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 3.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2015-11-25	BUY	145	252	160.78	74.6	-36,775.37	0
2015-11-30	SELL	145	256.1	163.39	75.94	36,895.17	119.8
2015-12-03	BUY	135	272	161.57	75	-36,956.57	0
2015-12-08	SELL	135	257	152.66	70.66	34,471.68	-2,484.89
2015-12-24	BUY	135	253.5	150.58	69.67	-34,442.75	0
2015-12-29	SELL	135	254	150.88	69.88	34,069.24	-373.5
2016-01-03	BUY	134	253.4	149.4	69.51	-34,174.52	0
2016-01-06	SELL	134	252	148.58	69.53	33,549.89	-624.62
2016-01-11	BUY	131	254	146.41	68.77	-33,489.18	0
2016-01-14	SELL	131	256.6	147.9	69.36	33,397.34	-91.84
2016-01-19	BUY	126	263.3	145.97	68.14	-33,389.91	0
2016-01-24	SELL	126	266	147.47	68.34	33,300.19	-89.72
2016-01-27	BUY	123	268	145.04	67.14	-33,176.18	0
2016-02-01	SELL	123	257	139.09	64.28	31,407.63	-1,768.55
2016-02-23	BUY	121	259	137.89	63.96	-31,540.85	0
2016-02-28	SELL	121	256.2	136.4	63.23	30,800.57	-740.28
2016-03-21	BUY	127	240.5	134.39	62.1	-30,739.99	0
2016-03-24	SELL	127	235.2	131.43	60.75	29,678.22	-1,061.77
2016-04-04	BUY	127	233.1	130.26	60.92	-29,794.88	0
2016-04-07	SELL	127	233.2	130.31	61.15	29,424.93	-369.94
2016-04-12	BUY	125	233.8	128.59	60.33	-29,413.92	0
2016-04-18	SELL	125	235.9	129.75	61.15	29,296.61	-117.31
2016-04-21	BUY	120	243	128.3	60.24	-29,348.54	0
2016-04-26	SELL	120	251.9	133	62.06	30,032.94	684.4
2016-05-02	BUY	121	245	130.44	60.71	-29,836.15	0
2016-05-05	SELL	121	247	131.5	61.25	29,694.25	-141.9
2016-05-10	BUY	117	253.4	130.45	60.62	-29,838.87	0
2016-05-15	SELL	117	251.1	129.27	59.98	29,189.45	-649.42
2016-05-24	BUY	113	256.7	127.63	59.23	-29,193.96	0
2016-05-29	SELL	113	255.2	126.89	58.96	28,651.75	-542.21
2016-06-30	BUY	113	251.7	125.15	58.27	-28,625.51	0
2016-07-12	SELL	113	255.8	127.18	59.18	28,719.04	93.52
2016-07-16	BUY	111	257	125.52	58.41	-28,710.93	0
2016-07-19	SELL	111	259.4	126.69	58.8	28,607.91	-103.02
2016-07-24	BUY	108	263	124.98	57.75	-28,586.72	0
2016-07-28	SELL	108	280.28	133.19	61.13	30,075.92	1,489.2
2016-08-02	BUY	108	275.5	130.92	60.05	-29,944.97	0
2016-08-17	SELL	108	272	129.25	59.22	29,187.52	-757.44
2016-09-06	BUY	109	268	128.53	59.51	-29,400.04	0
2016-09-20	SELL	109	262	125.66	58.54	28,373.81	-1,026.23
2016-09-25	BUY	105	267.1	123.4	57.55	-28,226.45	0
2016-10-09	SELL	105	270.4	124.92	58.04	28,209.04	-17.41
2016-10-19	BUY	102	275	123.42	57.24	-28,230.66	0
2016-11-02	SELL	102	278.5	124.99	57.63	28,224.38	-6.29
2016-11-09	BUY	100	281.3	123.77	56.99	-28,310.77	0
2016-11-23	SELL	100	288.6	126.98	58.35	28,674.67	363.9
2016-11-28	BUY	99	286	124.58	57.17	-28,495.75	0
2016-12-12	SELL	99	284	123.71	56.74	27,935.55	-560.2
2017-01-05	BUY	96	290	122.5	56.32	-28,018.82	0
