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: -19.4%. 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.

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

#327 · Flow: Range flow

Full-history NAV৳2,622

Net return -97.4% · drawdown 97.9% · 371 closed positions

2024 onward NAV৳29,457

Net return -70.5% · drawdown 70.5% · 64 closed positions

2024 stress NAV৳19,289

Net return -80.7% · drawdown 80.7% · 53 closed positions

Variant 0; fixed stop 18.0%; maximum 5 sessions; gate None; continuous signal; exit stop/time only; trailing arms at 8.0%, distance 3.5%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳1

Unsettled৳0

Holdings৳2,621

NAV৳2,622

Realized P&L৳-97,325

Unrealized P&L৳-53

Fees৳99,681

Friction৳45,910

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳5.00e-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 #327

747 fills, including partial sales. Page 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2012-07-10	SELL	376	192.7	318.8	147.74	71,988.66	-5,133.57
2012-07-15	BUY	370	193.3	314.69	145.59	-71,981.28	0
2012-07-22	SELL	370	199.4	324.62	150.07	73,303.31	1,322.03
2012-07-26	BUY	350	207.9	320.17	147.66	-73,232.83	0
2012-08-05	SELL	350	189.1	291.21	134.13	65,759.66	-7,473.17
2012-08-08	BUY	346	189	287.73	132.45	-65,814.19	0
2012-08-27	SELL	346	182.3	277.53	127.69	62,670.58	-3,143.61
2012-09-02	BUY	349	178.4	273.95	125.89	-62,661.44	0
2012-09-09	SELL	349	176.4	270.88	124.65	61,168.07	-1,493.37
2012-09-12	BUY	357	170.1	267.19	122.98	-61,115.88	0
2012-09-19	SELL	357	175.5	275.68	126.81	62,251.02	1,135.14
2012-09-24	BUY	357	173.2	272.06	125.07	-62,229.53	0
2012-10-01	SELL	357	167.4	262.95	120.98	59,377.86	-2,851.67
2012-10-04	BUY	351	168.3	259.92	119.64	-59,452.87	0
2012-10-11	SELL	351	163.6	252.66	116.54	57,054.4	-2,398.46
2012-10-16	BUY	349	162.5	249.54	115.42	-57,077.46	0
2012-10-23	SELL	349	172.2	264.43	123.53	59,709.84	2,632.38
2012-11-01	BUY	340	174.2	260.6	121.4	-59,610	0
2012-11-08	SELL	340	169.5	253.57	118.53	57,257.9	-2,352.1
2012-11-14	BUY	335	169.7	250.14	117	-57,216.63	0
2012-11-21	SELL	335	169.2	249.4	115.75	56,316.85	-899.79
2012-11-27	BUY	337	166.4	246.74	114.53	-56,438.07	0
2012-12-04	SELL	337	167	247.63	115.45	55,915.92	-522.15
2012-12-13	BUY	333	166.5	243.96	113.77	-55,802.22	0
2012-12-23	SELL	333	169.9	248.94	117.6	56,210.16	407.94
2012-12-30	BUY	320	175	246.4	115.79	-56,362.19	0
2013-01-07	SELL	320	171.6	241.61	113.63	54,556.76	-1,805.43
2013-01-10	BUY	317	170.6	237.95	111.91	-54,430.06	0
2013-01-17	SELL	317	170.4	237.67	111.99	53,667.13	-762.93
2013-01-22	BUY	316	169.1	235.12	111.23	-53,781.95	0
2013-01-29	SELL	316	168.6	234.42	112.43	52,930.75	-851.2
2013-02-03	BUY	310	169.5	231.2	109.98	-52,886.18	0
2013-02-10	SELL	310	168.3	229.56	107.32	51,836.12	-1,050.06
2013-02-17	BUY	309	166.6	226.51	105.27	-51,811.17	0
2013-02-25	SELL	309	150.6	204.76	94.78	46,235.86	-5,575.31
2013-02-28	BUY	312	147.1	201.94	93.46	-46,190.6	0
2013-03-07	SELL	312	143.7	197.27	91.65	44,545.48	-1,645.11
2013-03-18	BUY	306	144.8	194.96	91.77	-44,595.53	0
2013-03-27	SELL	306	144	193.88	92.41	43,777.71	-817.82
2013-04-01	BUY	298	146.2	191.7	91.74	-43,851.04	0
2013-04-08	SELL	298	145.9	191.3	91.38	43,195.51	-655.52
