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: -20.6%. 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

#337 · Flow: Range flow

Full-history NAV৳2,015

Net return -98.0% · drawdown 98.4% · 372 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 20.0% (0 = off).

Account reconciliation

Cash৳109

Unsettled৳0

Holdings৳1,906

NAV৳2,015

Realized P&L৳-97,946

Unrealized P&L৳-39

Fees৳98,602

Friction৳45,439

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 #337

748 fills, including partial sales. Page 5.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2018-03-05	SELL	51	485.4	108.92	49.79	24,596.69	190.78
2018-03-15	BUY	51	482	108.16	49.52	-24,739.68	0
2018-03-22	SELL	51	477	107.04	49.06	24,170.91	-568.77
2018-04-02	BUY	51	474.9	106.57	48.84	-24,375.3	0
2018-04-09	SELL	51	477	107.04	49.06	24,170.9	-204.4
2018-04-12	BUY	49	484.1	104.37	47.8	-23,873.07	0
2018-04-19	SELL	49	493	106.29	48.68	24,002.02	128.95
2018-04-24	BUY	50	485	106.7	48.83	-24,405.53	0
2018-05-06	SELL	50	468	102.96	47.05	23,249.99	-1,155.54
2018-05-09	BUY	50	459	100.98	46.12	-23,097.1	0
2018-05-16	SELL	50	463.1	101.88	46.56	23,006.56	-90.54
2018-05-24	BUY	53	429.9	100.25	45.78	-22,930.74	0
2018-05-31	SELL	53	427.9	99.79	45.65	22,533.27	-397.47
2018-06-05	BUY	55	409	98.98	45.27	-22,639.25	0
2018-06-12	SELL	55	381	92.2	42.14	20,820.66	-1,818.59
2018-06-21	BUY	54	385	91.48	41.76	-20,923.24	0
2018-06-28	SELL	54	398	94.56	43.13	21,354.3	431.07
2018-07-08	BUY	54	387	91.95	41.94	-21,031.89	0
2018-07-15	SELL	54	390	92.66	42.27	20,925.07	-106.82
2018-07-18	BUY	52	401.9	91.95	41.95	-21,032.7	0
2018-07-25	SELL	52	396.9	90.81	41.48	20,506.51	-526.19
2018-07-30	BUY	52	390.2	89.28	40.81	-20,420.48	0
2018-08-07	SELL	52	376	86.03	39.32	19,426.65	-993.83
2018-08-14	BUY	54	359.6	85.44	39.03	-19,542.88	0
2018-08-27	SELL	54	377.7	89.74	41.12	20,264.94	722.07
2018-09-03	BUY	52	387	88.55	40.57	-20,253.12	0
2018-09-10	SELL	52	380	86.94	39.82	19,633.24	-619.88
2018-09-18	BUY	53	368.1	85.84	39.39	-19,634.53	0
2018-09-25	SELL	53	363.1	84.67	38.78	19,120.84	-513.69
2018-10-01	BUY	51	372.4	83.57	38.29	-19,114.25	0
2018-10-08	SELL	51	364.8	81.86	37.48	18,485.46	-628.8
2018-10-14	BUY	50	365.5	80.41	36.79	-18,392.2	0
2018-10-21	SELL	50	363.2	79.9	36.59	18,043.5	-348.7
2018-10-24	BUY	49	372	80.2	36.74	-18,344.94	0
2018-10-31	SELL	49	380.5	82.04	37.55	18,524.91	179.97
2018-11-07	BUY	49	375	80.85	37.06	-18,492.91	0
2018-11-14	SELL	49	376.5	81.17	37.24	18,330.09	-162.83
2018-11-22	BUY	50	358.2	78.8	36.1	-18,024.9	0
2018-11-29	SELL	50	366.7	80.67	37.03	18,217.3	192.4
2018-12-05	BUY	50	362.4	79.73	36.6	-18,236.33	0
2018-12-12	SELL	50	355.5	78.21	35.88	17,660.91	-575.42
2018-12-18	BUY	49	360.5	77.72	35.65	-17,777.88	0
2018-12-26	SELL	49	360.5	77.72	35.76	17,551.01	-226.87
2019-01-02	BUY	47	368	76.1	34.98	-17,407.08	0
2019-01-09	SELL	47	382	79	36.22	17,838.79	431.71
