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: -11.0%. 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

#292 · MACD

Full-history NAV৳13,883

Net return -86.1% · drawdown 86.4% · 260 closed positions

2024 onward NAV৳68,594

Net return -31.4% · drawdown 44.7% · 46 closed positions

2024 stress NAV৳26,610

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

Variant 2; fixed stop 4.0%; maximum 5 sessions; gate None; continuous signal; exit stop/time only; trailing arms at 12.0%, distance 4.5%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳178

Unsettled৳13,705

Holdings৳0

NAV৳13,883

Realized P&L৳-86,117

Unrealized P&L৳0

Fees৳102,652

Friction৳47,559

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳5.82e-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 #292

520 fills, including partial sales. Page 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2013-07-14	BUY	369	211.5	343.39	157.65	-78,544.54	0
2013-07-17	SELL	369	232.5	377.49	172.9	85,242.12	6,697.58
2013-07-22	BUY	469	180.9	373.31	170.72	-85,386.12	0
2013-07-25	SELL	469	178.4	368.15	168.33	83,133.13	-2,252.99
2013-08-22	BUY	406	203.4	363.35	166.86	-83,110.61	0
2013-08-27	SELL	406	209.8	374.79	172.37	84,631.64	1,521.03
2013-09-02	BUY	391	214.7	369.37	169.52	-84,486.59	0
2013-09-09	SELL	391	204.3	351.48	160.98	79,368.84	-5,117.75
2013-09-10	BUY	1	204.5	0.9	0.41	-205.81	0
2013-09-15	SELL	1	204.3	0.9	0.41	202.99	-2.82
2013-10-29	BUY	422	187.2	347.59	164.71	-79,510.71	0
2013-11-05	SELL	422	194.6	361.33	170.83	81,589.03	2,078.33
2013-11-10	BUY	412	196.8	356.76	167.46	-81,605.82	0
2013-11-17	SELL	412	200.5	363.47	169.87	82,072.66	466.84
2013-11-21	BUY	388	209.9	358.34	165.86	-81,965.4	0
2013-11-26	SELL	388	200	341.44	157.51	77,101.05	-4,864.36
2013-12-01	BUY	382	200.5	337	155.3	-77,083.3	0
2013-12-08	SELL	382	207.3	348.43	160.82	78,679.35	1,596.05
2014-01-09	BUY	375	208.7	344.36	160.87	-78,767.73	0
2014-01-19	SELL	375	208.3	343.7	160.44	77,608.37	-1,159.36
2014-01-22	BUY	369	208.7	338.85	157.84	-77,506.99	0
2014-01-29	SELL	369	211.5	343.39	159.33	77,540.77	33.78
2014-02-03	BUY	363	212.2	338.93	156.93	-77,524.46	0
2014-02-10	SELL	363	206	329.02	152.03	74,296.95	-3,227.51
2014-03-03	BUY	335	220.3	324.72	149.63	-74,274.85	0
2014-03-06	SELL	335	214.7	316.47	145.63	71,462.4	-2,812.45
2014-03-09	BUY	1	218.3	0.96	0.44	-219.7	0
2014-03-16	SELL	1	214.4	0.94	0.43	213.03	-6.67
2014-03-18	BUY	336	211.3	312.39	143.87	-71,453.06	0
2014-03-25	SELL	336	212	313.42	144.44	70,774.13	-678.92
2014-04-09	BUY	284	247.9	309.78	142.25	-70,855.63	0
2014-04-17	SELL	284	254.6	318.15	145.67	71,842.58	986.95
2014-04-22	BUY	284	251.6	314.4	143.89	-71,912.69	0
2014-04-29	SELL	284	267.9	334.77	153.02	75,595.82	3,683.13
2014-05-05	BUY	280	267.9	330.05	150.82	-75,492.88	0
2014-05-12	SELL	280	270.5	333.26	152.4	75,254.35	-238.53
2014-06-05	BUY	262	285.9	329.59	151.26	-75,386.65	0
2014-06-12	SELL	262	299.3	345.03	158.47	77,913.1	2,526.45
2014-06-17	BUY	255	303.7	340.75	156.24	-77,940.49	0
2014-06-24	SELL	255	300.9	337.61	154.66	76,237.23	-1,703.27
2014-08-12	BUY	228	330.9	331.96	152	-75,929.16	0
2014-08-20	SELL	228	333.6	334.67	153.05	75,573.08	-356.08
