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 3.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2016-01-25	SELL	151	266.2	176.86	82.23	39,937.11	499.23
2016-01-28	BUY	150	265	174.9	81.24	-40,006.14	0
2016-02-02	SELL	150	256.3	169.16	78.44	38,197.41	-1,808.74
2016-04-10	BUY	163	233	167.11	79.14	-38,225.24	0
2016-04-18	SELL	163	235.9	169.19	80.59	38,201.92	-23.33
2016-04-21	BUY	156	243	166.8	79.05	-38,153.85	0
2016-04-28	SELL	156	250.5	171.94	80.7	38,825.36	671.51
2016-05-04	BUY	157	246	169.94	79.8	-38,871.74	0
2016-05-11	SELL	157	252.1	174.15	81.42	39,324.13	452.4
2016-05-16	BUY	155	252	171.86	80.28	-39,312.14	0
2016-05-24	SELL	155	256.7	175.07	81.87	39,531.56	219.43
2016-05-29	BUY	154	255.2	172.92	80.99	-39,554.71	0
2016-06-05	SELL	154	255.2	172.92	81.11	39,046.76	-507.95
2016-07-14	BUY	151	257	170.75	80.2	-39,057.95	0
2016-07-20	SELL	151	263	174.74	81.58	39,456.69	398.73
2016-07-25	BUY	148	265.2	172.7	80.27	-39,502.57	0
2016-08-01	SELL	148	276.6	180.12	82.86	40,673.82	1,171.26
2016-08-04	BUY	147	275.1	177.93	81.88	-40,699.52	0
2016-08-11	SELL	147	272	175.93	80.85	39,727.22	-972.3
2016-09-29	BUY	146	269	172.81	81.53	-39,528.34	0
2016-10-06	SELL	146	272	174.73	81.88	39,455.39	-72.95
2016-10-13	BUY	146	269	172.81	80.94	-39,527.75	0
2016-10-20	SELL	146	277.8	178.46	83.17	40,297.17	769.42
2016-10-25	BUY	141	285	176.81	82.1	-40,443.91	0
2016-10-31	SELL	141	273.6	169.74	78.67	38,329.19	-2,114.72
2016-11-03	BUY	136	278.1	166.42	77.04	-38,065.06	0
2016-11-10	SELL	136	279.1	167.01	77.23	37,713.36	-351.7
2016-11-20	BUY	133	282.5	165.32	76.29	-37,814.11	0
2016-11-27	SELL	133	288	168.54	77.61	38,057.86	243.75
2016-11-30	BUY	131	289.9	167.1	76.91	-38,220.91	0
2016-12-07	SELL	131	286.2	164.97	75.92	37,251.32	-969.59
2017-01-09	BUY	127	290	162.05	74.76	-37,066.81	0
2017-01-16	SELL	127	290	162.05	74.66	36,593.29	-473.52
2017-01-19	BUY	123	297	160.74	73.93	-36,765.67	0
2017-01-26	SELL	123	302	163.44	74.94	36,907.61	141.95
2017-01-31	BUY	121	301	160.25	73.44	-36,654.69	0
2017-02-07	SELL	121	303.8	161.74	74.17	36,523.89	-130.8
2017-02-12	BUY	119	307.1	160.8	73.79	-36,779.49	0
2017-02-19	SELL	119	320	167.55	76.89	37,835.55	1,056.07
2017-02-26	BUY	119	315.2	165.04	75.79	-37,749.63	0
2017-03-05	SELL	119	311.9	163.31	75.06	36,877.73	-871.9
2017-03-30	BUY	111	330	161.17	74.33	-36,865.5	0
2017-04-06	SELL	111	346.5	169.23	77.75	38,214.52	1,349.02
2017-04-11	BUY	110	344.5	166.74	76.66	-38,138.4	0
2017-04-18	SELL	110	335	162.14	74.53	36,613.33	-1,525.06
2017-06-08	BUY	108	335.9	159.62	74.32	-36,511.14	0
2017-06-15	SELL	108	333	158.24	73.55	35,732.21	-778.94
2017-06-22	BUY	105	338.8	156.53	72.4	-35,802.93	0
2017-07-04	SELL	105	351.1	162.21	74.7	36,628.59	825.66
