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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.

Full historical period: 2009-11-16 → 2026-10-13 (16.9 years). Selected finalist annualized return: -18.4%. 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.

0% return343.3% net return0 positions465 positions

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 positionsFull-history NAVRecent stress NAVInspect
465৳479৳19,237Rules & trades →
459৳570৳19,289Rules & trades →
455৳608৳30,525Rules & trades →
454৳696৳29,045Rules & trades →
452৳696৳19,289Rules & trades →
415৳713৳19,289Rules & trades →
411৳717৳19,289Rules & trades →
405৳1,133৳19,289Rules & trades →
404৳1,549৳19,289Rules & trades →
402৳1,771৳19,289Rules & trades →
372৳2,015৳19,289Rules & trades →
371৳2,622৳19,289Rules & trades →
363৳2,910৳19,289Rules & trades →
343৳2,924৳20,089Rules & trades →
335৳3,181৳47,792Rules & trades →
333৳4,607৳37,882Rules & trades →
329৳5,476৳37,882Rules & trades →
313৳5,574৳30,360Rules & trades →
310৳6,173৳43,102Rules & trades →
303৳8,989৳39,010Rules & trades →
300৳9,801৳38,916Rules & trades →
295৳12,981৳32,156Rules & trades →
292৳13,676৳41,873Rules & trades →
260৳13,883৳26,610Rules & trades →
259৳15,710৳26,610Rules & trades →
257৳15,781৳30,307Rules & trades →
256৳16,033৳45,581Rules & trades →
255৳19,080৳30,307Rules & trades →
208৳20,877৳36,159Rules & trades →
198৳22,131৳53,195Rules & trades →
196৳25,143৳33,095Rules & trades →
187৳33,566৳58,245Rules & trades →
186৳34,489৳53,071Rules & trades →
167৳35,171৳40,802Rules & trades →
165৳37,440৳37,845Rules & trades →
161৳42,263৳74,918Rules & trades →
158৳44,043৳78,126Rules & trades →
157৳53,519৳74,918Rules & trades →
154৳56,264৳44,128Rules & trades →
153৳62,778৳49,942Rules & trades →
147৳65,022৳64,084Rules & trades →
137৳73,649৳47,943Rules & trades →
136৳78,632৳50,001Rules & trades →
135৳80,826৳50,473Rules & trades →
129৳99,944৳52,622Rules & trades →
128৳100,941৳52,622Rules & trades →
119৳100,995৳43,038Rules & trades →
118৳101,946৳46,575Rules & trades →
117৳110,155৳49,557Rules & trades →
103৳133,375৳48,996Rules & trades →
102৳136,102৳55,284Rules & trades →
101৳138,379৳53,456Rules & trades →
98৳145,520৳54,043Rules & trades →
79৳150,242৳115,900Rules & trades →
78৳159,180৳120,816Rules & trades →
77৳160,935৳120,816Rules & trades →
76৳161,019৳120,816Rules & trades →
74৳181,538৳116,988Rules & trades →
73৳199,142৳121,853Rules & trades →
60৳200,452৳118,366Rules & trades →
48৳211,201৳128,871Rules & trades →
44৳221,072৳119,591Rules & trades →
39৳242,605৳130,354Rules & trades →
38৳272,593৳130,354Rules & trades →
37৳278,807৳126,439Rules & trades →
33৳291,973৳126,422Rules & trades →
32৳298,043৳122,630Rules & trades →
25৳341,394৳127,207Rules & trades →
24৳389,702৳129,084Rules & trades →
22৳402,891৳133,960Rules & trades →
17৳411,464৳119,509Rules & trades →
15৳443,253৳124,915Rules & trades →

#320 · Flow: Range flow

Full-history NAV৳3,181

Net return -96.8% · drawdown 97.4% · 335 closed positions

2024 onward NAV৳50,284

Net return -49.7% · drawdown 58.0% · 62 closed positions

2024 stress NAV৳47,792

Net return -52.2% · drawdown 57.4% · 49 closed positions

Variant 0; fixed stop 18.0%; maximum 15 sessions; gate None; fresh signal only; exit EMA 200 break; trailing arms at 2.0%, distance 1.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳83
Unsettled৳0
Holdings৳3,098
NAV৳3,181
Realized P&L৳-96,756
Unrealized P&L৳-63
Fees৳79,821
Friction৳36,739

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳8.32e-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 #320

