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: -13.2%. 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

#300 · MACD

Full-history NAV৳9,182

Net return -90.8% · drawdown 91.0% · 281 closed positions

2024 onward NAV৳73,630

Net return -26.4% · drawdown 42.2% · 47 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 2.0%, distance 1.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳45

Unsettled৳9,137

Holdings৳0

NAV৳9,182

Realized P&L৳-90,818

Unrealized P&L৳0

Fees৳86,870

Friction৳40,106

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳4.37e-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 #300

562 fills, including partial sales. Page 1.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2010-12-02	BUY	429	231.4	436.79	200.74	-99,908.14	0
2010-12-07	SELL	429	222.14	419.32	192.81	94,687.65	-5,220.49
2010-12-22	BUY	348	269.9	413.27	189.38	-94,527.85	0
2010-12-27	SELL	348	258.4	395.66	180.97	89,346.57	-5,181.28
2010-12-29	BUY	1	247.4	1.09	0.49	-248.98	0
2011-01-03	SELL	1	242.2	1.07	0.48	240.65	-8.33
2011-01-04	BUY	375	236.5	390.23	178.4	-89,256.13	0
2011-01-09	SELL	375	232.2	383.13	175.13	86,516.74	-2,739.39
2011-03-13	BUY	501	172.1	379.38	174.37	-86,775.85	0
2011-03-16	SELL	501	178.1	392.6	180.63	88,654.87	1,879.02
2011-03-22	BUY	513	171.7	387.56	178.39	-88,648.05	0
2011-03-27	SELL	513	163.3	368.6	169.72	83,234.58	-5,413.47
2011-03-30	BUY	496	166.8	364.02	167.71	-83,264.54	0
2011-04-04	SELL	496	170.1	371.23	171.09	83,827.29	562.75
2011-04-10	BUY	489	170.4	366.63	169.11	-83,861.34	0
2011-04-13	SELL	489	170.4	366.63	169.46	82,789.51	-1,071.83
2011-04-19	BUY	495	166	361.55	167.24	-82,698.78	0
2011-04-24	SELL	495	160.3	349.13	161.52	78,837.84	-3,860.94
2011-04-27	BUY	493	158.8	344.47	159.32	-78,792.19	0
2011-05-03	SELL	493	153	331.89	153.59	74,943.53	-3,848.67
2011-05-19	BUY	501	148.7	327.79	153.27	-74,979.76	0
2011-05-24	SELL	501	142.5	314.13	147.12	70,931.25	-4,048.51
2011-05-31	BUY	475	148.5	310.37	146.05	-70,993.92	0
2011-06-05	SELL	475	147.4	308.07	144.86	69,562.08	-1,431.84
2011-06-08	BUY	471	146.8	304.23	143.29	-69,590.32	0
2011-06-13	SELL	471	144.4	299.25	140.31	67,572.83	-2,017.49
2011-06-16	BUY	476	140.9	295.1	138.23	-67,501.73	0
2011-06-22	SELL	476	141.8	296.99	138.86	67,060.95	-440.77
2011-06-28	BUY	431	154.5	292.99	136.12	-67,018.61	0
2011-07-03	SELL	431	167.1	316.89	146.62	71,556.6	4,537.99
2011-07-06	BUY	434	164	313.17	144.55	-71,633.72	0
2011-07-12	SELL	434	174	332.27	152.97	75,030.76	3,397.03
2011-07-17	BUY	421	177.1	328.06	150.73	-75,037.89	0
2011-07-21	SELL	421	215.8	399.75	183.46	90,268.59	15,230.7
2011-07-26	BUY	436	205.5	394.23	180.45	-90,172.69	0
2011-08-01	SELL	436	181.6	348.38	159.18	78,670.04	-11,502.65
2011-10-27	BUY	481	162.8	344.55	159.59	-78,810.94	0
2011-11-01	SELL	481	164.5	348.15	160.93	78,615.43	-195.52
2011-11-13	BUY	490	159.2	343.24	158.56	-78,509.8	0
2011-11-16	SELL	490	161.7	348.63	161.06	78,723.32	213.52
2011-11-21	BUY	476	164.3	344.11	158.69	-78,709.6	0
2011-11-24	SELL	476	166.3	348.3	160.22	78,650.28	-59.32
2011-11-29	BUY	489	160	344.26	158.35	-78,742.6	0
2011-12-04	SELL	489	160	344.26	158.62	77,737.12	-1,005.48
