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: -9.8%. 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

#284 · Flow: Range flow

Full-history NAV৳17,456

Net return -82.5% · drawdown 83.7% · 200 closed positions

2024 onward NAV৳59,008

Net return -41.0% · drawdown 43.4% · 31 closed positions

2024 stress NAV৳44,080

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

Variant 1; fixed stop 8.0%; maximum 5 sessions; gate EMA 50; continuous signal; exit EMA 200 break; trailing arms at 5.0%, distance 2.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳17,456

Unsettled৳0

Holdings৳0

NAV৳17,456

Realized P&L৳-82,544

Unrealized P&L৳0

Fees৳87,032

Friction৳40,191

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳6.91e-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 #284

400 fills, including partial sales. Page 3.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2017-04-13	BUY	134	342	201.64	92.92	-46,122.56	0
2017-04-20	SELL	134	336.9	198.64	91.58	44,854.39	-1,268.18
2017-05-07	BUY	131	340	195.98	91.24	-44,827.21	0
2017-05-15	SELL	131	335.6	193.44	90.07	43,680.09	-1,147.13
2017-05-24	BUY	131	331.1	190.85	89.01	-43,653.96	0
2017-05-31	SELL	131	329.2	189.75	89.03	42,846.42	-807.53
2017-06-05	BUY	127	336	187.76	87.77	-42,947.52	0
2017-06-12	SELL	127	330.9	184.91	86.26	41,753.14	-1,194.39
2017-06-21	BUY	123	335.8	181.73	84.45	-41,569.58	0
2017-07-03	SELL	123	344.5	186.44	86.11	42,100.94	531.36
2017-07-11	BUY	120	348.3	183.9	84.41	-42,064.31	0
2017-07-18	SELL	120	370.9	195.84	89.64	44,222.52	2,158.21
2017-07-25	BUY	119	369	193.21	88.39	-44,192.6	0
2017-08-01	SELL	119	379.7	198.81	90.94	44,894.55	701.95
2017-08-06	BUY	120	373.2	197.05	90.11	-45,071.16	0
2017-08-13	SELL	120	381.6	201.48	92.22	45,498.29	427.13
2017-08-21	BUY	115	391.5	198.1	90.81	-45,311.41	0
2017-08-28	SELL	115	387.1	195.87	89.84	44,230.79	-1,080.62
2017-09-10	BUY	108	408	193.88	89.12	-44,347	0
2017-09-13	SELL	108	415	197.21	90.51	44,532.28	185.28
2017-09-28	BUY	107	415	195.38	89.57	-44,689.95	0
2017-10-08	SELL	107	420.5	197.97	90.75	44,704.78	14.83
2017-10-11	BUY	103	429.5	194.65	89.36	-44,522.5	0
2017-10-18	SELL	103	422.1	191.3	87.99	43,197.01	-1,325.49
2017-10-25	BUY	98	440	189.73	87.09	-43,396.82	0
2017-11-01	SELL	98	439.8	189.64	87.12	42,823.64	-573.18
2017-11-07	BUY	95	444.5	185.8	85.3	-42,498.6	0
2017-11-14	SELL	95	493.8	206.41	94.67	46,609.92	4,111.32
2017-11-19	BUY	95	489	204.4	93.53	-46,752.94	0
2017-11-26	SELL	95	476.2	199.05	91.08	44,948.87	-1,804.07
2017-11-30	BUY	94	475	196.46	89.86	-44,936.32	0
2017-12-07	SELL	94	480.8	198.86	90.92	44,905.42	-30.9
2017-12-26	BUY	95	470.9	196.84	90.25	-45,022.59	0
2018-01-03	SELL	95	481	201.06	92.33	45,401.62	379.03
2018-01-11	BUY	95	472.2	197.38	90.72	-45,147.1	0
2018-01-18	SELL	95	482.5	201.69	92.68	45,543.14	396.04
2018-01-23	BUY	92	496	200.78	92.21	-45,924.99	0
2018-01-30	SELL	92	511	206.85	94.73	46,710.42	785.43
2018-02-06	BUY	93	495	202.55	92.68	-46,330.24	0
2018-02-13	SELL	93	507.9	207.83	95.12	46,931.75	601.51
2018-03-07	BUY	96	487.9	206.09	94.74	-47,139.23	0
2018-03-14	SELL	96	481	203.17	93.49	45,879.33	-1,259.9
