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: -11.4%. 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

#295 · Flow: Range flow

Full-history NAV৳12,981

Net return -87.0% · drawdown 89.5% · 295 closed positions

2024 onward NAV৳49,798

Net return -50.2% · drawdown 58.4% · 58 closed positions

2024 stress NAV৳32,156

Net return -67.8% · drawdown 71.4% · 41 closed positions

Variant 0; fixed stop 8.0%; 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৳113

Unsettled৳0

Holdings৳12,868

NAV৳12,981

Realized P&L৳-86,756

Unrealized P&L৳-262

Fees৳120,175

Friction৳55,573

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 #295

592 fills, including partial sales. Page 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2012-11-01	BUY	317	174.2	242.97	113	-55,577.38	0
2012-11-06	SELL	317	168.4	234.88	109.35	53,038.57	-2,538.81
2012-11-12	BUY	315	167.2	231.74	108.1	-53,007.84	0
2012-11-15	SELL	315	177.9	246.57	115.21	55,676.73	2,668.89
2012-11-20	BUY	329	168.2	243.49	112.99	-55,694.28	0
2012-11-26	SELL	329	167	241.75	112.13	54,589.12	-1,105.16
2012-11-29	BUY	318	170.9	239.12	111.21	-54,696.54	0
2012-12-04	SELL	318	167	233.67	108.79	52,763.54	-1,932.99
2012-12-13	BUY	315	166.5	230.77	107.47	-52,785.74	0
2012-12-19	SELL	315	167.2	231.74	109.07	52,327.19	-458.55
2012-12-24	BUY	303	171.5	228.64	107.69	-52,300.83	0
2012-12-30	SELL	303	175	233.31	109.45	52,682.24	381.41
2013-01-08	BUY	305	171.4	230.02	107.98	-52,615	0
2013-01-13	SELL	305	170	228.14	107.16	51,514.7	-1,100.31
2013-01-16	BUY	302	169.6	225.36	105.93	-51,550.49	0
2013-01-21	SELL	302	168.9	224.43	105.59	50,677.77	-872.72
2013-01-27	BUY	299	168.4	221.55	105.09	-50,678.23	0
2013-01-30	SELL	299	168.4	221.55	105.64	50,024.41	-653.82
2013-02-07	BUY	292	170.1	218.54	102.23	-49,989.97	0
2013-02-12	SELL	292	165.1	212.12	98.61	47,898.47	-2,091.5
2013-02-17	BUY	286	166.6	209.65	97.27	-47,954.52	0
2013-02-25	SELL	286	150.6	189.52	87.61	42,794.48	-5,160.04
2013-03-04	BUY	287	148.2	187.15	86.58	-42,807.12	0
2013-03-07	SELL	287	143.7	181.46	84.16	40,976.28	-1,830.84
2013-03-18	BUY	281	144.8	179.03	84.03	-40,951.87	0
2013-03-24	SELL	281	145.3	179.65	84.83	40,564.83	-387.04
2013-04-01	BUY	276	146.2	177.55	84.65	-40,613.4	0
2013-04-04	SELL	276	147.4	179	85.24	40,418.16	-195.24
2013-04-09	BUY	274	146.5	176.62	84.05	-40,401.67	0
2013-04-15	SELL	274	146.7	176.86	84.13	39,934.81	-466.86
2013-04-29	BUY	275	144.2	174.48	83.44	-39,912.92	0
2013-05-05	SELL	275	146	176.66	84.88	39,888.46	-24.47
2013-05-15	BUY	256	154.7	174.25	83.11	-39,860.56	0
2013-05-20	SELL	256	166.2	187.21	88.75	42,271.24	2,410.68
2013-05-26	BUY	256	163.7	184.39	86.56	-42,178.15	0
2013-06-04	SELL	256	175.62	197.81	91.97	44,667.91	2,489.76
2013-06-09	BUY	252	176.5	195.7	90.38	-44,764.08	0
2013-06-12	SELL	252	178.1	197.48	91	44,592.72	-171.36
2013-06-18	BUY	252	175.7	194.82	89.71	-44,560.93	0
2013-06-24	SELL	252	188.55	209.07	96.19	47,209.85	2,648.92
2013-06-30	BUY	262	178.9	206.24	94.72	-47,172.76	0
2013-07-07	SELL	262	186.1	214.54	98.49	48,445.69	1,272.94
2013-07-14	BUY	228	211.5	212.18	97.04	-48,531.22	0
2013-07-17	SELL	228	232.5	233.24	106.52	52,670.24	4,139.02
