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 3.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2016-04-07	BUY	183	233.2	187.77	89.34	-42,952.71	0
2016-04-17	SELL	183	234	188.42	90.12	42,543.46	-409.25
2016-04-20	BUY	178	237	185.62	88.61	-42,460.23	0
2016-04-27	SELL	178	251	196.58	92.78	44,388.64	1,928.41
2016-05-03	BUY	179	247	194.54	91.86	-44,499.4	0
2016-05-10	SELL	179	253.4	199.58	93.82	45,065.21	565.81
2016-05-15	BUY	178	251.1	196.66	92.22	-44,984.68	0
2016-05-22	SELL	178	255.2	199.87	93.81	45,131.91	147.23
2016-05-26	BUY	177	254	197.82	92.99	-45,248.8	0
2016-06-02	SELL	177	256.7	199.92	94.12	45,141.86	-106.94
2016-07-13	BUY	174	256.8	196.61	93.06	-44,972.86	0
2016-07-19	SELL	174	259.4	198.6	93.26	44,843.75	-129.12
2016-07-24	BUY	170	263	196.72	91.74	-44,998.47	0
2016-07-31	SELL	170	276.5	206.82	95.34	46,702.84	1,704.37
2016-08-03	BUY	168	276.3	204.24	94.15	-46,716.79	0
2016-08-10	SELL	168	267.9	198.03	91.15	44,718.02	-1,998.77
2016-09-27	BUY	165	269.2	195.44	92.41	-44,705.85	0
2016-10-04	SELL	165	271	196.75	92.95	44,425.3	-280.55
2016-10-09	BUY	163	270.4	193.93	91.17	-44,360.3	0
2016-10-18	SELL	163	270.7	194.15	91.29	43,838.67	-521.63
2016-10-23	BUY	157	277.5	191.7	89.45	-43,848.65	0
2016-10-30	SELL	157	277	191.35	88.91	43,208.74	-639.91
2016-11-02	BUY	154	278.5	188.71	87.65	-43,165.36	0
2016-11-09	SELL	154	281.3	190.61	88.38	43,041.21	-124.15
2016-11-20	BUY	151	282.5	187.69	86.79	-42,931.99	0
2016-11-27	SELL	151	288	191.35	88.26	43,208.39	276.4
2016-11-30	BUY	148	289.9	188.78	87.04	-43,181.02	0
2016-12-07	SELL	148	286.2	186.37	85.9	42,085.32	-1,095.7
2017-01-09	BUY	145	290	185.02	85.53	-42,320.55	0
2017-01-16	SELL	145	290	185.02	85.4	41,779.58	-540.97
2017-01-19	BUY	139	297	181.65	83.68	-41,548.32	0
2017-01-26	SELL	139	302	184.7	84.79	41,708.51	160.19
2017-01-31	BUY	138	301	182.77	83.85	-41,804.62	0
2017-02-07	SELL	138	303.8	184.47	84.69	41,655.24	-149.38
2017-02-12	BUY	135	307.1	182.42	83.82	-41,724.74	0
2017-02-19	SELL	135	320	190.08	87.34	42,922.58	1,197.84
2017-02-26	BUY	135	315.2	187.23	86.1	-42,825.33	0
2017-03-05	SELL	135	311.9	185.27	85.27	41,835.96	-989.37
2017-03-30	BUY	126	330	182.95	84.53	-41,847.49	0
2017-04-06	SELL	126	346.5	192.1	88.38	43,378.52	1,531.03
2017-04-11	BUY	125	344.5	189.48	87.25	-43,339.22	0
2017-04-18	SELL	125	335	184.25	84.82	41,605.93	-1,733.29
2017-06-07	BUY	122	337.9	181.38	84.74	-41,489.93	0
2017-06-14	SELL	122	331.5	177.95	82.91	40,182.14	-1,307.78
2017-06-22	BUY	118	338.8	175.9	81.54	-40,235.84	0
2017-07-04	SELL	118	351.1	182.29	84.09	41,163.42	927.58
2017-07-09	BUY	120	340.5	179.78	82.6	-41,122.39	0
2017-07-16	SELL	120	365.1	192.77	88.3	43,530.93	2,408.54
2017-07-19	BUY	119	365.1	191.17	87.49	-43,725.56	0
