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: -16.7%. 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

#314 · MACD

Full-history NAV৳4,581

Net return -95.4% · drawdown 95.5% · 296 closed positions

2024 onward NAV৳48,028

Net return -52.0% · drawdown 52.0% · 58 closed positions

2024 stress NAV৳24,105

Net return -75.9% · drawdown 75.9% · 43 closed positions

Variant 1; fixed stop 4.0%; maximum 10 sessions; gate None; continuous signal; exit EMA 200 break; trailing arms at 5.0%, distance 2.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳13

Unsettled৳4,568

Holdings৳0

NAV৳4,581

Realized P&L৳-95,419

Unrealized P&L৳0

Fees৳73,472

Friction৳33,810

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.05e-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 #314

592 fills, including partial sales. Page 1.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2010-12-05	BUY	436	227.6	436.63	200.83	-99,871.06	0
2010-12-08	SELL	436	222.7	427.23	196.52	96,473.45	-3,397.61
2010-12-22	BUY	355	269.9	421.58	193.22	-96,429.3	0
2010-12-27	SELL	355	258.4	403.62	184.64	91,143.74	-5,285.56
2010-12-30	BUY	369	245.8	399.08	182.49	-91,281.77	0
2011-01-04	SELL	369	236.5	383.98	175.53	86,708.99	-4,572.78
2011-01-13	BUY	367	234.8	379.16	173.21	-86,723.96	0
2011-01-18	SELL	367	228.7	369.3	168.73	83,394.86	-3,329.1
2011-01-30	BUY	367	225.8	364.62	167.24	-83,400.47	0
2011-02-02	SELL	367	228.3	368.66	168.89	83,248.55	-151.91
2011-02-07	BUY	394	209.7	363.54	166.45	-83,151.78	0
2011-02-10	SELL	394	206.3	357.64	163.72	80,760.83	-2,390.95
2011-03-13	BUY	466	172.1	352.87	162.06	-80,713.54	0
2011-03-16	SELL	466	178.1	365.18	167.87	82,461.55	1,748.02
2011-03-22	BUY	478	171.7	361.12	166.08	-82,599.79	0
2011-03-27	SELL	478	163.3	343.45	158	77,555.94	-5,043.85
2011-04-03	BUY	452	170.4	338.89	156	-77,515.7	0
2011-04-06	SELL	452	168.5	335.11	154.28	75,672.61	-1,843.09
2011-04-11	BUY	452	166.4	330.94	152.52	-75,696.26	0
2011-04-17	SELL	452	169.5	337.1	155.63	76,121.27	425.01
2011-04-20	BUY	464	162.9	332.58	153.69	-76,071.87	0
2011-04-25	SELL	464	153.1	312.57	144.37	70,581.46	-5,490.41
2011-05-08	BUY	478	146.8	308.75	142.97	-70,622.12	0
2011-05-11	SELL	478	145.8	306.65	142.37	69,243.38	-1,378.74
2011-05-16	BUY	454	151.6	302.84	141.1	-69,270.34	0
2011-05-22	SELL	454	144	287.65	134.15	64,954.19	-4,316.14
2011-05-30	BUY	437	147.7	284	133.1	-64,962	0
2011-06-02	SELL	437	147.6	283.81	132.97	64,084.43	-877.58
2011-06-07	BUY	431	147.5	279.72	131.33	-63,983.55	0
2011-06-12	SELL	431	140.3	266.06	124.44	60,078.79	-3,904.75
2011-06-23	BUY	412	144.9	262.67	122.41	-60,083.88	0
2011-06-28	SELL	412	154.5	280.08	129.99	63,243.93	3,160.05
2011-07-04	BUY	388	162.1	276.74	127.63	-63,299.17	0
2011-07-07	SELL	388	167.9	286.64	132.07	64,726.5	1,427.32
2011-07-12	BUY	369	174	282.51	129.81	-64,618.32	0
2011-07-17	SELL	369	177.1	287.54	131.94	64,930.42	312.1
2011-07-25	BUY	314	205.6	284.06	129.8	-64,972.26	0
2011-08-01	SELL	314	181.6	250.9	114.47	56,657.03	-8,315.23
2011-09-27	BUY	342	164.9	248.14	114.7	-56,758.64	0
2011-10-02	SELL	342	164.1	246.94	114.19	55,761.08	-997.56
2011-10-05	BUY	361	153.4	243.66	112.66	-55,733.72	0
