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 4.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2018-01-30	BUY	66	511	148.39	67.81	-33,942.21	0
2018-02-05	SELL	66	490.56	142.46	65.06	32,169.44	-1,772.77
2018-04-09	BUY	67	477	140.62	64.62	-32,164.24	0
2018-04-15	SELL	67	484.8	142.92	65.63	32,273.05	108.81
2018-04-18	BUY	66	487.5	141.57	65.03	-32,381.6	0
2018-04-23	SELL	66	484.1	140.58	64.5	31,745.52	-636.08
2018-04-26	BUY	66	476.9	138.49	63.45	-31,677.35	0
2018-05-08	SELL	66	463.1	134.48	61.54	30,368.57	-1,308.77
2018-06-25	BUY	74	408.9	133.14	60.85	-30,452.58	0
2018-06-28	SELL	74	392.54	127.81	58.37	28,862.08	-1,590.51
2018-07-04	BUY	76	378	126.4	57.72	-28,912.12	0
2018-07-09	SELL	76	389	130.08	59.42	29,374.5	462.38
2018-07-12	BUY	76	385	128.74	58.82	-29,447.56	0
2018-07-17	SELL	76	392	131.08	59.88	29,601.04	153.47
2018-07-22	BUY	72	404	127.99	58.48	-29,274.46	0
2018-07-26	SELL	72	387.84	122.87	56.24	27,745.38	-1,529.09
2018-07-31	BUY	71	388.1	121.24	55.54	-27,731.88	0
2018-08-07	SELL	71	376	117.46	53.79	26,524.74	-1,207.14
2018-08-27	BUY	70	377.7	116.33	53.42	-26,608.75	0
2018-08-30	SELL	70	385.2	118.64	54.5	26,790.86	182.1
2018-09-05	BUY	69	389	118.1	54.24	-27,013.34	0
2018-09-12	SELL	69	380.2	115.43	53	26,065.37	-947.97
2018-10-01	BUY	69	372.4	113.06	51.94	-25,860.6	0
2018-10-08	SELL	69	364.8	110.75	50.84	25,009.6	-851
2018-10-11	BUY	69	362.3	109.99	50.46	-25,159.15	0
2018-10-18	SELL	69	364	110.51	50.7	24,954.79	-204.36
2018-10-23	BUY	68	365	109.21	50.2	-24,979.4	0
2018-10-28	SELL	68	383	114.59	52.61	25,876.8	897.39
2018-10-31	BUY	67	380.5	112.17	51.48	-25,657.15	0
2018-11-07	SELL	67	375	110.55	50.83	24,963.62	-693.54
2018-11-12	BUY	66	379	110.06	50.65	-25,174.72	0
2018-11-19	SELL	66	365.1	106.03	48.75	23,941.82	-1,232.89
2018-12-26	BUY	66	360.5	104.69	48.37	-23,946.06	0
2019-01-02	SELL	66	368	106.87	49.33	24,131.8	185.74
2019-01-07	BUY	64	375	105.6	48.7	-24,154.3	0
2019-01-14	SELL	64	391	110.11	50.52	24,863.37	709.07
2019-01-17	BUY	64	382	107.57	49.31	-24,604.88	0
2019-01-22	SELL	64	384	108.13	49.55	24,418.32	-186.56
2019-01-27	BUY	61	397	106.55	48.77	-24,372.32	0
2019-01-30	SELL	61	414.4	111.22	50.82	25,116.35	744.04
2019-02-04	BUY	63	396	109.77	50.1	-25,107.87	0
2019-02-07	SELL	63	407	112.82	51.5	25,476.68	368.81
2019-02-12	BUY	64	397	111.8	51.03	-25,570.83	0
2019-02-19	SELL	64	376	105.88	48.3	23,909.82	-1,661.01
2019-03-24	BUY	60	398	105.07	48.07	-24,033.14	0
2019-03-28	SELL	60	410	108.24	49.5	24,442.26	409.12
2019-04-02	BUY	58	417	106.42	48.68	-24,341.1	0
2019-04-07	SELL	58	385	98.25	44.89	22,186.86	-2,154.24
2019-05-29	BUY	63	350	97.02	44.7	-22,191.72	0
