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 3.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2014-06-01	SELL	231	275.4	279.92	128.42	63,209.07	3,368.41
2014-06-08	BUY	221	284	276.16	126.6	-63,166.77	0
2014-06-15	SELL	221	307.9	299.4	137.26	67,609.24	4,442.48
2014-06-18	BUY	222	303.3	296.26	135.67	-67,764.53	0
2014-06-25	SELL	222	301.4	294.41	134.73	66,481.67	-1,282.87
2014-06-30	BUY	220	300.3	290.69	133.01	-66,489.7	0
2014-07-08	SELL	220	297.9	288.37	132.2	65,117.43	-1,372.27
2014-07-13	BUY	220	294.1	284.69	130.6	-65,117.29	0
2014-07-20	SELL	220	279.3	270.36	124.15	61,051.48	-4,065.81
2014-08-04	BUY	195	310.8	266.67	122.25	-60,994.92	0
2014-08-11	SELL	195	340	291.72	133.53	65,874.75	4,879.83
2014-08-14	BUY	190	344.2	287.75	131.57	-65,817.32	0
2014-08-24	SELL	190	325.3	271.95	124.19	61,410.86	-4,406.47
2014-08-27	BUY	188	325.5	269.25	122.93	-61,586.19	0
2014-09-03	SELL	188	337.9	279.51	127.69	63,118	1,531.81
2014-09-08	BUY	188	333.2	275.62	126.01	-63,043.23	0
2014-09-15	SELL	188	344.2	284.72	130.38	64,294.5	1,251.27
2014-09-24	BUY	168	379.7	280.67	128.43	-64,198.71	0
2014-10-01	SELL	168	384.2	284	129.82	64,131.78	-66.93
2014-10-14	BUY	171	372.6	280.34	128.07	-64,123.01	0
2014-10-21	SELL	171	373.6	281.1	128.38	63,476.12	-646.89
2014-10-28	BUY	166	379.7	277.33	126.71	-63,434.24	0
2014-11-05	SELL	166	358.5	261.85	119.65	59,129.5	-4,304.74
2014-11-10	BUY	169	348.7	259.29	118.6	-59,308.19	0
2014-11-17	SELL	169	344.3	256.02	117.29	57,813.39	-1,494.8
2014-11-23	BUY	174	328.9	251.81	115.43	-57,595.84	0
2014-11-30	SELL	174	318.7	244	112.12	55,097.69	-2,498.15
2014-12-04	BUY	156	352.6	242.02	111.3	-55,358.92	0
2014-12-11	SELL	156	363.1	249.23	114.79	56,279.58	920.66
2014-12-22	BUY	156	357.6	245.46	113.2	-56,144.26	0
2014-12-30	SELL	156	361.9	248.41	114.86	56,093.13	-51.13
2015-01-06	BUY	151	368.6	244.9	113.22	-56,016.72	0
2015-01-13	SELL	151	366	243.17	112.72	54,910.11	-1,106.6
2015-01-22	BUY	155	352	240.06	111.27	-54,911.33	0
2015-01-29	SELL	155	328.6	224.11	103.67	50,605.23	-4,306.11
2015-02-03	BUY	153	330	222.16	102.76	-50,814.92	0
2015-02-10	SELL	153	343	230.91	106.82	52,141.27	1,326.36
2015-02-23	BUY	152	339.6	227.12	104.86	-51,951.18	0
2015-03-02	SELL	152	334.6	223.78	103.36	50,532.06	-1,419.12
2015-03-09	BUY	153	328.1	220.88	102.07	-50,522.25	0
2015-03-16	SELL	153	334	224.85	103.87	50,773.28	251.03
2015-03-25	BUY	149	338	221.59	102.11	-50,685.7	0
2015-04-02	SELL	149	353	231.43	106.2	52,259.38	1,573.67
2015-04-08	BUY	148	352	229.22	105.09	-52,430.31	0
2015-04-16	SELL	148	343.6	223.75	102.54	50,526.5	-1,903.81
2015-04-29	BUY	151	331.8	220.45	101.18	-50,423.43	0
2015-05-07	SELL	151	328.6	218.32	100.53	49,299.75	-1,123.68
2015-05-17	BUY	151	324.1	215.33	99.23	-49,253.67	0
2015-05-24	SELL	151	326	216.59	99.83	48,909.57	-344.09
