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: -12.8%. 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

#298 · Flow: Range flow

Full-history NAV৳9,801

Net return -90.2% · drawdown 92.0% · 300 closed positions

2024 onward NAV৳51,636

Net return -48.4% · drawdown 56.8% · 58 closed positions

2024 stress NAV৳38,916

Net return -61.1% · drawdown 65.3% · 41 closed positions

Variant 0; fixed stop 15.0%; maximum 20 sessions; gate None; fresh signal only; exit EMA 200 break; trailing arms at 5.0%, distance 2.0%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳31

Unsettled৳0

Holdings৳9,770

NAV৳9,801

Realized P&L৳-90,000

Unrealized P&L৳-199

Fees৳118,763

Friction৳54,911

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳2.91e-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 #298

602 fills, including partial sales. Page 3.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2015-05-31	SELL	196	328.5	283.3	130.62	63,972.08	-1,913.29
2015-06-11	BUY	195	325	278.85	128.14	-63,781.99	0
2015-06-22	SELL	195	328.9	282.2	129.54	63,723.76	-58.23
2015-06-28	BUY	194	326	278.27	127.78	-63,650.05	0
2015-07-02	SELL	194	330.1	281.77	129.58	63,628.05	-22
2015-07-07	BUY	193	328.6	279.05	128.36	-63,827.2	0
2015-07-12	SELL	193	340.1	288.81	132.77	65,217.72	1,390.52
2015-07-22	BUY	193	335.2	284.65	130.77	-65,109.02	0
2015-08-03	SELL	193	328.5	278.96	127.89	62,993.65	-2,115.37
2015-08-19	BUY	196	318.9	275.02	126.33	-62,905.75	0
2015-08-24	SELL	196	316.5	272.95	125.65	61,635.4	-1,270.35
2015-09-03	BUY	195	315.1	270.36	125.25	-61,840.1	0
2015-09-08	SELL	195	314	269.41	125.07	60,835.51	-1,004.59
2015-09-21	BUY	203	298.2	266.35	123.74	-60,924.69	0
2015-09-29	SELL	203	296	264.39	122.69	59,700.92	-1,223.77
2015-10-12	BUY	222	267	260.81	120.32	-59,655.13	0
2015-10-15	SELL	222	254.9	248.99	114.88	56,223.94	-3,431.19
2015-10-26	BUY	221	253	246.02	113.44	-56,272.46	0
2015-10-29	SELL	221	246.5	239.7	110.58	54,126.22	-2,146.24
2015-11-08	BUY	215	250	236.5	109.5	-54,096	0
2015-11-11	SELL	215	251	237.45	110.16	53,617.4	-478.6
2015-11-18	BUY	209	254.5	234.04	109.19	-53,533.73	0
2015-11-23	SELL	209	254.8	234.31	109.59	52,909.3	-624.43
2015-11-26	BUY	208	253.1	231.64	108.52	-52,984.96	0
2015-12-01	SELL	208	267.9	245.18	115.33	55,362.69	2,377.73
2015-12-17	BUY	219	251.2	242.06	113.01	-55,367.87	0
2015-12-22	SELL	219	255	245.72	114.96	55,484.32	116.45
2016-01-03	BUY	217	253.4	241.95	114.17	-55,343.92	0
2016-01-06	SELL	217	252	240.61	114.59	54,328.8	-1,015.12
2016-01-11	BUY	213	254	238.05	114.09	-54,454.14	0
2016-01-14	SELL	213	256.6	240.49	114.93	54,300.38	-153.76
2016-01-19	BUY	205	263.3	237.5	112.68	-54,326.68	0
2016-01-24	SELL	205	266	239.93	112.52	54,177.54	-149.13
2016-02-02	BUY	210	256.3	236.82	110.68	-54,170.5	0
2016-02-07	SELL	210	260.4	240.61	112.54	54,330.85	160.35
2016-02-16	BUY	209	258	237.26	110.85	-54,270.11	0
2016-02-22	SELL	209	255.3	234.77	110.56	53,012.37	-1,257.74
2016-02-28	BUY	205	256.2	231.09	108.57	-52,860.66	0
2016-03-02	SELL	205	244.1	220.18	102.81	49,717.51	-3,143.15
2016-03-06	BUY	1	241.6	1.06	0.48	-243.15	0
2016-03-09	SELL	1	245.5	1.08	0.49	243.93	0.78
2016-03-14	BUY	204	243	218.12	101.75	-49,891.87	0
