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: -16.6%. 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

#312 · Support rebound

Full-history NAV৳4,672

Net return -95.3% · drawdown 96.5% · 306 closed positions

2024 onward NAV৳45,748

Net return -54.3% · drawdown 54.7% · 65 closed positions

2024 stress NAV৳25,686

Net return -74.3% · drawdown 74.4% · 52 closed positions

Variant 3; fixed stop 22.0%; maximum 5 sessions; gate None; continuous signal; exit any bearish; trailing arms at 12.0%, distance 4.5%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳104

Unsettled৳4,568

Holdings৳0

NAV৳4,672

Realized P&L৳-95,328

Unrealized P&L৳0

Fees৳99,242

Friction৳46,033

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.12e-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 #312

614 fills, including partial sales. Page 1.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2010-12-14	BUY	452	219.8	437.14	201.5	-99,988.24	0
2010-12-21	SELL	226	284.3	282.71	129.56	63,839.53	13,845.41
2010-12-22	SELL	226	269.9	268.39	122.64	60,606.37	10,612.25
2011-01-25	BUY	547	226	543.94	250.3	-124,416.24	0
2011-02-01	SELL	547	229.5	552.36	254.18	124,729.96	313.72
2011-02-09	BUY	588	210.8	545.38	250.62	-124,746.4	0
2011-02-15	SELL	588	185.5	479.93	220.45	108,373.62	-16,372.77
2011-02-24	BUY	664	162.2	473.88	217.78	-108,392.46	0
2011-03-01	SELL	664	153.8	449.34	206.33	101,467.53	-6,924.93
2011-04-10	BUY	591	170.4	443.11	205	-101,354.51	0
2011-04-18	SELL	591	167.7	436.09	202.33	98,472.28	-2,882.22
2011-04-21	BUY	600	163.1	430.58	199.94	-98,490.52	0
2011-04-28	SELL	600	157.2	415.01	192.69	93,712.3	-4,778.22
2011-05-04	BUY	600	155.2	409.73	190.53	-93,720.26	0
2011-05-11	SELL	600	145.8	384.91	179.66	86,915.43	-6,804.83
2011-05-22	BUY	600	144	380.16	178.74	-86,958.9	0
2011-05-29	SELL	600	145.5	384.12	181.88	86,734	-224.9
2011-06-14	BUY	608	141.6	378.81	179.05	-86,650.66	0
2011-06-21	SELL	608	140.6	376.13	177.34	84,931.33	-1,719.33
2011-08-24	BUY	477	177	371.49	170.21	-84,970.7	0
2011-09-07	SELL	477	173.1	363.3	167.65	82,037.75	-2,932.95
2011-09-12	BUY	489	166.7	358.67	166.01	-82,040.98	0
2011-09-19	SELL	489	163.5	351.79	163.33	79,436.38	-2,604.6
2011-09-22	BUY	501	157.7	347.63	161.79	-79,517.12	0
2011-09-29	SELL	501	163.6	360.64	167.94	81,435.02	1,917.89
2011-10-05	BUY	527	153.4	355.7	165.75	-81,363.25	0
2011-10-13	SELL	527	147.1	341.1	158.47	77,022.13	-4,341.12
2011-10-18	BUY	542	141.2	336.73	156.64	-77,023.77	0
2011-10-25	SELL	542	167	398.26	185.57	89,930.17	12,906.39
2011-12-18	BUY	575	155.3	392.91	182.15	-89,872.56	0
2011-12-26	SELL	575	160.8	406.82	190.43	91,862.74	1,990.19
2012-01-24	BUY	582	157	402.05	185.31	-91,961.35	0
2012-01-29	SELL	582	150.4	385.14	177.39	86,970.26	-4,991.09
2012-02-02	BUY	561	154	380.13	175.25	-86,949.38	0
2012-02-12	SELL	561	154.4	381.12	175.98	86,061.3	-888.08
2012-02-22	BUY	577	148.2	376.25	173.57	-86,061.22	0
2012-02-29	SELL	577	160.1	406.46	187.61	91,783.62	5,722.4
2012-03-07	BUY	602	151.4	401.03	185.15	-91,728.98	0
2012-03-14	SELL	602	160.6	425.4	197.43	96,058.38	4,329.4
2012-05-15	BUY	464	205.7	419.96	192.31	-96,057.07	0
2012-05-22	SELL	464	206.9	422.41	193.98	95,385.21	-671.86
