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: -15.4%. 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

#305 · MACD

Full-history NAV৳5,925

Net return -94.1% · drawdown 94.2% · 283 closed positions

2024 onward NAV৳63,765

Net return -36.2% · drawdown 50.6% · 50 closed positions

2024 stress NAV৳26,610

Net return -73.4% · drawdown 73.4% · 38 closed positions

Variant 2; fixed stop 10.0%; maximum 5 sessions; gate None; continuous signal; exit any bearish; trailing arms at 2.0%, distance 1.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳154

Unsettled৳5,771

Holdings৳0

NAV৳5,925

Realized P&L৳-94,075

Unrealized P&L৳0

Fees৳80,640

Friction৳37,238

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 #305

566 fills, including partial sales. Page 3.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2015-11-01	BUY	148	250.8	163.32	75.07	-37,356.79	0
2015-11-08	SELL	148	250	162.8	74.95	36,762.25	-594.54
2015-11-11	BUY	145	251	160.14	73.8	-36,628.94	0
2015-11-18	SELL	145	254.5	162.37	75.16	36,664.97	36.03
2015-11-23	BUY	143	254.8	160.32	74.31	-36,671.03	0
2015-11-30	SELL	143	256.1	161.14	74.87	36,386.29	-284.74
2015-12-03	BUY	133	272	159.17	73.86	-36,409.04	0
2015-12-10	SELL	133	252.7	147.88	68.37	33,392.85	-3,016.19
2015-12-27	BUY	131	254	146.41	67.71	-33,488.12	0
2016-01-03	SELL	131	253.4	146.06	67.92	32,981.42	-506.7
2016-01-06	BUY	130	252	144.14	67.39	-32,971.54	0
2016-01-12	SELL	130	258.5	147.86	69.33	33,387.81	416.27
2016-01-17	BUY	129	257	145.87	68.32	-33,367.2	0
2016-01-20	SELL	129	274	155.52	72.32	35,118.16	1,750.96
2016-01-25	BUY	131	266.2	153.44	71.13	-35,096.77	0
2016-02-01	SELL	131	257	148.13	68.54	33,450.33	-1,646.44
2016-04-07	BUY	143	233.2	146.73	69.13	-33,563.46	0
2016-04-12	SELL	143	233.8	147.11	69.33	33,216.96	-346.5
2016-04-18	BUY	140	235.9	145.31	68.77	-33,240.09	0
2016-04-24	SELL	140	248.6	153.14	72.07	34,578.79	1,338.7
2016-04-27	BUY	136	251	150.2	70.27	-34,356.47	0
2016-05-05	SELL	136	247	147.8	69.05	33,375.15	-981.32
2016-05-10	BUY	131	253.4	146.06	68.05	-33,409.51	0
2016-05-17	SELL	131	252.2	145.37	67.6	32,825.23	-584.28
2016-05-22	BUY	128	255.2	143.73	66.86	-32,876.19	0
2016-05-30	SELL	128	257	144.74	67.49	32,683.77	-192.43
2016-06-02	BUY	127	256.7	143.44	66.87	-32,811.22	0
2016-06-07	SELL	127	255.1	142.55	66.49	32,188.66	-622.56
2016-07-13	BUY	124	256.8	140.11	65.56	-32,048.87	0
2016-07-19	SELL	124	259.4	141.53	65.85	31,958.22	-90.65
2016-07-24	BUY	121	263	140.02	64.82	-32,027.84	0
2016-07-27	SELL	121	278	148.01	68.23	33,421.76	1,393.92
2016-08-01	BUY	120	276.6	146.04	67.03	-33,405.07	0
2016-08-10	SELL	120	267.9	141.45	64.88	31,941.67	-1,463.4
2016-09-27	BUY	118	269.2	139.77	65.36	-31,970.73	0
2016-10-04	SELL	118	271	140.7	65.76	31,771.54	-199.19
2016-10-09	BUY	117	270.4	139.2	64.83	-31,840.83	0
2016-10-18	SELL	117	270.7	139.36	64.91	31,467.63	-373.19
2016-10-23	BUY	112	277.5	136.75	63.34	-31,280.09	0
2016-10-26	SELL	112	280	137.98	63.74	31,158.27	-121.82
2016-10-31	BUY	113	275	136.73	63.13	-31,274.86	0
2016-11-07	SELL	113	278	138.22	63.85	31,211.93	-62.93