2018-04-12	BUY	94	484.1	200.22	92.33	-45,797.95	0
2018-04-19	SELL	94	493	203.9	94.05	46,044.05	246.1
2018-10-25	BUY	120	381	201.17	93.15	-46,014.32	0
2018-10-30	SELL	120	383	202.22	93.53	45,664.25	-350.07
2018-11-12	BUY	120	379	200.11	93.03	-45,773.14	0
2018-11-15	SELL	120	368	194.3	90.25	43,875.44	-1,897.7
2019-01-07	BUY	116	375	191.4	89.31	-43,780.71	0
2019-01-10	SELL	116	383.2	195.59	90.6	44,165.02	384.31
2019-01-21	BUY	114	387	194.12	89.56	-44,401.68	0
2019-01-24	SELL	114	391.3	196.28	90.38	44,321.54	-80.14
2019-01-29	BUY	107	411	193.5	88.83	-44,259.33	0
2019-02-05	SELL	107	403	189.73	86.85	42,844.42	-1,414.91
2019-02-14	BUY	108	395	187.7	85.89	-42,933.6	0
2019-02-19	SELL	108	376	178.68	81.71	40,347.62	-2,585.98
2019-02-25	BUY	103	386.8	175.3	80.14	-40,095.84	0
2019-03-04	SELL	103	389	176.29	80.66	39,810.04	-285.8
2019-03-13	BUY	101	391.7	174.07	79.82	-39,815.59	0
2019-03-19	SELL	101	389	172.87	79.36	39,036.77	-778.82
2019-03-24	BUY	98	398	171.62	78.82	-39,254.44	0
2019-04-01	SELL	98	409.2	176.45	81.16	39,844	589.56
2019-06-12	BUY	108	365	173.45	80.96	-39,674.41	0
2019-06-17	SELL	108	358.1	170.17	79.28	38,425.35	-1,249.06
2019-06-27	BUY	105	363.5	167.94	78.12	-38,413.56	0
2019-07-03	SELL	105	364.9	168.58	78.31	38,067.61	-345.95
2019-09-23	BUY	105	361	166.78	76.9	-38,148.68	0
2019-09-26	SELL	105	360	166.32	76.48	37,557.2	-591.48
2019-10-06	BUY	108	347	164.89	75.8	-37,716.7	0
2019-10-10	SELL	108	333.5	158.48	72.85	35,786.67	-1,930.02
2019-11-20	BUY	110	323.1	156.38	72.27	-35,769.65	0
2019-11-25	SELL	110	312	151.01	69.58	34,099.41	-1,670.24
2020-02-20	BUY	121	280	149.07	68.41	-34,097.48	0
2020-02-25	SELL	121	292	155.46	71.14	35,105.4	1,007.92
2020-07-21	BUY	141	245.9	152.56	70.54	-34,895	0
2020-07-26	SELL	141	251	155.72	71.72	35,163.56	268.56
2020-08-03	BUY	135	259	153.85	70.57	-35,189.42	0
2020-08-09	SELL	135	255	151.47	69.35	34,204.18	-985.24
2020-08-13	BUY	117	290	149.29	68.29	-34,147.58	0
2020-08-20	SELL	117	285	146.72	67.05	33,131.23	-1,016.35
2020-08-25	BUY	110	301.7	146.02	66.71	-33,399.73	0
2020-09-02	SELL	110	322	155.85	71.18	35,192.97	1,793.24
2020-09-08	BUY	106	326.9	152.47	69.64	-34,873.5	0
2020-09-13	SELL	106	347.6	162.12	74.09	36,609.39	1,735.89
2020-09-24	BUY	108	337.8	160.52	73.43	-36,716.36	0
2020-10-01	SELL	108	329	156.34	71.66	35,304	-1,412.35
2020-10-12	BUY	106	330.9	154.33	70.97	-35,300.7	0
2020-10-19	SELL	106	336	156.71	72.27	35,387.02	86.31
2020-10-27	BUY	106	332.2	154.94	71.57	-35,439.71	0
2020-11-03	SELL	106	330	153.91	71.04	34,755.05	-684.66
2020-11-08	BUY	103	336.2	152.37	70.33	-34,851.3	0
2020-11-15	SELL	103	330.2	149.65	69.15	33,791.81	-1,059.49
2020-12-07	BUY	103	325.1	147.34	68.12	-33,700.76	0
2020-12-14	SELL	103	346	156.81	72.35	35,408.84	1,708.08
2020-12-22	BUY	103	341.4	154.72	71.2	-35,390.12	0
2020-12-29	SELL	103	353	159.98	73.54	36,125.48	735.36
2021-01-04	BUY	100	360.1	158.44	72.73	-36,241.18	0
2021-01-07	SELL	100	376	165.44	75.86	37,358.7	1,117.53
2021-01-18	BUY	98	377	162.56	74.52	-37,183.09	0
2021-01-25	SELL	98	372.2	160.49	73.51	36,241.6	-941.48

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