2013-07-28	BUY	296	176.5	229.87	104.87	-52,578.75	0
2013-07-31	SELL	296	184.2	239.9	109.47	54,173.83	1,595.08
2013-08-05	BUY	301	178.9	236.94	108.11	-54,193.94	0
2013-08-18	SELL	301	185.9	246.21	112.48	55,597.22	1,403.27
2013-08-27	BUY	263	209.8	242.78	111.2	-55,531.38	0
2013-09-02	SELL	263	214.7	248.45	113.67	56,103.98	572.6
2013-09-05	BUY	263	212	245.33	112.13	-56,113.46	0
2013-09-15	SELL	263	195.04	225.7	103.04	50,966.78	-5,146.68
2013-09-23	BUY	272	186.5	223.2	101.94	-51,053.14	0
2013-10-10	SELL	272	181.4	217.1	100.21	49,023.49	-2,029.65
2013-10-23	BUY	266	183.2	214.42	99.7	-49,045.31	0
2013-10-28	SELL	266	189.3	221.56	103.36	50,028.89	983.57
2013-11-05	BUY	255	194.6	218.34	101.65	-49,942.99	0
2013-11-10	SELL	255	196.8	220.81	102.4	49,860.79	-82.2
2013-11-19	BUY	240	206.5	218.06	100.6	-49,878.67	0
2013-11-24	SELL	240	206.6	218.17	100.18	49,265.65	-613.02
2013-12-01	BUY	244	200.5	215.26	98.71	-49,235.97	0
2014-01-13	SELL	244	205.9	221.05	102.3	49,916.25	680.28
2014-01-26	BUY	231	215.3	218.83	100.93	-50,054.06	0
2014-03-09	SELL	231	218.3	221.88	101.75	50,103.67	49.61
2014-03-18	BUY	235	211.3	218.48	100.23	-49,974.21	0
2014-04-08	SELL	117	253.56	130.53	59.63	29,476.36	4,595.58
2014-04-09	SELL	118	247.9	128.71	58.75	29,064.74	3,971.3
2014-04-17	BUY	229	254.6	256.53	117.3	-58,677.23	0
2014-04-27	SELL	229	265.8	267.82	122.3	60,478.08	1,800.85
2014-05-04	BUY	228	262.9	263.74	120.39	-60,325.33	0
2014-05-11	SELL	228	269.5	270.36	123.48	61,052.16	726.83
2014-05-15	BUY	230	264.5	267.67	122.3	-61,224.97	0
2014-06-03	SELL	230	280.67	284.04	130.21	64,140.31	2,915.34
2014-06-08	BUY	224	284	279.91	128.34	-64,024.25	0
2014-06-17	SELL	224	303.7	299.33	137.1	67,592.37	3,568.12
2014-06-22	BUY	226	296.5	294.84	134.98	-67,438.82	0
2014-08-07	SELL	226	323.9	322.09	147.66	72,731.65	5,292.83
2014-08-12	BUY	219	330.9	318.86	145.96	-72,931.92	0
2014-08-18	SELL	219	335.8	323.58	148.01	73,068.62	136.7
2014-08-24	BUY	223	325.3	319.18	145.88	-73,006.97	0
2014-09-04	SELL	223	338.1	331.74	151.73	74,912.83	1,905.86
2014-09-11	BUY	220	337.8	326.99	149.82	-74,792.81	0
2014-09-23	SELL	220	380.7	368.52	168.96	83,216.52	8,423.71
2014-09-29	BUY	211	392.2	364.12	166.8	-83,285.12	0
2014-11-03	SELL	211	360.82	334.99	153.29	75,645.58	-7,639.54
2014-11-12	BUY	212	354.2	330.4	151.5	-75,572.3	0
2014-11-24	SELL	212	316.7	295.42	135.67	66,709.32	-8,862.98
2014-12-04	BUY	188	352.6	291.67	134.44	-66,714.92	0
2015-01-21	SELL	188	350.4	289.85	134.96	65,450.39	-1,264.53
2015-01-28	BUY	194	336	286.81	133.37	-65,604.18	0
2015-02-15	SELL	194	348.39	297.39	138.06	67,152.21	1,548.03
2015-02-23	BUY	196	339.6	292.87	135.82	-66,990.29	0
2015-03-30	SELL	196	352.8	304.25	140.45	68,704.09	1,713.8
2015-04-06	BUY	194	353	301.32	138.6	-68,921.92	0
2015-04-23	SELL	194	324.76	277.22	127.36	62,598.87	-6,323.05
2015-04-29	BUY	187	331.8	273.01	125.59	-62,445.2	0
2015-05-05	SELL	187	327	269.06	124.15	60,755.79	-1,689.41
2015-05-17	BUY	186	324.1	265.24	122.62	-60,670.47	0
2015-05-20	SELL	186	335	274.16	126.81	61,909.02	1,238.56
2015-05-26	BUY	185	334	271.88	125.72	-62,187.59	0

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