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: -11.1%. 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

#293 · Flow: Range flow

Full-history NAV৳13,676

Net return -86.3% · drawdown 88.9% · 292 closed positions

2024 onward NAV৳53,133

Net return -46.9% · drawdown 55.6% · 56 closed positions

2024 stress NAV৳41,873

Net return -58.1% · drawdown 62.7% · 42 closed positions

Variant 0; fixed stop 10.0%; maximum 30 sessions; gate None; fresh signal only; exit EMA 200 break; trailing arms at 5.0%, distance 2.0%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳93

Unsettled৳0

Holdings৳13,583

NAV৳13,676

Realized P&L৳-86,047

Unrealized P&L৳-277

Fees৳119,071

Friction৳55,071

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 #293

586 fills, including partial sales. Page 4.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2018-06-10	SELL	139	395	241.58	111.47	54,551.95	-2,664.71
2018-06-19	BUY	142	382.6	239.05	109.98	-54,678.23	0
2018-06-24	SELL	142	405	253.04	116.25	57,140.7	2,462.47
2018-07-08	BUY	147	387	250.31	114.83	-57,254.14	0
2018-07-11	SELL	147	380	245.78	112.78	55,501.44	-1,752.7
2018-07-18	BUY	137	401.9	242.27	111.16	-55,413.73	0
2018-07-23	SELL	137	396.9	239.25	109.97	54,026.08	-1,387.65
2018-07-30	BUY	137	390.2	235.21	108.49	-53,801.1	0
2018-08-02	SELL	137	390	235.09	108.5	53,086.4	-714.7
2018-08-07	BUY	141	376	233.27	107.62	-53,356.89	0
2018-08-12	SELL	141	364	225.83	104.03	50,994.15	-2,362.74
2018-08-26	BUY	135	375	222.75	103.12	-50,950.87	0
2018-08-29	SELL	135	391.5	232.55	107.92	52,512.03	1,561.16
2018-09-12	BUY	137	380.2	229.18	106.26	-52,422.85	0
2018-09-17	SELL	137	369	222.43	103.54	50,227.02	-2,195.83
2018-09-23	BUY	139	358.2	219.08	101.71	-50,110.58	0
2018-09-26	SELL	139	367	224.46	104.11	50,684.43	573.85
2018-10-01	BUY	136	372.4	222.84	103.44	-50,972.68	0
2018-10-04	SELL	136	374.9	224.34	104.05	50,658.01	-314.67
2018-10-14	BUY	137	365.5	220.32	101.95	-50,395.77	0
2018-10-17	SELL	137	362.6	218.58	101.14	49,356.49	-1,039.29
2018-10-24	BUY	132	372	216.06	100.27	-49,420.33	0
2018-10-29	SELL	132	384	223.03	103.32	50,361.65	941.32
2018-11-04	BUY	131	382	220.18	102.07	-50,364.25	0
2018-11-07	SELL	131	375	216.15	100.47	48,808.38	-1,555.87
2018-11-14	BUY	129	376.5	213.7	99.52	-48,881.73	0
2018-11-19	SELL	129	365.1	207.23	96.33	46,794.34	-2,087.39
2018-11-28	BUY	127	366.2	204.63	95.25	-46,807.28	0
2018-12-03	SELL	127	360.2	201.28	93.77	45,450.35	-1,356.93
2018-12-09	BUY	124	363.6	198.38	92.36	-45,377.14	0
2018-12-12	SELL	124	355.5	193.96	90.18	43,797.86	-1,579.27
2018-12-24	BUY	121	360	191.66	89.8	-43,841.47	0
2019-01-01	SELL	121	370	196.99	92.1	44,480.91	639.44
2019-01-07	BUY	118	375	194.7	90.89	-44,535.59	0
2019-01-10	SELL	118	383.2	198.96	92.19	44,926.45	390.87
2019-01-15	BUY	114	390	195.62	90.35	-44,745.98	0
2019-01-20	SELL	114	375	188.1	86.74	42,475.16	-2,270.82
2019-01-23	BUY	108	391	185.8	85.57	-42,499.38	0
2019-01-30	SELL	108	411.5	195.55	89.7	44,156.97	1,657.6
2019-02-05	BUY	109	403	193.28	88.49	-44,208.76	0
2019-02-13	SELL	109	388	186.08	85.16	42,020.76	-2,188.01
2019-02-19	BUY	111	376	183.64	83.99	-42,003.63	0
