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: -21.8%. 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

#340 · Flow: Range flow

Full-history NAV৳1,549

Net return -98.5% · drawdown 98.7% · 404 closed positions

2024 onward NAV৳44,321

Net return -55.7% · drawdown 62.0% · 68 closed positions

2024 stress NAV৳19,289

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

Variant 0; fixed stop 12.0%; maximum 5 sessions; gate None; continuous signal; exit stop/time only; trailing arms at 2.0%, distance 1.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳119

Unsettled৳0

Holdings৳1,430

NAV৳1,549

Realized P&L৳-98,422

Unrealized P&L৳-29

Fees৳89,561

Friction৳41,250

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳5.09e-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 #340

809 fills, including partial sales. Page 3.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2014-02-05	BUY	206	205.4	186.17	85.48	-42,584.06	0
2014-02-10	SELL	206	206	186.72	85.67	42,163.61	-420.44
2014-02-13	BUY	203	207.2	185.07	84.86	-42,331.53	0
2014-02-24	SELL	203	207.9	185.7	85.16	41,932.84	-398.69
2014-02-27	BUY	194	214	182.67	83.73	-41,782.4	0
2014-03-04	SELL	194	214.2	182.84	83.71	41,288.25	-494.16
2014-03-11	BUY	193	212.8	180.71	82.74	-41,333.85	0
2014-03-19	SELL	193	211.3	179.44	82.18	40,519.29	-814.56
2014-03-24	BUY	194	208	177.55	81.33	-40,610.88	0
2014-03-30	SELL	194	211.8	180.79	82.87	40,825.54	214.66
2014-04-17	BUY	159	254.6	178.12	81.29	-40,740.81	0
2014-04-22	SELL	159	251.6	176.02	80.32	39,748.06	-992.75
2014-04-28	BUY	150	262.8	173.45	79.07	-39,672.52	0
2014-05-04	SELL	150	262.9	173.51	79.09	39,182.4	-490.12
2014-05-07	BUY	141	276.4	171.48	78.16	-39,222.04	0
2014-05-15	SELL	141	264.5	164.1	74.82	37,055.58	-2,166.46
2014-05-22	BUY	144	255.3	161.76	73.8	-36,998.76	0
2014-05-27	SELL	144	266	168.54	77.01	38,058.45	1,059.7
2014-06-01	BUY	138	275.4	167.22	76.43	-38,248.85	0
2014-06-04	SELL	138	295.9	179.67	82.09	40,572.44	2,323.59
2014-06-09	BUY	139	289.3	176.94	80.87	-40,470.51	0
2014-06-15	SELL	139	299.97	183.46	83.83	41,428.54	958.03
2014-06-18	BUY	136	303.3	181.49	82.87	-41,513.17	0
2014-06-25	SELL	136	301.4	180.36	82.32	40,727.72	-785.45
2014-06-30	BUY	134	300.3	177.06	80.81	-40,498.06	0
2014-07-08	SELL	134	297.9	175.64	80.25	39,662.7	-835.36
2014-07-13	BUY	134	294.1	173.4	79.26	-39,662.07	0
2014-07-20	SELL	134	279.3	164.68	75.32	37,186.2	-2,475.86
2014-08-04	BUY	119	310.8	162.73	74.36	-37,222.29	0
2014-08-10	SELL	119	327.69	171.58	78.33	38,745.2	1,522.91
2014-08-13	BUY	114	339.2	170.14	77.61	-38,916.56	0
2014-08-19	SELL	114	338.2	169.64	77.36	38,307.8	-608.76
2014-08-24	BUY	117	325.3	167.46	76.34	-38,303.9	0
