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 4.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2019-02-07	SELL	88	407	157.59	72.06	35,586.35	-1,079.32
2019-02-12	BUY	89	397	155.47	71.08	-35,559.55	0
2019-02-19	SELL	89	376	147.24	67.26	33,249.5	-2,310.05
2019-03-24	BUY	83	398	145.35	66.65	-33,246	0
2019-04-01	SELL	83	409.2	149.44	68.61	33,745.55	499.55
2019-04-04	BUY	84	399	147.47	67.58	-33,731.05	0
2019-04-11	SELL	84	364	134.53	61.51	30,379.95	-3,351.1
2019-05-29	BUY	86	350	132.44	61.31	-30,293.75	0
2019-06-12	SELL	86	365	138.12	64.12	31,187.76	894.01
2019-06-17	BUY	87	358.1	137.08	63.56	-31,355.34	0
2019-06-24	SELL	87	359.2	137.5	63.86	31,049.04	-306.3
2019-06-27	BUY	84	363.5	134.35	62.21	-30,730.56	0
2019-07-07	SELL	84	358.8	132.61	61.37	29,945.22	-785.34
2019-07-08	BUY	1	351.7	1.55	0.7	-353.95	0
2019-07-15	SELL	1	344.7	1.52	0.69	342.49	-11.46
2019-08-06	BUY	93	321.8	131.68	60.61	-30,119.69	0
2019-08-20	SELL	93	324.9	132.95	61.23	30,021.52	-98.17
2019-08-25	BUY	93	319.7	130.82	60.35	-29,923.27	0
2019-09-01	SELL	93	312.1	127.71	58.91	28,838.68	-1,084.59
2019-09-16	BUY	94	306.6	126.81	58.5	-29,005.71	0
2019-09-22	SELL	47	364	75.28	34.52	16,998.21	2,495.35
2019-09-23	SELL	47	361	74.65	34.15	16,858.19	2,355.34
2019-09-25	BUY	47	358	74.03	33.83	-16,933.86	0
2019-10-02	SELL	47	349	72.17	32.96	16,297.86	-636
2019-10-03	BUY	49	343.5	74.06	33.83	-16,939.39	0
2019-10-13	SELL	49	331.2	71.41	32.62	16,124.77	-814.62
2019-11-21	BUY	99	325	141.57	65.21	-32,381.78	0
2019-11-28	SELL	99	320	139.39	64.06	31,476.55	-905.23
2019-12-03	BUY	100	311.4	137.02	62.96	-31,339.98	0
2019-12-10	SELL	100	304	133.76	61.44	30,204.8	-1,135.18
2020-01-22	BUY	110	272.8	132.04	60.75	-30,200.79	0
2020-01-29	SELL	110	269.7	130.53	59.96	29,476.51	-724.28
2020-01-30	BUY	1	262.9	1.16	0.53	-264.58	0
2020-02-06	SELL	1	263	1.16	0.53	261.32	-3.27
2020-02-09	BUY	112	260.7	128.47	58.88	-29,385.75	0
2020-02-16	SELL	112	261.4	128.82	59.03	29,088.96	-296.79
2020-02-19	BUY	109	266.8	127.96	58.65	-29,267.81	0
2020-02-24	SELL	109	310.15	148.75	68.07	33,589.64	4,321.83
2020-02-27	BUY	116	288.1	147.05	67.24	-33,633.89	0
2020-03-05	SELL	116	270	137.81	63	31,119.19	-2,514.7
2020-06-11	BUY	130	238.8	136.59	62.89	-31,243.48	0
2020-07-09	SELL	130	238.8	136.59	67.59	30,839.81	-403.67
2020-07-14	BUY	127	240.6	134.45	62.72	-30,753.37	0
2020-07-21	SELL	127	245.9	137.41	63.43	31,028.46	275.09
2020-07-26	BUY	123	251	135.84	62.46	-31,071.3	0
2020-08-03	SELL	123	259	140.17	64.25	31,652.58	581.28
2020-08-09	BUY	123	255	138.01	63.14	-31,566.15	0
2020-08-13	SELL	123	290	156.95	71.81	35,441.24	3,875.09
2020-08-18	BUY	122	288	154.6	70.69	-35,361.29	0
2020-08-25	SELL	122	301.7	161.95	74.03	36,571.42	1,210.13
