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: -13.3%. 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

#302 · Flow: Range flow

Full-history NAV৳8,989

Net return -91.0% · drawdown 92.7% · 303 closed positions

2024 onward NAV৳49,483

Net return -50.5% · drawdown 58.6% · 58 closed positions

2024 stress NAV৳39,010

Net return -61.0% · drawdown 65.3% · 42 closed positions

Variant 0; fixed stop 12.0%; 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৳172

Unsettled৳0

Holdings৳8,817

NAV৳8,989

Realized P&L৳-90,832

Unrealized P&L৳-180

Fees৳114,630

Friction৳52,968

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳8.00e-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 #302

608 fills, including partial sales. Page 4.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2018-01-28	SELL	117	510	262.55	120.55	59,286.9	4,014.4
2018-02-01	BUY	117	504	259.46	118.96	-59,346.42	0
2018-03-04	SELL	117	485.5	249.94	114.98	56,438.59	-2,907.83
2018-03-07	BUY	115	487.9	246.88	113.74	-56,469.12	0
2018-04-05	SELL	115	477	241.36	111.67	54,501.97	-1,967.16
2018-04-11	BUY	112	483.2	238.12	110.13	-54,466.65	0
2018-05-14	SELL	112	465.6	229.45	105.49	51,812.26	-2,654.39
2018-05-24	BUY	120	429.9	226.99	104.28	-51,919.27	0
2018-05-29	SELL	120	432	228.1	105.09	51,506.81	-412.45
2018-06-05	BUY	125	409	224.95	103.72	-51,453.67	0
2018-06-10	SELL	125	395	217.25	100.09	49,057.66	-2,396.01
2018-06-19	BUY	128	382.6	215.48	99.02	-49,287.3	0
2018-06-24	SELL	128	405	228.1	104.68	51,507.22	2,219.92
2018-07-08	BUY	132	387	224.77	103.02	-51,411.78	0
2018-07-11	SELL	132	380	220.7	101.17	49,838.12	-1,573.66
2018-07-18	BUY	123	401.9	217.51	99.71	-49,750.92	0
2018-07-23	SELL	123	396.9	214.8	98.62	48,505.28	-1,245.64
2018-07-30	BUY	124	390.2	212.89	98.06	-48,695.75	0
2018-08-02	SELL	124	390	212.78	98.07	48,049.15	-646.6
2018-08-07	BUY	126	376	208.45	96.02	-47,680.47	0
2018-08-12	SELL	126	364	201.8	92.83	45,569.37	-2,111.11
2018-08-14	BUY	1	359.6	1.58	0.72	-361.9	0
2018-08-20	SELL	1	374	1.65	0.75	371.61	9.7
2018-08-26	BUY	120	375	198	91.48	-45,289.48	0
2018-08-29	SELL	120	391.5	206.71	95.71	46,677.58	1,388.1
2018-09-03	BUY	1	387	1.7	0.77	-389.48	0
2018-09-06	SELL	1	388.5	1.71	0.78	386.01	-3.46
2018-09-12	BUY	123	380.2	205.76	95.21	-47,065.58	0
2018-09-17	SELL	123	369	199.7	92.74	45,094.56	-1,971.02
2018-09-23	BUY	125	358.2	197.01	91.27	-45,063.28	0
2018-09-26	SELL	125	367	201.85	93.44	45,579.71	516.43
2018-10-01	BUY	122	372.4	199.9	92.59	-45,725.3	0
2018-10-04	SELL	122	374.9	201.25	93.14	45,443.41	-281.89
2018-10-14	BUY	123	365.5	197.81	91.37	-45,245.68	0
2018-10-17	SELL	123	362.6	196.24	90.64	44,312.92	-932.75
2018-10-24	BUY	119	372	194.78	90.21	-44,552.99	0
2018-10-29	SELL	119	384	201.06	92.97	45,401.96	848.97
2018-11-04	BUY	118	382	198.33	91.76	-45,366.09	0
2018-11-07	SELL	118	375	194.7	90.31	43,964.99	-1,401.1
2018-11-14	BUY	116	376.5	192.17	89.28	-43,955.44	0
2018-11-19	SELL	116	365.1	186.35	86.43	42,078.82	-1,876.62
2018-11-28	BUY	114	366.2	183.69	85.3	-42,015.78	0
2018-12-03	SELL	114	360.2	180.68	83.96	40,798.16	-1,217.62
