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: -18.1%. 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

#319 · MACD

Full-history NAV৳3,426

Net return -96.6% · drawdown 96.6% · 307 closed positions

2024 onward NAV৳62,912

Net return -37.1% · drawdown 54.1% · 59 closed positions

2024 stress NAV৳35,369

Net return -64.6% · drawdown 69.7% · 41 closed positions

Variant 0; fixed stop 4.0%; maximum 5 sessions; gate None; continuous signal; exit EMA 200 break; trailing arms at 2.0%, distance 1.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳60

Unsettled৳3,366

Holdings৳0

NAV৳3,426

Realized P&L৳-96,574

Unrealized P&L৳0

Fees৳76,059

Friction৳35,053

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳9.87e-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 #319

614 fills, including partial sales. Page 1.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2010-12-02	BUY	429	231.4	436.79	200.74	-99,908.14	0
2010-12-07	SELL	429	223	420.93	193.56	95,052.5	-4,855.63
2010-12-22	BUY	350	269.9	415.65	190.47	-95,071.12	0
2010-12-27	SELL	350	258.4	397.94	182.02	89,860.05	-5,211.08
2010-12-30	BUY	363	245.8	392.59	179.5	-89,797.49	0
2011-01-04	SELL	363	236.5	377.74	172.66	85,299.1	-4,498.39
2011-02-02	BUY	371	228.3	372.68	170.74	-85,242.72	0
2011-02-07	SELL	371	209.7	342.31	156.66	77,299.72	-7,943
2011-03-13	BUY	447	172.1	338.49	155.39	-77,422.58	0
2011-03-16	SELL	447	178.1	350.29	160.95	79,099.46	1,676.88
2011-03-22	BUY	458	171.7	346.01	159.05	-79,143.66	0
2011-03-27	SELL	458	163.3	329.08	151.32	74,311	-4,832.66
2011-03-30	BUY	442	166.8	324.39	149.23	-74,199.23	0
2011-04-04	SELL	442	170.1	330.81	152.23	74,701.16	501.93
2011-04-10	BUY	436	170.4	326.9	150.54	-74,771.84	0
2011-04-13	SELL	436	170.4	326.9	150.82	73,816.68	-955.15
2011-04-19	BUY	442	166	322.84	149.05	-73,843.89	0
2011-04-24	SELL	442	160.3	311.75	143.96	70,396.89	-3,447
2011-05-18	BUY	461	151.6	307.51	143.45	-70,338.55	0
2011-05-23	SELL	461	140.8	285.6	133.37	64,489.83	-5,848.72
2011-05-31	BUY	432	148.5	282.27	132.42	-64,566.69	0
2011-06-05	SELL	432	147.4	280.18	131.35	63,265.28	-1,301.41
2011-06-08	BUY	428	146.8	276.45	129.79	-63,236.65	0
2011-06-13	SELL	428	144.4	271.93	127.15	61,404.12	-1,832.53
2011-06-16	BUY	433	140.9	268.44	125.4	-61,403.55	0
2011-06-21	SELL	433	140.6	267.87	124.99	60,486.94	-916.61
2011-06-28	BUY	389	154.5	264.44	122.59	-60,487.54	0
2011-07-03	SELL	389	167.1	286.01	132.1	64,583.79	4,096.25
2011-07-06	BUY	391	164	282.15	130.03	-64,536.18	0
2011-07-11	SELL	391	174.4	300.04	138.05	67,752.31	3,216.14
2011-07-17	BUY	380	177.1	296.11	135.91	-67,730.02	0
2011-07-21	SELL	380	215.8	360.82	165.44	81,477.74	13,747.72
2011-07-26	BUY	394	205.5	356.25	162.96	-81,486.22	0
2011-08-01	SELL	394	181.6	314.82	143.78	71,091.8	-10,394.41
2011-10-03	BUY	442	159.8	310.78	144.32	-71,086.7	0
2011-10-09	SELL	442	147.7	287.25	133.05	64,863.1	-6,223.6
2011-10-27	BUY	396	162.8	283.66	130.96	-64,883.42	0
2011-11-01	SELL	396	164.5	286.62	132.1	64,723.28	-160.14
2011-11-13	BUY	404	159.2	282.99	130.37	-64,730.16	0
2011-11-16	SELL	404	161.7	287.44	132.41	64,906.95	176.79
2011-11-21	BUY	393	164.3	284.11	130.69	-64,984.7	0
2011-11-24	SELL	393	166.3	287.57	132.01	64,936.32	-48.37