2016-11-10	BUY	111	279.1	136.31	62.84	-31,179.25	0
2016-11-15	SELL	111	279.1	136.31	62.79	30,781	-398.25
2016-11-20	BUY	108	282.5	134.24	61.78	-30,706.02	0
2016-11-23	SELL	108	288.6	137.14	63.07	30,968.59	262.57
2016-11-28	BUY	108	286	135.91	62.42	-31,086.33	0
2016-12-01	SELL	108	283.9	134.91	61.94	30,464.35	-621.98
2017-01-09	BUY	104	290	132.7	61.06	-30,353.76	0
2017-01-16	SELL	104	290	132.7	60.99	29,966.31	-387.45
2017-01-19	BUY	100	297	130.68	59.97	-29,890.65	0
2017-01-25	SELL	100	304.92	134.16	61.46	30,296.37	405.72
2017-01-30	BUY	100	303	133.32	61.01	-30,494.33	0
2017-02-05	SELL	100	306.5	134.86	61.75	30,453.39	-40.94
2017-02-08	BUY	99	304.6	132.68	60.76	-30,348.84	0
2017-02-15	SELL	99	320	139.39	63.87	31,476.74	1,127.89
2017-02-20	BUY	98	318.8	137.47	62.97	-31,442.84	0
2017-02-28	SELL	98	308.2	132.9	60.95	30,009.75	-1,433.09
2017-03-30	BUY	90	330	130.68	60.1	-29,890.78	0
2017-04-04	SELL	90	346.5	137.21	62.98	30,984.8	1,094.02
2017-04-09	BUY	90	345	136.62	62.65	-31,249.27	0
2017-04-16	SELL	90	340	134.64	61.77	30,403.59	-845.69
2017-06-07	BUY	89	337.9	132.32	61.37	-30,266.79	0
2017-06-12	SELL	89	330.9	129.58	59.98	29,260.54	-1,006.25
2017-06-22	BUY	86	338.8	128.2	59.11	-29,324.12	0
2017-07-04	SELL	86	351.1	132.86	61.04	30,000.7	676.59
2017-07-09	BUY	87	340.5	130.34	59.71	-29,813.55	0
2017-07-12	SELL	87	347	132.83	60.8	29,994.93	181.38
2017-07-17	BUY	81	370.9	132.19	60.38	-30,235.47	0
2017-07-24	SELL	81	367	130.8	59.71	29,536.49	-698.98
2017-07-27	BUY	78	375.5	128.87	58.82	-29,476.69	0
2017-08-06	SELL	78	373.2	128.08	58.45	28,923.07	-553.62
2017-08-09	BUY	76	376.5	125.9	57.48	-28,797.38	0
2017-08-16	SELL	76	382	127.74	58.38	28,845.88	48.5
2017-08-21	BUY	73	391.5	125.75	57.47	-28,762.72	0
2017-08-27	SELL	73	390	125.27	57.26	28,287.47	-475.25
2017-09-10	BUY	69	408	123.87	56.71	-28,332.58	0
2017-09-13	SELL	69	415	125.99	57.62	28,451.38	118.8
2017-09-18	BUY	68	414.5	124.02	56.7	-28,366.72	0
2017-09-21	SELL	68	413.7	123.78	56.58	27,951.24	-415.48
2017-10-12	BUY	65	430	122.98	56.26	-28,129.24	0
2017-10-18	SELL	65	422.1	120.72	55.29	27,260.49	-868.75
2017-10-25	BUY	62	440	120.03	54.9	-27,454.93	0
2017-10-30	SELL	62	442	120.58	55.16	27,228.26	-226.67
2017-11-02	BUY	61	438.2	117.61	53.82	-26,901.63	0
2017-11-07	SELL	61	444.5	119.3	54.58	26,940.62	38.99
2017-11-12	BUY	59	457.5	118.77	54.31	-27,165.58	0
2017-11-15	SELL	59	500	129.8	59.29	29,310.91	2,145.34
2017-11-20	BUY	59	489.5	127.07	58	-29,065.58	0
2017-11-27	SELL	59	479.2	124.4	56.78	28,091.62	-973.96
2018-01-04	BUY	57	487.6	122.29	55.96	-27,971.45	0
2018-01-09	SELL	57	472.6	118.53	54.23	26,765.45	-1,206
2018-01-18	BUY	56	482.5	118.89	54.39	-27,193.28	0
2018-01-25	SELL	56	505.8	124.63	56.94	28,143.23	949.95
2018-01-30	BUY	54	511	121.41	55.43	-27,770.84	0
2018-02-06	SELL	54	495	117.61	53.67	26,558.72	-1,212.12
2018-04-08	BUY	55	479.9	116.14	53.25	-26,563.89	0
2018-04-15	SELL	55	484.8	117.32	53.78	26,492.9	-70.99
2018-04-18	BUY	54	487.5	115.83	53.1	-26,493.93	0
2018-04-23	SELL	54	484.1	115.02	52.68	25,973.69	-520.24

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