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

#290 · Flow: Range flow

Full-history NAV৳15,679

Net return -84.3% · drawdown 87.3% · 257 closed positions

2024 onward NAV৳54,129

Net return -45.9% · drawdown 54.8% · 54 closed positions

2024 stress NAV৳45,581

Net return -54.4% · drawdown 59.4% · 39 closed positions

Variant 0; fixed stop 18.0%; maximum 60 sessions; gate None; fresh signal only; exit EMA 200 break; trailing arms at 8.0%, distance 3.5%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳190

Unsettled৳0

Holdings৳15,490

NAV৳15,679

Realized P&L৳-84,005

Unrealized P&L৳-316

Fees৳113,136

Friction৳52,464

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳4.73e-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 #290

515 fills, including partial sales. Page 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2012-11-29	BUY	310	170.9	233.11	108.35	-53,320.46	0
2012-12-04	SELL	310	167	227.79	105.99	51,436.22	-1,884.24
2012-12-13	BUY	307	166.5	224.91	104.68	-51,445.09	0
2012-12-19	SELL	307	167.2	225.85	106.21	50,998.34	-446.75
2012-12-24	BUY	295	171.5	222.61	104.75	-50,919.85	0
2012-12-30	SELL	295	175	227.15	106.47	51,291.38	371.52
2013-01-08	BUY	298	171.4	224.74	105.43	-51,407.37	0
2013-01-13	SELL	298	170	222.9	104.62	50,332.47	-1,074.9
2013-01-16	BUY	295	169.6	220.14	103.39	-50,355.53	0
2013-01-21	SELL	295	168.9	219.23	103.07	49,503.2	-852.33
2013-01-27	BUY	292	168.4	216.36	102.52	-49,491.69	0
2013-01-30	SELL	292	168.4	216.36	103.06	48,853.38	-638.3
2013-02-07	BUY	285	170.1	213.31	99.71	-48,791.52	0
2013-02-12	SELL	285	165.1	207.04	96.19	46,750.27	-2,041.24
2013-02-17	BUY	279	166.6	204.52	94.84	-46,780.76	0
2013-02-25	SELL	279	150.6	184.88	85.43	41,747.1	-5,033.67
2013-03-04	BUY	280	148.2	182.58	84.43	-41,763.01	0
2013-03-07	SELL	280	143.7	177.04	82.06	39,976.9	-1,786.11
2013-03-18	BUY	274	144.8	174.57	81.88	-39,931.65	0
2013-03-24	SELL	274	145.3	175.17	82.64	39,554.39	-377.26
2013-04-01	BUY	269	146.2	173.04	82.41	-39,583.25	0
2013-04-04	SELL	269	147.4	174.46	82.98	39,393.15	-190.09
2013-04-09	BUY	267	146.5	172.11	81.81	-39,369.42	0
2013-04-15	SELL	267	146.7	172.34	81.89	38,914.67	-454.75
2013-04-29	BUY	268	144.2	170.04	81.22	-38,896.86	0
2013-05-05	SELL	268	146	172.16	82.61	38,873.23	-23.63
2013-05-15	BUY	250	154.7	170.17	81.07	-38,926.24	0
2013-05-20	SELL	250	166.2	182.82	86.59	41,280.59	2,354.35
2013-05-26	BUY	250	163.7	180.07	84.47	-41,189.54	0
2013-06-09	SELL	250	176.5	194.15	89.65	43,841.2	2,651.67
2013-06-12	BUY	245	178.1	191.99	88.44	-43,914.94	0
2013-06-27	SELL	245	184	198.35	91.09	44,790.56	875.63
2013-07-14	BUY	210	211.5	195.43	89.34	-44,699.76	0
2013-07-17	SELL	210	232.5	214.83	98.07	48,512.1	3,812.33
2013-07-28	BUY	273	176.5	212.01	96.7	-48,493.21	0
2013-07-31	SELL	273	184.2	221.26	100.93	49,964.4	1,471.2
2013-08-05	BUY	278	178.9	218.83	99.82	-50,052.85	0
2013-08-18	SELL	278	185.9	227.39	103.84	51,348.96	1,296.12
2013-08-27	BUY	243	209.8	224.32	102.68	-51,308.4	0
2013-10-10	SELL	243	181.4	193.95	89.38	43,796.87	-7,511.53
2013-10-23	BUY	238	183.2	191.85	88.99	-43,882.44	0
2013-10-28	SELL	238	189.3	198.23	92.23	44,762.94	880.5