2018-12-09	BUY	112	363.6	179.18	83.23	-40,985.61	0
2018-12-12	SELL	112	355.5	175.19	81.27	39,559.54	-1,426.07
2018-12-24	BUY	109	360	172.66	80.66	-39,493.31	0
2019-01-01	SELL	109	370	177.45	82.74	40,069.81	576.49
2019-01-07	BUY	106	375	174.9	81.43	-40,006.33	0
2019-01-10	SELL	106	383.2	178.72	82.65	40,357.82	351.5
2019-01-15	BUY	103	390	176.75	81.51	-40,428.26	0
2019-01-20	SELL	103	375	169.95	78.26	38,376.79	-2,051.47
2019-01-23	BUY	97	391	166.88	76.75	-38,170.63	0
2019-01-30	SELL	97	411.5	175.63	80.49	39,659.58	1,488.94
2019-02-05	BUY	98	403	173.77	79.5	-39,747.27	0
2019-02-13	SELL	98	388	167.31	76.51	37,780.18	-1,967.09
2019-02-19	BUY	100	376	165.44	75.62	-37,841.06	0
2019-02-25	SELL	100	386.8	170.19	77.8	38,432.01	590.95
2019-03-04	BUY	98	389	167.74	76.72	-38,366.46	0
2019-03-07	SELL	98	390	168.17	77.04	37,974.79	-391.67
2019-03-12	BUY	98	384.3	165.71	75.96	-37,903.07	0
2019-03-18	SELL	98	385.5	166.23	76.23	37,536.54	-366.52
2019-03-24	BUY	94	398	164.61	75.58	-37,652.19	0
2019-04-02	SELL	94	411.31	170.12	78.11	38,414.53	762.34
2019-04-09	BUY	102	373	167.4	76.69	-38,290.1	0
2019-04-15	SELL	102	369.8	165.97	76	37,477.64	-812.46
2019-04-18	BUY	100	372.5	163.9	75.04	-37,488.94	0
2019-04-24	SELL	100	374.8	164.91	75.55	37,239.54	-249.41
2019-04-29	BUY	102	365.5	164.04	75.26	-37,520.3	0
2019-05-05	SELL	102	361.9	162.42	74.62	36,676.76	-843.53
2019-05-15	BUY	105	346	159.85	74.07	-36,563.93	0
2019-05-20	SELL	105	350.1	161.75	75.11	36,523.65	-40.28
2019-05-28	BUY	106	341.8	159.42	74.09	-36,464.31	0
2019-06-09	SELL	106	355.1	165.62	77.12	37,397.86	933.55
2019-06-16	BUY	102	363.5	163.14	75.97	-37,316.11	0
2019-06-19	SELL	102	363.9	163.32	76.18	36,878.3	-437.81
2019-06-27	BUY	101	363.5	161.54	75.08	-36,950.12	0
2019-07-03	SELL	101	364.9	162.16	75.27	36,617.47	-332.65
2019-07-08	BUY	103	351.7	159.39	74.08	-36,458.57	0
2019-07-11	SELL	103	333	150.92	69.94	34,078.14	-2,380.43
2019-07-15	BUY	1	344.7	1.52	0.69	-346.91	0
2019-07-18	SELL	1	330	1.45	0.66	327.89	-19.02
2019-07-24	BUY	105	323.2	149.32	68.86	-34,154.17	0
2019-07-29	SELL	105	325.2	150.24	69.35	33,926.41	-227.77
2019-08-01	BUY	101	333	147.99	68.27	-33,849.25	0
2019-08-06	SELL	101	321.8	143.01	65.89	32,292.9	-1,556.35
2019-08-18	BUY	101	318	141.32	65.1	-32,324.42	0
2019-08-21	SELL	101	327	145.32	67.07	32,814.61	490.19
2019-08-27	BUY	104	314.5	143.92	66.47	-32,918.39	0
2019-09-01	SELL	104	312.1	142.82	65.99	32,249.59	-668.8
2019-09-08	BUY	109	295.5	141.72	65.43	-32,416.65	0
2019-09-12	SELL	109	305.1	146.33	67.55	33,042.03	625.37
2019-10-06	BUY	94	347	143.52	65.88	-32,827.4	0
2019-10-10	SELL	94	333.5	137.94	63.31	31,147.75	-1,679.65
2019-10-20	BUY	98	317	136.69	62.71	-31,265.4	0
2019-10-23	SELL	98	321.6	138.67	63.88	31,314.25	48.85
2019-10-30	BUY	97	321.2	137.09	63.29	-31,356.78	0
2019-11-04	SELL	97	315.1	134.48	62.12	30,368.1	-988.68
2019-11-11	BUY	95	315.9	132.05	61	-30,203.55	0
2019-11-14	SELL	95	310.1	129.62	59.86	29,270.02	-933.53
2019-11-26	BUY	95	306	127.91	58.77	-29,256.68	0

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