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: -10.4%. 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

#289 · MACD

Full-history NAV৳15,710

Net return -84.3% · drawdown 87.2% · 259 closed positions

2024 onward NAV৳71,479

Net return -28.5% · drawdown 42.4% · 46 closed positions

2024 stress NAV৳26,610

Net return -73.4% · drawdown 73.4% · 38 closed positions

Variant 2; fixed stop 8.0%; maximum 5 sessions; gate None; continuous signal; exit any bearish; trailing arms at 12.0%, distance 4.5%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳82

Unsettled৳15,628

Holdings৳0

NAV৳15,710

Realized P&L৳-84,290

Unrealized P&L৳0

Fees৳115,736

Friction৳53,810

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳4.37e-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 #289

518 fills, including partial sales. Page 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2013-07-22	BUY	547	180.9	435.39	199.31	-99,587	0
2013-07-25	SELL	547	178.4	429.37	196.51	96,958.92	-2,628.08
2013-08-22	BUY	474	203.4	424.21	195.14	-97,030.95	0
2013-09-01	SELL	474	221.3	461.54	212.52	104,222.14	7,191.19
2013-09-04	BUY	482	214.6	455.12	209.06	-104,101.38	0
2013-09-11	SELL	482	200.3	424.8	194.76	95,925.04	-8,176.34
2013-10-29	BUY	509	187.2	419.25	200.34	-95,904.4	0
2013-11-05	SELL	509	194.6	435.83	207.69	98,407.88	2,503.49
2013-11-10	BUY	497	196.8	430.36	203.33	-98,443.3	0
2013-11-17	SELL	497	200.5	438.45	206.08	99,003.97	560.67
2013-11-21	BUY	469	209.9	433.15	201.24	-99,077.49	0
2013-11-28	SELL	469	203.2	419.32	193.86	94,687.62	-4,389.87
2013-12-08	BUY	454	207.3	414.1	191.67	-94,719.98	0
2013-12-11	SELL	454	204.3	408.11	188.83	92,155.26	-2,564.71
2014-01-09	BUY	438	208.7	402.21	188.75	-92,001.56	0
2014-01-19	SELL	438	208.3	401.44	188.22	90,645.75	-1,355.81
2014-01-22	BUY	432	208.7	396.7	185.56	-90,740.66	0
2014-01-29	SELL	432	211.5	402.02	187.19	90,778.79	38.14
2014-02-03	BUY	425	212.2	396.81	184.31	-90,766.12	0
2014-02-06	SELL	425	210	392.7	182.14	88,675.16	-2,090.97
2014-03-03	BUY	400	220.3	387.73	179.13	-88,686.86	0
2014-03-10	SELL	400	214.4	377.34	174.09	85,208.57	-3,478.29
2014-03-13	BUY	394	214.6	372.03	171.76	-85,096.19	0
2014-03-20	SELL	394	211.7	367	169.37	82,873.43	-2,222.76
2014-04-09	BUY	332	247.9	362.13	166.58	-82,831.51	0
2014-04-17	SELL	332	254.6	371.92	170.5	83,984.78	1,153.27
2014-04-22	BUY	332	251.6	367.54	168.4	-84,067.14	0
2014-04-29	SELL	332	267.9	391.35	179.05	88,372.4	4,305.26
2014-05-05	BUY	328	267.9	386.63	176.84	-88,434.67	0
2014-05-12	SELL	328	270.5	390.39	178.71	88,154.91	-279.76
2014-06-05	BUY	306	285.9	384.94	176.95	-88,047.29	0
2014-06-12	SELL	306	299.3	402.98	185.4	90,997.42	2,950.13
2014-06-17	BUY	298	303.7	398.21	182.86	-91,083.67	0
2014-06-24	SELL	298	300.9	394.54	180.98	89,092.68	-1,990.99
2014-08-12	BUY	267	330.9	388.74	178.23	-88,917.27	0
2014-08-20	SELL	267	333.6	391.91	179.42	88,499.87	-417.4
2014-08-25	BUY	269	326.8	386.8	176.99	-88,472.99	0
2014-08-28	SELL	269	321.1	380.05	173.83	85,822.02	-2,650.97
2014-09-23	BUY	224	380.7	375.22	172.06	-85,824.08	0
2014-09-30	SELL	224	381.9	376.4	172.5	84,996.69	-827.39
2014-10-12	BUY	223	380	372.86	170.68	-85,283.54	0
2014-10-15	SELL	223	379.1	371.97	170.16	83,997.17	-1,286.37
