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 5.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2020-01-02	SELL	102	281.8	126.47	58.78	28,558.35	-627.12
2020-01-13	BUY	112	253	124.68	57.86	-28,518.54	0
2020-01-16	SELL	112	231.5	114.08	52.75	25,761.17	-2,757.37
2020-01-26	BUY	93	274	112.12	51.49	-25,645.61	0
2020-01-29	SELL	93	269.7	110.36	50.61	24,921.13	-724.48
2020-02-03	BUY	96	258.5	109.19	50.03	-24,975.22	0
2020-02-06	SELL	96	263	111.09	50.85	25,086.06	110.84
2020-02-20	BUY	89	280	109.65	50.19	-25,079.84	0
2020-02-25	SELL	89	292	114.35	52.23	25,821.42	741.58
2020-03-09	BUY	98	262.1	113.02	51.62	-25,850.44	0
2020-03-12	SELL	98	258.5	111.47	50.89	25,170.64	-679.8
2020-03-22	BUY	105	239	110.42	50.42	-25,255.84	0
2020-05-31	SELL	105	239.1	110.46	50.63	24,944.41	-311.43
2020-07-13	BUY	101	244.2	108.52	50.52	-24,823.24	0
2020-07-16	SELL	101	248	110.21	50.93	24,886.86	63.62
2020-07-23	BUY	101	246.1	109.37	50.24	-25,015.71	0
2020-07-28	SELL	101	255	113.32	51.92	25,589.75	574.04
2020-08-10	BUY	93	271.5	111.1	50.75	-25,411.35	0
2020-08-16	SELL	93	294	120.3	54.95	27,166.74	1,755.4
2020-08-19	BUY	94	286.9	118.66	54.17	-27,141.44	0
2020-09-02	SELL	94	318.6	131.77	60.14	29,756.3	2,614.86
2020-09-08	BUY	91	326.9	130.89	59.74	-29,938.53	0
2020-09-13	SELL	91	347.6	139.18	63.56	31,428.86	1,490.33
2020-09-24	BUY	92	337.8	136.74	62.49	-31,276.84	0
2020-10-22	SELL	92	331.3	134.11	61.8	30,283.69	-993.15
2020-11-08	BUY	90	336.2	133.14	61.34	-30,452.47	0
2020-12-06	SELL	90	320.1	126.76	58.46	28,623.78	-1,828.7
2020-12-22	BUY	83	341.4	124.68	57.24	-28,518.12	0
2021-01-05	SELL	83	368.48	134.57	61.66	30,387.62	1,869.5
2021-01-11	BUY	81	373.6	133.15	60.95	-30,455.7	0
2021-02-08	SELL	81	376.8	134.29	61.51	30,325	-130.7
2021-02-15	BUY	80	374	131.65	60.32	-30,111.97	0
2021-03-16	SELL	80	346	121.79	55.87	27,502.34	-2,609.63
2021-03-23	BUY	80	341.7	120.28	55.24	-27,511.52	0
2021-04-01	SELL	80	330	116.16	53.38	26,230.46	-1,281.06
2021-04-07	BUY	78	336.5	115.49	53.04	-26,415.53	0
2021-04-12	SELL	78	330	113.26	52.18	25,574.57	-840.96
2021-04-26	BUY	75	339	111.87	51.69	-25,588.56	0
2021-05-27	SELL	75	344.8	113.78	52.37	25,693.85	105.29
2021-06-01	BUY	74	346.3	112.76	51.84	-25,790.79	0
2021-06-29	SELL	74	346.2	112.72	51.89	25,454.19	-336.61
2021-07-08	BUY	72	350	110.88	51.04	-25,361.92	0
2021-08-02	SELL	72	372.4	117.98	54.17	26,640.65	1,278.73
2021-08-12	BUY	72	366	115.95	53.08	-26,521.03	0
2021-09-09	SELL	72	380.14	120.43	55.22	27,194.58	673.55
2021-09-14	BUY	70	385.2	118.64	54.4	-27,137.04	0
2021-10-12	SELL	70	370.1	113.99	52.2	25,740.81	-1,396.23
2021-10-18	BUY	70	369	113.65	52.08	-25,995.73	0
2021-10-27	SELL	70	356	109.65	50.26	24,760.09	-1,235.63
