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 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2013-05-08	BUY	368	147.2	238.35	116.83	-54,524.78	0
2013-05-13	SELL	368	150.48	243.66	119.61	55,013.37	488.59
2013-05-20	BUY	329	166.2	240.59	115.4	-55,035.79	0
2013-05-26	SELL	329	163.7	236.97	112.25	53,508.08	-1,527.71
2013-05-30	BUY	306	173.7	233.87	109.63	-53,495.7	0
2013-06-04	SELL	306	177.41	238.86	111.57	53,936.41	440.71
2013-06-09	BUY	304	176.5	236.09	109.38	-54,001.46	0
2013-06-12	SELL	304	178.1	238.23	110.09	53,794.08	-207.38
2013-06-17	BUY	300	177.8	234.7	108.38	-53,683.07	0
2013-06-24	SELL	300	189.6	250.27	115.42	56,514.31	2,831.24
2013-06-30	BUY	314	178.9	247.17	113.75	-56,535.52	0
2013-07-04	SELL	314	188.1	259.88	119.62	58,683.9	2,148.38
2013-07-14	BUY	276	211.5	256.85	117.62	-58,748.47	0
2013-07-17	SELL	276	232.5	282.35	129.07	63,758.58	5,010.11
2013-07-22	BUY	350	180.9	278.59	127.2	-63,720.79	0
2013-07-25	SELL	350	178.4	274.74	125.43	62,039.83	-1,680.96
2013-08-26	BUY	293	210.5	271.38	124.43	-62,072.3	0
2013-09-01	SELL	293	221.3	285.3	130.72	64,424.88	2,352.58
2013-09-04	BUY	298	214.6	281.38	128.74	-64,360.92	0
2013-09-09	SELL	298	204.3	267.88	122.47	60,491.05	-3,869.87
2013-09-12	BUY	306	196.3	264.3	120.77	-60,452.87	0
2013-09-17	SELL	306	195.3	262.95	120.13	59,378.72	-1,074.15
2013-10-29	BUY	316	187.2	260.28	122.08	-59,537.56	0
2013-11-03	SELL	316	190.97	265.53	124.6	59,956.71	419.15
2013-11-06	BUY	303	196.5	261.97	122.53	-59,924	0
2013-11-11	SELL	303	196.4	261.84	121.77	59,125.59	-798.41
2013-11-14	BUY	300	195.6	258.19	119.79	-59,057.99	0
2013-11-19	SELL	300	206.5	272.58	126.21	61,551.21	2,493.22
2013-11-24	BUY	296	206.6	269.08	123.85	-61,546.53	0
2013-11-27	SELL	296	205.6	267.77	123.06	60,466.76	-1,079.76
2013-12-02	BUY	298	201.8	264.6	121.62	-60,522.62	0
2013-12-05	SELL	298	206.02	270.13	124.16	60,999.37	476.75
2013-12-10	BUY	296	204.6	266.47	122.52	-60,950.6	0
2013-12-18	SELL	296	200.2	260.74	119.97	58,878.49	-2,072.1
2014-01-09	BUY	280	208.7	257.12	119.29	-58,812.41	0
2014-01-15	SELL	280	204.5	251.94	116.84	56,891.22	-1,921.19
2014-01-20	BUY	273	207.1	248.77	115.2	-56,902.27	0
2014-01-23	SELL	273	210.67	253.06	117.06	57,143.34	241.07
2014-01-28	BUY	270	210.9	250.55	115.65	-57,309.2	0
2014-02-02	SELL	270	211.4	251.14	115.75	56,711.1	-598.09
2014-02-05	BUY	274	205.4	247.63	114.07	-56,641.3	0
2014-02-10	SELL	274	206	248.35	114.3	56,081.35	-559.96
2014-03-03	BUY	253	220.3	245.24	112.63	-56,093.77	0
2014-03-06	SELL	253	214.7	239	109.65	53,970.44	-2,123.32
2014-03-11	BUY	252	212.8	235.95	108.27	-53,969.82	0
2014-03-19	SELL	252	211.3	234.29	107.54	52,905.77	-1,064.05
2014-04-09	BUY	212	247.9	231.24	105.92	-52,891.96	0
2014-04-15	SELL	212	259.38	241.95	110.69	54,635.92	1,743.96
