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: -17.1%. 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

#315 · MACD

Full-history NAV৳4,184

Net return -95.8% · drawdown 95.9% · 297 closed positions

2024 onward NAV৳47,680

Net return -52.3% · drawdown 52.3% · 52 closed positions

2024 stress NAV৳22,242

Net return -77.8% · drawdown 77.8% · 46 closed positions

Variant 1; fixed stop 6.0%; maximum 5 sessions; gate None; continuous signal; exit any bearish; trailing arms at 5.0%, distance 2.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳132

Unsettled৳0

Holdings৳4,051

NAV৳4,184

Realized P&L৳-95,727

Unrealized P&L৳-89

Fees৳92,707

Friction৳42,819

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳2.26e-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 #315

595 fills, including partial sales. Page 4.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2018-03-19	BUY	67	483.1	142.42	65.4	-32,575.51	0
2018-03-22	SELL	67	477	140.62	64.61	31,753.77	-821.75
2018-04-03	BUY	66	477	138.52	63.61	-31,684.13	0
2018-04-10	SELL	66	475	137.94	63.38	31,148.68	-535.45
2018-04-15	BUY	64	484.8	136.52	62.66	-31,226.38	0
2018-04-22	SELL	64	490	137.98	63.35	31,158.66	-67.72
2018-05-15	BUY	67	466	137.38	62.88	-31,422.26	0
2018-05-20	SELL	67	445	131.19	60.01	29,623.8	-1,798.46
2018-05-30	BUY	68	428.4	128.18	58.73	-29,318.11	0
2018-06-04	SELL	68	405	121.18	55.5	27,363.33	-1,954.78
2018-06-21	BUY	71	385	120.27	54.98	-27,510.26	0
2018-06-26	SELL	71	404	126.21	57.65	28,500.14	989.88
2018-07-02	BUY	73	390.1	125.3	57.21	-28,659.81	0
2018-07-05	SELL	73	378	121.41	55.43	27,417.15	-1,242.66
2018-07-10	BUY	69	390.6	118.59	54.15	-27,124.13	0
2018-07-17	SELL	69	392	119.01	54.34	26,874.65	-249.49
2018-07-22	BUY	67	404	119.1	54.4	-27,241.49	0
2018-07-29	SELL	67	386.2	113.85	52.09	25,709.45	-1,532.04
2018-08-02	BUY	65	390	111.54	51.07	-25,512.61	0
2018-08-07	SELL	65	376	107.54	49.22	24,283.25	-1,229.36
2018-08-20	BUY	65	374	106.96	49.03	-24,465.99	0
2018-08-30	SELL	65	385.2	110.17	50.57	24,877.26	411.27
2018-09-05	BUY	63	389	107.83	49.48	-24,664.31	0
2018-09-10	SELL	63	380	105.34	48.32	23,786.35	-877.97
2018-09-27	BUY	65	366.2	104.73	48.07	-23,955.8	0
2018-10-04	SELL	65	374.9	107.22	49.21	24,212.07	256.27
2018-10-14	BUY	66	365.5	106.14	48.66	-24,277.81	0
2018-10-21	SELL	66	363.2	105.47	48.42	23,817.31	-460.5
2018-10-24	BUY	63	372	103.12	47.34	-23,586.46	0
2018-10-31	SELL	63	380.5	105.47	48.38	23,817.65	231.18
2018-11-05	BUY	62	380	103.66	47.57	-23,711.24	0
2018-11-08	SELL	62	376.5	102.71	47.2	23,193.1	-518.14
2018-11-29	BUY	63	366.7	101.65	46.77	-23,250.52	0
2018-12-04	SELL	63	360.1	99.82	45.94	22,540.54	-709.98
2018-12-09	BUY	62	363.6	99.19	45.63	-22,688.02	0
2018-12-12	SELL	62	355.5	96.98	44.59	21,899.43	-788.59
2018-12-18	BUY	60	360.5	95.17	43.75	-21,768.92	0
2018-12-26	SELL	60	360.5	95.17	43.91	21,490.92	-278
2019-01-02	BUY	58	368	93.91	43.27	-21,481.19	0
2019-01-09	SELL	58	382	97.49	44.78	22,013.73	532.55
2019-01-14	BUY	56	391	96.34	44.15	-22,036.5	0