2019-01-15	BUY	46	390	78.94	36.11	-18,055.05	0
2019-01-22	SELL	46	384	77.72	35.53	17,550.74	-504.3
2019-01-27	BUY	44	397	76.86	35.11	-17,579.97	0
2019-02-03	SELL	44	398.2	77.09	35.15	17,408.56	-171.41
2019-02-06	BUY	43	403.6	76.36	34.81	-17,465.97	0
2019-02-13	SELL	43	388	73.41	33.46	16,577.13	-888.84
2019-02-19	BUY	43	376	71.14	32.41	-16,271.55	0
2019-02-27	SELL	43	394.5	74.64	34.01	16,854.86	583.3
2019-03-05	BUY	43	394	74.54	33.98	-17,050.53	0
2019-03-12	SELL	43	384.3	72.71	33.17	16,419.02	-631.51
2019-03-19	BUY	42	389	71.89	32.81	-16,442.7	0
2019-03-27	SELL	42	410.1	75.79	34.6	17,113.81	671.11
2019-04-01	BUY	41	409.2	73.82	33.72	-16,884.74	0
2019-04-08	SELL	41	376	67.83	30.94	15,317.23	-1,567.51
2019-04-15	BUY	42	369.8	68.34	31.16	-15,631.1	0
2019-04-23	SELL	42	372.4	68.82	31.38	15,540.6	-90.5
2019-04-29	BUY	42	365.5	67.54	30.82	-15,449.36	0
2019-05-07	SELL	42	360	66.53	30.39	15,023.08	-426.28
2019-05-15	BUY	43	346	65.46	29.99	-14,973.46	0
2019-05-22	SELL	43	344.1	65.1	29.86	14,701.33	-272.12
2019-05-28	BUY	43	341.8	64.67	29.66	-14,791.73	0
2019-06-11	SELL	43	357.4	67.62	31.05	15,269.53	477.8
2019-06-16	BUY	42	363.5	67.17	30.84	-15,365.02	0
2019-06-23	SELL	42	359.6	66.45	30.52	15,006.23	-358.79
2019-06-27	BUY	41	363.5	65.58	30.08	-14,999.15	0
2019-07-07	SELL	41	358.8	64.73	29.68	14,616.39	-382.76
2019-07-11	BUY	43	333	63	28.87	-14,410.88	0
2019-07-18	SELL	43	330	62.44	28.56	14,099	-311.87
2019-07-24	BUY	44	323.2	62.57	28.61	-14,311.99	0
2019-07-31	SELL	44	325.1	62.94	28.79	14,212.67	-99.32
2019-08-18	BUY	44	318	61.56	28.15	-14,081.71	0
2019-08-25	SELL	44	319.7	61.89	28.33	13,976.57	-105.14
2019-08-28	BUY	43	320.1	60.56	27.72	-13,852.58	0
2019-09-04	SELL	43	294.7	55.76	25.5	12,590.84	-1,261.74
2019-09-09	BUY	42	300	55.44	25.36	-12,680.8	0
2019-09-17	SELL	42	309.9	57.27	26.2	12,932.33	251.53
2019-09-23	BUY	36	361	57.18	26.12	-13,079.3	0
2019-09-30	SELL	36	357.9	56.69	25.87	12,801.84	-277.46
2019-10-06	BUY	36	347	54.96	25.08	-12,572.04	0
2019-10-14	SELL	36	325	51.48	23.49	11,625.03	-947.01
2019-10-20	BUY	37	317	51.61	23.54	-11,804.15	0
2019-10-27	SELL	37	327.6	53.33	24.36	12,043.5	239.35
2019-10-30	BUY	37	321.2	52.29	23.91	-11,960.6	0
2019-11-06	SELL	37	313	50.96	23.3	11,506.74	-453.86
2019-11-18	BUY	37	310.7	50.58	23.15	-11,569.63	0
2019-11-25	SELL	37	312	50.79	23.19	11,470.01	-99.62
2019-11-28	BUY	35	320	49.28	22.49	-11,271.77	0
2019-12-05	SELL	35	306	47.12	21.5	10,641.38	-630.39
2019-12-17	BUY	36	297.2	47.08	21.48	-10,767.76	0
2019-12-24	SELL	36	285	45.14	20.66	10,194.2	-573.56
2019-12-30	BUY	36	285.8	45.27	20.75	-10,354.82	0
2020-01-07	SELL	36	275	43.56	19.95	9,836.49	-518.33
2020-01-13	BUY	38	253	42.3	19.36	-9,675.67	0
2020-01-20	SELL	38	265.3	44.36	20.28	10,016.76	341.09
2020-01-26	BUY	36	274	43.4	19.81	-9,927.21	0

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