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: -10.3%. 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

#288 · MACD

Full-history NAV৳15,781

Net return -84.2% · drawdown 85.0% · 257 closed positions

2024 onward NAV৳77,673

Net return -22.3% · drawdown 36.5% · 45 closed positions

2024 stress NAV৳30,307

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

Variant 3; fixed stop 6.0%; maximum 5 sessions; gate None; continuous signal; exit any bearish; trailing arms at 12.0%, distance 4.5%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳152

Unsettled৳15,628

Holdings৳0

NAV৳15,781

Realized P&L৳-84,219

Unrealized P&L৳0

Fees৳107,053

Friction৳49,636

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳8.37e-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 #288

517 fills, including partial sales. Page 4.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2019-01-28	SELL	89	398	155.86	71.52	35,194.62	530.38
2019-01-31	BUY	85	414	154.84	70.85	-35,415.69	0
2019-02-07	SELL	85	407	152.22	69.59	34,373.19	-1,042.5
2019-02-12	BUY	86	397	150.22	68.67	-34,360.9	0
2019-02-19	SELL	86	376	142.28	64.98	32,128.74	-2,232.16
2019-03-24	BUY	80	398	140.1	64.22	-32,044.32	0
2019-04-01	SELL	80	409.2	144.04	66.11	32,525.86	481.54
2019-04-04	BUY	81	399	142.2	65.15	-32,526.35	0
2019-04-09	SELL	81	373	132.94	60.81	30,019.26	-2,507.1
2019-05-29	BUY	85	350	130.9	60.59	-29,941.49	0
2019-06-12	SELL	85	365	136.51	63.36	30,825.13	883.64
2019-06-17	BUY	86	358.1	135.51	62.82	-30,994.92	0
2019-06-24	SELL	86	359.2	135.92	63.11	30,692.17	-302.75
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
2019-08-06	BUY	92	321.8	130.26	59.95	-29,795.81	0
2019-08-18	SELL	92	318	128.73	59.23	29,068.04	-727.77
2019-08-21	BUY	88	327	126.61	58.32	-28,960.94	0
2019-08-28	SELL	88	320.1	123.94	57.14	27,987.72	-973.22
2019-09-01	BUY	1	312.1	1.37	0.62	-314.1	0
2019-09-04	SELL	1	294.7	1.3	0.59	292.81	-21.28
2019-09-16	BUY	91	306.6	122.76	56.6	-28,079.97	0
2019-09-22	SELL	45	364	72.07	33.04	16,274.89	2,389.19
2019-09-23	SELL	46	361	73.07	33.42	16,499.51	2,305.24
2019-09-25	BUY	45	358	70.88	32.38	-16,213.27	0
2019-10-02	SELL	45	349	69.1	31.55	15,604.34	-608.92
2019-10-03	BUY	48	343.5	72.55	33.14	-16,593.68	0
2019-10-13	SELL	48	331.2	69.95	31.95	15,795.7	-797.99
2019-11-21	BUY	96	325	137.28	63.21	-31,400.49	0
2019-11-26	SELL	96	306	129.25	59.4	29,187.35	-2,213.14
2019-12-01	BUY	91	318	127.33	58.46	-29,123.79	0
2019-12-04	SELL	91	310	124.12	56.97	28,028.91	-1,094.88
2020-01-22	BUY	102	272.8	122.43	56.28	-28,004.32	0
2020-01-29	SELL	102	269.7	121.04	55.56	27,332.8	-671.51
2020-02-03	BUY	106	258.5	120.56	55.28	-27,576.85	0
2020-02-10	SELL	106	261.9	122.15	55.95	27,583.3	6.45
2020-02-13	BUY	105	259	119.66	54.79	-27,369.45	0
2020-02-20	SELL	105	280	129.36	59.29	29,211.35	1,841.9
2020-02-25	BUY	100	292	128.48	58.72	-29,387.2	0
2020-03-01	SELL	100	277.4	122.06	55.75	27,562.19	-1,825.01
2020-03-04	BUY	101	271	120.43	55.02	-27,546.45	0
2020-03-09	SELL	101	262.1	116.48	53.21	26,302.42	-1,244.03
