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: -9.4%. 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

#283 · Flow: Range flow

Full-history NAV৳18,750

Net return -81.2% · drawdown 82.2% · 195 closed positions

2024 onward NAV৳59,822

Net return -40.2% · drawdown 43.0% · 29 closed positions

2024 stress NAV৳44,080

Net return -55.9% · drawdown 57.4% · 26 closed positions

Variant 1; fixed stop 4.0%; maximum 5 sessions; gate EMA 50; continuous signal; exit stop/time only; trailing arms at 8.0%, distance 3.5%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳18,750

Unsettled৳0

Holdings৳0

NAV৳18,750

Realized P&L৳-81,250

Unrealized P&L৳0

Fees৳77,156

Friction৳35,556

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳5.46e-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 #283

390 fills, including partial sales. Page 3.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2017-06-05	BUY	104	336	153.75	71.51	-35,169.27	0
2017-06-12	SELL	104	330.9	151.42	70.31	34,191.87	-977.39
2017-06-21	BUY	101	335.8	149.23	69.07	-34,134.1	0
2017-07-03	SELL	101	344.5	153.1	70.51	34,570.89	436.79
2017-07-11	BUY	99	348.3	151.72	69.52	-34,702.94	0
2017-07-18	SELL	99	370.9	161.56	73.86	36,483.67	1,780.73
2017-07-25	BUY	98	369	159.11	72.71	-36,393.82	0
2017-08-01	SELL	98	379.7	163.73	74.81	36,972.06	578.24
2017-08-06	BUY	98	373.2	160.92	73.51	-36,808.03	0
2017-08-13	SELL	98	381.6	164.55	75.22	37,157.03	349
2017-08-21	BUY	95	391.5	163.65	74.91	-37,431.05	0
2017-08-28	SELL	95	387.1	161.81	74.1	36,538.6	-892.46
2017-09-10	BUY	89	408	159.77	73.3	-36,545.07	0
2017-09-17	SELL	89	418	163.69	74.97	36,963.34	418.27
2017-09-28	BUY	88	415	160.69	73.55	-36,754.24	0
2017-10-08	SELL	88	420.5	162.82	74.52	36,766.66	12.42
2017-10-11	BUY	85	429.5	160.63	73.61	-36,741.75	0
2017-10-18	SELL	85	422.1	157.87	72.46	35,648.17	-1,093.58
2017-10-25	BUY	81	440	156.82	71.86	-35,868.68	0
2017-11-01	SELL	81	439.8	156.74	71.88	35,395.18	-473.5
2017-11-07	BUY	79	444.5	154.51	70.82	-35,340.83	0
2017-11-14	SELL	79	493.8	171.64	78.61	38,759.95	3,419.12
2017-11-19	BUY	79	489	169.98	77.69	-38,878.67	0
2017-11-26	SELL	79	476.2	165.53	75.65	37,378.62	-1,500.05
2017-11-30	BUY	78	475	163.02	74.48	-37,287.5	0
2017-12-07	SELL	78	480.8	165.01	75.37	37,262.02	-25.48
2017-12-26	BUY	78	470.9	161.61	73.99	-36,965.8	0
2018-01-03	SELL	78	481	165.08	75.67	37,277.25	311.45
2018-01-11	BUY	79	472.2	164.14	75.3	-37,543.24	0
2018-01-18	SELL	79	482.5	167.72	76.93	37,872.86	329.62
2018-01-23	BUY	76	496	165.86	76.04	-37,937.9	0
2018-01-30	SELL	76	511	170.88	78.15	38,586.97	649.07
2018-02-06	BUY	77	495	167.71	76.65	-38,359.36	0
2018-02-13	SELL	77	507.9	172.08	78.66	38,857.56	498.21
2018-03-07	BUY	79	487.9	169.59	77.81	-38,791.5	0
2018-03-14	SELL	79	481	167.2	76.77	37,755.03	-1,036.47
2018-04-12	BUY	78	484.1	166.14	76.43	-38,002.37	0
2018-04-19	SELL	78	493	169.2	77.85	38,206.96	204.59
2018-10-25	BUY	99	381	165.96	76.6	-37,961.56	0
2018-11-01	SELL	99	379.1	165.14	76.13	37,289.63	-671.93
2018-11-12	BUY	98	379	163.42	75.66	-37,381.09	0
2018-11-19	SELL	98	365.1	157.43	72.79	35,549.58	-1,831.51
