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 6.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2019-06-23	SELL	20	359.6	31.64	14.45	7,145.9	-170.7
2019-06-27	BUY	20	363.5	31.99	14.6	-7,316.59	0
2019-07-07	SELL	20	358.8	31.57	14.41	7,130.01	-186.58
2019-07-11	BUY	21	333	30.77	14.04	-7,037.81	0
2019-07-16	SELL	21	329	30.4	13.86	6,864.74	-173.08
2019-07-24	BUY	21	323.2	29.86	13.61	-6,830.68	0
2019-07-30	SELL	21	326.8	30.2	13.77	6,818.84	-11.84
2019-08-18	BUY	22	318	30.78	14.03	-7,040.82	0
2019-08-21	SELL	22	323.93	31.36	14.3	7,080.76	39.94
2019-08-27	BUY	22	314.5	30.44	13.89	-6,963.33	0
2019-09-01	SELL	22	312.1	30.21	13.78	6,822.21	-141.12
2019-09-08	BUY	23	295.5	29.9	13.64	-6,840.04	0
2019-09-12	SELL	23	305.1	30.88	14.08	6,972.34	132.3
2019-09-17	BUY	22	309.9	30	13.68	-6,861.48	0
2019-09-22	SELL	11	364	17.62	8.02	3,978.36	547.62
2019-09-23	SELL	11	360.95	17.47	7.95	3,945.07	514.33
2019-09-25	BUY	11	358	17.33	7.89	-3,963.21	0
2019-10-02	SELL	11	349	16.89	7.69	3,814.42	-148.79
2019-10-06	BUY	11	347	16.79	7.64	-3,841.44	0
2019-10-14	SELL	11	325	15.73	7.16	3,552.11	-289.33
2019-10-20	BUY	24	317	33.48	15.25	-7,656.73	0
2019-10-23	SELL	24	321.6	33.96	15.49	7,668.95	12.23
2019-10-30	BUY	23	321.2	32.51	14.83	-7,434.94	0
2019-11-06	SELL	23	313	31.68	14.45	7,152.87	-282.06
2019-11-18	BUY	23	310.7	31.44	14.35	-7,191.9	0
2019-11-21	SELL	23	325	32.89	15	7,427.11	235.22
2019-11-26	BUY	24	306	32.31	14.73	-7,391.04	0
2019-12-01	SELL	24	318	33.58	15.3	7,583.11	192.07
2019-12-08	BUY	25	309.8	34.08	15.53	-7,794.61	0
2019-12-15	SELL	25	296.9	32.66	14.88	7,374.96	-419.65
2019-12-19	BUY	25	291.1	32.02	14.6	-7,324.12	0
2019-12-29	SELL	25	284.3	31.27	14.29	7,061.93	-262.19
2020-01-13	BUY	28	253	31.17	14.24	-7,129.41	0
2020-01-20	SELL	28	265.3	32.68	14.92	7,380.79	251.38
2020-01-26	BUY	26	274	31.35	14.29	-7,169.63	0
2020-01-29	SELL	26	269.7	30.85	14.06	6,967.29	-202.35
2020-02-03	BUY	27	258.5	30.71	13.99	-7,024.2	0
2020-02-06	SELL	27	263	31.24	14.23	7,055.53	31.33
2020-02-20	BUY	25	280	30.8	14.03	-7,044.83	0
2020-02-25	SELL	25	292	32.12	14.62	7,253.26	208.43
2020-03-09	BUY	28	262.1	32.29	14.7	-7,385.79	0
2020-03-16	SELL	28	242.8	29.91	13.61	6,754.87	-630.91
2020-03-22	BUY	28	239	29.44	13.4	-6,734.85	0
2020-06-01	SELL	28	258.5	31.85	14.51	7,191.64	456.79
2020-06-11	BUY	30	238.8	31.52	14.37	-7,209.89	0
2020-07-09	SELL	30	238.8	31.52	14.62	7,117.86	-92.03
2020-07-20	BUY	29	244.5	31.2	14.24	-7,135.94	0
2020-07-27	SELL	29	259.9	33.16	15.11	7,488.82	352.89
2020-07-30	BUY	29	255	32.54	14.82	-7,442.36	0