2020-06-11	BUY	109	238.8	114.53	52.62	-26,196.35	0
2020-07-09	SELL	109	238.8	114.53	55.93	25,858.74	-337.61
2020-07-14	BUY	107	240.6	113.27	52.63	-25,910.1	0
2020-07-21	SELL	107	245.9	115.77	53.31	26,142.22	232.11
2020-07-26	BUY	103	251	113.75	52.21	-26,018.96	0
2020-08-03	SELL	103	259	117.38	53.73	26,505.89	486.93
2020-08-09	BUY	104	255	116.69	53.34	-26,690.02	0
2020-08-13	SELL	52	293.25	67.1	30.58	15,151.32	1,806.31
2020-08-17	SELL	52	292.4	66.9	30.49	15,107.41	1,762.4
2020-08-18	BUY	52	288	65.89	30.03	-15,071.92	0
2020-08-25	SELL	52	301.7	69.03	31.45	15,587.92	516
2020-08-26	BUY	48	315	66.53	30.31	-15,216.84	0
2020-09-03	SELL	48	322	68.01	30.98	15,357.02	140.18
2020-09-06	BUY	48	323	68.22	31.07	-15,603.29	0
2020-09-13	SELL	48	347.6	73.41	33.45	16,577.94	974.65
2020-09-14	BUY	43	354	66.98	30.51	-15,319.49	0
2020-09-21	SELL	43	336.7	63.7	29.02	14,385.37	-934.12
2020-12-09	BUY	92	334.1	135.24	62.38	-30,934.82	0
2020-12-17	SELL	92	356.7	144.39	66.41	32,605.6	1,670.78
2020-12-22	BUY	95	341.4	142.71	65.61	-32,641.31	0
2020-12-29	SELL	95	353	147.55	67.77	33,319.67	678.36
2021-01-04	BUY	92	360.1	145.77	66.86	-33,341.83	0
2021-01-11	SELL	92	373.6	151.23	69.29	34,150.68	808.85
2021-01-14	BUY	91	370	148.15	67.86	-33,886.01	0
2021-01-21	SELL	91	377	150.95	69.1	34,086.95	200.94
2021-04-15	BUY	99	342	148.98	68.96	-34,075.94	0
2021-04-22	SELL	99	337.1	146.84	68.13	33,157.92	-918.02
2021-04-27	BUY	97	340	145.11	67.4	-33,192.51	0
2021-05-04	SELL	97	339.5	144.9	67.75	32,718.85	-473.67
2021-05-09	BUY	97	335	142.98	66.47	-32,704.44	0
2021-05-18	SELL	97	342.2	146.05	67.61	32,979.74	275.29
2021-05-23	BUY	96	342.9	144.84	66.91	-33,130.16	0
2021-05-31	SELL	96	345.5	145.94	67.35	32,954.71	-175.45
2021-06-03	BUY	94	346.9	143.48	66.14	-32,818.22	0
2021-06-10	SELL	94	347.1	143.56	66.21	32,417.63	-400.59
2021-06-15	BUY	93	347.4	142.16	65.58	-32,515.94	0
2021-06-20	SELL	93	344.1	140.81	65.01	31,795.48	-720.46
2021-07-06	BUY	91	348.4	139.5	64.43	-31,908.33	0
2021-07-14	SELL	91	358.2	143.42	66.2	32,386.58	478.25
2021-07-19	BUY	88	364	140.94	65.01	-32,237.95	0
2021-07-29	SELL	88	375	145.2	66.89	32,787.91	549.96
2021-08-05	BUY	89	368	144.11	66.23	-32,962.33	0
2021-08-16	SELL	89	365.9	143.29	65.7	32,356.11	-606.22
2021-09-08	BUY	84	381	140.82	64.64	-32,209.46	0
2021-09-15	SELL	84	379	140.08	64.29	31,631.63	-577.83
2021-09-20	BUY	83	380	138.78	63.64	-31,742.41	0
2021-09-27	SELL	83	379.2	138.48	63.47	31,271.65	-470.77
2021-11-15	BUY	86	360.2	136.3	63.12	-31,176.62	0
2021-11-22	SELL	86	360	136.22	63.32	30,760.46	-416.17
2021-11-25	BUY	85	360.1	134.68	63	-30,806.18	0
2021-12-02	SELL	85	355	132.77	62.12	29,980.11	-826.07
2021-12-07	BUY	82	361.9	130.57	61	-29,867.38	0
2021-12-14	SELL	82	358	129.17	60.39	29,166.45	-700.93
2022-01-11	BUY	83	350	127.82	59.33	-29,237.15	0
2022-01-18	SELL	83	360	131.47	61.01	29,687.52	450.36
2022-01-23	BUY	83	356.2	130.08	60.41	-29,755.09	0
2022-01-30	SELL	83	352	128.55	59.61	29,027.84	-727.25
2022-02-02	BUY	81	355	126.52	58.71	-28,940.23	0

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