2013-04-11	BUY	294	145.8	188.61	89.89	-43,143.69	0
2013-04-21	SELL	294	144.9	187.44	89.56	42,323.6	-820.09
2013-04-29	BUY	292	144.2	185.27	88.87	-42,380.54	0
2013-05-07	SELL	292	147.3	189.25	91.5	42,730.85	350.31
2013-05-15	BUY	274	154.7	186.51	89.24	-42,663.55	0
2013-05-22	SELL	274	167.8	202.3	95.44	45,679.46	3,015.91
2013-06-02	BUY	261	173.9	199.71	93.13	-45,680.73	0
2013-06-09	SELL	261	176.5	202.69	93.66	45,770.15	89.42
2013-06-12	BUY	255	178.1	199.83	92.1	-45,707.43	0
2013-06-19	SELL	255	177.4	199.04	91.69	44,946.27	-761.16
2013-06-30	BUY	250	178.9	196.79	90.34	-45,012.13	0
2013-07-10	SELL	250	220.7	242.77	111.44	54,820.79	9,808.66
2013-07-18	BUY	282	193.1	239.6	109.39	-54,803.19	0
2013-07-23	SELL	282	175	217.14	99.04	49,033.82	-5,769.37
2013-07-28	BUY	276	176.5	214.34	97.76	-49,026.1	0
2013-08-04	SELL	276	179.6	218.11	99.49	49,252.01	225.9
2013-08-13	BUY	273	179.1	215.13	98.13	-49,207.57	0
2013-08-21	SELL	273	196.1	235.56	107.71	53,192.04	3,984.47
2013-08-27	BUY	252	209.8	232.63	106.51	-53,208.74	0
2013-09-04	SELL	252	214.6	237.95	108.75	53,732.5	523.76
2013-09-09	BUY	261	204.3	234.62	107.19	-53,664.11	0
2013-09-16	SELL	261	198.5	227.96	104.07	51,476.47	-2,187.64
2013-09-23	BUY	275	186.5	225.67	103.07	-51,616.24	0
2013-09-30	SELL	275	189.4	229.17	104.94	51,750.89	134.65
2013-10-03	BUY	274	187.8	226.41	103.95	-51,787.56	0
2013-10-10	SELL	274	181.4	218.7	100.96	49,383.95	-2,403.61
2013-10-23	BUY	267	183.2	215.22	100.08	-49,229.7	0
2013-10-30	SELL	267	185.9	218.4	102.03	49,314.88	85.17
2013-11-05	BUY	252	194.6	215.77	100.43	-49,355.4	0
2013-11-12	SELL	252	195	216.22	100.12	48,823.67	-531.73
2013-11-17	BUY	242	200.5	213.49	98.65	-48,833.14	0
2013-11-24	SELL	242	206.6	219.99	101.03	49,676.19	843.04
2013-12-01	BUY	246	200.5	217.02	99.53	-49,639.55	0
2013-12-08	SELL	246	207.3	224.38	103	50,668.42	1,028.87
2013-12-12	BUY	249	202.1	221.42	101.63	-50,645.95	0
2013-12-22	SELL	249	202.1	221.42	101.98	49,999.5	-646.45
2013-12-30	BUY	248	200.9	219.22	101.54	-50,143.97	0
2014-01-08	SELL	248	210.5	229.7	106.47	51,867.83	1,723.86
2014-01-15	BUY	252	204.5	226.75	104.94	-51,865.69	0
2014-01-22	SELL	252	208.7	231.41	106.97	52,254.03	388.33
2014-01-28	BUY	246	210.9	228.28	105.23	-52,214.9	0
2014-02-04	SELL	246	210.1	227.41	104.69	51,352.5	-862.41
2014-02-10	BUY	248	206	224.79	103.33	-51,416.12	0
2014-02-17	SELL	248	204.7	223.37	102.59	50,439.64	-976.47
2014-02-24	BUY	241	207.9	220.46	101.27	-50,425.63	0
2014-03-03	SELL	241	220.3	233.61	107.23	52,751.46	2,325.83
2014-03-06	BUY	244	214.7	230.5	105.72	-52,723.02	0
2014-03-13	SELL	244	214.6	230.39	105.74	52,026.26	-696.76
2014-03-19	BUY	244	211.3	226.85	104.1	-51,888.15	0
2014-03-27	SELL	244	214.5	230.29	105.74	52,001.97	113.82
2014-04-01	BUY	240	215.7	227.78	104.73	-52,100.51	0
2014-04-08	SELL	240	247	260.83	119.75	58,899.42	6,798.9
2014-04-17	BUY	230	254.6	257.66	117.81	-58,933.47	0
2014-04-24	SELL	230	270.3	273.54	125.01	61,770.44	2,836.98
2014-04-29	BUY	229	267.9	269.94	123.25	-61,742.29	0
2014-05-07	SELL	229	276.4	278.5	127.16	62,889.94	1,147.65
2014-05-12	BUY	231	270.5	274.94	125.59	-62,886.03	0
2014-05-20	SELL	231	261.3	265.59	121.43	59,973.29	-2,912.74
2014-05-25	BUY	231	257.4	261.62	119.64	-59,840.66	0

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