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 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2013-06-04	SELL	376	177.7	293.99	138.17	66,383.04	2,767.15
2013-06-09	BUY	373	176.5	289.67	134.78	-66,258.95	0
2013-06-16	SELL	373	178.8	293.45	136.05	66,262.91	3.96
2013-06-19	BUY	372	177.4	290.37	134.57	-66,417.74	0
2013-06-27	SELL	372	184	301.17	139.03	68,007.8	1,590.06
2013-07-14	BUY	319	211.5	296.86	136.1	-67,901.47	0
2013-07-17	SELL	319	232.5	326.34	149.31	73,691.85	5,790.38
2013-07-22	BUY	405	180.9	322.36	147.3	-73,734.16	0
2013-07-25	SELL	405	178.4	317.91	145.24	71,788.85	-1,945.31
2013-08-26	BUY	339	210.5	313.98	144.15	-71,817.64	0
2013-09-03	SELL	339	220.5	328.9	150.72	74,269.88	2,452.25
2013-09-08	BUY	350	210.9	324.79	148.71	-74,288.5	0
2013-09-11	SELL	350	200.3	308.46	141.09	69,655.45	-4,633.05
2013-10-29	BUY	369	187.2	303.94	143.29	-69,524.03	0
2013-11-05	SELL	369	194.6	315.95	148.65	71,342.79	1,818.77
2013-11-10	BUY	361	196.8	312.6	146.16	-71,503.56	0
2013-11-17	SELL	361	200.5	318.47	148.34	71,913.69	410.13
2013-11-21	BUY	340	209.9	314.01	145.02	-71,825.03	0
2013-11-26	SELL	340	200	299.2	137.78	67,563.02	-4,262.01
2013-12-01	BUY	335	200.5	295.54	135.97	-67,599	0
2013-12-08	SELL	335	207.3	305.56	140.77	68,999.17	1,400.17
2013-12-11	BUY	335	204.3	301.14	138.69	-68,880.33	0
2013-12-19	SELL	335	199.9	294.65	135.94	66,535.91	-2,344.42
2014-01-09	BUY	317	208.7	291.09	135.42	-66,584.42	0
2014-01-19	SELL	317	208.3	290.54	135.07	65,605.49	-978.93
2014-01-22	BUY	312	208.7	286.5	132.96	-65,533.87	0
2014-01-29	SELL	312	211.5	290.35	134.3	65,563.36	29.49
2014-02-03	BUY	307	212.2	286.64	132.35	-65,564.39	0
2014-02-10	SELL	307	206	278.26	128.25	62,835.48	-2,728.9
2014-03-03	BUY	284	220.3	275.29	126.59	-62,967.07	0
2014-03-06	SELL	284	214.7	268.29	123.23	60,583.28	-2,383.79
2014-03-11	BUY	283	212.8	264.98	121.72	-60,609.1	0
2014-03-19	SELL	283	211.3	263.11	120.92	59,413.87	-1,195.23
2014-04-09	BUY	238	247.9	259.6	119.02	-59,378.82	0
2014-04-16	SELL	238	255.8	267.87	122.55	60,489.97	1,111.16
2014-04-21	BUY	238	252.7	264.63	120.99	-60,528.22	0
2014-04-27	SELL	238	265.8	278.35	127.13	62,854.92	2,326.7
2014-04-30	BUY	232	268.9	274.49	125.33	-62,784.62	0
2014-05-08	SELL	232	272.6	278.27	127.07	62,837.86	53.24
2014-05-14	BUY	234	267	274.9	125.61	-62,878.52	0
2014-05-21	SELL	234	260.4	268.11	122.61	60,542.89	-2,335.63
2014-06-05	BUY	210	285.9	264.17	121.01	-60,424.18	0
2014-06-12	SELL	210	299.3	276.55	126.76	62,449.69	2,025.51
2014-06-17	BUY	204	303.7	272.6	124.78	-62,352.18	0
2014-06-24	SELL	204	300.9	270.09	123.54	60,989.97	-1,362.2
2014-06-29	BUY	206	294.7	267.12	122.14	-61,097.46	0
2014-07-07	SELL	206	293.3	265.85	121.76	60,032.19	-1,065.26
2014-08-12	BUY	180	330.9	262.07	119.82	-59,943.89	0
2014-08-20	SELL	180	333.6	264.21	120.68	59,663.11	-280.78
