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: -20.3%. 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

#332 · MACD

Full-history NAV৳2,164

Net return -97.8% · drawdown 97.9% · 323 closed positions

2024 onward NAV৳48,371

Net return -51.6% · drawdown 51.7% · 61 closed positions

2024 stress NAV৳22,242

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

Variant 1; fixed stop 4.0%; maximum 5 sessions; gate None; continuous signal; exit EMA 200 break; trailing arms at 5.0%, distance 2.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳240

Unsettled৳1,924

Holdings৳0

NAV৳2,164

Realized P&L৳-97,836

Unrealized P&L৳0

Fees৳63,661

Friction৳29,261

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳3.06e-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 #332

646 fills, including partial sales. Page 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2013-02-11	BUY	224	165.9	163.51	75.73	-37,400.84	0
2013-02-14	SELL	224	167.9	165.48	76.47	37,367.65	-33.19
2013-03-14	BUY	255	145.9	163.7	76.56	-37,444.76	0
2013-03-20	SELL	255	145.6	163.36	76.79	36,887.85	-556.91
2013-03-27	BUY	255	144	161.57	76.41	-36,957.98	0
2013-04-01	SELL	255	146.2	164.04	77.93	37,039.03	81.05
2013-04-04	BUY	249	147.4	161.49	76.56	-36,940.65	0
2013-04-09	SELL	249	146.5	160.51	76.07	36,241.93	-698.73
2013-04-15	BUY	246	146.7	158.79	75.19	-36,322.18	0
2013-04-18	SELL	246	145.1	157.06	74.39	35,463.15	-859.03
2013-04-30	BUY	245	143.8	155.02	73.77	-35,459.79	0
2013-05-06	SELL	245	145.9	157.28	75.23	35,512.99	53.2
2013-05-09	BUY	238	148.3	155.3	74.19	-35,524.89	0
2013-05-14	SELL	238	157.4	164.83	78.57	37,217.8	1,692.91
2013-05-20	BUY	222	166.2	162.34	76.54	-37,135.29	0
2013-05-28	SELL	222	168.1	164.2	76.65	37,077.35	-57.94
2013-06-02	BUY	212	173.9	162.21	75.28	-37,104.3	0
2013-06-09	SELL	212	176.5	164.64	75.84	37,177.52	73.22
2013-06-12	BUY	207	178.1	162.21	74.57	-37,103.49	0
2013-06-19	SELL	207	177.4	161.58	74.24	36,485.98	-617.51
2013-06-26	BUY	190	191.6	160.18	73.46	-36,637.64	0
2013-07-02	SELL	190	183.9	153.74	70.41	34,716.85	-1,920.79
2013-07-14	BUY	163	211.5	151.69	69.25	-34,695.44	0
2013-07-17	SELL	163	232.5	166.75	76.05	37,654.7	2,959.26
2013-08-21	BUY	190	196.1	163.94	74.83	-37,497.77	0
2013-08-26	SELL	190	210.5	175.98	80.44	39,738.58	2,240.81
2013-09-02	BUY	184	214.7	173.82	79.37	-39,757.99	0
2013-09-09	SELL	184	204.3	165.4	75.45	37,350.35	-2,407.64
2013-10-06	BUY	200	185.7	163.42	74.85	-37,378.27	0
2013-10-09	SELL	200	179.2	157.7	72.42	35,609.88	-1,768.39
2013-10-23	BUY	193	183.2	155.57	71.89	-35,585.06	0
2013-10-28	SELL	193	189.3	160.75	74.46	36,299.68	714.62
2013-10-31	BUY	188	192	158.82	73.65	-36,328.48	0
2013-11-07	SELL	188	202.4	167.43	77.47	37,806.31	1,477.83
2013-11-12	BUY	193	195	165.59	76.35	-37,876.94	0
2013-11-19	SELL	193	206.5	175.36	80.67	39,598.47	1,721.53
2013-11-24	BUY	190	206.6	172.72	79.14	-39,505.86	0
2013-12-01	SELL	190	200.5	167.62	76.71	37,850.67	-1,655.19
2013-12-10	BUY	184	204.6	165.64	75.83	-37,887.88	0
2013-12-18	SELL	184	200.2	162.08	74.23	36,600.48	-1,287.39
2014-01-06	BUY	176	206.4	159.84	73.59	-36,559.83	0
2014-01-09	SELL	176	208.7	161.62	74.42	36,495.16	-64.67
