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: -11.2%. 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

#294 · MACD

Full-history NAV৳13,313

Net return -86.7% · drawdown 86.9% · 265 closed positions

2024 onward NAV৳77,780

Net return -22.2% · drawdown 36.6% · 45 closed positions

2024 stress NAV৳30,307

Net return -69.7% · drawdown 69.7% · 36 closed positions

Variant 3; fixed stop 4.0%; maximum 5 sessions; gate None; continuous signal; exit stop/time only; trailing arms at 8.0%, distance 3.5%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳89

Unsettled৳13,224

Holdings৳0

NAV৳13,313

Realized P&L৳-86,687

Unrealized P&L৳0

Fees৳91,483

Friction৳42,278

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳8.37e-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 #294

531 fills, including partial sales. Page 1.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2010-12-02	BUY	429	231.4	436.79	200.74	-99,908.14	0
2010-12-07	SELL	429	222.14	419.32	192.81	94,687.65	-5,220.49
2010-12-22	BUY	348	269.9	413.27	189.38	-94,527.85	0
2010-12-27	SELL	348	258.4	395.66	180.97	89,346.57	-5,181.28
2010-12-29	BUY	1	247.4	1.09	0.49	-248.98	0
2011-01-04	SELL	1	236.5	1.04	0.47	234.99	-14
2011-01-05	BUY	378	234.4	389.85	178.23	-89,171.29	0
2011-01-10	SELL	378	215.2	357.92	163.52	80,824.16	-8,347.13
2011-03-13	BUY	469	172.1	355.15	163.12	-81,233.16	0
2011-03-16	SELL	469	178.1	367.53	168.96	82,992.41	1,759.25
2011-03-22	BUY	480	171.7	362.63	166.78	-82,945.41	0
2011-03-27	SELL	480	163.3	344.89	158.67	77,880.44	-5,064.97
2011-03-30	BUY	464	166.8	340.54	156.76	-77,892.49	0
2011-04-06	SELL	464	168.5	344.01	158.43	77,681.56	-210.93
2011-04-11	BUY	464	166.4	339.72	156.63	-77,705.95	0
2011-04-19	SELL	464	166	338.91	156.59	76,528.5	-1,177.45
2011-04-24	BUY	474	160.3	334.32	154.55	-76,471.08	0
2011-04-27	SELL	474	158.8	331.19	153.08	74,786.93	-1,684.15
2011-05-19	BUY	500	148.7	327.14	152.95	-74,830.09	0
2011-05-24	SELL	500	142.5	313.5	146.82	70,789.68	-4,040.41
2011-05-31	BUY	473	148.5	309.06	145.42	-70,694.98	0
2011-06-07	SELL	473	147.5	306.98	144.58	69,315.95	-1,379.03
2011-06-12	BUY	491	140.3	303.1	142.32	-69,332.72	0
2011-06-19	SELL	491	139.1	300.51	140.71	67,856.88	-1,475.84
2011-06-22	BUY	476	141.8	296.99	138.86	-67,932.65	0
2011-06-29	SELL	476	154.8	324.21	150.88	73,209.7	5,277.05
2011-07-04	BUY	448	162.1	319.53	147.7	-73,088.03	0
2011-07-11	SELL	448	174.4	343.78	158.45	77,628.97	4,540.94
2011-07-17	BUY	436	177.1	339.75	156.16	-77,711.51	0
2011-07-21	SELL	218	215.8	207	94.56	46,742.85	7,887.09
2011-07-25	SELL	218	205.6	197.21	89.97	44,533.62	5,677.86
2011-07-26	BUY	226	205.5	204.35	93.22	-46,740.57	0
2011-08-01	SELL	226	181.6	180.58	82.31	40,778.71	-5,961.86
2011-08-02	BUY	250	176.7	194.37	88.61	-44,457.98	0
2011-08-09	SELL	250	175.1	192.61	87.81	43,494.58	-963.4
2011-10-27	BUY	515	162.8	368.9	171.1	-84,382	0
2011-11-01	SELL	515	164.5	372.76	172.5	84,172.24	-209.76
2011-11-13	BUY	525	159.2	367.75	170.09	-84,117.84	0
2011-11-16	SELL	525	161.7	373.53	172.76	84,346.21	228.38
2011-11-21	BUY	510	164.3	368.69	170.2	-84,331.89	0
2011-11-24	SELL	510	166.3	373.18	171.81	84,268.01	-63.88
2011-11-29	BUY	523	160	368.19	169.5	-84,217.69	0
