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

#333 · MACD

Full-history NAV৳2,154

Net return -97.8% · drawdown 97.9% · 324 closed positions

2024 onward NAV৳44,280

Net return -55.7% · drawdown 55.8% · 61 closed positions

2024 stress NAV৳22,242

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

Variant 1; fixed stop 10.0%; 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৳230

Unsettled৳1,924

Holdings৳0

NAV৳2,154

Realized P&L৳-97,846

Unrealized P&L৳0

Fees৳64,103

Friction৳29,464

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳5.82e-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 #333

648 fills, including partial sales. Page 3.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2015-07-13	BUY	96	346.9	146.53	67	-33,515.93	0
2015-07-26	SELL	96	340	143.62	65.61	32,430.77	-1,085.16
2015-08-24	BUY	102	316.5	142.05	64.99	-32,490.04	0
2015-08-27	SELL	102	321.5	144.29	66.11	32,582.6	92.56
2015-09-01	BUY	103	316.1	143.26	65.7	-32,767.26	0
2015-09-06	SELL	103	314.1	142.35	65.39	32,144.56	-622.7
2015-09-09	BUY	102	313.2	140.56	64.62	-32,151.58	0
2015-09-14	SELL	102	307.1	137.83	63.33	31,123.05	-1,028.53
2015-10-21	BUY	119	258.9	135.56	62.09	-31,006.75	0
2015-10-27	SELL	119	250	130.9	59.95	29,559.15	-1,447.6
2015-11-01	BUY	117	250.8	129.11	59.21	-29,531.92	0
2015-11-04	SELL	117	249	128.19	58.81	28,946.01	-585.91
2015-11-09	BUY	116	249.3	127.24	58.45	-29,104.49	0
2015-11-12	SELL	116	250	127.6	58.66	28,813.74	-290.76
2015-11-17	BUY	114	250.5	125.65	57.87	-28,740.52	0
2015-11-22	SELL	114	252.2	126.5	58.41	28,565.88	-174.64
2015-11-25	BUY	112	252	124.19	57.35	-28,405.54	0
2015-11-30	SELL	112	256.1	126.21	58.36	28,498.63	93.09
2015-12-03	BUY	105	272	125.66	58.06	-28,743.73	0
2015-12-08	SELL	105	257	118.73	54.74	26,811.53	-1,932.2
2015-12-24	BUY	105	253.5	117.12	53.97	-26,788.59	0
2015-12-29	SELL	105	254	117.35	54.13	26,498.53	-290.07
2016-01-03	BUY	104	253.4	115.96	53.67	-26,523.23	0
2016-01-06	SELL	104	252	115.32	53.62	26,039.07	-484.16
2016-01-11	BUY	101	254	112.88	52.63	-25,819.51	0
2016-01-14	SELL	101	256.6	114.03	53.1	25,749.47	-70.04
2016-01-19	BUY	97	263.3	112.38	52.14	-25,704.62	0
2016-01-24	SELL	97	266	113.53	52.38	25,636.09	-68.52
2016-01-27	BUY	96	268	113.2	52.19	-25,893.4	0
2016-02-01	SELL	96	257	108.56	49.99	24,513.45	-1,379.94
2016-02-23	BUY	94	259	107.12	49.47	-24,502.59	0
2016-02-28	SELL	94	256.2	105.96	48.91	23,927.93	-574.66
2016-03-21	BUY	98	240.5	103.7	47.74	-23,720.44	0
2016-03-24	SELL	98	235.2	101.42	46.7	22,901.48	-818.96
2016-04-04	BUY	98	233.1	100.51	46.71	-22,991.02	0
2016-04-07	SELL	98	233.2	100.56	46.85	22,706.19	-284.83
2016-04-12	BUY	97	233.8	99.79	46.49	-22,824.88	0
2016-04-18	SELL	97	235.9	100.68	47.07	22,734.55	-90.33
2016-04-21	BUY	93	243	99.44	46.35	-22,744.78	0
2016-04-26	SELL	93	251.9	103.08	47.82	23,275.81	531.02
2016-05-02	BUY	94	245	101.33	46.92	-23,178.25	0
2016-05-05	SELL	94	247	102.16	47.33	23,068.52	-109.74
2016-05-10	BUY	90	253.4	100.35	46.4	-22,952.74	0
