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 4.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2019-01-20	BUY	94	375	155.1	71.34	-35,476.44	0
2019-01-27	SELL	94	397	164.2	75.42	37,078.38	1,601.93
2019-01-30	BUY	89	414.4	162.28	74.32	-37,118.2	0
2019-02-06	SELL	89	403.6	158.05	72.27	35,690.08	-1,428.12
2019-02-11	BUY	88	405	156.82	71.71	-35,868.52	0
2019-02-14	SELL	88	395	152.94	69.9	34,537.16	-1,331.37
2019-03-24	BUY	86	398	150.6	69.08	-34,447.69	0
2019-04-01	SELL	86	409.2	154.84	71.12	34,965.24	517.56
2019-04-04	BUY	87	399	152.74	70.02	-34,935.75	0
2019-04-09	SELL	87	373	142.78	65.34	32,242.88	-2,692.88
2019-05-29	BUY	92	350	141.68	65.67	-32,407.35	0
2019-06-12	SELL	92	365	147.75	68.7	33,363.55	956.2
2019-06-17	BUY	92	358.1	144.96	67.29	-33,157.45	0
2019-06-24	SELL	92	359.2	145.4	67.61	32,833.39	-324.06
2019-06-27	BUY	90	363.5	143.95	66.74	-32,925.69	0
2019-07-07	SELL	90	358.8	142.08	65.83	32,084.08	-841.6
2019-08-01	BUY	96	333	140.66	64.84	-32,173.5	0
2019-08-08	SELL	96	318.8	134.66	62.02	30,408.12	-1,765.38
2019-08-20	BUY	93	324.9	132.95	61.23	-30,409.88	0
2019-08-27	SELL	93	314.5	128.69	59.34	29,060.47	-1,349.42
2019-09-01	BUY	92	312.1	126.34	58.27	-28,897.81	0
2019-09-04	SELL	92	294.7	119.29	54.94	26,938.17	-1,959.64
2019-09-16	BUY	88	306.6	118.72	54.71	-27,154.23	0
2019-09-23	SELL	88	361	139.78	64.3	31,563.92	4,409.69
2019-09-26	BUY	87	360	137.81	63.24	-31,521.05	0
2019-10-03	SELL	87	343.5	131.49	60.29	29,692.71	-1,828.34
2019-10-09	BUY	86	341	129.03	59.18	-29,514.21	0
2019-10-14	SELL	86	325	122.98	56.39	27,770.63	-1,743.58
2019-11-20	BUY	86	323.1	122.26	56.3	-27,965.16	0
2019-11-27	SELL	86	306.5	115.98	53.22	26,189.8	-1,775.36
2019-12-02	BUY	84	310.1	114.61	52.57	-26,215.59	0
2019-12-05	SELL	84	306	113.1	51.86	25,539.04	-676.55
2020-01-21	BUY	90	279.9	110.84	50.96	-25,352.81	0
2020-01-28	SELL	90	272.4	107.87	49.5	24,358.63	-994.17
2020-01-30	BUY	1	262.9	1.16	0.53	-264.58	0
2020-02-06	SELL	1	263	1.16	0.53	261.32	-3.27
2020-02-09	BUY	92	260.7	105.53	48.29	-24,138.22	0
2020-02-16	SELL	92	261.4	105.81	48.42	23,894.57	-243.66
2020-02-19	BUY	90	266.8	105.65	48.36	-24,166.01	0
2020-02-24	SELL	90	306.94	121.55	55.55	27,447.23	3,281.22
2020-02-27	BUY	95	288.1	120.43	55.01	-27,544.93	0
2020-03-05	SELL	95	270	112.86	51.54	25,485.6	-2,059.34
2020-06-08	BUY	106	238.8	111.38	51.09	-25,475.27	0
2020-07-09	SELL	106	238.8	111.38	54.29	25,147.14	-328.13
2020-07-14	BUY	104	240.6	110.1	51.12	-25,183.62	0
2020-07-21	SELL	104	245.9	112.52	51.8	25,409.28	225.66
2020-07-26	BUY	100	251	110.44	50.67	-25,261.11	0
2020-08-03	SELL	100	259	113.96	52.15	25,733.89	472.78