2014-01-15	BUY	178	204.5	160.16	73.74	-36,634.9	0
2014-01-22	SELL	178	208.7	163.45	75.19	36,909.96	275.06
2014-01-27	BUY	171	213.4	160.56	73.72	-36,725.68	0
2014-02-03	SELL	171	212.2	159.66	73.21	36,053.33	-672.35
2014-02-26	BUY	171	210.4	158.3	72.49	-36,209.2	0
2014-03-04	SELL	171	214.2	161.16	73.72	36,393.31	184.11
2014-03-09	BUY	165	218.3	158.49	72.49	-36,250.48	0
2014-03-16	SELL	165	214.4	155.65	71.22	35,149.13	-1,101.35
2014-04-01	BUY	162	215.7	153.75	70.43	-35,167.58	0
2014-04-08	SELL	162	247	176.06	80.57	39,757.37	4,589.78
2014-04-16	BUY	155	255.8	174.46	79.63	-39,903.09	0
2014-04-21	SELL	155	252.7	172.34	78.64	38,917.52	-985.57
2014-04-27	BUY	145	265.8	169.58	77.31	-38,787.89	0
2014-05-05	SELL	145	267.9	170.92	77.91	38,596.67	-191.22
2014-06-01	BUY	139	275.4	168.43	76.99	-38,526.02	0
2014-06-05	SELL	139	285.9	174.86	79.89	39,485.35	959.33
2014-06-10	BUY	137	286.3	172.58	78.87	-39,474.55	0
2014-06-17	SELL	137	303.7	183.07	83.61	41,340.22	1,865.67
2014-06-22	BUY	139	296.5	181.34	82.79	-41,477.63	0
2014-06-29	SELL	139	294.7	180.24	82.26	40,700.8	-776.83
2014-08-04	BUY	130	310.8	177.78	81.27	-40,663.05	0
2014-08-11	SELL	130	340	194.48	88.81	43,916.71	3,253.66
2014-08-14	BUY	127	344.2	192.34	87.77	-43,993.51	0
2014-08-21	SELL	127	330.3	184.57	84.17	41,679.36	-2,314.16
2014-09-04	BUY	122	338.1	181.49	82.78	-41,512.47	0
2014-09-11	SELL	122	337.8	181.33	82.79	40,947.48	-564.99
2014-09-16	BUY	118	345.7	179.49	81.96	-41,054.05	0
2014-09-23	SELL	118	380.7	197.66	90.26	44,634.68	3,580.63
2014-09-29	BUY	113	392.2	195	89.01	-44,602.61	0
2014-10-13	SELL	113	374.7	186.3	84.98	42,069.82	-2,532.79
2014-10-29	BUY	111	374.6	182.95	83.44	-41,847	0
2014-11-05	SELL	111	358.5	175.09	79.87	39,538.54	-2,308.46
2014-12-04	BUY	112	352.6	173.76	79.65	-39,744.61	0
2014-12-11	SELL	112	363.1	178.94	82.11	40,406.16	661.55
2014-12-18	BUY	114	350.8	175.96	80.77	-40,247.93	0
2014-12-28	SELL	114	357.8	179.47	82.56	40,527.17	279.24
2015-01-05	BUY	111	362.5	177.05	81.44	-40,495.98	0
2015-01-12	SELL	111	355.9	173.82	80.12	39,250.95	-1,245.03
2015-02-05	BUY	115	340	172.04	79.26	-39,351.3	0
2015-02-12	SELL	115	352.5	178.37	82.13	40,277	925.71
2015-02-17	BUY	115	347.4	175.78	80.91	-40,207.69	0
2015-02-22	SELL	115	333.1	168.55	77.51	38,060.44	-2,147.25
2015-03-16	BUY	114	334	167.53	77.08	-38,320.61	0
2015-03-24	SELL	114	336	168.54	77.42	38,058.04	-262.57
2015-03-30	BUY	105	358.7	165.72	75.97	-37,905.19	0
2015-04-06	SELL	105	353	163.09	74.61	36,827.31	-1,077.88
2015-05-06	BUY	110	333.9	161.61	74.16	-36,964.77	0
2015-05-11	SELL	110	330	159.72	73.3	36,066.98	-897.79
2015-05-14	BUY	109	326.9	156.78	71.96	-35,860.84	0
2015-05-19	SELL	109	333.8	160.09	73.54	36,150.57	289.73
2015-05-24	BUY	111	326	159.22	73.12	-36,418.34	0
2015-05-27	SELL	111	329.9	161.12	73.97	36,383.81	-34.53
2015-06-04	BUY	109	329.1	157.84	72.23	-36,101.97	0
2015-06-09	SELL	109	324.3	155.53	71.16	35,122.01	-979.96
2015-06-14	BUY	105	335	154.77	70.75	-35,400.52	0
2015-06-21	SELL	105	330	152.46	69.67	34,427.87	-972.65
2015-07-02	BUY	103	330.1	149.6	68.42	-34,218.32	0
2015-07-08	SELL	103	328	148.65	67.99	33,567.36	-650.96

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