2011-10-11	SELL	361	141.3	224.44	103.48	50,681.38	-5,052.34
2011-10-27	BUY	309	162.8	221.34	101.84	-50,628.38	0
2011-11-01	SELL	309	164.5	223.65	102.77	50,504.08	-124.3
2011-11-13	BUY	315	159.2	220.65	101.35	-50,470	0
2011-11-16	SELL	315	161.7	224.12	102.94	50,608.44	138.44
2011-11-21	BUY	306	164.3	221.21	101.49	-50,598.51	0
2011-11-24	SELL	306	166.3	223.91	102.56	50,561.33	-37.17
2011-12-26	BUY	313	160.8	221.45	102.29	-50,654.15	0
2011-12-29	SELL	313	163.5	225.17	104.24	50,846.09	191.94
2012-01-03	BUY	290	174.1	222.15	102.46	-50,813.61	0
2012-01-12	SELL	290	174.7	222.92	102.22	50,337.87	-475.74
2012-02-14	BUY	323	154.9	220.14	100.96	-50,353.81	0
2012-02-22	SELL	323	148.2	210.62	96.54	47,561.44	-2,792.36
2012-02-27	BUY	306	154.4	207.88	95.26	-47,549.55	0
2012-03-01	SELL	306	156.5	210.71	96.53	47,581.76	32.21
2012-03-06	BUY	308	153.4	207.89	95.25	-47,550.34	0
2012-03-11	SELL	308	155	210.06	96.33	47,433.61	-116.73
2012-03-14	BUY	294	160.6	207.75	95.4	-47,519.55	0
2012-03-19	SELL	294	174.7	225.99	103.81	51,032	3,512.44
2012-03-27	BUY	275	184.3	223	102.28	-51,007.79	0
2012-04-01	SELL	275	196	237.16	108.62	53,554.22	2,546.43
2012-04-04	BUY	287	185.5	234.25	107.2	-53,579.95	0
2012-04-09	SELL	287	191.49	241.82	110.6	54,605.79	1,025.84
2012-04-15	BUY	251	216.1	238.66	108.98	-54,588.74	0
2012-04-25	SELL	251	221.2	244.29	111.44	55,165.47	576.73
2012-06-04	BUY	269	203.6	240.98	110.76	-55,120.14	0
2012-06-18	SELL	269	198.8	235.3	108.49	53,133.41	-1,986.73
2012-06-25	BUY	264	200	232.32	107.31	-53,139.63	0
2012-07-10	SELL	264	192.7	223.84	103.14	50,545.82	-2,593.81
2012-07-22	BUY	252	199.4	221.09	101.66	-50,571.56	0
2012-07-25	SELL	252	205.5	227.86	104.69	51,453.45	881.89
2012-07-30	BUY	249	204.8	224.38	103.14	-51,322.72	0
2012-08-05	SELL	249	189.1	207.18	95.06	46,783.66	-4,539.06
2012-09-12	BUY	274	170.1	205.07	94.12	-46,906.59	0
2012-09-17	SELL	274	172.7	208.21	95.5	47,016.09	109.5
2012-09-20	BUY	272	171.4	205.13	94.05	-46,919.98	0
2012-09-25	SELL	272	171.6	205.37	94.16	46,375.67	-544.32
2012-09-30	BUY	278	166.3	203.42	93.34	-46,528.16	0
2012-10-03	SELL	278	168.3	205.86	94.49	46,487.04	-41.11
2012-10-11	BUY	282	163.6	202.99	93.36	-46,431.55	0
2012-10-16	SELL	282	162.5	201.63	92.95	45,530.42	-901.14
2012-10-31	BUY	259	174.8	199.2	92.36	-45,564.76	0
2012-11-05	SELL	259	168.3	191.79	88.82	43,309.08	-2,255.68
2012-11-08	BUY	254	169.5	189.43	87.93	-43,330.36	0
2012-11-13	SELL	254	167.5	187.2	86.9	42,270.9	-1,059.46
2012-11-19	BUY	244	172.1	184.77	85.37	-42,262.54	0
2012-11-22	SELL	244	169.1	181.55	83.79	40,995.06	-1,267.48
2012-12-03	BUY	242	168.1	178.99	82.86	-40,942.05	0
2012-12-06	SELL	242	167.6	178.46	82.62	40,298.12	-643.93
2012-12-18	BUY	239	167.1	175.72	81.75	-40,194.37	0
2012-12-23	SELL	239	169.9	178.67	83.5	40,343.93	149.56
2012-12-27	BUY	230	174.8	176.9	82.47	-40,463.37	0
2013-01-02	SELL	230	170.5	172.55	80.29	38,962.16	-1,501.21
2013-02-03	BUY	228	169.5	170.04	79.94	-38,895.98	0
2013-02-06	SELL	228	172.8	173.35	80.72	39,144.33	248.35
2013-02-11	BUY	235	165.9	171.54	79.52	-39,237.56	0
2013-02-14	SELL	235	167.9	173.61	80.29	39,202.6	-34.95
2013-03-14	BUY	267	145.9	171.4	80.26	-39,206.97	0
2013-03-20	SELL	267	145.6	171.05	80.53	38,623.62	-583.35