2011-12-07	SELL	523	158.7	365.2	168.61	82,466.29	-1,751.4
2011-12-27	BUY	504	162.6	360.58	168.46	-82,479.44	0
2012-01-03	SELL	504	174.1	386.08	179.96	87,180.35	4,700.91
2012-01-08	BUY	480	180.4	381	176.6	-87,149.6	0
2012-01-11	SELL	480	176.5	372.77	172.02	84,175.21	-2,974.39
2012-01-12	BUY	1	174.7	0.77	0.35	-175.82	0
2012-01-18	SELL	1	163.6	0.72	0.33	162.55	-13.27
2012-01-19	BUY	497	168.1	367.6	169.31	-84,082.61	0
2012-01-24	SELL	497	157	343.33	157.93	77,527.75	-6,554.86
2012-03-01	BUY	493	156.5	339.48	156.26	-77,650.24	0
2012-03-06	SELL	493	150.24	325.9	150	73,592.42	-4,057.82
2012-03-11	BUY	472	155	321.9	148.32	-73,630.22	0
2012-03-18	SELL	472	170.1	353.26	163.33	79,770.61	6,140.38
2012-03-21	BUY	460	172.4	348.94	161.21	-79,814.15	0
2012-03-29	SELL	460	191.7	388	178.8	87,615.2	7,801.05
2012-04-03	BUY	460	189	382.54	175.85	-87,498.38	0
2012-04-10	SELL	460	202.6	410.06	188.26	92,597.68	5,099.29
2012-04-15	BUY	426	216.1	405.06	185.54	-92,649.2	0
2012-04-22	SELL	426	214.9	402.81	184.26	90,960.33	-1,688.87
2012-04-25	BUY	409	221.2	398.07	182	-91,050.87	0
2012-04-30	SELL	409	214.7	386.37	176.63	87,249.29	-3,801.58
2012-07-03	BUY	425	203.8	381.11	177.07	-87,173.18	0
2012-07-09	SELL	425	195.65	365.86	170.18	82,614.36	-4,558.82
2012-07-25	BUY	399	205.5	360.78	166.79	-82,522.07	0
2012-08-05	SELL	399	189.1	331.98	153.19	74,965.73	-7,556.34
2012-09-24	BUY	431	173.2	328.46	151.35	-75,129.01	0
2012-09-27	SELL	431	166.27	315.32	145.38	71,202.53	-3,926.48
2012-10-02	BUY	423	167.3	311.38	143.61	-71,222.89	0
2012-10-09	SELL	423	166.4	309.7	143.04	69,934.46	-1,288.43
2012-10-14	BUY	427	162.5	305.31	141.41	-69,834.21	0
2012-10-21	SELL	427	161.6	303.61	141.75	68,557.84	-1,276.37
2012-10-31	BUY	390	174.8	299.96	140.46	-68,612.41	0
2012-11-05	SELL	390	167.81	287.96	134.59	65,022.57	-3,589.84
2012-11-08	BUY	381	169.5	284.15	133.26	-64,996.91	0
2012-11-15	SELL	381	177.9	298.23	140.14	67,341.53	2,344.62
2012-11-20	BUY	398	168.2	294.55	137.28	-67,375.43	0
2012-11-28	SELL	398	165.8	290.35	135.45	65,562.6	-1,812.83
2012-12-03	BUY	387	168.1	286.24	133.93	-65,474.88	0
2012-12-10	SELL	387	166.4	283.35	132.57	63,980.88	-1,493.99
2012-12-20	BUY	374	169.9	279.59	132.83	-63,955.02	0
2012-12-30	SELL	374	175	287.98	136.08	65,025.94	1,070.92
2013-01-03	BUY	377	171.6	284.65	134.61	-65,112.46	0
2013-01-10	SELL	377	170.6	282.99	133.93	63,899.27	-1,213.19
2013-01-15	BUY	373	170	279	132.07	-63,821.07	0
2013-01-22	SELL	373	169.1	277.53	132.23	62,664.55	-1,156.53
2013-02-06	BUY	361	172.8	274.48	129.58	-62,784.85	0
2013-02-11	SELL	361	165.89	263.5	123.41	59,498.66	-3,286.2
2013-03-25	BUY	409	144.4	259.86	124.96	-59,444.42	0
2013-04-02	SELL	409	148.7	267.6	130.62	60,420.07	975.65
2013-04-07	BUY	408	147	263.89	128.47	-60,368.37	0
2013-04-15	SELL	408	146.7	263.36	127.99	59,462.25	-906.12
2013-04-18	BUY	408	145.1	260.48	126.67	-59,587.95	0
2013-04-25	SELL	408	145.2	260.66	127.13	58,853.81	-734.14
2013-04-30	BUY	406	143.8	256.88	125.85	-58,765.54	0
2013-05-08	SELL	406	147.2	262.96	129.86	59,370.38	604.84
2013-05-15	BUY	381	154.7	259.34	126.52	-59,326.56	0
2013-05-22	SELL	381	167.8	281.3	134.61	63,515.89	4,189.33
2013-05-28	BUY	376	168.1	278.1	132.18	-63,615.89	0