2019-02-25	SELL	111	386.8	188.91	86.41	42,659.48	655.85
2019-03-04	BUY	109	389	186.56	85.39	-42,672.96	0
2019-03-07	SELL	109	390	187.04	85.76	42,237.19	-435.76
2019-03-12	BUY	109	384.3	184.31	84.56	-42,157.57	0
2019-03-18	SELL	109	385.5	184.89	84.87	41,749.75	-407.83
2019-03-24	BUY	105	398	183.88	84.52	-42,058.39	0
2019-04-02	SELL	105	411.31	190.02	87.36	42,909.75	851.35
2019-04-09	BUY	114	373	187.1	85.8	-42,794.89	0
2019-04-15	SELL	114	369.8	185.49	85.01	41,886.7	-908.2
2019-04-18	BUY	112	372.5	183.57	84.12	-41,987.69	0
2019-04-24	SELL	112	374.8	184.7	84.7	41,708.2	-279.49
2019-04-29	BUY	113	365.5	181.73	83.46	-41,566.68	0
2019-05-05	SELL	113	361.9	179.94	82.76	40,632.01	-934.68
2019-05-15	BUY	117	346	178.12	82.72	-40,742.84	0
2019-05-20	SELL	117	350.1	180.23	83.89	40,697.57	-45.27
2019-05-28	BUY	118	341.8	177.46	82.69	-40,592.55	0
2019-06-09	SELL	118	355.1	184.37	86.08	41,631.35	1,038.8
2019-06-16	BUY	114	363.5	182.33	85.14	-41,706.47	0
2019-06-19	SELL	114	363.9	182.53	85.4	41,216.67	-489.81
2019-06-27	BUY	112	363.5	179.13	83.46	-40,974.59	0
2019-07-03	SELL	112	364.9	179.82	83.65	40,605.33	-369.26
2019-07-08	BUY	115	351.7	177.96	82.93	-40,706.39	0
2019-07-11	SELL	115	333	168.5	78.27	38,048.24	-2,658.15
2019-07-17	BUY	115	330	166.98	77.25	-38,194.23	0
2019-07-22	SELL	115	325.3	164.6	76.08	37,168.82	-1,025.41
2019-08-01	BUY	111	333	162.64	75.13	-37,200.77	0
2019-08-06	SELL	111	321.8	157.17	72.51	35,490.12	-1,710.65
2019-08-18	BUY	111	318	155.31	71.64	-35,524.95	0
2019-08-21	SELL	111	327	159.71	73.82	36,063.47	538.52
2019-08-27	BUY	114	314.5	157.75	72.97	-36,083.73	0
2019-09-01	SELL	114	312.1	156.55	72.45	35,350.4	-733.33
2019-09-08	BUY	118	295.5	153.42	70.93	-35,093.35	0
2019-09-12	SELL	118	305.1	158.41	73.22	35,770.17	676.82
2019-10-06	BUY	103	347	157.26	72.25	-35,970.51	0
2019-10-10	SELL	103	333.5	151.14	69.44	34,129.92	-1,840.6
2019-10-20	BUY	107	317	149.24	68.53	-34,136.77	0
2019-10-23	SELL	107	321.6	151.41	69.83	34,189.96	53.19
2019-10-30	BUY	105	321.2	148.39	68.6	-33,942.99	0
2019-11-04	SELL	105	315.1	145.58	67.33	32,872.6	-1,070.39
2019-11-11	BUY	104	315.9	144.56	66.88	-33,065.04	0
2019-11-14	SELL	104	310.1	141.9	65.63	32,042.87	-1,022.17
2019-11-26	BUY	104	306	140.03	64.4	-32,028.43	0
2019-12-01	SELL	104	318	145.52	66.9	32,859.58	831.15
2019-12-08	BUY	105	309.8	143.13	65.8	-32,737.92	0
2019-12-11	SELL	105	298.4	137.86	63.35	31,130.79	-1,607.13
2019-12-17	BUY	104	297.2	136	62.52	-31,107.32	0
2019-12-22	SELL	104	293	134.08	61.93	30,275.99	-831.32
2019-12-29	BUY	106	284.3	132.6	61.66	-30,330.06	0
2020-01-02	SELL	106	281.8	131.43	61.13	29,678.24	-651.82
2020-01-13	BUY	117	253	130.24	60.5	-29,791.74	0
2020-01-16	SELL	117	231.5	119.18	55.15	26,911.18	-2,880.56
2020-01-26	BUY	97	274	116.94	53.73	-26,748.67	0
2020-01-29	SELL	97	269.7	115.11	52.81	25,992.99	-755.69
2020-02-03	BUY	100	258.5	113.74	52.13	-26,015.87	0
2020-02-06	SELL	100	263	115.72	52.98	26,131.3	115.43
2020-02-20	BUY	93	280	114.58	52.47	-26,207.04	0
2020-02-25	SELL	93	292	119.49	54.59	26,981.92	774.88
2020-03-09	BUY	102	262.1	117.63	53.74	-26,905.57	0

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