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: -21.2%. 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

#339 · Flow: Range flow

Full-history NAV৳1,771

Net return -98.2% · drawdown 98.6% · 402 closed positions

2024 onward NAV৳42,813

Net return -57.2% · drawdown 63.3% · 68 closed positions

2024 stress NAV৳19,289

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

Variant 0; fixed stop 15.0%; maximum 5 sessions; gate None; continuous signal; exit stop/time only; trailing arms at 2.0%, distance 1.0%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳103

Unsettled৳0

Holdings৳1,668

NAV৳1,771

Realized P&L৳-98,195

Unrealized P&L৳-34

Fees৳94,920

Friction৳43,752

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳6.82e-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 #339

807 fills, including partial sales. Page 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2012-06-10	SELL	346	204.4	311.18	143.92	70,267.3	-1,432.22
2012-06-13	BUY	343	203.3	306.82	141.98	-70,180.7	0
2012-06-20	SELL	343	197	297.31	137.79	67,135.9	-3,044.81
2012-06-25	BUY	334	200	293.92	136.34	-67,230.26	0
2012-06-28	SELL	334	208.8	306.85	142.19	69,290.16	2,059.9
2012-07-05	BUY	341	201.8	302.78	140.17	-69,256.75	0
2012-07-12	SELL	341	198.9	298.43	138.01	67,388.46	-1,868.29
2012-07-17	BUY	345	194.4	295.1	136.35	-67,499.45	0
2012-07-22	SELL	345	199.4	302.69	139.77	68,350.54	851.09
2012-07-26	BUY	326	207.9	298.21	137.4	-68,211.01	0
2012-08-05	SELL	326	189.1	271.25	124.82	61,250.54	-6,960.47
2012-08-08	BUY	322	189	267.78	123.16	-61,248.93	0
2012-08-14	SELL	322	189.7	268.77	123.64	60,690.99	-557.94
2012-08-28	BUY	350	172.7	265.96	122.25	-60,833.21	0
2012-09-02	SELL	350	178.4	274.74	126.26	62,039.01	1,205.8
2012-09-05	BUY	354	173.7	270.56	124.42	-61,884.78	0
2012-09-10	SELL	354	172.9	269.31	123.94	60,813.35	-1,071.43
2012-09-13	BUY	361	167.5	266.06	122.45	-60,856.01	0
2012-09-19	SELL	361	175.5	278.76	128.24	62,948.49	2,092.48
2012-09-24	BUY	361	173.2	275.11	126.49	-62,926.8	0
2012-10-01	SELL	361	167.4	265.9	122.36	60,043.15	-2,883.65
2012-10-04	BUY	355	168.3	262.88	121.02	-60,130.41	0
2012-10-11	SELL	355	163.6	255.54	117.88	57,704.57	-2,425.83
2012-10-16	BUY	353	162.5	252.4	116.77	-57,731.66	0
2012-10-23	SELL	353	172.2	267.46	124.99	60,394.15	2,662.49
2012-11-01	BUY	344	174.2	263.67	122.86	-60,311.33	0
2012-11-08	SELL	344	169.5	256.56	119.96	57,931.49	-2,379.85
2012-11-14	BUY	339	169.7	253.12	118.43	-57,899.86	0
2012-11-19	SELL	339	172.1	256.7	119.36	57,965.84	65.98
2012-11-27	BUY	346	166.4	253.33	117.65	-57,945.38	0
2012-12-02	SELL	346	170	258.81	120.77	58,440.42	495.04
2012-12-05	BUY	347	167.4	255.59	119.25	-58,462.64	0
2012-12-12	SELL	347	166.2	253.75	118.46	57,299.19	-1,163.45
2012-12-18	BUY	341	167.1	250.72	117.78	-57,349.6	0
2012-12-23	SELL	341	169.9	254.92	120.54	57,560.45	210.85
2012-12-30	BUY	327	175	251.79	118.41	-57,595.2	0
2013-01-07	SELL	327	171.6	246.9	116.2	55,750.1	-1,845.1
2013-01-10	BUY	325	170.6	243.96	114.83	-55,803.79	0
2013-01-17	SELL	325	170.4	243.67	114.92	55,021.41	-782.38
2013-01-22	BUY	323	169.1	240.32	113.8	-54,973.42	0
2013-01-29	SELL	323	168.6	239.61	115.05	54,103.13	-870.29
2013-02-03	BUY	317	169.5	236.42	112.58	-54,080.49	0
