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: -10.2%. 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

#285 · Flow: Range flow

Full-history NAV৳16,302

Net return -83.7% · drawdown 84.8% · 201 closed positions

2024 onward NAV৳58,428

Net return -41.6% · drawdown 43.9% · 31 closed positions

2024 stress NAV৳44,080

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

Variant 1; fixed stop 10.0%; 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৳16,302

Unsettled৳0

Holdings৳0

NAV৳16,302

Realized P&L৳-83,698

Unrealized P&L৳0

Fees৳83,639

Friction৳38,604

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳6.55e-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 #285

402 fills, including partial sales. Page 3.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2017-03-28	BUY	125	316.6	174.13	80.48	-39,829.61	0
2017-04-04	SELL	125	349.9	192.45	88.68	43,456.38	3,626.77
2017-04-13	BUY	126	342	189.6	87.3	-43,368.91	0
2017-04-20	SELL	126	336.9	186.78	86.04	42,176.59	-1,192.32
2017-05-07	BUY	124	340	185.5	86.25	-42,431.76	0
2017-05-15	SELL	124	335.6	183.1	85.15	41,346.15	-1,085.61
2017-05-24	BUY	124	331.1	180.65	84.14	-41,321.19	0
2017-05-31	SELL	124	329.2	179.61	84.13	40,557.06	-764.13
2017-06-05	BUY	120	336	177.41	82.8	-40,580.21	0
2017-06-12	SELL	120	330.9	174.72	81.39	39,451.9	-1,128.31
2017-06-21	BUY	116	335.8	171.39	79.54	-39,203.73	0
2017-07-03	SELL	116	344.5	175.83	81.14	39,705.03	501.29
2017-07-11	BUY	114	348.3	174.71	80.15	-39,961.06	0
2017-07-18	SELL	114	370.9	186.04	85.13	42,011.43	2,050.37
2017-07-25	BUY	113	369	183.47	83.91	-41,964.37	0
2017-08-01	SELL	113	379.7	188.79	86.33	42,630.98	666.61
2017-08-06	BUY	113	373.2	185.56	84.83	-42,441.98	0
2017-08-13	SELL	113	381.6	189.73	86.81	42,844.26	402.28
2017-08-21	BUY	109	391.5	187.76	86.03	-42,947.3	0
2017-08-28	SELL	109	387.1	185.65	85.11	41,923.14	-1,024.16
2017-09-10	BUY	102	408	183.11	84.12	-41,883.23	0
2017-09-13	SELL	102	415	186.25	85.44	42,058.31	175.08
2017-09-28	BUY	101	415	184.43	84.5	-42,183.93	0
2017-10-08	SELL	101	420.5	186.87	85.62	42,198.01	14.08
2017-10-11	BUY	97	429.5	183.31	84.1	-41,928.91	0
2017-10-18	SELL	97	422.1	180.15	82.81	40,680.74	-1,248.17
2017-10-25	BUY	92	440	178.11	81.71	-40,739.82	0
2017-11-01	SELL	92	439.8	178.03	81.74	40,201.83	-537.99
2017-11-07	BUY	90	444.5	176.02	80.77	-40,261.79	0
2017-11-14	SELL	90	493.8	195.54	89.65	44,156.81	3,895.02
2017-11-19	BUY	90	489	193.64	88.58	-44,292.22	0
2017-11-26	SELL	90	476.2	188.58	86.25	42,583.17	-1,709.05
2017-11-30	BUY	89	475	186.01	85.05	-42,546.06	0
2017-12-07	SELL	89	480.8	188.28	86.06	42,516.86	-29.2
2017-12-26	BUY	90	470.9	186.48	85.46	-42,652.94	0
2018-01-03	SELL	90	481	190.48	87.42	43,012.1	359.16
2018-01-11	BUY	90	472.2	186.99	85.9	-42,770.89	0
2018-01-18	SELL	90	482.5	191.07	87.75	43,146.18	375.29
2018-01-23	BUY	86	496	187.69	86.14	-42,929.82	0
2018-01-30	SELL	86	511	193.36	88.51	43,664.13	734.31
2018-02-06	BUY	88	495	191.66	87.67	-43,839.33	0
2018-02-13	SELL	88	507.9	196.66	89.97	44,408.57	569.24
2018-03-07	BUY	91	487.9	195.36	89.75	-44,684.01	0
