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: -15.7%. 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

#306 · Flow: Range flow

Full-history NAV৳5,574

Net return -94.4% · drawdown 95.5% · 313 closed positions

2024 onward NAV৳48,530

Net return -51.5% · drawdown 59.4% · 60 closed positions

2024 stress NAV৳30,360

Net return -69.6% · drawdown 73.0% · 45 closed positions

Variant 0; fixed stop 4.0%; maximum 60 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৳94

Unsettled৳0

Holdings৳5,481

NAV৳5,574

Realized P&L৳-94,314

Unrealized P&L৳-112

Fees৳83,959

Friction৳38,639

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.06e-10. 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 #306

629 fills, including partial sales. Page 3.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2014-08-11	SELL	130	330.06	188.8	86.2	42,633.32	1,970.27
2014-08-19	BUY	125	338.2	186.01	84.85	-42,545.86	0
2014-08-24	SELL	125	324.67	178.57	81.42	40,324.01	-2,221.85
2014-08-27	BUY	123	325.5	176.16	80.31	-40,292.97	0
2014-09-04	SELL	123	338.1	182.98	83.46	41,319.86	1,026.89
2014-09-11	BUY	122	337.8	181.33	82.79	-41,475.72	0
2014-09-22	SELL	61	388.47	104.27	47.52	23,544.89	2,807.03
2014-09-23	SELL	61	380.7	102.18	46.56	23,073.96	2,336.1
2014-09-29	BUY	118	392.2	203.63	92.96	-46,576.19	0
2014-10-13	SELL	118	374.7	194.54	88.75	43,931.31	-2,644.89
2014-10-19	BUY	117	371.8	191.4	87.28	-43,779.28	0
2014-11-06	SELL	117	353.3	181.88	83.01	41,071.21	-2,708.07
2014-11-12	BUY	115	354.2	179.23	81.85	-40,994.08	0
2014-11-18	SELL	115	339.4	171.74	78.49	38,780.78	-2,213.3
2014-11-19	BUY	1	339	1.49	0.68	-341.17	0
2014-11-24	SELL	1	316.7	1.39	0.63	314.67	-26.5
2014-12-04	BUY	110	352.6	170.66	78.21	-39,034.87	0
2015-01-25	SELL	110	338.5	163.83	75.47	36,995.26	-2,039.61
2015-01-28	BUY	109	336	161.15	74.2	-36,859.34	0
2015-02-02	SELL	109	322.56	154.7	71.2	34,933.14	-1,926.21
2015-02-11	BUY	100	347.9	153.08	70.39	-35,013.46	0
2015-02-22	SELL	100	333.1	146.56	67.3	33,096.14	-1,917.33
2015-03-04	BUY	99	332.9	145.01	66.6	-33,168.71	0
2015-03-30	SELL	99	352.8	153.68	70.4	34,703.12	1,534.4
2015-04-06	BUY	97	353	150.66	68.89	-34,460.55	0
2015-04-19	SELL	97	338.88	144.63	66.11	32,660.61	-1,799.94
2015-04-29	BUY	98	331.8	143.07	65.45	-32,724.92	0
2015-05-05	SELL	98	327	141	64.6	31,840.4	-884.52
2015-05-17	BUY	98	324.1	139.75	64.09	-31,965.65	0
2015-05-20	SELL	98	335	144.45	66.27	32,619.28	653.63
2015-05-26	BUY	97	334	142.55	65.38	-32,605.94	0
2015-05-31	SELL	97	328.5	140.2	64.18	31,660.12	-945.82
2015-06-11	BUY	97	325	138.71	63.39	-31,727.1	0
2015-06-22	SELL	97	328.9	140.37	64.12	31,698.8	-28.3
2015-06-28	BUY	96	326	137.7	62.91	-31,496.61	0
2015-07-02	SELL	96	330.1	139.43	63.75	31,486.42	-10.19
2015-07-07	BUY	95	328.6	137.35	62.8	-31,417.16	0
2015-07-12	SELL	95	340.1	142.16	64.98	32,102.36	685.2
2015-07-22	BUY	96	335.2	141.59	64.7	-32,385.49	0
2015-08-03	SELL	96	328.5	138.76	63.34	31,333.9	-1,051.59
2015-08-19	BUY	97	318.9	136.11	62.19	-31,131.6	0
2015-08-24	SELL	97	316.5	135.08	61.79	30,503.63	-627.97