2019-01-07	BUY	94	375	155.1	72.01	-35,477.11	0
2019-01-14	SELL	94	391	161.72	74.53	36,517.76	1,040.64
2019-01-21	BUY	94	387	160.06	73.66	-36,611.72	0
2019-01-28	SELL	94	398	164.61	75.58	37,171.81	560.09
2019-02-06	BUY	92	403.6	163.38	74.72	-37,369.3	0
2019-02-12	SELL	92	387.46	156.84	71.72	35,417.39	-1,951.9
2019-02-24	BUY	91	386	154.55	70.6	-35,351.16	0
2019-03-04	SELL	91	389	155.76	71.21	35,172.04	-179.12
2019-03-13	BUY	89	391.7	153.39	70.27	-35,084.96	0
2019-03-21	SELL	89	399	156.25	71.66	35,283.09	198.14
2019-03-27	BUY	85	410.1	153.38	70.35	-35,082.23	0
2019-04-03	SELL	85	407	152.22	69.8	34,372.99	-709.25
2019-06-12	BUY	94	365	150.96	70.22	-34,531.19	0
2019-06-19	SELL	94	363.9	150.51	70.07	33,986.02	-545.16
2019-06-27	BUY	93	363.5	148.74	69.01	-34,023.26	0
2019-07-07	SELL	93	358.8	146.82	68.07	33,153.51	-869.75
2019-09-23	BUY	91	361	144.54	66.52	-33,062.06	0
2019-09-30	SELL	91	357.9	143.3	65.77	32,359.83	-702.23
2019-10-06	BUY	93	347	141.99	65.17	-32,478.16	0
2019-10-10	SELL	93	333.5	136.47	62.63	30,816.4	-1,661.77
2019-11-20	BUY	95	323.1	135.06	62.28	-30,891.83	0
2019-11-25	SELL	95	312	130.42	59.98	29,449.6	-1,442.23
2020-02-20	BUY	104	280	128.13	58.72	-29,306.85	0
2020-02-25	SELL	104	292	133.62	61.08	30,173.3	866.45
2020-07-21	BUY	122	245.9	132	60.9	-30,192.69	0
2020-07-28	SELL	122	255	136.88	62.82	30,910.29	717.6
2020-08-03	BUY	119	259	135.61	62.14	-31,018.75	0
2020-08-10	SELL	119	271.5	142.16	65.02	32,101.32	1,082.56
2020-08-17	BUY	109	292.4	140.24	64.09	-32,075.93	0
2020-08-20	SELL	109	285	136.69	62.44	30,865.87	-1,210.06
2020-08-25	BUY	102	301.7	135.4	61.84	-30,970.64	0
2020-09-02	SELL	102	322	144.51	65.98	32,633.5	1,662.86
2020-09-08	BUY	99	326.9	142.4	65.02	-32,570.51	0
2020-09-15	SELL	99	350.6	152.72	69.79	34,486.89	1,916.38
2020-09-24	BUY	101	337.8	150.12	68.64	-34,336.56	0
2020-10-01	SELL	101	329	146.21	66.98	33,015.82	-1,320.75
2020-10-12	BUY	99	330.9	144.14	66.23	-32,969.47	0
2020-10-19	SELL	99	336	146.36	67.44	33,050.2	80.73
2020-10-27	BUY	99	332.2	144.71	66.77	-33,099.28	0
2020-11-03	SELL	99	330	143.75	66.28	32,459.97	-639.31
2020-11-08	BUY	96	336.2	142.01	65.48	-32,482.7	0
2020-11-15	SELL	96	330.2	139.48	64.38	31,495.35	-987.35
2020-12-07	BUY	96	325.1	137.32	63.42	-31,410.34	0
2020-12-14	SELL	96	346	146.15	67.37	33,002.48	1,592.14
2020-12-22	BUY	96	341.4	144.21	66.3	-32,984.91	0
2020-12-29	SELL	96	353	149.11	68.49	33,670.4	685.49
2021-01-04	BUY	93	360.1	147.35	67.6	-33,704.25	0
2021-01-11	SELL	93	373.6	152.88	70.05	34,521.88	817.63
2021-01-18	BUY	91	377	150.95	69.16	-34,527.11	0
2021-01-25	SELL	91	372.2	149.03	68.22	33,652.95	-874.16
2021-01-28	BUY	87	384.4	147.15	67.38	-33,657.33	0
2021-02-02	SELL	87	370.1	141.67	64.9	31,992.13	-1,665.21
2021-02-07	BUY	83	385	140.6	64.43	-32,160.03	0
2021-02-10	SELL	83	377.7	137.94	63.2	31,147.97	-1,012.07
2021-02-15	BUY	83	374	136.58	62.6	-31,241.19	0
2021-02-22	SELL	83	359.7	131.36	60.22	29,663.52	-1,577.67
2021-04-20	BUY	87	336.3	128.74	59.51	-29,446.35	0
2021-04-27	SELL	87	340	130.15	60.32	29,389.53	-56.82

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