2020-08-31	BUY	116	315	160.78	73.47	-36,774.24	0
2020-09-07	SELL	116	320.6	163.63	74.75	36,951.21	176.97
2020-09-10	BUY	106	344.9	160.86	73.5	-36,793.77	0
2020-09-17	SELL	106	340.7	158.9	72.65	35,882.64	-911.12
2020-12-09	BUY	107	334.1	157.29	72.72	-35,978.71	0
2020-12-17	SELL	107	356.7	167.93	77.39	37,921.58	1,942.87
2020-12-22	BUY	110	341.4	165.24	76.1	-37,795.34	0
2020-12-29	SELL	110	353	170.85	78.6	38,580.55	785.21
2021-01-04	BUY	107	360.1	169.54	77.88	-38,778.11	0
2021-01-11	SELL	107	373.6	175.89	80.69	39,718.62	940.51
2021-01-14	BUY	106	370	172.57	79.15	-39,471.72	0
2021-01-21	SELL	106	377	175.83	80.58	39,705.59	233.87
2021-04-15	BUY	116	342	174.56	81.06	-39,927.61	0
2021-04-22	SELL	116	337.1	172.06	80.11	38,851.43	-1,076.18
2021-04-27	BUY	113	340	169.05	78.8	-38,667.84	0
2021-05-04	SELL	113	339.5	168.8	79.29	38,115.41	-552.44
2021-05-09	BUY	113	335	166.56	77.71	-38,099.28	0
2021-05-18	SELL	113	342.2	170.14	79	38,419.46	320.18
2021-05-23	BUY	111	342.9	167.47	77.57	-38,306.94	0
2021-05-31	SELL	111	345.5	168.74	78.06	38,103.7	-203.24
2021-06-03	BUY	110	346.9	167.9	77.58	-38,404.48	0
2021-06-10	SELL	110	347.1	168	77.67	37,935.33	-469.15
2021-06-15	BUY	108	347.4	165.08	76.34	-37,760.63	0
2021-06-22	SELL	108	344.9	163.9	75.84	37,009.46	-751.16
2021-07-06	BUY	106	348.4	162.49	75.25	-37,168.14	0
2021-07-14	SELL	106	358.2	167.06	77.3	37,724.83	556.69
2021-07-19	BUY	103	364	164.96	76.28	-37,733.24	0
2021-07-29	SELL	103	375	169.95	78.47	38,376.58	643.34
2021-08-05	BUY	103	368	166.78	76.77	-38,147.55	0
2021-08-16	SELL	103	365.9	165.83	76.14	37,445.73	-701.82
2021-09-08	BUY	98	381	164.29	75.54	-37,577.83	0
2021-09-15	SELL	98	379	163.42	75.12	36,903.45	-674.38
2021-09-20	BUY	96	380	160.51	73.71	-36,714.22	0
2021-09-27	SELL	96	379.2	160.17	73.5	36,169.52	-544.7
2021-11-15	BUY	100	360.2	158.49	73.62	-36,252.11	0
2021-11-22	SELL	100	360	158.4	73.89	35,767.71	-484.4
2021-11-25	BUY	99	360.1	156.86	73.72	-35,880.48	0
2021-12-02	SELL	99	355	154.64	72.69	34,917.67	-962.81
2021-12-07	BUY	96	361.9	152.87	71.75	-34,967.01	0
2021-12-14	SELL	96	358	151.22	71.03	34,145.75	-821.27
2022-01-11	BUY	97	350	149.38	69.58	-34,168.96	0
2022-01-18	SELL	97	360	153.65	71.55	34,694.8	525.84
2022-01-23	BUY	96	356.2	150.46	70.1	-34,415.76	0
2022-01-30	SELL	96	352	148.68	69.16	33,574.16	-841.6
2022-02-02	BUY	94	355	146.83	68.35	-33,585.18	0
2022-02-09	SELL	94	359.5	148.69	69.56	33,574.75	-10.43
2022-02-14	BUY	94	358	148.07	69.65	-33,869.72	0
2022-02-22	SELL	94	355.8	147.16	68.82	33,229.22	-640.5
2022-03-28	BUY	100	329.9	145.16	67.56	-33,202.71	0
2022-04-04	SELL	100	329.9	145.16	67.8	32,777.04	-425.67

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