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

#313 · Flow: Range flow

Full-history NAV৳4,607

Net return -95.4% · drawdown 96.3% · 333 closed positions

2024 onward NAV৳48,558

Net return -51.4% · drawdown 59.4% · 63 closed positions

2024 stress NAV৳37,882

Net return -62.1% · drawdown 66.3% · 48 closed positions

Variant 0; fixed stop 8.0%; maximum 10 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৳80

Unsettled৳0

Holdings৳4,528

NAV৳4,607

Realized P&L৳-95,301

Unrealized P&L৳-92

Fees৳97,154

Friction৳44,782

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳2.36e-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 #313

668 fills, including partial sales. Page 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2012-09-30	BUY	352	166.3	257.57	118.48	-58,913.64	0
2012-10-03	SELL	352	168.3	260.66	119.95	58,860.98	-52.66
2012-10-09	BUY	351	166.4	256.99	118.37	-58,781.76	0
2012-10-14	SELL	351	162.5	250.97	115.85	56,670.68	-2,111.08
2012-11-01	BUY	323	174.2	247.57	115.19	-56,629.36	0
2012-11-06	SELL	323	168.4	239.33	111.47	54,042.4	-2,586.96
2012-11-12	BUY	321	167.2	236.15	110.21	-54,017.56	0
2012-11-15	SELL	321	177.9	251.27	117.46	56,737.17	2,719.61
2012-11-20	BUY	336	168.2	248.67	115.45	-56,879.31	0
2012-11-26	SELL	336	167	246.89	114.57	55,750.54	-1,128.78
2012-11-29	BUY	324	170.9	243.64	113.36	-55,728.6	0
2012-12-04	SELL	324	167	238.08	110.89	53,759.03	-1,969.56
2012-12-13	BUY	321	166.5	235.16	109.57	-53,791.23	0
2012-12-19	SELL	321	167.2	236.15	111.22	53,323.83	-467.41
2012-12-24	BUY	309	171.5	233.17	109.9	-53,336.57	0
2012-12-30	SELL	309	175	237.93	111.69	53,725.38	388.82
2013-01-08	BUY	311	171.4	234.54	110.18	-53,650.12	0
2013-01-13	SELL	311	170	232.63	109.34	52,528.03	-1,122.09
2013-01-16	BUY	308	169.6	229.84	108.1	-52,574.74	0
2013-01-21	SELL	308	168.9	228.89	107.76	51,684.54	-890.2
2013-01-27	BUY	305	168.4	225.99	107.28	-51,695.28	0
2013-01-30	SELL	305	168.4	225.99	107.86	51,028.14	-667.13
2013-02-07	BUY	298	170.1	223.04	104.39	-51,017.23	0
2013-02-12	SELL	298	165.1	216.48	100.68	48,882.64	-2,134.58
2013-02-17	BUY	291	166.6	213.31	99.01	-48,792.92	0
2013-02-25	SELL	291	150.6	192.83	89.16	43,542.61	-5,250.31
2013-03-04	BUY	292	148.2	190.41	88.11	-43,552.92	0
2013-03-07	SELL	292	143.7	184.63	85.65	41,690.12	-1,862.8
2013-03-18	BUY	286	144.8	182.22	85.58	-41,680.59	0
2013-03-24	SELL	286	145.3	182.85	86.39	41,286.56	-394.03
2013-04-01	BUY	281	146.2	180.76	86.26	-41,349.22	0
2013-04-04	SELL	281	147.4	182.25	86.86	41,150.3	-198.92
2013-04-09	BUY	279	146.5	179.84	85.65	-41,139	0
2013-04-15	SELL	279	146.7	180.09	85.73	40,663.48	-475.52
2013-04-29	BUY	280	144.2	177.65	85.04	-40,638.69	0
2013-05-05	SELL	280	146	179.87	86.51	40,613.62	-25.07
2013-05-15	BUY	261	154.7	177.66	84.81	-40,639.17	0
2013-05-20	SELL	261	166.2	190.86	90.56	43,096.78	2,457.61
2013-05-26	BUY	261	163.7	187.99	88.3	-43,002	0
2013-06-04	SELL	261	175.62	201.68	93.81	45,540.29	2,538.29
2013-06-09	BUY	257	176.5	199.59	92.2	-45,652.28	0
2013-06-12	SELL	257	178.1	201.4	92.84	45,477.47	-174.81
2013-06-18	BUY	257	175.7	198.68	91.52	-45,445.1	0