2015-06-11	BUY	150	325	214.5	98.32	-49,062.82	0
2015-06-18	SELL	150	330.1	217.87	99.77	49,197.36	134.54
2015-06-28	BUY	150	326	215.16	98.57	-49,213.73	0
2015-07-06	SELL	150	328.2	216.61	99.38	48,914.01	-299.72
2015-07-09	BUY	146	333.5	214.24	98.21	-49,003.46	0
2015-07-22	SELL	146	335.2	215.33	98.67	48,625.2	-378.26
2015-07-27	BUY	142	338.6	211.56	96.85	-48,389.61	0
2015-08-03	SELL	142	328.5	205.25	93.88	46,347.87	-2,041.74
2015-08-19	BUY	145	318.9	203.46	93.21	-46,537.16	0
2015-08-26	SELL	145	318.7	203.33	93.4	45,914.77	-622.4
2015-09-03	BUY	145	315.1	201.03	92.68	-45,983.22	0
2015-09-10	SELL	145	309.1	197.21	91.02	44,531.27	-1,451.95
2015-09-21	BUY	148	298.2	194.19	89.69	-44,417.47	0
2015-10-01	SELL	148	285.1	185.66	85.48	41,923.66	-2,493.81
2015-10-12	BUY	156	267	183.27	84.18	-41,919.45	0
2015-10-19	SELL	156	245	168.17	77.18	37,974.66	-3,944.79
2015-10-26	BUY	149	253	165.87	76.13	-37,939	0
2015-11-02	SELL	149	249.8	163.77	75.3	36,981.13	-957.86
2015-11-08	BUY	147	250	161.7	74.43	-36,986.13	0
2015-11-15	SELL	147	250.2	161.83	74.68	36,542.89	-443.24
2015-11-18	BUY	143	254.5	160.13	74.1	-36,627.73	0
2015-11-25	SELL	143	252	158.56	73.55	35,803.89	-823.84
2015-11-30	BUY	139	256.1	156.63	72.73	-35,827.26	0
2015-12-07	SELL	139	267.4	163.54	75.94	36,929.12	1,101.86
2015-12-17	BUY	146	251.2	161.37	74.68	-36,911.25	0
2015-12-24	SELL	146	253.5	162.85	75.45	36,772.7	-138.55
2016-01-03	BUY	144	253.4	160.55	74.83	-36,724.98	0
2016-01-10	SELL	144	252	159.67	75.06	36,053.27	-671.71
2016-01-14	BUY	140	256.6	158.07	74.28	-36,156.34	0
2016-01-21	SELL	140	269.8	166.2	77.29	37,528.51	1,372.17
2016-01-26	BUY	140	266.5	164.16	76.19	-37,550.36	0
2016-02-02	SELL	140	256.3	157.88	73.11	35,651.01	-1,899.35
2016-02-09	BUY	137	258.6	155.88	72.17	-35,656.25	0
2016-02-16	SELL	137	258	155.52	71.98	35,118.49	-537.76
2016-02-23	BUY	134	259	152.71	70.99	-34,929.69	0
2016-03-02	SELL	134	244.1	143.92	66.58	32,498.89	-2,430.8
2016-03-07	BUY	132	246	142.88	65.91	-32,680.79	0
2016-03-14	SELL	132	243	141.13	65.24	31,869.62	-811.17
2016-03-21	BUY	131	240.5	138.62	64.09	-31,708.21	0
2016-03-28	SELL	131	234.1	134.94	62.47	30,469.69	-1,238.52
2016-04-04	BUY	130	233.1	133.33	62.4	-30,498.74	0
2016-04-11	SELL	130	234.5	134.13	63.02	30,287.85	-210.89
2016-04-20	BUY	127	237	132.44	62.36	-30,293.79	0
2016-04-27	SELL	127	251	140.26	65.5	31,671.25	1,377.45
2016-05-03	BUY	127	247	138.02	64.47	-31,571.49	0
2016-05-10	SELL	127	253.4	141.6	65.92	31,974.28	402.79
2016-05-15	BUY	127	251.1	140.31	65.22	-32,095.24	0
2016-05-22	SELL	127	255.2	142.61	66.33	32,201.47	106.23
2016-05-29	BUY	125	255.2	140.36	65.37	-32,105.73	0
2016-06-05	SELL	125	255.2	140.36	65.45	31,694.19	-411.55
2016-06-08	BUY	123	256	138.55	64.49	-31,691.04	0

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