2014-12-07	BUY	238	350.3	366.83	169.8	-83,908.03	0
2014-12-14	SELL	238	355.8	372.59	172.8	84,135	226.97
2014-12-18	BUY	238	350.8	367.36	170.4	-84,028.16	0
2014-12-28	SELL	238	357.8	374.69	174.58	84,607.13	578.97
2015-01-01	BUY	231	364	369.97	172.43	-84,626.4	0
2015-01-11	SELL	231	364.1	370.07	173.36	83,563.67	-1,062.73
2015-01-14	BUY	231	360	365.9	171.44	-83,697.34	0
2015-01-19	SELL	231	355.5	361.33	169.52	81,589.65	-2,107.69
2015-02-11	BUY	233	347.9	356.67	166.51	-81,583.88	0
2015-02-22	SELL	233	333.1	341.49	158.9	77,111.91	-4,471.97
2015-02-25	BUY	225	340	336.6	156.56	-76,993.16	0
2015-03-02	SELL	225	334.6	331.25	154.16	74,799.59	-2,193.57
2015-03-18	BUY	219	340	327.62	152.11	-74,939.73	0
2015-03-25	SELL	219	338	325.7	151.04	73,545.27	-1,394.46
2015-03-31	BUY	206	354.9	321.68	148.4	-73,579.48	0
2015-04-07	SELL	206	348.3	315.7	145.25	71,288.85	-2,290.63
2015-04-12	BUY	202	349.6	310.72	142.88	-71,072.8	0
2015-04-19	SELL	202	342	303.97	139.8	68,640.23	-2,432.57
2015-05-20	BUY	204	335	300.7	139.32	-68,780.01	0
2015-05-27	SELL	204	329.9	296.12	137.07	66,866.41	-1,913.6
2015-06-01	BUY	204	325	291.72	134.54	-66,726.26	0
2015-06-09	SELL	204	324.3	291.09	133.93	65,732.17	-994.08
2015-06-14	BUY	195	335	287.43	132.03	-65,744.46	0
2015-06-21	SELL	195	330	283.14	129.97	63,936.89	-1,807.56
2015-06-24	BUY	196	323.8	279.25	128.17	-63,872.22	0
2015-06-29	SELL	196	325.8	280.97	129.15	63,446.68	-425.53
2015-07-05	BUY	189	334.4	278.09	127.88	-63,607.57	0
2015-07-12	SELL	189	340.1	282.83	129.99	63,866.09	258.52
2015-07-21	BUY	187	340	279.75	128.56	-63,988.31	0
2015-07-28	SELL	187	338	278.11	127.57	62,800.32	-1,187.99
2015-08-02	BUY	189	330	274.43	125.84	-62,770.26	0
2015-08-05	SELL	189	329	273.6	125.41	61,781.99	-988.27
2015-08-30	BUY	192	319	269.49	124.37	-61,641.86	0
2015-09-06	SELL	192	314.1	265.35	122.99	59,918.86	-1,723
2015-09-09	BUY	190	313.2	261.84	121.53	-59,891.37	0
2015-09-14	SELL	190	307.1	256.74	119.05	57,973.21	-1,918.15
2015-11-01	BUY	230	250.8	253.81	117.38	-58,055.19	0
2015-11-08	SELL	230	250	253	117.29	57,129.71	-925.48
2015-11-11	BUY	226	251	249.59	115.91	-57,091.51	0
2015-11-18	SELL	226	254.5	253.07	118.32	57,145.61	54.1
2015-11-23	BUY	223	254.8	250.01	117.15	-57,187.56	0
2015-11-30	SELL	223	256.1	251.29	118.17	56,740.84	-446.71
2015-12-03	BUY	207	272	247.74	116.27	-56,668.01	0
2015-12-09	SELL	207	250.24	227.92	106.41	51,465.35	-5,202.65
2015-12-14	BUY	202	253	224.87	104.75	-51,435.62	0
2015-12-20	SELL	202	250.7	222.82	103.91	50,314.66	-1,120.96
2015-12-27	BUY	197	254	220.17	102.71	-50,360.87	0
2016-01-03	SELL	197	253.4	219.65	103.3	49,596.85	-764.02
2016-01-06	BUY	196	252	217.32	103.04	-49,712.37	0
2016-01-13	SELL	196	255.4	220.26	104.94	49,733.21	20.84
2016-01-18	BUY	190	259.5	216.94	102.73	-49,624.67	0
2016-01-25	SELL	190	266.2	222.54	104.07	50,251.39	626.72
2016-01-28	BUY	189	265	220.37	102.93	-50,408.31	0
2016-02-02	SELL	189	256.3	213.14	99.34	48,128.22	-2,280.09
2016-04-07	BUY	205	233.2	210.35	100.62	-48,116.96	0
2016-04-17	SELL	205	234	211.07	101.56	47,657.37	-459.59
2016-04-20	BUY	199	237	207.52	99.63	-47,470.14	0
2016-04-27	SELL	199	251	219.78	104.17	49,625.05	2,154.91

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