2018-03-14	SELL	91	481	192.59	88.57	43,489.84	-1,194.17
2018-04-12	BUY	89	484.1	189.57	87.35	-43,361.82	0
2018-04-19	SELL	89	493	193.06	88.98	43,594.97	233.14
2018-10-25	BUY	114	381	191.11	88.41	-43,713.52	0
2018-10-30	SELL	114	383	192.11	88.78	43,381.11	-332.41
2018-11-12	BUY	113	379	188.44	87.49	-43,102.93	0
2018-11-15	SELL	113	368	182.97	84.88	41,316.15	-1,786.78
2019-01-07	BUY	110	375	181.5	84.57	-41,516.07	0
2019-01-10	SELL	110	383.2	185.47	85.83	41,880.7	364.63
2019-01-21	BUY	107	387	182.2	83.98	-41,675.18	0
2019-01-24	SELL	107	391.3	184.22	84.77	41,600.11	-75.07
2019-01-29	BUY	101	411	182.65	83.8	-41,777.45	0
2019-02-05	SELL	101	403	179.09	81.95	40,441.96	-1,335.49
2019-02-14	BUY	102	395	177.28	81.09	-40,548.37	0
2019-02-19	SELL	102	376	168.75	77.14	38,106.11	-2,442.26
2019-02-25	BUY	98	386.8	166.79	76.23	-38,149.42	0
2019-03-04	SELL	98	389	167.74	76.72	37,877.54	-271.88
2019-03-13	BUY	96	391.7	165.45	75.84	-37,844.49	0
2019-03-19	SELL	96	389	164.31	75.39	37,104.29	-740.2
2019-03-24	BUY	92	398	161.11	73.95	-36,851.06	0
2019-04-01	SELL	92	409.2	165.64	76.13	37,404.62	553.56
2019-06-12	BUY	102	365	163.81	76.35	-37,470.16	0
2019-06-17	SELL	102	358.1	160.72	74.78	36,290.71	-1,179.45
2019-06-27	BUY	99	363.5	158.34	73.56	-36,218.4	0
2019-07-03	SELL	99	364.9	158.95	73.74	35,892.4	-326
2019-09-23	BUY	99	361	157.25	72.44	-35,968.69	0
2019-09-26	SELL	99	360	156.82	72.06	35,411.12	-557.57
2019-10-06	BUY	102	347	155.73	71.55	-35,621.28	0
2019-10-10	SELL	102	333.5	149.67	68.76	33,798.57	-1,822.71
2019-11-20	BUY	103	323.1	146.43	67.6	-33,493.33	0
2019-11-25	SELL	103	312	141.4	65.1	31,929.5	-1,563.83
2020-02-20	BUY	114	280	140.45	64.42	-32,124.87	0
2020-02-25	SELL	114	292	146.47	66.99	33,074.54	949.67
2020-07-21	BUY	134	245.9	144.98	66.98	-33,162.56	0
2020-07-26	SELL	134	251	147.99	68.12	33,417.89	255.33
2020-08-03	BUY	128	259	145.87	66.88	-33,364.75	0
2020-08-09	SELL	128	255	143.62	65.73	32,430.66	-934.1
2020-08-13	BUY	111	290	141.64	64.76	-32,396.4	0
2020-08-20	SELL	111	285	139.19	63.59	31,432.21	-964.19
2020-08-25	BUY	103	301.7	136.73	62.45	-31,274.28	0
2020-09-02	SELL	103	322	145.93	66.63	32,953.44	1,679.16
2020-09-08	BUY	100	326.9	143.84	65.68	-32,899.51	0
2020-09-13	SELL	100	347.6	152.94	69.87	34,537.18	1,637.67
2020-09-24	BUY	102	337.8	151.6	69.33	-34,676.53	0
2020-10-01	SELL	102	329	147.66	67.65	33,342.7	-1,333.83
2020-10-12	BUY	100	330.9	145.6	66.91	-33,302.51	0
2020-10-19	SELL	100	336	147.84	68.13	33,384.03	81.53
2020-10-27	BUY	100	332.2	146.17	67.46	-33,433.63	0
2020-11-03	SELL	100	330	145.2	66.96	32,787.84	-645.78
2020-11-08	BUY	97	336.2	143.49	66.18	-32,821.07	0
2020-11-15	SELL	97	330.2	140.93	65.06	31,823.41	-997.65
2020-12-07	BUY	97	325.1	138.75	64.09	-31,737.54	0
2020-12-14	SELL	97	346	147.67	68.08	33,346.25	1,608.7
2020-12-22	BUY	97	341.4	145.71	67	-33,328.51	0
2020-12-29	SELL	97	353	150.66	69.21	34,021.13	692.61
2021-01-04	BUY	94	360.1	148.94	68.33	-34,066.67	0
2021-01-07	SELL	94	376	155.51	71.27	35,117.22	1,050.55

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