2017-07-09	BUY	141	340.5	211.25	97.24	-48,318.99	0
2017-07-16	SELL	141	365.1	226.51	103.89	51,148.7	2,829.72
2017-07-19	BUY	139	365.1	223.3	102.31	-51,074.51	0
2017-07-26	SELL	139	371	226.9	103.93	51,238.17	163.66
2017-07-31	BUY	136	376.2	225.12	103.04	-51,491.36	0
2017-08-07	SELL	136	379.4	227.03	103.98	51,267.39	-223.97
2017-08-10	BUY	135	376.2	223.46	102.37	-51,112.83	0
2017-08-21	SELL	135	391.5	232.55	106.76	52,513.19	1,400.36
2017-08-24	BUY	135	388.4	230.71	105.96	-52,770.67	0
2017-08-31	SELL	135	391	232.25	106.91	52,445.84	-324.83
2017-09-10	BUY	127	408	227.99	105.01	-52,149	0
2017-09-17	SELL	127	418	233.58	107.33	52,745.09	596.1
2017-09-20	BUY	127	412	230.23	105.73	-52,659.95	0
2017-09-27	SELL	127	411	229.67	105.51	51,861.82	-798.13
2017-10-12	BUY	120	430	227.04	104.42	-51,931.46	0
2017-10-19	SELL	120	420	221.76	102.22	50,076.02	-1,855.44
2017-10-25	BUY	113	440	218.77	100.57	-50,039.34	0
2017-11-01	SELL	113	439.8	218.67	100.62	49,378.11	-661.23
2017-11-09	BUY	108	457	217.17	99.81	-49,672.98	0
2017-11-15	SELL	108	489.16	232.45	106.59	52,490.08	2,817.11
2017-11-20	BUY	106	489.5	228.3	104.56	-52,219.86	0
2017-11-27	SELL	106	479.2	223.5	102.35	50,469.35	-1,750.52
2018-01-08	BUY	105	478.4	221.02	101.72	-50,554.74	0
2018-01-15	SELL	105	477	220.37	101.49	49,763.13	-791.61
2018-01-21	BUY	102	484	217.22	99.89	-49,685.11	0
2018-01-28	SELL	102	510	228.89	104.96	51,686.15	2,001.04
2018-01-31	BUY	101	506.9	225.27	103.17	-51,525.34	0
2018-02-07	SELL	101	496	220.42	100.92	49,774.66	-1,750.69
2018-04-09	BUY	104	477	218.28	100.9	-49,927.18	0
2018-04-16	SELL	104	484.2	221.57	102.36	50,032.87	105.69
2018-04-19	BUY	101	493	219.09	101.16	-50,113.25	0
2018-04-26	SELL	101	476.9	211.93	97.51	47,857.45	-2,255.79
2018-06-25	BUY	116	408.9	208.7	95.67	-47,736.78	0
2018-07-03	SELL	116	381	194.46	89.01	43,912.52	-3,824.25
2018-07-08	BUY	113	387	192.42	88.08	-44,011.5	0
2018-07-15	SELL	113	390	193.91	88.8	43,787.29	-224.21
2018-07-18	BUY	108	401.9	190.98	87.46	-43,683.64	0
2018-07-25	SELL	108	396.9	188.61	86.58	42,590.01	-1,093.63
2018-07-30	BUY	109	390.2	187.14	86.06	-42,805	0
2018-08-07	SELL	109	376	180.33	82.92	40,720.75	-2,084.24
2018-08-27	BUY	107	377.7	177.82	82.1	-40,673.82	0
2018-09-04	SELL	107	385.6	181.54	83.85	40,993.81	319.99
2018-09-09	BUY	106	384	179.1	82.67	-40,965.77	0
2018-09-16	SELL	106	373	173.97	80.43	39,283.6	-1,682.17
2018-10-01	BUY	105	372.4	172.05	79.48	-39,353.53	0
2018-10-08	SELL	105	364.8	168.54	77.77	38,057.7	-1,295.83
2018-10-11	BUY	104	362.3	165.79	76.4	-37,921.39	0
2018-10-18	SELL	104	364	166.57	76.78	37,612.66	-308.73
2018-10-23	BUY	103	365	165.42	76.47	-37,836.88	0
2018-10-30	SELL	103	383	173.58	80.08	39,195.34	1,358.46
2018-11-04	BUY	102	382	171.44	79.13	-39,214.57	0
2018-11-11	SELL	102	376.7	169.06	78.32	38,176.02	-1,038.55
2018-11-14	BUY	100	376.5	165.66	76.73	-37,892.39	0
2018-11-22	SELL	100	358.2	157.61	72.74	35,589.65	-2,302.74
2018-12-26	BUY	99	360.5	157.03	73.15	-35,919.69	0
2019-01-06	SELL	99	367.7	160.17	74.49	36,167.64	247.96
2019-01-09	BUY	94	382	158	73.05	-36,139.04	0
2019-01-16	SELL	94	387.1	160.1	73.72	36,153.58	14.54
2019-01-21	BUY	92	387	156.66	72.07	-35,832.73	0
2019-01-28	SELL	92	398	161.11	73.95	36,380.94	548.21
2019-01-31	BUY	88	414	160.3	73.37	-36,665.67	0

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