2020-08-09	BUY	101	255	113.32	51.79	-25,920.11	0
2020-08-17	SELL	101	292.4	129.94	59.37	29,343.09	3,422.98
2020-08-20	BUY	102	285	127.91	58.41	-29,256.32	0
2020-08-27	SELL	102	317	142.27	64.98	32,126.75	2,870.43
2020-09-02	BUY	99	322	140.26	64.03	-32,082.3	0
2020-09-09	SELL	99	339	147.67	67.43	33,345.9	1,263.6
2020-09-14	BUY	94	354	146.41	66.88	-33,489.3	0
2020-09-21	SELL	94	336.7	139.26	63.61	31,446.93	-2,042.37
2020-12-09	BUY	93	334.1	136.71	63.06	-31,271.08	0
2020-12-17	SELL	93	356.7	145.96	67.14	32,960	1,688.92
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
2021-01-14	BUY	93	370	151.4	69.37	-34,630.77	0
2021-01-21	SELL	93	377	154.27	70.63	34,836.11	205.34
2021-03-16	BUY	100	346	152.24	70	-34,822.24	0
2021-03-22	SELL	100	339	149.16	68.63	33,682.21	-1,140.02
2021-04-13	BUY	101	330	146.65	67.84	-33,544.5	0
2021-04-21	SELL	101	340.2	151.18	70.18	34,138.83	594.34
2021-04-26	BUY	100	339	149.16	69.29	-34,118.45	0
2021-05-03	SELL	100	342	150.48	70.28	33,979.24	-139.21
2021-05-06	BUY	101	335	148.87	69.5	-34,053.37	0
2021-05-17	SELL	101	344.5	153.1	71.02	34,570.39	517.02
2021-05-20	BUY	100	343	150.92	69.79	-34,520.71	0
2021-05-30	SELL	100	348.4	153.3	70.81	34,615.9	95.18
2021-06-02	BUY	99	346.5	150.94	69.63	-34,524.06	0
2021-06-09	SELL	99	346.9	151.11	69.78	34,122.21	-401.85
2021-06-14	BUY	96	352.8	149.02	68.79	-34,086.62	0
2021-06-17	SELL	96	343.6	145.14	66.96	32,773.5	-1,313.12
2021-07-06	BUY	94	348.4	144.1	66.59	-32,960.29	0
2021-07-14	SELL	94	358.2	148.15	68.41	33,454.24	493.95
2021-07-19	BUY	91	364	145.75	67.26	-33,337	0
2021-07-29	SELL	91	375	150.15	69.2	33,905.65	568.64
2021-08-05	BUY	92	368	148.97	68.48	-34,073.45	0
2021-08-16	SELL	92	365.9	148.12	67.94	33,446.75	-626.7
2021-09-08	BUY	87	381	145.85	66.98	-33,359.82	0
2021-09-15	SELL	87	379	145.08	66.61	32,761.31	-598.51
2021-09-20	BUY	86	380	143.79	65.96	-32,889.75	0
2021-09-27	SELL	86	379.2	143.49	65.78	32,401.93	-487.82
2021-11-14	BUY	89	361.9	141.72	65.63	-32,416.45	0
2021-11-21	SELL	89	360.5	141.17	65.64	31,877.69	-538.76
2021-11-24	BUY	88	359.6	139.24	65.01	-31,849.05	0
2021-12-01	SELL	88	359	139	65.2	31,387.8	-461.25
2021-12-06	BUY	86	362.8	137.28	64.21	-31,402.3	0
2021-12-13	SELL	86	358	135.47	63.46	30,589.07	-813.23
2022-01-10	BUY	86	350.1	132.48	61.57	-30,302.65	0
2022-01-17	SELL	86	360	136.22	63.19	30,760.59	457.94
2022-01-20	BUY	85	359.2	134.34	62.43	-30,728.77	0
2022-01-27	SELL	85	351.4	131.42	61.03	29,676.54	-1,052.23
2022-01-30	BUY	1	352	1.55	0.7	-354.25	0
2022-02-06	SELL	1	354.5	1.56	0.71	352.23	-2.02

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