2019-06-10	SELL	63	354.22	98.19	45.28	22,172.51	-19.2
2019-06-13	BUY	61	360.3	96.7	44.6	-22,119.61	0
2019-06-20	SELL	61	360.4	96.73	44.64	21,843.03	-276.58
2019-06-25	BUY	61	360.9	96.87	44.69	-22,156.45	0
2019-07-03	SELL	61	364.9	97.94	45.09	22,115.88	-40.58
2019-07-08	BUY	62	351.7	95.94	44.2	-21,945.55	0
2019-07-11	SELL	62	333	90.84	41.78	20,513.38	-1,432.17
2019-08-06	BUY	63	321.8	89.2	40.89	-20,403.5	0
2019-08-20	SELL	63	324.9	90.06	41.31	20,337.33	-66.16
2019-08-25	BUY	64	319.7	90.03	41.34	-20,592.17	0
2019-09-01	SELL	64	312.1	87.89	40.36	19,846.16	-746.01
2019-09-16	BUY	64	306.6	86.34	39.64	-19,748.38	0
2019-09-19	SELL	64	320	90.11	41.4	20,348.49	600.11
2019-09-24	BUY	55	363.9	88.06	40.3	-20,142.86	0
2019-10-01	SELL	55	352.4	85.28	38.98	19,257.74	-885.12
2019-10-06	BUY	56	347	85.5	39.09	-19,556.59	0
2019-10-10	SELL	56	333.5	82.17	37.57	18,556.26	-1,000.34
2019-11-21	BUY	56	325	80.08	36.67	-18,316.75	0
2019-11-26	SELL	56	306	75.4	34.49	17,026.11	-1,290.64
2019-12-01	BUY	54	318	75.56	34.55	-17,282.11	0
2019-12-05	SELL	54	305.28	72.53	33.16	16,379.43	-902.68
2020-01-22	BUY	59	272.8	70.82	32.4	-16,198.42	0
2020-01-27	SELL	59	273	70.87	32.42	16,003.71	-194.71
2020-01-30	BUY	61	262.9	70.56	32.25	-16,139.71	0
2020-02-04	SELL	61	271.95	72.99	33.34	16,482.8	343.09
2020-02-09	BUY	63	260.7	72.27	33	-16,529.37	0
2020-02-16	SELL	63	261.4	72.46	33.09	16,362.65	-166.71
2020-02-19	BUY	60	266.8	70.44	32.16	-16,110.6	0
2020-02-24	SELL	60	319.8	84.43	38.52	19,065.05	2,954.45
2020-02-27	BUY	66	288.1	83.66	38.16	-19,136.42	0
2020-03-03	SELL	66	273.9	79.54	36.27	17,961.59	-1,174.84
2020-06-11	BUY	75	238.8	78.8	36.09	-18,024.89	0
2020-07-09	SELL	75	238.8	78.8	37.65	17,793.54	-231.35
2020-07-14	BUY	74	240.6	78.34	36.15	-17,918.89	0
2020-07-19	SELL	74	243	79.12	36.35	17,866.53	-52.37
2020-07-22	BUY	72	246.5	78.09	35.79	-17,861.88	0
2020-07-27	SELL	72	256.31	81.2	37.14	18,336.06	474.17
2020-07-30	BUY	71	255	79.66	36.4	-18,221.06	0
2020-08-09	SELL	71	255	79.66	36.35	17,988.99	-232.07
2020-08-13	BUY	62	290	79.11	36.08	-18,095.19	0
2020-08-18	SELL	62	288	78.57	35.82	17,741.61	-353.58
2020-08-23	BUY	61	287	77.03	35.11	-17,619.15	0
2020-08-26	SELL	61	315	84.55	38.54	19,091.91	1,472.77
2020-09-01	BUY	59	320.4	83.18	37.91	-19,024.68	0
2020-09-08	SELL	59	326.9	84.86	38.68	19,163.56	138.88
2020-09-13	BUY	55	347.6	84.12	38.34	-19,240.46	0
2020-09-16	SELL	55	345	83.49	38.06	18,853.45	-387.02
2020-09-21	BUY	56	336.7	82.96	37.82	-18,975.98	0
2020-09-28	SELL	56	330.6	81.46	37.16	18,394.98	-581.01
2020-12-09	BUY	54	334.1	79.38	36.39	-18,157.18	0
2020-12-14	SELL	54	345.61	82.12	37.62	18,543.15	385.97

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