2013-02-06	SELL	317	172.8	241.02	113.27	54,423.31	342.81
2013-02-11	BUY	326	165.9	237.97	111.14	-54,432.5	0
2013-02-18	SELL	326	166.2	238.4	110.88	53,831.93	-600.58
2013-02-26	BUY	353	151.4	235.15	109.16	-53,788.52	0
2013-03-05	SELL	353	145.6	226.15	105.04	51,065.61	-2,722.9
2013-03-11	BUY	359	141.3	223.2	104.47	-51,054.37	0
2013-03-14	SELL	359	145.53	229.88	108.72	51,906.67	852.3
2013-03-25	BUY	357	144.4	226.82	108.31	-51,885.94	0
2013-03-31	SELL	357	146.03	229.38	110.87	51,790.68	-95.25
2013-04-04	BUY	350	147.4	227	109.41	-51,926.41	0
2013-04-11	SELL	350	145.8	224.53	107.95	50,697.52	-1,228.89
2013-04-17	BUY	348	144.6	221.41	106.56	-50,648.77	0
2013-04-24	SELL	348	145.5	222.79	107.55	50,303.66	-345.11
2013-04-29	BUY	346	144.2	219.53	106.33	-50,219.06	0
2013-05-05	SELL	346	145.93	222.16	108.23	50,160.01	-59.05
2013-05-15	BUY	323	154.7	219.86	106.15	-50,294.11	0
2013-05-20	SELL	323	166.2	236.2	113.19	53,333.21	3,039.1
2013-05-26	BUY	323	163.7	232.65	110.12	-53,217.87	0
2013-05-29	SELL	323	173.9	247.15	116.72	55,805.83	2,587.96
2013-06-03	BUY	310	178.7	243.75	114.23	-55,754.98	0
2013-06-09	SELL	310	176.5	240.75	111.58	54,362.68	-1,392.31
2013-06-12	BUY	304	178.1	238.23	110.09	-54,490.72	0
2013-06-17	SELL	304	177.8	237.83	109.84	53,703.53	-787.19
2013-06-30	BUY	298	178.9	234.57	107.89	-53,654.66	0
2013-07-04	SELL	298	188.1	246.64	113.46	55,693.71	2,039.05
2013-07-14	BUY	262	211.5	243.82	111.61	-55,768.43	0
2013-07-17	SELL	262	232.5	268.03	122.49	60,524.48	4,756.05
2013-07-22	BUY	332	180.9	264.26	120.63	-60,443.69	0
2013-07-25	SELL	332	178.4	260.61	118.95	58,849.24	-1,594.45
2013-08-05	BUY	327	178.9	257.4	117.48	-58,875.19	0
2013-08-14	SELL	327	178.2	256.39	117.08	57,897.93	-977.26
2013-08-27	BUY	274	209.8	252.93	115.89	-57,854.02	0
2013-09-02	SELL	274	214.7	258.84	118.45	58,450.5	596.48
2013-09-05	BUY	274	212	255.59	116.85	-58,460.44	0
2013-09-10	SELL	274	204.5	246.55	112.64	55,673.82	-2,786.62
2013-09-15	BUY	271	204.3	243.61	111.26	-55,720.16	0
2013-09-18	SELL	271	194.9	232.4	106.11	52,479.39	-3,240.77
2013-09-23	BUY	279	186.5	228.95	104.58	-52,367.02	0
2013-09-26	SELL	279	187.4	230.05	105.22	51,949.33	-417.7
2013-10-03	BUY	275	187.8	227.24	104.33	-51,976.57	0
2013-10-10	SELL	275	181.4	219.49	101.33	49,564.17	-2,412.39
2013-10-23	BUY	269	183.2	216.84	100.85	-49,598.48	0
2013-10-28	SELL	269	188.6	223.22	104.15	50,404.68	806.2
2013-10-31	BUY	261	192	220.49	103.04	-50,435.53	0
2013-11-05	SELL	261	194.6	223.48	104.1	50,463.02	27.49
2013-11-11	BUY	255	196.4	220.36	102.11	-50,404.47	0
2013-11-18	SELL	255	199.9	224.29	103.59	50,646.62	242.15
2013-11-24	BUY	244	206.6	221.81	101.87	-50,734.08	0
2013-11-27	SELL	244	205.6	220.73	101.25	49,844.42	-889.66
2013-12-08	BUY	239	207.3	218	100.04	-49,862.74	0
2013-12-15	SELL	239	202	212.42	97.47	47,968.11	-1,894.63
2013-12-22	BUY	235	202.1	208.97	96.17	-47,798.65	0
2013-12-30	SELL	235	200.9	207.73	96.13	46,907.64	-891
2014-01-07	BUY	225	207.7	205.62	95.06	-47,033.18	0
2014-01-12	SELL	225	209.9	207.8	96.03	46,923.67	-109.51
2014-01-16	BUY	226	206	204.85	94.59	-46,855.44	0
2014-01-21	SELL	226	207.5	206.34	95.25	46,593.41	-262.03
2014-01-26	BUY	215	215.3	203.67	93.84	-46,587.02	0

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