2015-09-03	BUY	96	315.1	133.1	61.07	-30,443.77	0
2015-09-08	SELL	96	314	132.63	60.92	29,950.44	-493.32
2015-09-21	BUY	100	298.2	131.21	60.29	-30,011.5	0
2015-09-29	SELL	100	296	130.24	59.81	29,409.95	-601.55
2015-10-12	BUY	110	267	129.23	59.18	-29,558.4	0
2015-10-15	SELL	110	254.9	123.37	56.5	27,859.13	-1,699.27
2015-10-26	BUY	109	253	121.34	55.55	-27,753.89	0
2015-10-29	SELL	109	246.5	118.22	54.13	26,696.14	-1,057.74
2015-11-08	BUY	106	250	116.6	53.49	-26,670.09	0
2015-11-11	SELL	106	251	117.07	53.75	26,435.18	-234.91
2015-11-18	BUY	104	254.5	116.46	53.63	-26,638.09	0
2015-11-23	SELL	104	254.8	116.6	53.76	26,328.84	-309.25
2015-11-26	BUY	103	253.1	114.7	52.93	-26,236.94	0
2015-12-01	SELL	103	267.9	121.41	56.14	27,416.15	1,179.21
2015-12-17	BUY	108	251.2	119.37	54.99	-27,303.96	0
2015-12-22	SELL	108	255	121.18	55.88	27,362.95	58.99
2016-01-03	BUY	108	253.4	120.42	55.77	-27,543.39	0
2016-01-06	SELL	108	252	119.75	55.73	27,040.52	-502.87
2016-01-11	BUY	105	254	117.35	54.77	-26,842.12	0
2016-01-14	SELL	105	256.6	118.55	55.25	26,769.2	-72.92
2016-01-19	BUY	101	263.3	117.01	54.33	-26,764.65	0
2016-01-24	SELL	101	266	118.21	54.57	26,693.22	-71.43
2016-02-02	BUY	104	256.3	117.28	54.05	-26,826.54	0
2016-02-07	SELL	104	260.4	119.16	54.94	26,907.5	80.96
2016-02-16	BUY	104	258	118.06	54.41	-27,004.47	0
2016-02-22	SELL	104	255.3	116.83	54.05	26,380.32	-624.15
2016-02-28	BUY	102	256.2	114.98	53.14	-26,300.52	0
2016-03-02	SELL	102	244.1	109.55	50.47	24,738.18	-1,562.34
2016-03-14	BUY	101	243	107.99	49.72	-24,700.71	0
2016-03-20	SELL	101	239.5	106.43	49	24,034.06	-666.65
2016-03-24	BUY	102	235.2	105.56	48.63	-24,144.59	0
2016-03-29	SELL	102	230.4	103.4	47.67	23,349.72	-794.86
2016-04-04	BUY	99	233.1	101.54	47.2	-23,225.63	0
2016-04-07	SELL	99	233.2	101.58	47.34	22,937.88	-287.76
2016-04-20	BUY	96	237	100.11	46.74	-22,898.85	0
2016-04-25	SELL	96	250	105.6	49.12	23,845.28	946.43
2016-05-03	BUY	96	247	104.33	48.41	-23,864.75	0
2016-05-08	SELL	96	247	104.33	48.34	23,559.33	-305.42
2016-05-15	BUY	93	251.1	102.75	47.48	-23,502.53	0
2016-05-18	SELL	93	252.2	103.2	47.69	23,303.71	-198.81
2016-05-24	BUY	91	256.7	102.78	47.51	-23,509.99	0
2016-05-29	SELL	91	255.2	102.18	47.28	23,073.74	-436.25
2016-06-02	BUY	89	256.7	100.52	46.51	-22,993.34	0
2016-06-07	SELL	89	255.1	99.9	46.24	22,557.76	-435.57
2016-06-14	BUY	88	255.7	99.01	45.82	-22,646.43	0
2016-06-19	SELL	88	252.1	97.61	45.12	22,042.07	-604.36
2016-06-22	BUY	86	252	95.36	44.2	-21,811.56	0
2016-06-27	SELL	86	250	94.6	43.93	21,361.47	-450.09
2016-07-16	BUY	83	257	93.86	43.42	-21,468.28	0
2016-07-19	SELL	83	259.4	94.73	43.74	21,391.73	-76.55
2016-07-26	BUY	79	269.1	93.54	42.98	-21,395.42	0
2016-07-31	SELL	79	276.5	96.11	43.97	21,703.41	308
2016-08-07	BUY	78	277.4	95.2	43.56	-21,775.96	0
2016-08-10	SELL	78	267.9	91.94	42.04	20,762.22	-1,013.74
2016-08-17	BUY	76	272	90.96	41.58	-20,804.53	0
2016-09-19	SELL	76	261.12	87.32	40.33	19,717.48	-1,087.06
2016-09-24	BUY	74	263.7	85.86	39.7	-19,639.36	0
2016-10-26	SELL	74	279.3	90.94	41.78	20,535.48	896.12

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