2011-11-29	BUY	403	160	283.71	130.23	-64,893.94	0
2011-12-04	SELL	403	160	283.71	130.42	64,065.87	-828.07
2011-12-26	BUY	396	160.8	280.18	129.97	-64,086.95	0
2011-12-29	SELL	396	163.5	284.88	132.52	64,328.6	241.66
2012-01-03	BUY	367	174.1	281.14	130.16	-64,306	0
2012-01-08	SELL	367	180.4	291.31	134.41	65,781.08	1,475.08
2012-01-11	BUY	370	176.5	287.34	132.14	-65,724.49	0
2012-01-16	SELL	370	166.5	271.06	124.47	61,209.47	-4,515.02
2012-02-27	BUY	394	154.4	267.67	122.94	-61,224.21	0
2012-03-01	SELL	394	156.5	271.31	124.57	61,265.12	40.91
2012-03-06	BUY	397	153.4	267.96	123.06	-61,290.82	0
2012-03-11	SELL	397	155	270.75	124.48	61,139.76	-151.06
2012-03-14	BUY	378	160.6	267.11	123.02	-61,096.93	0
2012-03-19	SELL	378	174.7	290.56	133.87	65,612.17	4,515.24
2012-03-27	BUY	354	184.3	287.07	132.01	-65,661.27	0
2012-04-01	SELL	354	196	305.29	140.13	68,938.58	3,277.3
2012-04-04	BUY	369	185.5	301.18	138.09	-68,888.77	0
2012-04-09	SELL	369	195.9	318.06	145.76	71,823.28	2,934.51
2012-04-15	BUY	330	216.1	313.78	143.48	-71,770.26	0
2012-04-18	SELL	330	217.9	316.39	144.57	71,446.04	-324.22
2012-04-25	BUY	321	221.2	312.42	142.66	-71,460.29	0
2012-04-30	SELL	321	214.7	303.24	138.46	68,477	-2,983.29
2012-06-10	BUY	333	204.4	299.49	138.42	-68,503.11	0
2012-06-13	SELL	333	203.3	297.88	137.77	67,263.25	-1,239.86
2012-07-02	BUY	327	204.4	294.09	135.95	-67,268.84	0
2012-07-05	SELL	327	201.8	290.35	134.31	65,563.94	-1,704.91
2012-07-10	BUY	338	192.7	286.58	132.55	-65,551.73	0
2012-07-15	SELL	338	193.3	287.48	132.79	64,915.13	-636.6
2012-07-23	BUY	317	203.5	283.84	130.83	-64,924.17	0
2012-07-26	SELL	317	207.9	289.98	133.56	65,480.77	556.59
2012-08-05	BUY	344	189.1	286.22	131.8	-65,468.42	0
2012-08-08	SELL	344	189	286.07	131.68	64,598.25	-870.17
2012-09-19	BUY	366	175.5	282.63	130.04	-64,645.67	0
2012-09-24	SELL	366	173.2	278.92	128.26	62,984.02	-1,661.65
2012-09-27	BUY	373	167.8	275.39	126.75	-62,991.54	0
2012-10-02	SELL	373	167.3	274.57	126.42	62,001.91	-989.63
2012-10-07	BUY	368	167.6	271.38	124.99	-62,073.17	0
2012-10-10	SELL	368	163.6	264.9	122.19	59,817.7	-2,255.46
2012-10-31	BUY	340	174.8	261.5	121.99	-59,815.49	0
2012-11-05	SELL	340	168.3	251.78	117.27	56,852.95	-2,962.54
2012-11-08	BUY	333	169.5	248.35	116.02	-56,807.87	0
2012-11-13	SELL	333	167.5	245.42	114.67	55,417.41	-1,390.46
2012-11-19	BUY	320	172.1	242.32	112.53	-55,426.84	0
2012-11-22	SELL	320	169.1	238.09	110.42	53,763.49	-1,663.35
2012-12-03	BUY	318	168.1	235.21	109.49	-53,800.5	0
2012-12-06	SELL	318	167.6	234.51	109.18	52,953.11	-847.39
2012-12-23	BUY	309	169.9	231	108.83	-52,838.92	0
2012-12-27	SELL	309	174.8	237.66	111.75	53,663.79	824.87
2013-01-02	BUY	313	170.5	234.81	110.19	-53,711.5	0
2013-01-07	SELL	313	171.6	236.33	111.06	53,363.41	-348.09
2013-01-10	BUY	311	170.6	233.45	109.72	-53,399.77	0
2013-01-15	SELL	311	170	232.63	109.39	52,527.98	-871.79
2013-02-05	BUY	298	174.9	229.33	108.06	-52,457.59	0
2013-02-10	SELL	298	168.3	220.67	103.05	49,829.67	-2,627.92
2013-03-20	BUY	340	145.6	217.82	103.51	-49,825.33	0
2013-03-27	SELL	340	144	215.42	103.21	48,641.37	-1,183.96
2013-04-01	BUY	331	146.2	212.93	102.46	-48,707.59	0
2013-04-04	SELL	331	147.4	214.67	103.15	48,471.57	-236.02