2012-05-27	BUY	469	201.9	416.64	191.83	-95,299.57	0
2012-06-03	SELL	469	210.2	433.77	200.99	97,949.04	2,649.47
2012-06-06	BUY	470	207.1	428.28	198.95	-97,964.23	0
2012-06-13	SELL	470	203.3	420.42	195.83	94,934.74	-3,029.49
2012-06-18	BUY	475	198.8	415.49	193.64	-95,039.13	0
2012-06-25	SELL	475	200	418	195.54	94,386.46	-652.67
2012-06-28	BUY	449	208.8	412.51	192.39	-94,356.1	0
2012-07-08	SELL	449	200.7	396.5	184.63	89,533.17	-4,822.93
2012-07-11	BUY	457	194.6	391.3	182.07	-89,505.57	0
2012-07-16	SELL	457	192.1	386.27	179.31	87,224.11	-2,281.46
2012-09-04	BUY	490	176.8	381.18	176.09	-87,189.27	0
2012-09-11	SELL	490	171.9	370.62	171.41	83,688.97	-3,500.3
2012-09-12	BUY	1	170.1	0.75	0.34	-171.19	0
2012-09-19	SELL	1	175.5	0.77	0.35	174.38	3.19
2012-09-23	BUY	479	173.5	365.67	168.73	-83,640.89	0
2012-09-30	SELL	479	166.3	350.49	161.91	79,145.29	-4,495.6
2012-10-01	BUY	1	167.4	0.74	0.33	-168.47	0
2012-10-08	SELL	1	166.3	0.73	0.33	165.24	-3.24
2012-10-09	BUY	472	166.4	345.58	159.9	-79,046.28	0
2012-10-15	SELL	472	162.5	337.48	156.93	76,205.59	-2,840.69
2012-10-16	BUY	1	162.5	0.72	0.33	-163.54	0
2012-10-21	SELL	1	161.6	0.71	0.32	160.57	-2.97
2012-10-22	BUY	459	165	333.23	156.47	-76,224.7	0
2012-11-04	SELL	459	168.7	340.71	159.95	76,932.64	707.94
2012-11-13	BUY	458	167.5	337.55	159.33	-77,211.87	0
2012-11-20	SELL	458	168.2	338.96	158.56	76,538.08	-673.79
2012-11-28	BUY	458	165.8	334.12	156.48	-76,427	0
2012-12-05	SELL	458	167.4	337.34	158.69	76,173.16	-253.83
2012-12-10	BUY	455	166.4	333.13	156.65	-76,201.78	0
2012-12-18	SELL	455	167.1	334.53	158.86	75,537.1	-664.68
2012-12-23	BUY	442	169.9	330.42	158.03	-75,584.25	0
2013-01-01	SELL	442	172.6	335.67	159.36	75,794.17	209.92
2013-01-06	BUY	437	172.4	331.49	157.75	-75,828.05	0
2013-01-13	SELL	437	170	326.88	155.69	73,807.44	-2,020.61
2013-01-16	BUY	432	169.6	322.38	153.67	-73,743.25	0
2013-01-23	SELL	432	168.1	319.52	153.68	72,145.99	-1,597.25
2013-01-28	BUY	427	168	315.64	153.33	-72,204.97	0
2013-02-04	SELL	427	171.5	322.21	155.54	72,752.75	547.78
2013-02-10	BUY	429	168.3	317.68	150.09	-72,668.47	0
2013-02-17	SELL	429	166.6	314.47	147.39	71,009.54	-1,658.94
2013-02-26	BUY	466	151.4	310.43	145.07	-71,007.9	0
2013-03-04	SELL	466	148.2	303.87	142.1	68,615.23	-2,392.67
2013-03-07	BUY	475	143.7	300.33	141.1	-68,698.93	0
2013-03-14	SELL	475	145.9	304.93	146.05	68,851.52	152.59
2013-03-24	BUY	470	145.3	300.48	145.44	-68,736.92	0
2013-04-01	SELL	470	146.2	302.34	148.88	68,262.78	-474.15
2013-04-16	BUY	469	144.7	298.6	146.41	-68,309.31	0
2013-04-23	SELL	469	145.2	299.63	147.42	67,651.74	-657.57
2013-04-28	BUY	468	143.7	295.91	145.88	-67,693.39	0
2013-05-06	SELL	468	145.9	300.44	150.22	67,830.54	137.16
2013-05-09	BUY	454	148.3	296.24	147.75	-67,772.2	0
2013-05-16	SELL	454	161.8	323.21	160.04	72,973.95	5,201.76
2013-07-24	BUY	388	186.7	318.73	145.6	-72,903.93	0
2013-07-31	SELL	388	184.2	314.47	143.67	71,011.47	-1,892.47
2013-08-12	BUY	397	177.9	310.76	141.97	-71,079.02	0
2013-08-20	SELL	397	195.9	342.2	156.74	77,273.36	6,194.34
2013-09-19	BUY	394	195.1	338.23	154.78	-77,362.4	0
2013-09-24	SELL	394	190.4	330.08	151.18	74,536.34	-2,826.06
2013-09-29	BUY	398	185.9	325.55	149.38	-74,463.13	0