2014-08-25	BUY	182	326.8	261.7	119.49	-59,858.79	0
2014-08-28	SELL	182	321.1	257.14	117.37	58,065.69	-1,793.1
2014-09-23	BUY	151	380.7	252.94	115.66	-57,854.29	0
2014-09-30	SELL	151	381.9	253.73	115.98	57,297.19	-557.1
2014-10-12	BUY	150	380	250.8	114.54	-57,365.34	0
2014-10-19	SELL	150	371.8	245.39	112	55,412.61	-1,952.73
2014-12-07	BUY	157	350.3	241.99	111.32	-55,350.41	0
2014-12-14	SELL	157	355.8	245.79	113.22	55,501.59	151.18
2014-12-18	BUY	157	350.8	242.33	111.64	-55,429.57	0
2014-12-28	SELL	157	357.8	247.17	114.21	55,813.23	383.65
2015-01-01	BUY	153	364	245.04	113.26	-56,050.3	0
2015-01-11	SELL	153	364.1	245.11	113.67	55,348.52	-701.78
2015-01-14	BUY	153	360	242.35	112.4	-55,434.76	0
2015-01-21	SELL	153	350.4	235.89	109.35	53,265.96	-2,168.8
2015-02-11	BUY	152	347.9	232.68	107.63	-53,221.1	0
2015-02-22	SELL	152	333.1	222.78	102.83	50,305.6	-2,915.51
2015-02-25	BUY	147	340	219.91	101.48	-50,301.39	0
2015-03-04	SELL	147	332.9	215.32	99.39	48,621.59	-1,679.8
2015-03-18	BUY	142	340	212.43	97.9	-48,590.33	0
2015-03-25	SELL	142	338	211.18	97.25	47,687.57	-902.76
2015-03-31	BUY	133	354.9	207.69	95.31	-47,504.7	0
2015-04-07	SELL	133	348.3	203.83	93.38	46,026.7	-1,478
2015-04-12	BUY	131	349.6	201.51	92.28	-46,091.39	0
2015-04-20	SELL	131	340	195.98	89.78	44,254.25	-1,837.15
2015-05-20	BUY	131	335	193.09	88.86	-44,166.95	0
2015-05-27	SELL	131	329.9	190.15	87.45	42,939.29	-1,227.66
2015-06-01	BUY	132	325	188.76	86.61	-43,175.37	0
2015-06-09	SELL	132	324.3	188.35	86.29	42,532.95	-642.42
2015-06-14	BUY	126	335	185.72	84.99	-42,480.72	0
2015-06-21	SELL	126	330	182.95	83.69	41,313.36	-1,167.36
2015-06-24	BUY	127	323.8	180.94	82.77	-41,386.31	0
2015-07-02	SELL	127	330.1	184.46	84.49	41,653.75	267.45
2015-07-07	BUY	126	328.6	182.18	83.45	-41,669.23	0
2015-07-14	SELL	126	347.7	192.76	88.29	43,529.14	1,859.91
2015-07-23	BUY	129	334.6	189.92	86.94	-43,440.26	0
2015-08-02	SELL	129	330	187.31	85.65	42,297.04	-1,143.22
2015-11-02	BUY	168	249.8	184.65	85.02	-42,236.07	0
2015-11-09	SELL	168	249.3	184.28	85.05	41,613.07	-623
2015-11-12	BUY	166	250	182.6	84.36	-41,766.96	0
2015-11-19	SELL	166	250.7	183.11	85.02	41,348.07	-418.89
2015-11-24	BUY	162	252.9	180.27	83.85	-41,233.92	0
2015-12-01	SELL	162	267.9	190.96	89.15	43,119.69	1,885.77
2015-12-06	BUY	158	272	189.09	88.08	-43,253.18	0
2015-12-09	SELL	158	257.6	179.08	83.14	40,438.58	-2,814.6
2015-12-14	BUY	158	253	175.89	81.5	-40,231.39	0
2015-12-22	SELL	158	255	177.28	82.28	40,030.44	-200.95
2015-12-27	BUY	157	254	175.46	81.43	-40,134.89	0
2016-01-03	SELL	157	253.4	175.05	81.76	39,526.99	-607.9
2016-01-06	BUY	156	252	172.97	81.32	-39,566.3	0
2016-01-13	SELL	156	255.4	175.31	82.74	39,584.35	18.06
2016-01-18	BUY	151	259.5	172.41	80.97	-39,437.88	0

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