2017-07-26	SELL	119	371	194.26	88.88	43,865.87	140.31
2017-07-31	BUY	116	376.2	192.01	87.8	-43,919.01	0
2017-08-07	SELL	116	379.4	193.65	88.59	43,728.16	-190.85
2017-08-17	BUY	112	388	191.21	87.62	-43,734.82	0
2017-08-24	SELL	112	388.4	191.4	87.75	43,221.64	-513.18
2017-09-10	BUY	105	408	188.5	86.62	-43,115.12	0
2017-09-17	SELL	105	418	193.12	88.57	43,608.31	493.2
2017-09-20	BUY	105	412	190.34	87.26	-43,537.6	0
2017-09-27	SELL	105	411	189.88	87.08	42,878.04	-659.56
2017-10-12	BUY	99	430	187.31	85.97	-42,843.28	0
2017-10-19	SELL	99	420	182.95	84.13	41,312.92	-1,530.36
2017-10-25	BUY	93	440	180.05	82.61	-41,182.65	0
2017-11-01	SELL	93	439.8	179.97	82.63	40,638.8	-543.85
2017-11-09	BUY	89	457	178.96	82.09	-40,934.05	0
2017-11-16	SELL	89	484	189.53	86.73	42,799.73	1,865.68
2017-11-21	BUY	88	480	185.86	85.01	-42,510.86	0
2017-11-28	SELL	88	471	182.37	83.39	41,182.24	-1,328.63
2018-01-04	BUY	84	487.6	180.22	82.73	-41,221.34	0
2018-01-11	SELL	84	472.2	174.53	80.11	39,410.16	-1,811.18
2018-01-18	BUY	81	482.5	171.96	78.89	-39,333.36	0
2018-01-25	SELL	81	505.8	180.27	82.55	40,706.98	1,373.63
2018-01-30	BUY	80	511	179.87	82.29	-41,142.16	0
2018-02-05	SELL	80	490.56	172.68	78.94	38,993.18	-2,148.98
2018-04-08	BUY	80	479.9	168.92	77.76	-38,638.69	0
2018-04-15	SELL	80	484.8	170.65	78.52	38,534.83	-103.86
2018-04-18	BUY	79	487.5	169.46	78	-38,759.95	0
2018-04-25	SELL	79	474.9	165.08	75.85	37,276.17	-1,483.78
2018-06-25	BUY	90	408.9	161.92	74.09	-37,037.01	0
2018-06-28	SELL	90	392.54	155.45	71.06	35,102.46	-1,934.56
2018-07-04	BUY	93	378	154.68	70.7	-35,379.38	0
2018-07-11	SELL	93	380	155.5	71.1	35,113.4	-265.98
2018-07-16	BUY	89	390	152.72	69.84	-34,932.57	0
2018-07-23	SELL	89	396.9	155.43	71.16	35,097.51	164.95
2018-07-26	BUY	89	391	153.12	70.2	-35,022.31	0
2018-08-02	SELL	89	390	152.72	70.11	34,487.16	-535.15
2018-08-07	BUY	92	376	152.2	69.86	-34,814.06	0
2018-08-12	SELL	92	364	147.35	67.56	33,273.09	-1,540.98
2018-08-27	BUY	87	377.7	144.58	66.56	-33,071.04	0
2018-09-04	SELL	87	385.6	147.61	67.97	33,331.62	260.57
2018-09-09	BUY	86	384	145.31	66.88	-33,236.19	0
2018-09-16	SELL	86	373	141.14	65.05	31,871.81	-1,364.38
2018-10-01	BUY	85	372.4	139.28	64.15	-31,857.42	0
2018-10-08	SELL	85	364.8	136.44	62.77	30,808.79	-1,048.63
2018-10-14	BUY	84	365.5	135.09	62.08	-30,899.17	0
2018-10-21	SELL	84	363.2	134.24	61.79	30,312.77	-586.4
2018-10-24	BUY	81	372	132.58	61.04	-30,325.62	0
2018-10-31	SELL	81	380.5	135.61	62.36	30,622.53	296.9
2018-11-05	BUY	80	380	133.76	61.55	-30,595.31	0
2018-11-12	SELL	80	379	133.41	61.56	30,125.03	-470.28
2018-12-24	BUY	83	360	131.47	61.02	-30,072.49	0
2019-01-03	SELL	83	365	133.3	61.8	30,099.9	27.41

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