2013-11-05	BUY	228	194.6	195.22	90.66	-44,654.68	0
2013-11-24	SELL	228	206.6	207.26	95.13	46,802.41	2,147.73
2013-12-01	BUY	232	200.5	204.67	93.81	-46,814.48	0
2014-01-28	SELL	232	210.9	215.29	99.16	48,614.35	1,799.87
2014-02-03	BUY	228	212.2	212.88	97.9	-48,692.38	0
2014-04-09	SELL	228	245.3	246.09	112.77	55,570.23	6,877.85
2014-04-17	BUY	217	254.6	243.09	111.11	-55,602.41	0
2014-04-27	SELL	217	265.8	253.79	115.87	57,308.95	1,706.54
2014-05-04	BUY	216	262.9	249.86	114.03	-57,150.29	0
2014-06-05	SELL	216	285.9	271.72	124.5	61,358.18	4,207.9
2014-06-11	BUY	207	295.1	268.78	123.21	-61,477.69	0
2014-08-12	SELL	207	330.9	301.38	137.91	68,057.01	6,579.32
2014-08-19	BUY	200	338.2	297.62	136.05	-68,073.66	0
2014-09-29	SELL	200	392.2	345.14	158.04	77,936.82	9,863.16
2014-10-14	BUY	207	372.6	339.36	155.19	-77,622.75	0
2015-01-13	SELL	207	366	333.35	155.63	75,273.02	-2,349.73
2015-01-22	BUY	213	352	329.89	154.01	-75,459.91	0
2015-04-21	SELL	213	337	315.84	145.35	71,319.81	-4,140.09
2015-04-29	BUY	214	331.8	312.42	143.98	-71,461.6	0
2015-05-05	SELL	214	327	307.9	142.38	69,527.71	-1,933.89
2015-05-17	BUY	213	324.1	303.75	140.76	-69,477.81	0
2015-05-20	SELL	213	335	313.96	145.58	70,895.45	1,417.64
2015-05-26	BUY	211	334	310.09	143.73	-70,927.82	0
2015-05-31	SELL	211	328.5	304.98	140.77	68,867.76	-2,060.06
2015-06-11	BUY	210	325	300.3	138.11	-68,688.41	0
2015-06-22	SELL	210	328.9	303.9	139.61	68,625.48	-62.93
2015-06-28	BUY	209	326	299.79	137.77	-68,571.55	0
2015-07-02	SELL	209	330.1	303.56	139.72	68,547.62	-23.93
2015-07-07	BUY	208	328.6	300.73	138.46	-68,787.99	0
2015-07-12	SELL	208	340.1	311.26	143.21	70,286.33	1,498.34
2015-07-22	BUY	208	335.2	306.78	141.05	-70,169.42	0
2015-08-03	SELL	208	328.5	300.64	137.92	67,889.43	-2,279.99
2015-08-19	BUY	212	318.9	297.47	136.76	-68,041.03	0
2015-08-24	SELL	212	316.5	295.23	136.05	66,666.72	-1,374.31
2015-09-03	BUY	210	315.1	291.15	135.08	-66,597.23	0
2015-09-08	SELL	210	314	290.14	134.91	65,514.95	-1,082.28
2015-09-21	BUY	218	298.2	286.03	133.09	-65,426.73	0
2015-09-29	SELL	218	296	283.92	131.96	64,112.12	-1,314.61
2015-10-12	BUY	239	267	280.78	129.68	-64,223.46	0
2015-10-15	SELL	239	254.9	268.05	123.82	60,529.23	-3,694.23
2015-10-26	BUY	237	253	263.83	121.78	-60,346.61	0
2015-10-29	SELL	237	246.5	257.05	118.72	58,044.73	-2,301.88
2015-11-08	BUY	231	250	254.1	117.81	-58,121.91	0
2015-11-11	SELL	231	251	255.12	118.53	57,607.35	-514.56
2015-11-18	BUY	225	254.5	251.96	117.78	-57,632.23	0
2015-11-23	SELL	225	254.8	252.25	118.23	56,959.52	-672.71
2015-11-26	BUY	224	253.1	249.46	117.14	-57,061	0
2015-12-01	SELL	224	267.9	264.04	124.52	59,621.04	2,560.04
2015-12-17	BUY	235	251.2	259.74	121.5	-59,413.24	0
2015-12-22	SELL	235	255	263.67	123.62	59,537.71	124.47
2016-01-03	BUY	234	253.4	260.9	123.47	-59,679.97	0
2016-01-06	SELL	234	252	259.46	124.01	58,584.53	-1,095.44
2016-01-11	BUY	229	254	255.93	123.14	-58,545.07	0
2016-01-14	SELL	229	256.6	258.55	124.02	58,378.83	-166.24
2016-01-19	BUY	220	263.3	254.87	121.3	-58,302.17	0
2016-01-24	SELL	220	266	257.49	121.03	58,141.48	-160.69
2016-02-02	BUY	226	256.3	254.86	119.36	-58,298.02	0
2016-02-07	SELL	226	260.4	258.94	121.38	58,470.08	172.06

Previous Next