2020-08-09	SELL	29	255	32.54	14.81	7,347.65	-94.71
2020-08-13	BUY	25	290	31.9	14.52	-7,296.42	0
2020-08-18	SELL	25	288	31.68	14.42	7,153.9	-142.52
2020-08-24	BUY	24	295	31.15	14.18	-7,125.33	0
2020-08-27	SELL	24	315.51	33.32	15.16	7,523.83	398.5
2020-09-03	BUY	23	322	32.59	14.83	-7,453.41	0
2020-09-09	SELL	23	339	34.31	15.61	7,747.08	293.67
2020-09-14	BUY	22	354	34.27	15.59	-7,837.86	0
2020-09-21	SELL	22	336.7	32.59	14.83	7,359.98	-477.89
2020-09-24	BUY	22	337.8	32.7	14.88	-7,479.18	0
2020-10-01	SELL	22	329	31.85	14.5	7,191.65	-287.53
2020-10-11	BUY	21	327.3	30.24	13.78	-6,917.32	0
2020-10-14	SELL	21	333	30.77	14.02	6,948.21	30.89
2020-10-27	BUY	21	332.2	30.7	14	-7,020.89	0
2020-11-03	SELL	21	330	30.49	13.9	6,885.61	-135.29
2020-11-08	BUY	21	336.2	31.06	14.17	-7,105.43	0
2020-11-15	SELL	21	330.2	30.51	13.92	6,889.77	-215.66
2020-11-18	BUY	20	329.7	29.01	13.23	-6,636.25	0
2020-11-25	SELL	20	324.7	28.57	13.03	6,452.4	-183.85
2020-11-30	BUY	21	318.2	29.4	13.41	-6,725.01	0
2020-12-07	SELL	21	325.1	30.04	13.7	6,783.36	58.35
2020-12-10	BUY	20	334.9	29.47	13.44	-6,740.91	0
2020-12-15	SELL	20	351	30.89	14.08	6,975.03	234.12
2020-12-22	BUY	20	341.4	30.04	13.69	-6,871.73	0
2020-12-28	SELL	20	348.38	30.66	13.97	6,922.99	51.26
2021-01-04	BUY	19	360.1	30.1	13.71	-6,885.71	0
2021-01-07	SELL	19	376	31.43	14.31	7,098.25	212.54
2021-01-13	BUY	19	374.5	31.31	14.25	-7,161.06	0
2021-01-19	SELL	19	384.2	32.12	14.62	7,253.06	92
2021-01-26	BUY	19	369	30.85	14.04	-7,055.89	0
2021-01-31	SELL	19	380	31.77	14.46	7,173.77	117.88
2021-02-04	BUY	19	379.9	31.76	14.46	-7,264.32	0
2021-02-11	SELL	19	375.1	31.36	14.28	7,081.26	-183.06
2021-02-16	BUY	19	377.9	31.59	14.39	-7,226.08	0
2021-02-24	SELL	19	341	28.51	12.98	6,437.51	-788.57
2021-03-03	BUY	19	341.5	28.55	13	-6,530.05	0
2021-03-09	SELL	19	350.96	29.34	13.36	6,625.44	95.39
2021-03-14	BUY	19	346.7	28.98	13.2	-6,629.49	0
2021-03-22	SELL	19	339	28.34	12.91	6,399.75	-229.74
2021-03-29	BUY	18	340	26.93	12.27	-6,159.2	0
2021-04-06	SELL	18	322	25.5	11.62	5,758.88	-400.32
2021-04-11	BUY	18	328	25.98	11.84	-5,941.82	0
2021-04-18	SELL	18	338.58	26.82	12.23	6,055.39	113.57
2021-04-21	BUY	17	340.2	25.45	11.61	-5,820.46	0
2021-04-28	SELL	17	338.8	25.34	11.56	5,722.69	-97.76
2021-05-03	BUY	17	342	25.58	11.68	-5,851.26	0
2021-05-11	SELL	17	340	25.43	11.61	5,742.96	-108.3
2021-05-18	BUY	17	342.2	25.6	11.67	-5,854.67	0
2021-05-25	SELL	17	341.1	25.51	11.63	5,761.56	-93.11
2021-06-01	BUY	16	346.3	24.38	11.11	-5,576.29	0
2021-06-06	SELL	16	351.45	24.74	11.27	5,587.19	10.9

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