2016-03-20	SELL	204	239.5	214.98	100.26	48,542.76	-1,349.1
2016-03-24	BUY	205	235.2	212.15	99.06	-48,527.21	0
2016-03-29	SELL	205	230.4	207.82	97.17	46,927.01	-1,600.2
2016-04-04	BUY	200	233.1	205.13	97.49	-46,922.62	0
2016-04-07	SELL	200	233.2	205.22	98.04	46,336.74	-585.88
2016-04-20	BUY	194	237	202.3	96.99	-46,277.3	0
2016-04-25	SELL	194	250	213.4	101.58	48,185.02	1,907.73
2016-05-03	BUY	194	247	210.84	99.87	-48,228.71	0
2016-05-08	SELL	194	247	210.84	99.57	47,607.6	-621.12
2016-05-15	BUY	188	251.1	207.71	97.57	-47,512.08	0
2016-05-18	SELL	188	252.2	208.62	98	47,106.98	-405.1
2016-05-24	BUY	183	256.7	206.69	97.14	-47,279.94	0
2016-05-29	SELL	183	255.2	205.49	96.77	46,399.34	-880.6
2016-06-02	BUY	179	256.7	202.18	95.22	-46,246.7	0
2016-06-07	SELL	179	255.1	200.92	94.69	45,367.29	-879.4
2016-06-14	BUY	177	255.7	199.14	93.82	-45,551.86	0
2016-06-19	SELL	177	252.1	196.34	92.26	44,333.1	-1,218.76
2016-06-22	BUY	174	252	192.93	91.2	-44,132.13	0
2016-06-27	SELL	174	250	191.4	90.81	43,217.79	-914.34
2016-07-16	BUY	167	257	188.84	88.91	-43,196.75	0
2016-07-19	SELL	167	259.4	190.61	89.39	43,039.8	-156.95
2016-07-26	BUY	159	269.1	188.26	87.45	-43,062.61	0
2016-07-31	SELL	159	276.5	193.44	89.09	43,680.97	618.36
2016-08-07	BUY	157	277.4	191.63	88.24	-43,831.67	0
2016-09-06	SELL	157	268	185.13	86.4	41,804.47	-2,027.2
2016-09-21	BUY	157	264	182.37	85.84	-41,716.21	0
2016-09-25	SELL	157	267.1	184.51	87.13	41,663.06	-53.15
2016-10-02	BUY	154	268.5	181.94	85.87	-41,616.81	0
2016-10-26	SELL	154	279.3	189.25	87.95	42,735	1,118.19
2016-11-02	BUY	153	278.5	187.49	87.07	-42,885.05	0
2016-11-30	SELL	153	289.9	195.16	90.02	44,069.52	1,184.47
2016-12-08	BUY	151	290	192.68	88.83	-44,071.5	0
2017-01-09	SELL	151	290	192.68	89.13	43,508.19	-563.31
2017-01-17	BUY	148	292.1	190.22	87.72	-43,508.74	0
2017-01-25	SELL	148	301.84	196.56	90.37	44,385.39	876.65
2017-02-01	BUY	146	301	193.36	88.8	-44,228.16	0
2017-02-26	SELL	146	315.2	202.48	93.2	45,723.51	1,495.35
2017-03-05	BUY	146	311.9	200.36	92.31	-45,830.08	0
2017-04-03	SELL	146	338.3	217.32	100.51	49,073.97	3,243.89
2017-04-13	BUY	142	342	213.68	98.55	-48,876.23	0
2017-05-15	SELL	142	335.6	209.68	97.83	47,347.69	-1,528.54
2017-05-24	BUY	142	331.1	206.87	96.69	-47,319.76	0
2017-06-21	SELL	142	335.8	209.81	97.82	47,375.97	56.21
2017-07-04	BUY	134	351.1	207.01	95.68	-47,350.08	0
2017-07-18	SELL	134	367.5	216.68	99.26	48,929.06	1,578.98
2017-07-25	BUY	132	369	214.32	98.12	-49,020.43	0
2017-08-20	SELL	132	386.9	224.71	103.11	50,743.5	1,723.07
2017-08-29	BUY	130	388.9	222.45	102.22	-50,881.67	0
2017-09-11	SELL	130	426.3	243.84	112.22	55,062.93	4,181.26
2017-09-14	BUY	129	423.1	240.15	110.36	-54,930.41	0
2017-10-15	SELL	129	429	243.5	112.18	54,985.32	54.91
2017-10-22	BUY	127	430	240.28	110.91	-54,961.19	0
2017-10-29	SELL	127	444.23	248.24	114.31	56,055.17	1,093.98
2017-11-05	BUY	126	440.8	244.38	112.57	-55,897.75	0
2017-11-15	SELL	126	496.76	275.4	126.49	62,190.12	6,292.37
2017-11-23	BUY	128	483	272.03	124.75	-62,220.78	0
2017-12-21	SELL	128	462.4	260.42	119.76	58,807.02	-3,413.76
2017-12-28	BUY	125	469.4	258.17	118.74	-59,051.91	0

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