671 fills, including partial sales. Page 3.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2014-10-14BUY98372.6160.6773.24-36,748.70
2014-10-19SELL98371.8160.3273.0736,203.01-545.69
2014-10-28BUY95379.7158.7172.35-36,302.570
2014-11-02SELL95370.7154.9570.6434,990.9-1,311.67
2014-11-12BUY98354.2152.7369.7-34,934.040
2014-12-03SELL98352.2151.8769.5334,294.2-639.83
2014-12-08BUY97352.6150.4968.94-34,421.630
2014-12-11SELL97363.1154.9771.0234,994.71573.07
2014-12-22BUY97357.6152.6270.01-34,909.830
2015-01-07SELL97364155.3671.4635,081.19171.36
2015-01-13BUY95366152.9970.4-34,993.390
2015-02-03SELL95330137.9463.3931,148.67-3,844.72
2015-02-11BUY89347.9136.2462.57-31,161.90
2015-02-16SELL89349.6136.962.8330,914.66-247.24
2015-02-23BUY91339.6135.9862.39-31,101.960
2015-03-16SELL91334133.7361.3830,198.89-903.08
2015-03-25BUY88338130.8759.97-29,934.840
2015-03-31SELL88354.9137.4262.8631,030.921,096.08
2015-04-06BUY88353136.6862.46-31,263.150
2015-04-26SELL88324.1125.4957.3228,337.99-2,925.16
2015-05-04BUY86324.5122.7956.18-28,085.970
2015-05-07SELL86328.6124.3456.9428,078.32-7.66
2015-05-17BUY87324.1124.0756.84-28,377.610
2015-05-20SELL87335128.2458.7728,957.99580.38
2015-05-26BUY86334126.3957.91-28,908.30
2015-05-31SELL86328.5124.356.8628,069.84-838.46
2015-06-11BUY86325122.9856.17-28,129.150
2015-06-16SELL86332.6125.8657.4528,420.29291.14
2015-06-28BUY86326123.3656.33-28,215.680
2015-07-02SELL86330.1124.9157.0728,206.62-9.07
2015-07-07BUY85328.6122.956.16-28,110.050
2015-07-12SELL85340.1127.258.1128,723.2613.14
2015-07-22BUY86335.2126.8457.93-29,011.970
2015-08-03SELL86328.5124.356.7228,069.98-941.99
2015-08-19BUY87318.9122.0755.75-27,922.120
2015-08-24SELL87316.5121.1655.3827,358.96-563.16
2015-09-03BUY86315.1119.2354.66-27,272.490
2015-09-08SELL86314118.8254.5226,830.67-441.82
2015-09-21BUY90298.2118.0954.2-27,010.290
2015-09-29SELL90296117.2253.7726,469.01-541.28
2015-10-12BUY98267115.1352.68-26,333.810
2015-10-15SELL98254.9109.9150.2924,819.99-1,513.81
2015-10-26BUY98253109.0949.91-24,9530
2015-10-29SELL98246.5106.2948.6324,002.07-950.93
2015-11-08BUY95250104.547.89-23,902.390
2015-11-11SELL95251104.9248.1323,691.96-210.43
2015-11-18BUY93254.5104.1447.89-23,820.530
2015-11-23SELL93254.8104.264823,544.13-276.4
2015-11-26BUY92253.1102.4547.2-23,434.860
2015-12-01SELL92267.9108.4550.0524,488.31,053.44
2015-12-17BUY97251.2107.2149.32-24,522.930
2015-12-22SELL97255108.8350.1124,576.0553.12
2016-01-03BUY96253.4107.0449.47-24,482.910
2016-01-06SELL96252106.4449.4124,036.15-446.76
2016-01-11BUY94254105.0548.9-24,029.950
2016-01-14SELL94256.6106.1349.3423,964.93-65.02
2016-01-19BUY91263.3105.4348.85-24,114.580
2016-01-24SELL91266106.5149.0924,050.4-64.18
2016-02-02BUY93256.3104.8848.27-23,989.040
2016-02-07SELL93260.4106.5649.0624,061.5972.54
2016-02-16BUY93258105.5748.58-24,148.160
2016-02-22SELL93255.3104.4748.2523,590.18-557.97
2016-02-28BUY91256.2102.5847.32-23,464.110
2016-03-02SELL91244.197.7444.9622,070.4-1,393.71
2016-03-14BUY9024396.2344.25-22,010.470
2016-03-20SELL90239.594.8443.6121,416.55-593.92
2016-03-24BUY91235.294.1743.32-21,540.70
2016-03-29SELL91230.492.2542.4720,831.68-709.02
2016-04-04BUY89233.191.2842.33-20,879.520
2016-04-07SELL89233.291.3242.4520,621.03-258.49
2016-04-20BUY8623789.6841.75-20,513.430
2016-04-25SELL8625094.643.921,361.5848.07
2016-05-03BUY8624793.4643.28-21,378.740
2016-05-08SELL8624793.4643.2221,105.32-273.42
2016-05-15BUY84251.192.8142.82-21,228.020
2016-05-18SELL84252.293.214321,048.58-179.44
2016-05-24BUY81256.791.4942.21-20,926.40
2016-05-29SELL81255.290.954220,538.24-388.15
2016-06-02BUY80256.790.3641.74-20,668.090
2016-06-07SELL80255.189.841.4920,276.72-391.38
2016-06-14BUY78255.787.7640.53-20,072.890
2016-06-19SELL78252.186.5239.9119,537.37-535.52
2016-06-22BUY7725285.3839.49-19,528.870
2016-06-27SELL7725084.739.2519,126.05-402.82
2016-07-16BUY7425783.6838.64-19,140.320
2016-07-19SELL74259.484.4638.9319,072.21-68.11
2016-07-26BUY71269.184.0738.59-19,228.750
2016-07-31SELL71276.586.3839.4919,505.63276.87
2016-08-07BUY70277.485.4439.06-19,542.50
2016-08-30SELL70264.781.5337.418,410.07-1,132.43
2016-09-08BUY68266.379.6836.68-18,224.760
2016-09-20SELL6826278.3936.1817,701.42-523.33
2016-09-24BUY67263.777.7435.88-17,781.520
2016-09-27SELL67267.378.836.417,793.912.38
2016-10-02BUY66268.577.9736.02-17,8350
2016-10-05SELL66271.4678.8336.3317,801.06-33.93
2016-10-16BUY65269.777.1335.55-17,643.180
2016-10-25SELL65282.1580.6937.0418,222.02578.83
2016-11-02BUY65278.579.6536.54-18,218.690
2016-11-21SELL65287.182.1137.618,541.79323.1