2014-04-20	BUY	217	250.3	238.99	109.22	-54,663.3	0
2014-04-23	SELL	217	265.2	253.21	115.73	57,179.46	2,516.16
2014-04-28	BUY	216	262.8	249.77	114.01	-57,128.58	0
2014-05-04	SELL	216	262.9	249.86	114.03	56,422.51	-706.06
2014-05-07	BUY	203	276.4	246.88	112.67	-56,468.75	0
2014-05-15	SELL	203	264.5	236.25	107.87	53,349.37	-3,119.37
2014-06-05	BUY	185	285.9	232.72	106.51	-53,230.73	0
2014-06-10	SELL	185	286.3	233.05	106.71	52,625.75	-604.98
2014-06-16	BUY	171	305.4	229.78	105.08	-52,558.27	0
2014-06-19	SELL	171	300.1	225.8	103.22	50,988.09	-1,570.18
2014-06-24	BUY	169	300.9	223.75	102.23	-51,178.08	0
2014-07-02	SELL	169	296.1	220.18	100.62	49,720.1	-1,457.99
2014-08-12	BUY	149	330.9	216.94	99.08	-49,620.12	0
2014-08-18	SELL	149	335.8	220.15	100.5	49,713.55	93.43
2014-08-21	BUY	150	330.3	218	99.47	-49,862.47	0
2014-08-26	SELL	150	317.4	209.48	95.56	47,304.95	-2,557.52
2014-09-23	BUY	123	380.7	206.03	94.11	-47,126.24	0
2014-09-28	SELL	123	395.8	214.21	97.83	48,371.6	1,245.36
2014-10-01	BUY	125	384.2	211.31	96.45	-48,332.76	0
2014-10-15	SELL	125	379.1	208.51	95.11	47,083.88	-1,248.88
2014-12-07	BUY	134	350.3	206.54	94.85	-47,241.59	0
2014-12-10	SELL	134	358.08	211.13	97.04	47,674.96	433.37
2014-12-18	BUY	135	350.8	208.38	95.82	-47,662.19	0
2014-12-23	SELL	135	354.92	210.82	97.11	47,605.59	-56.6
2014-12-29	BUY	132	356.5	207.06	95.46	-47,360.52	0
2015-01-07	SELL	132	364	211.41	97.66	47,738.93	378.41
2015-01-12	BUY	134	355.9	209.84	97.01	-47,997.44	0
2015-01-15	SELL	134	360	212.26	98.32	47,929.43	-68.02
2015-02-11	BUY	137	347.9	209.71	96.84	-47,968.86	0
2015-02-16	SELL	137	349.6	210.74	97.23	47,587.23	-381.62
2015-02-22	BUY	142	333.1	208.12	95.97	-47,604.29	0
2015-02-25	SELL	142	340	212.43	97.98	47,969.59	365.3
2015-03-18	BUY	140	340	209.44	96.5	-47,905.94	0
2015-03-25	SELL	140	338	208.21	95.86	47,015.93	-890.01
2015-03-31	BUY	131	354.9	204.56	93.86	-46,790.33	0
2015-04-07	SELL	131	348.3	200.76	91.96	45,334.58	-1,455.75
2015-04-12	BUY	129	349.6	198.43	90.87	-45,387.7	0
2015-04-20	SELL	129	340	192.98	88.4	43,578.62	-1,809.08
2015-05-20	BUY	129	335	190.15	87.48	-43,492.63	0
2015-05-27	SELL	129	329.9	187.25	86.1	42,283.75	-1,208.88
2015-05-28	BUY	1	327.9	1.44	0.66	-330	0
2015-06-04	SELL	1	329.1	1.45	0.66	326.99	-3
2015-06-07	BUY	127	328.5	183.57	84.08	-41,987.15	0
2015-06-14	SELL	127	335	187.2	85.67	42,272.13	284.98
2015-06-15	BUY	1	336	1.48	0.67	-338.15	0
2015-06-22	SELL	1	328.9	1.45	0.66	326.8	-11.36
2015-06-23	BUY	129	326.3	185.21	84.73	-42,362.64	0
2015-06-30	SELL	129	326	185.04	84.72	41,784.25	-578.39
2015-07-02	BUY	1	330.1	1.45	0.66	-332.21	0
2015-07-09	SELL	1	333.5	1.47	0.67	331.37	-0.85
2015-07-12	BUY	122	340.1	182.57	83.58	-41,758.34	0
2015-07-21	SELL	122	340	182.51	83.56	41,213.93	-544.41

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