2019-01-20	SELL	56	375	92.4	42.3	20,865.3	-1,171.2
2019-01-24	BUY	53	391.3	91.25	41.73	-20,871.88	0
2019-01-30	SELL	53	411.5	95.96	43.82	21,669.83	797.95
2019-02-27	BUY	55	394.5	95.47	43.52	-21,836.49	0
2019-03-07	SELL	55	390	94.38	43.09	21,312.53	-523.96
2019-03-13	BUY	54	391.7	93.07	42.5	-21,287.37	0
2019-03-19	SELL	54	389	92.43	42.24	20,871.34	-416.03
2019-03-24	BUY	52	398	91.06	41.62	-20,828.68	0
2019-04-01	SELL	52	409.2	93.62	42.82	21,141.95	313.27
2019-04-23	BUY	56	372.4	91.76	41.89	-20,988.05	0
2019-04-30	SELL	56	361	88.95	40.64	20,086.41	-901.64
2019-05-06	BUY	55	362.1	87.63	40.07	-20,043.2	0
2019-05-09	SELL	55	358.7	86.81	39.75	19,601.95	-441.25
2019-05-20	BUY	56	350.1	86.26	39.66	-19,731.53	0
2019-05-26	SELL	56	340	83.78	38.52	18,917.7	-813.82
2019-05-29	BUY	54	350	83.16	38.24	-19,021.4	0
2019-06-12	SELL	54	365	86.72	39.95	19,583.33	561.93
2019-06-17	BUY	54	358.1	85.08	39.16	-19,461.64	0
2019-06-24	SELL	54	359.2	85.35	39.32	19,272.14	-189.5
2019-06-27	BUY	53	363.5	84.77	38.99	-19,389.25	0
2019-07-03	SELL	53	364.9	85.09	39.11	19,215.5	-173.76
2019-07-28	BUY	59	324.6	84.27	38.62	-19,274.29	0
2019-08-06	SELL	59	321.8	83.54	38.28	18,864.39	-409.9
2019-08-20	BUY	57	324.9	81.48	37.34	-18,638.12	0
2019-08-27	SELL	57	314.5	78.88	36.17	17,811.45	-826.67
2019-09-11	BUY	58	309.9	79.09	36.26	-18,089.54	0
2019-09-18	SELL	58	313.4	79.98	36.69	18,060.53	-29.02
2019-09-23	BUY	49	361	77.83	35.61	-17,802.45	0
2019-09-30	SELL	49	357.9	77.16	35.26	17,424.68	-377.77
2019-10-27	BUY	53	327.6	76.4	34.98	-17,474.17	0
2019-11-03	SELL	53	317	73.92	33.9	16,693.17	-781
2019-11-13	BUY	53	314.6	73.36	33.65	-16,780.82	0
2019-11-18	SELL	53	310.7	72.46	33.26	16,361.39	-419.43
2019-11-21	BUY	50	325	71.5	32.72	-16,354.22	0
2019-11-26	SELL	50	306	67.32	30.77	15,201.91	-1,152.31
2019-12-01	BUY	47	318	65.76	30.05	-15,041.81	0
2019-12-04	SELL	47	310	64.11	29.29	14,476.61	-565.2
2020-01-01	BUY	52	280	64.06	29.45	-14,653.52	0
2020-01-06	SELL	52	285.8	65.39	30.07	14,766.14	112.62
2020-01-20	BUY	55	265.3	64.2	29.43	-14,685.13	0
2020-01-23	SELL	55	270.5	65.46	29.94	14,782.1	96.96
2020-01-28	BUY	54	272.4	64.72	29.59	-14,803.91	0
2020-02-02	SELL	54	258	61.3	28	13,842.7	-961.21
2020-02-05	BUY	52	265.2	60.68	27.69	-13,878.77	0
2020-02-10	SELL	52	261.9	59.92	27.34	13,531.54	-347.23
2020-02-19	BUY	50	266.8	58.7	26.78	-13,425.48	0
2020-02-24	SELL	50	319.8	70.36	32.08	15,887.56	2,462.08
2020-02-27	BUY	55	288.1	69.72	31.78	-15,947	0
2020-03-03	SELL	55	273.9	66.28	30.21	14,968.01	-979
2020-05-31	BUY	62	239.1	65.23	29.79	-14,919.22	0
2020-06-03	SELL	62	240	65.47	29.91	14,784.61	-134.61
2020-06-08	BUY	62	238.8	65.14	29.77	-14,900.52	0
2020-07-09	SELL	62	238.8	65.14	30.86	14,709.59	-190.92
2020-07-14	BUY	61	240.6	64.58	29.72	-14,770.9	0
2020-07-21	SELL	61	245.9	66	30.22	14,903.68	132.78
2020-07-26	BUY	59	251	65.16	29.78	-14,903.94	0
2020-08-03	SELL	59	259	67.24	30.68	15,183.08	279.14
2020-08-09	BUY	59	255	66.2	30.19	-15,141.38	0
2020-08-13	SELL	59	290	75.28	34.33	17,000.39	1,859

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