2013-06-24	SELL	257	188.55	213.21	98.12	48,146.53	2,701.43
2013-06-30	BUY	267	178.9	210.17	96.55	-48,073.02	0
2013-07-07	SELL	267	186.1	218.63	100.39	49,370.21	1,297.19
2013-07-14	BUY	232	211.5	215.9	98.75	-49,382.65	0
2013-07-17	SELL	232	232.5	237.34	108.4	53,594.27	4,211.61
2013-07-28	BUY	302	176.5	234.53	107.01	-53,644.54	0
2013-07-31	SELL	302	184.2	244.76	111.7	55,271.94	1,627.4
2013-08-05	BUY	307	178.9	241.66	110.27	-55,274.23	0
2013-08-18	SELL	307	185.9	251.11	114.73	56,705.46	1,431.23
2013-08-27	BUY	268	209.8	247.4	113.33	-56,587.13	0
2013-09-02	SELL	268	214.7	253.17	115.84	57,170.58	583.46
2013-09-05	BUY	268	212	249.99	114.28	-57,180.27	0
2013-09-15	SELL	268	195.04	229.99	105.01	51,935.72	-5,244.55
2013-09-17	BUY	1	195.3	0.86	0.39	-196.55	0
2013-10-01	SELL	1	187.7	0.83	0.38	186.5	-10.05
2013-10-03	BUY	274	187.8	226.41	103.95	-51,787.56	0
2013-10-10	SELL	274	181.4	218.7	100.96	49,383.95	-2,403.61
2013-10-21	BUY	1	181.5	0.8	0.36	-182.66	0
2013-10-24	SELL	1	178	0.78	0.36	176.86	-5.8
2013-10-29	BUY	263	187.2	216.63	101.08	-49,551.3	0
2013-11-05	SELL	263	194.6	225.19	104.92	50,849.69	1,298.39
2013-11-11	BUY	258	196.4	222.95	103.33	-50,997.49	0
2013-11-21	SELL	258	209.9	238.28	109.63	53,806.3	2,808.81
2013-12-01	BUY	266	200.5	234.67	107.69	-53,675.36	0
2013-12-15	SELL	266	202	236.42	108.6	53,386.98	-288.38
2013-12-22	BUY	263	202.1	233.87	107.79	-53,493.96	0
2014-01-08	SELL	263	210.5	243.59	113.05	55,004.86	1,510.9
2014-01-15	BUY	267	204.5	240.25	111.31	-54,953.06	0
2014-01-27	SELL	267	213.4	250.7	115.75	56,611.35	1,658.29
2014-02-03	BUY	265	212.2	247.43	114	-56,594.42	0
2014-02-17	SELL	265	204.7	238.68	109.7	53,897.12	-2,697.3
2014-02-24	BUY	258	207.9	236.01	108.5	-53,982.71	0
2014-03-04	SELL	258	214.2	243.16	111.59	54,908.85	926.14
2014-03-11	BUY	256	212.8	239.7	110	-54,826.5	0
2014-03-27	SELL	256	214.5	241.61	111	54,559.39	-267.11
2014-04-17	BUY	213	254.6	238.61	109.06	-54,577.47	0
2014-04-27	SELL	213	265.8	249.11	113.72	56,252.57	1,675.1
2014-05-04	BUY	212	262.9	245.23	111.91	-56,091.94	0
2014-05-11	SELL	212	269.5	251.39	114.77	56,767.84	675.9
2014-05-15	BUY	214	264.5	249.05	113.75	-56,965.8	0
2014-05-29	SELL	214	266.3	250.75	114.9	56,622.56	-343.25
2014-06-08	BUY	198	284	247.42	113.33	-56,592.75	0
2014-06-17	SELL	198	303.7	264.58	121.08	59,746.93	3,154.18
2014-06-22	BUY	200	296.5	260.92	119.35	-59,680.27	0
2014-07-07	SELL	200	293.3	258.1	118.19	58,283.71	-1,396.57
2014-07-13	BUY	197	294.1	254.93	116.84	-58,309.46	0
2014-08-03	SELL	197	313.1	271.4	124.48	61,284.83	2,975.36
2014-08-12	BUY	184	330.9	267.9	122.5	-61,275.99	0
2014-08-18	SELL	184	335.8	271.86	124.23	61,391.11	115.12
2014-08-24	BUY	187	325.3	267.66	122.22	-61,220.98	0
2014-09-04	SELL	187	338.1	278.19	127.11	62,819.4	1,598.42
2014-09-11	BUY	185	337.8	274.97	125.82	-62,893.79	0
2014-09-22	SELL	92	388.47	157.25	71.76	35,510.23	4,233.32
2014-09-23	SELL	93	380.7	155.78	71.07	35,178.25	3,561.37
2014-09-29	BUY	179	392.2	308.9	141.34	-70,654.04	0
2014-10-20	SELL	179	369.1	290.7	132.78	65,645.42	-5,008.62
2014-10-28	BUY	172	379.7	287.36	131.31	-65,727.07	0

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