2016-05-15	SELL	90	251.1	99.44	45.92	22,453.64	-499.1
2016-05-24	BUY	87	256.7	98.26	45.39	-22,476.55	0
2016-05-29	SELL	87	255.2	97.69	45.17	22,059.54	-417.01
2016-06-30	BUY	87	251.7	96.35	44.62	-22,038.87	0
2016-07-12	SELL	87	255.8	97.92	45.32	22,111.36	72.49
2016-07-16	BUY	86	257	97.25	45.02	-22,244.27	0
2016-07-19	SELL	86	259.4	98.16	45.35	22,164.9	-79.37
2016-07-24	BUY	84	263	97.2	44.75	-22,233.96	0
2016-07-28	SELL	84	280.28	103.59	47.44	23,392.49	1,158.53
2016-08-02	BUY	84	275.5	101.82	46.61	-23,290.44	0
2016-08-10	SELL	84	267.9	99.02	45.29	22,359.29	-931.14
2016-09-06	BUY	83	268	97.87	45.11	-22,386.99	0
2016-09-20	SELL	83	262	95.68	44.32	21,606	-780.99
2016-09-25	BUY	80	267.1	94.02	43.58	-21,505.6	0
2016-10-02	SELL	80	268.5	94.51	43.82	21,341.67	-163.93
2016-10-05	BUY	78	273.9	94	43.44	-21,501.64	0
2016-10-16	SELL	78	269.7	92.56	42.77	20,901.26	-600.38
2016-10-19	BUY	75	275	90.75	41.87	-20,757.62	0
2016-10-26	SELL	75	280	92.4	42.46	20,865.14	107.52
2016-11-09	BUY	74	281.3	91.59	42.03	-20,949.83	0
2016-11-16	SELL	74	279.8	91.1	41.79	20,572.3	-377.52
2016-11-21	BUY	71	287.1	89.69	41.1	-20,514.89	0
2016-11-28	SELL	71	286	89.35	40.89	20,175.76	-339.13
2016-12-11	BUY	70	287	88.4	40.44	-20,218.84	0
2016-12-19	SELL	70	285.2	87.84	40.22	19,835.94	-382.9
2017-01-05	BUY	68	290	86.77	39.76	-19,846.53	0
2017-01-12	SELL	68	290.7	86.98	39.84	19,640.78	-205.75
2017-01-17	BUY	67	292.1	86.11	39.4	-19,696.21	0
2017-01-24	SELL	67	298.5	88	40.23	19,871.27	175.06
2017-01-29	BUY	64	305.5	86.03	39.28	-19,677.31	0
2017-02-05	SELL	64	306.5	86.31	39.42	19,490.27	-187.03
2017-02-12	BUY	63	307.1	85.13	38.89	-19,471.32	0
2017-02-19	SELL	63	320	88.7	40.53	20,030.77	559.45
2017-03-09	BUY	63	316.9	87.84	40.17	-20,092.71	0
2017-03-16	SELL	63	315.2	87.37	39.95	19,730.27	-362.44
2017-03-30	BUY	59	330	85.67	39.24	-19,594.91	0
2017-04-05	SELL	59	345.84	89.78	41.04	20,273.86	678.95
2017-04-10	BUY	59	342.1	88.81	40.61	-20,313.32	0
2017-04-17	SELL	59	337	87.49	40.01	19,755.51	-557.81
2017-05-28	BUY	59	334	86.71	39.95	-19,832.66	0
2017-06-04	SELL	59	333.5	86.58	39.88	19,550.04	-282.61
2017-06-07	BUY	58	337.9	86.23	39.71	-19,724.15	0
2017-06-14	SELL	58	331.5	84.6	38.91	19,103.49	-620.66
2017-06-21	BUY	56	335.8	82.74	37.99	-18,925.53	0
2017-07-03	SELL	56	344.5	84.88	38.87	19,168.25	242.72
2017-07-06	BUY	54	355.4	84.44	38.61	-19,314.66	0
2017-07-13	SELL	54	354.8	84.3	38.48	19,036.42	-278.24
2017-07-18	BUY	51	370.9	83.23	37.95	-19,037.08	0
2017-07-25	SELL	51	369	82.8	37.74	18,698.45	-338.62
2017-07-30	BUY	49	376.7	81.22	37.01	-18,576.53	0
2017-08-06	SELL	49	373.2	80.46	36.66	18,169.67	-406.85
2017-08-17	BUY	47	388	80.24	36.6	-18,352.83	0
2017-08-24	SELL	47	388.4	80.32	36.64	18,137.84	-215
2017-09-07	BUY	45	396.9	78.59	35.9	-17,974.98	0
2017-09-12	SELL	45	420	83.16	37.96	18,778.88	803.9
2017-09-17	BUY	45	418	82.76	37.77	-18,930.53	0
2017-09-24	SELL	45	411.2	81.42	37.15	18,385.44	-545.09

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