2017-07-09	BUY	107	340.5	160.31	73.57	-36,667.38	0
2017-07-16	SELL	107	365.1	171.89	78.67	38,815.14	2,147.77
2017-07-19	BUY	106	365.1	170.28	77.88	-38,948.76	0
2017-07-26	SELL	106	371	173.03	79.11	39,073.85	125.09
2017-07-31	BUY	103	376.2	170.49	77.91	-38,997	0
2017-08-07	SELL	103	379.4	171.94	78.61	38,827.65	-169.35
2017-08-10	BUY	102	376.2	168.84	77.2	-38,618.44	0
2017-08-21	SELL	102	391.5	175.71	80.47	39,676.83	1,058.39
2017-08-24	BUY	102	388.4	174.31	79.86	-39,870.97	0
2017-08-31	SELL	102	391	175.48	80.53	39,625.99	-244.98
2017-09-10	BUY	96	408	172.34	79.12	-39,419.46	0
2017-09-17	SELL	96	418	176.56	80.92	39,870.52	451.06
2017-09-20	BUY	97	412	175.84	80.56	-40,220.4	0
2017-09-27	SELL	97	411	175.41	80.39	39,611.2	-609.2
2017-10-12	BUY	91	430	172.17	78.96	-39,381.13	0
2017-10-19	SELL	91	420	168.17	77.26	37,974.58	-1,406.56
2017-10-25	BUY	86	440	166.5	76.33	-38,082.83	0
2017-11-01	SELL	86	439.8	166.42	76.36	37,580.02	-502.81
2017-11-09	BUY	81	457	162.87	74.65	-37,254.53	0
2017-11-15	SELL	81	489.16	174.34	79.77	39,367.74	2,113.21
2017-11-20	BUY	80	489.5	172.3	78.77	-39,411.07	0
2017-11-27	SELL	80	479.2	168.68	77.11	38,090.22	-1,320.86
2018-01-08	BUY	79	478.4	166.29	76.3	-38,036.19	0
2018-01-15	SELL	79	477	165.81	76.12	37,441.08	-595.11
2018-01-21	BUY	77	484	163.98	75.19	-37,507.17	0
2018-01-28	SELL	77	510	172.79	79.06	39,018.15	1,510.98
2018-01-31	BUY	77	506.9	171.74	78.52	-39,281.55	0
2018-02-07	SELL	77	496	168.04	76.81	37,947.15	-1,334.41
2018-04-09	BUY	79	477	165.81	76.34	-37,925.14	0
2018-04-16	SELL	79	484.2	168.31	77.45	38,006.04	80.9
2018-04-19	BUY	76	493	164.86	75.83	-37,708.69	0
2018-04-24	SELL	76	473.28	158.26	72.66	35,738.35	-1,970.33
2018-06-25	BUY	87	408.9	156.53	71.6	-35,802.43	0
2018-06-28	SELL	87	392.54	150.27	68.67	33,932.39	-1,870.04
2018-07-03	BUY	1	381	1.68	0.76	-383.44	0
2018-07-10	SELL	1	390.6	1.72	0.78	388.1	4.66
2018-07-11	BUY	88	380	147.14	67.26	-33,654.4	0
2018-07-18	SELL	88	401.9	155.62	71.16	35,140.42	1,486.02
2018-07-19	BUY	1	401.5	1.77	0.8	-404.07	0
2018-07-26	SELL	1	391	1.72	0.78	388.5	-15.57
2018-07-29	BUY	91	386.2	154.63	70.92	-35,369.76	0
2018-08-07	SELL	91	376	150.55	69.09	33,996.36	-1,373.4
2018-08-08	BUY	1	381.5	1.68	0.76	-383.94	0
2018-08-13	SELL	1	353.9	1.56	0.71	351.63	-32.31
2018-08-27	BUY	90	377.7	149.57	68.88	-34,211.45	0
2018-09-04	SELL	90	385.6	152.7	70.35	34,480.95	269.5
2018-09-09	BUY	89	384	150.37	69.24	-34,395.62	0
2018-09-16	SELL	89	373	146.07	67.35	32,983.58	-1,412.03
2018-10-01	BUY	88	372.4	144.19	66.44	-32,981.83	0
2018-10-08	SELL	88	364.8	141.25	65.02	31,896.13	-1,085.7
2018-10-11	BUY	88	362.3	140.28	64.51	-32,087.2	0

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