2017-01-19	SELL	96	297	125.45	57.55	28,328.99	310.18
2017-01-24	BUY	94	298.5	123.46	56.57	-28,239.03	0
2017-02-07	SELL	94	303.8	125.65	57.51	28,374.04	135.01
2017-02-12	BUY	92	307.1	124.31	56.93	-28,434.44	0
2017-02-27	SELL	92	315.1	127.55	58.47	28,803.18	368.74
2017-03-09	BUY	90	316.9	125.49	57.53	-28,704.02	0
2017-03-23	SELL	90	317	125.53	57.71	28,346.76	-357.26
2017-03-30	BUY	86	330	124.87	57.4	-28,562.27	0
2017-04-05	SELL	86	345.84	130.87	59.97	29,551.57	989.3
2017-04-10	BUY	86	342.1	129.45	59.36	-29,609.41	0
2017-04-19	SELL	86	328.42	124.27	56.97	28,062.53	-1,546.88
2017-05-28	BUY	83	334	121.98	56.51	-27,900.49	0
2017-06-11	SELL	83	333.3	121.72	56.31	27,485.87	-414.62
2017-06-21	BUY	81	335.8	119.68	55.2	-27,374.68	0
2017-07-06	SELL	81	349.57	124.59	57.13	28,133.13	758.45
2017-07-16	BUY	77	365.1	123.7	56.5	-28,292.9	0
2017-07-30	SELL	77	376.7	127.63	58.25	28,820.03	527.13
2017-08-17	BUY	74	388	126.33	57.73	-28,896.07	0
2017-08-31	SELL	74	391	127.31	58.27	28,748.42	-147.64
2017-09-07	BUY	72	396.9	125.74	57.6	-28,760.14	0
2017-09-12	SELL	72	420	133.06	60.88	30,046.06	1,285.93
2017-09-17	BUY	71	418	130.58	59.72	-29,868.3	0
2017-10-02	SELL	71	412.3	128.8	58.87	29,085.63	-782.67
2017-10-10	BUY	69	422	128.12	58.61	-29,304.73	0
2017-10-24	SELL	69	431.3	130.94	59.97	29,568.79	264.06
2017-10-29	BUY	65	445.3	127.36	58.28	-29,130.13	0
2017-11-12	SELL	65	457.5	130.85	59.87	29,546.79	416.65
2017-11-15	BUY	59	500	129.8	59.29	-29,689.09	0
2017-11-20	SELL	59	489.5	127.07	58	28,695.42	-993.67
2017-12-06	BUY	59	487	126.43	57.67	-28,917.1	0
2017-12-14	SELL	59	467.52	121.37	55.43	27,406.89	-1,510.21
2017-12-28	BUY	58	469.4	119.79	54.75	-27,399.74	0
2018-01-14	SELL	58	477	121.73	55.73	27,488.54	88.8
2018-01-17	BUY	57	477.2	119.68	54.73	-27,374.81	0
2018-01-28	SELL	57	501.76	125.84	57.48	28,417	1,042.19
2018-01-31	BUY	56	506.9	124.9	57.01	-28,568.31	0
2018-02-14	SELL	56	508.8	125.37	57.22	28,310.21	-258.1
2018-03-07	BUY	57	487.9	122.37	56	-27,988.66	0
2018-03-22	SELL	57	477	119.63	54.88	27,014.49	-974.17
2018-04-03	BUY	57	477	119.63	54.86	-27,363.49	0
2018-04-17	SELL	57	485	121.64	55.79	27,467.58	104.08
2018-04-22	BUY	55	490	118.58	54.37	-27,122.95	0
2018-04-25	SELL	55	470.4	113.84	52.13	25,706.03	-1,416.92
2018-05-15	BUY	55	466	112.77	51.55	-25,794.33	0
2018-05-20	SELL	55	445	107.69	49.21	24,318.1	-1,476.22
2018-05-30	BUY	57	428.4	107.44	49.17	-24,575.41	0
2018-06-04	SELL	57	405	101.57	46.46	22,936.96	-1,638.45
2018-06-21	BUY	59	385	99.95	45.65	-22,860.59	0
2018-06-26	SELL	59	404	104.88	47.87	23,683.25	822.66
2018-07-02	BUY	60	390.1	102.99	46.98	-23,555.97	0
2018-07-05	SELL	60	378	99.79	45.53	22,534.68	-1,021.29

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