2011-12-27	BUY	475	162.6	339.83	158.52	-77,733.36	0
2012-01-03	SELL	475	174.1	363.87	169.37	82,164.27	4,430.91
2012-01-08	BUY	452	180.4	358.78	166.11	-82,065.69	0
2012-01-11	SELL	452	176.5	351.02	161.85	79,265.13	-2,800.56
2012-01-16	BUY	473	166.5	346.52	159.56	-79,260.58	0
2012-01-22	SELL	473	163	339.24	156.02	76,603.75	-2,656.84
2012-03-01	BUY	487	156.5	335.35	154.33	-76,705.18	0
2012-03-06	SELL	487	153.4	328.71	151.31	74,225.79	-2,479.39
2012-03-11	BUY	476	155	324.63	149.59	-74,254.22	0
2012-03-14	SELL	476	157.71	330.3	152.59	74,585.64	331.42
2012-03-20	BUY	428	172.8	325.42	150.14	-74,433.96	0
2012-03-25	SELL	428	184.3	347.07	160.06	78,373.26	3,939.3
2012-04-01	BUY	398	196	343.24	157.74	-78,508.98	0
2012-04-04	SELL	398	185.5	324.85	149.04	73,355.11	-5,153.86
2012-04-09	BUY	372	195.9	320.65	146.96	-73,342.41	0
2012-04-15	SELL	372	215.82	353.25	161.65	79,770.13	6,427.73
2012-04-18	BUY	363	217.9	348.03	159.11	-79,604.84	0
2012-04-25	SELL	363	221.2	353.3	161.43	79,780.87	176.03
2012-04-30	BUY	370	214.7	349.53	159.7	-79,948.24	0
2012-05-07	SELL	370	214.1	348.55	159.25	78,709.2	-1,239.04
2012-07-03	BUY	383	203.8	343.44	159.23	-78,558.08	0
2012-07-09	SELL	383	195.65	329.71	153.02	74,450.46	-4,107.62
2012-07-25	BUY	360	205.5	325.51	150.24	-74,455.75	0
2012-07-30	SELL	360	204.8	324.4	149.85	73,253.74	-1,202.01
2012-08-05	BUY	385	189.1	320.34	147.73	-73,271.57	0
2012-08-08	SELL	385	189	320.17	147.59	72,297.24	-974.32
2012-09-24	BUY	415	173.2	316.26	145.66	-72,339.92	0
2012-09-27	SELL	415	166.27	303.61	139.91	68,559.35	-3,780.57
2012-10-02	BUY	407	167.3	299.6	138.1	-68,528.8	0
2012-10-08	SELL	407	166.3	297.81	137.37	67,248.92	-1,279.88
2012-10-11	BUY	409	163.6	294.41	136.12	-67,342.93	0
2012-10-16	SELL	409	162.5	292.44	135.67	66,034.4	-1,308.53
2012-10-31	BUY	375	174.8	288.42	134.9	-65,973.32	0
2012-11-05	SELL	375	167.81	276.88	129.28	62,521.84	-3,451.48
2012-11-08	BUY	367	169.5	273.71	128.22	-62,608.43	0
2012-11-15	SELL	367	177.9	287.27	134.82	64,867.2	2,258.78
2012-11-20	BUY	383	168.2	283.45	131.98	-64,836.03	0
2012-11-26	SELL	383	167	281.43	130.97	63,548.6	-1,287.43
2012-11-29	BUY	369	170.9	277.47	129.52	-63,469.09	0
2012-12-06	SELL	369	167.6	272.12	127.18	61,445.11	-2,023.98
2012-12-20	BUY	360	169.9	269.12	127.65	-61,560.78	0
2012-12-27	SELL	360	173.25	274.43	129.7	61,965.87	405.09
2013-01-02	BUY	361	170.5	270.82	127.7	-61,949.02	0
2013-01-09	SELL	361	170.9	271.46	128.27	61,295.17	-653.85
2013-01-14	BUY	358	170.1	267.94	126.57	-61,290.31	0
2013-01-21	SELL	358	168.9	266.05	125.96	60,074.19	-1,216.12
2013-02-06	BUY	345	172.8	262.31	123.63	-60,001.94	0
2013-02-11	SELL	345	165.89	251.82	117.79	56,861.75	-3,140.19
2013-03-25	BUY	392	144.4	249.06	119.49	-56,973.36	0
2013-03-31	SELL	392	146.03	251.86	122.45	56,867.49	-105.87
2013-04-03	BUY	380	148.6	248.46	120.32	-56,836.78	0
2013-04-10	SELL	380	145.7	243.61	117.8	55,004.59	-1,832.19
2013-04-16	BUY	377	144.7	240.03	116.01	-54,907.93	0
2013-04-23	SELL	377	145.2	240.86	116.73	54,382.81	-525.13
2013-04-28	BUY	376	143.7	237.74	115.4	-54,384.34	0
2013-05-05	SELL	376	145.93	241.42	118.29	54,508.46	124.12