2014-08-25	BUY	230	326.8	330.72	151.19	-75,645.91	0
2014-08-28	SELL	230	321.1	324.95	148.49	73,379.56	-2,266.35
2014-09-23	BUY	192	380.7	321.62	147.3	-73,563.31	0
2014-09-30	SELL	192	381.9	322.63	147.69	72,854.48	-708.83
2014-10-12	BUY	190	380	317.68	145.27	-72,662.95	0
2014-10-19	SELL	190	371.8	310.82	142.02	70,189.16	-2,473.8
2014-12-07	BUY	199	350.3	306.72	141.55	-70,157.98	0
2014-12-14	SELL	199	355.8	311.54	144.01	70,348.65	190.67
2014-12-18	BUY	200	350.8	308.7	142.74	-70,611.44	0
2014-12-28	SELL	200	357.8	314.86	146.13	71,099	487.56
2015-01-01	BUY	194	364	310.71	144.24	-71,070.95	0
2015-01-11	SELL	194	364.1	310.8	144.9	70,179.7	-891.25
2015-01-14	BUY	193	360	305.71	142.53	-69,928.24	0
2015-01-21	SELL	193	350.4	297.56	138.64	67,191	-2,737.24
2015-02-11	BUY	192	347.9	293.91	136.57	-67,227.28	0
2015-02-22	SELL	192	333.1	281.4	130.41	63,543.39	-3,683.89
2015-02-25	BUY	186	340	278.26	128.91	-63,647.17	0
2015-03-04	SELL	186	332.9	272.45	126.26	61,520.69	-2,126.48
2015-03-18	BUY	180	340	269.28	124.55	-61,593.83	0
2015-03-25	SELL	180	338	267.7	123.7	60,448.6	-1,145.23
2015-03-31	BUY	169	354.9	263.9	121.42	-60,363.43	0
2015-04-07	SELL	169	348.3	259	118.91	58,484.8	-1,878.63
2015-04-12	BUY	166	349.6	255.35	117.17	-58,406.12	0
2015-04-20	SELL	166	340	248.34	114	56,077.67	-2,328.46
2015-05-20	BUY	167	335	246.16	113.66	-56,304.81	0
2015-05-27	SELL	167	329.9	242.41	111.84	54,739.05	-1,565.77
2015-06-01	BUY	167	325	238.81	109.85	-54,623.66	0
2015-06-09	SELL	167	324.3	238.3	109.4	53,810.4	-813.26
2015-06-14	BUY	160	335	235.84	108.13	-53,943.97	0
2015-06-21	SELL	160	330	232.32	106.45	52,461.23	-1,482.74
2015-06-24	BUY	161	323.8	229.38	105.1	-52,466.28	0
2015-07-02	SELL	161	330.1	233.84	107.32	52,804.93	338.65
2015-07-07	BUY	159	328.6	229.89	105.52	-52,582.81	0
2015-07-14	SELL	159	347.7	243.25	111.64	54,929.41	2,346.6
2015-07-23	BUY	163	334.6	239.98	110.06	-54,889.83	0
2015-08-02	SELL	163	330	236.68	108.39	53,444.93	-1,444.9
2015-08-30	BUY	167	319	234.4	107.96	-53,615.36	0
2015-09-06	SELL	167	314.1	230.8	106.7	52,117.2	-1,498.17
2015-09-09	BUY	165	313.2	227.38	105.25	-52,010.64	0
2015-09-16	SELL	165	308.3	223.83	103.77	50,541.9	-1,468.73
2015-11-01	BUY	201	250.8	221.81	102.36	-50,734.97	0
2015-11-08	SELL	201	250	221.1	102.25	49,926.65	-808.31
2015-11-11	BUY	197	251	217.57	100.77	-49,765.33	0
2015-11-18	SELL	197	254.5	220.6	102.77	49,813.13	47.8
2015-11-23	BUY	194	254.8	217.5	101.52	-49,750.21	0
2015-11-30	SELL	194	256.1	218.61	102.36	49,362.44	-387.78
2015-12-03	BUY	181	272	216.62	101.26	-49,549.88	0
2015-12-08	SELL	181	257	204.67	95.32	46,217	-3,332.88
2015-12-13	BUY	179	256.3	201.86	93.82	-46,173.39	0
2015-12-21	SELL	179	253.4	199.58	92.83	45,066.19	-1,107.19
2015-12-27	BUY	176	254	196.7	91.51	-44,992.2	0
2016-01-03	SELL	176	253.4	196.23	91.96	44,310.21	-681.99
2016-01-06	BUY	175	252	194.04	91.6	-44,385.64	0
2016-01-13	SELL	175	255.4	196.66	93.23	44,405.11	19.47
2016-01-18	BUY	170	259.5	194.11	91.52	-44,400.63	0
2016-01-25	SELL	170	266.2	199.12	92.84	44,962.04	561.41
2016-01-28	BUY	168	265	195.89	91.22	-44,807.11	0
2016-02-02	SELL	168	256.3	189.46	88.06	42,780.89	-2,026.23

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