2021-11-09	BUY	69	355.5	107.93	49.64	-24,687.07	0
2021-12-01	SELL	69	359	108.99	50.78	24,611.23	-75.84
2021-12-13	BUY	68	358	107.11	49.87	-24,500.98	0
2021-12-19	SELL	68	352.8	105.56	49.07	23,835.77	-665.21
2021-12-26	BUY	68	350	104.72	48.5	-23,953.22	0
2021-12-29	SELL	68	350	104.72	48.49	23,646.79	-306.43
2022-01-05	BUY	67	350.3	103.27	47.93	-23,621.3	0
2022-01-10	SELL	67	350.1	103.21	47.73	23,305.76	-315.54
2022-01-18	BUY	64	360	101.38	46.82	-23,188.2	0
2022-01-30	SELL	64	352	99.12	45.75	22,383.12	-805.08
2022-02-03	BUY	62	356.9	97.36	45.02	-22,270.18	0
2022-02-22	SELL	62	355.8	97.06	44.96	21,917.58	-352.6
2022-03-13	BUY	68	323	96.64	44.5	-22,105.15	0
2022-03-16	SELL	68	330.1	98.77	45.48	22,302.55	197.4
2022-03-22	BUY	68	327	97.84	45.1	-22,378.94	0
2022-03-27	SELL	68	325.8	97.48	44.97	22,011.95	-366.99
2022-04-03	BUY	66	328.9	95.51	44.14	-21,847.05	0
2022-04-06	SELL	66	323.3	93.89	43.52	21,200.39	-646.66
2022-04-18	BUY	65	323.1	92.41	43.02	-21,136.93	0
2022-04-21	SELL	65	322.1	92.12	42.69	20,801.69	-335.24
2022-05-23	BUY	68	307.5	92	42.26	-21,044.27	0
2022-05-26	SELL	68	300.1	89.79	41.27	20,275.74	-768.52
2022-06-02	BUY	65	309.5	88.52	40.73	-20,246.75	0
2022-06-07	SELL	65	307.3	87.89	40.42	19,846.19	-400.56
2022-06-13	BUY	64	307	86.45	39.86	-19,774.31	0
2022-06-16	SELL	64	304.5	85.75	39.65	19,362.61	-411.7
2022-06-27	BUY	63	305.5	84.68	39.15	-19,370.33	0
2022-06-30	SELL	63	294.9	81.75	37.63	18,459.32	-911.01
2022-07-17	BUY	63	289.9	80.36	36.81	-18,380.87	0
2022-07-20	SELL	63	286.3	79.36	36.32	17,921.22	-459.65
2022-07-31	BUY	62	287.3	78.38	35.86	-17,926.84	0
2022-08-03	SELL	62	301.2	82.17	37.61	18,554.62	627.78
2022-08-28	BUY	64	289	81.38	37.25	-18,614.64	0
2022-08-31	SELL	64	295.7	83.27	38.12	18,803.41	188.77
2022-09-25	BUY	65	286.6	81.97	37.65	-18,748.62	0
2022-10-02	SELL	65	286.6	81.97	37.72	18,509.31	-239.31
2024-03-05	BUY	72	257.2	81.48	37.94	-18,637.83	0
2024-03-10	SELL	72	255	80.78	37.19	18,242.02	-395.8
2024-03-18	BUY	75	240	79.2	36.32	-18,115.52	0
2024-03-21	SELL	75	241	79.53	36.44	17,959.03	-156.5
2024-04-03	BUY	75	239.9	79.17	36.27	-18,107.93	0
2024-04-09	SELL	75	241	79.53	36.55	17,958.92	-149.01
2024-04-28	BUY	76	235	78.58	36.38	-17,974.96	0
2024-05-02	SELL	76	236	78.92	36.54	17,820.55	-154.42
2024-05-14	BUY	74	239	77.82	35.91	-17,799.73	0
2024-05-19	SELL	74	232.3	75.64	34.89	17,079.67	-720.06
2024-05-27	BUY	75	226	74.58	34.37	-17,058.95	0
2024-05-30	SELL	75	228	75.24	34.73	16,990.03	-68.92
2024-06-04	BUY	74	228	74.24	34.31	-16,980.54	0
2024-06-09	SELL	74	225.6	73.46	34.2	16,586.75	-393.79
2024-06-23	BUY	72	228.8	72.48	33.57	-16,579.66	0

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