2014-08-27	SELL	117	325.5	167.57	76.38	37,839.55	-464.35
2014-09-03	BUY	111	337.9	165.03	75.24	-37,747.17	0
2014-09-08	SELL	111	333.2	162.73	74.22	36,748.24	-998.93
2014-09-11	BUY	108	337.8	160.52	73.25	-36,716.17	0
2014-09-16	SELL	108	345.7	164.28	74.99	37,096.34	380.16
2014-09-24	BUY	97	379.7	162.06	73.95	-37,066.9	0
2014-09-29	SELL	97	392.2	167.39	76.36	37,799.65	732.75
2014-10-14	BUY	101	372.6	165.58	75.49	-37,873.67	0
2014-10-19	SELL	101	371.8	165.23	75.31	37,311.26	-562.41
2014-10-28	BUY	98	379.7	163.73	74.65	-37,448.97	0
2014-11-02	SELL	98	370.7	159.85	72.88	36,095.87	-1,353.1
2014-11-06	BUY	101	353.3	157.01	71.62	-35,911.93	0
2014-11-11	SELL	101	351.4	156.16	71.26	35,263.98	-647.95
2014-11-16	BUY	101	347.1	154.25	70.43	-35,281.78	0
2014-11-23	SELL	101	328.9	146.16	66.77	33,005.97	-2,275.81
2014-11-26	BUY	105	312.9	144.56	66.09	-33,065.15	0
2014-12-02	SELL	105	339.57	156.88	71.84	35,426.13	2,360.98
2014-12-08	BUY	100	352.6	155.14	71.09	-35,486.24	0
2014-12-11	SELL	100	363.1	159.76	73.24	36,077	590.76
2014-12-22	BUY	100	357.6	157.34	72.19	-35,989.53	0
2014-12-30	SELL	100	361.9	159.24	73.18	35,957.58	-31.95
2015-01-06	BUY	97	368.6	157.32	72.29	-35,983.81	0
2015-01-13	SELL	97	366	156.21	71.91	35,273.89	-709.93
2015-01-22	BUY	99	352	153.33	70.57	-35,071.9	0
2015-01-29	SELL	99	328.6	143.14	65.8	32,322.46	-2,749.44
2015-02-03	BUY	98	330	142.3	65.41	-32,547.71	0
2015-02-08	SELL	98	339.9	146.56	67.37	33,096.26	548.56
2015-02-11	BUY	94	347.9	143.89	66.12	-32,912.61	0
2015-02-16	SELL	94	349.6	144.59	66.4	32,651.4	-261.21
2015-02-23	BUY	96	339.6	143.45	65.85	-32,810.9	0
2015-03-02	SELL	96	334.6	141.34	64.9	31,915.37	-895.53
2015-03-09	BUY	97	328.1	140.03	64.32	-32,030.06	0
2015-03-12	SELL	97	326	139.14	63.88	31,418.99	-611.07
2015-03-18	BUY	91	340	136.14	62.43	-31,138.57	0
2015-03-25	SELL	91	338	135.34	62.03	30,560.63	-577.93
2015-03-31	BUY	86	354.9	134.29	61.42	-30,717.12	0
2015-04-07	SELL	86	348.3	131.8	60.21	29,761.79	-955.33
2015-04-29	BUY	89	331.8	129.93	59.4	-29,719.53	0
2015-05-07	SELL	89	328.6	128.68	58.94	29,057.78	-661.75
2015-05-17	BUY	89	324.1	126.92	58.16	-29,029.98	0
2015-05-20	SELL	89	333.63	130.65	59.88	29,502.54	472.56
2015-05-26	BUY	88	334	129.32	59.27	-29,580.59	0
2015-06-02	SELL	88	329.5	127.58	58.32	28,810.09	-770.5
2015-06-11	BUY	88	325	125.84	57.48	-28,783.32	0
2015-06-16	SELL	88	332.6	128.78	58.8	29,081.22	297.9
2015-06-28	BUY	89	326	127.66	58.3	-29,199.96	0
2015-07-02	SELL	89	329.67	129.1	59	29,152.54	-47.43
2015-07-07	BUY	88	328.6	127.23	58.15	-29,102.18	0
2015-07-14	SELL	88	347.7	134.63	61.52	30,401.45	1,299.27
2015-07-26	BUY	89	340	133.14	60.81	-30,453.95	0
2015-08-02	SELL	89	330	129.23	58.98	29,181.79	-1,272.16
2015-08-05	BUY	88	329	127.39	58.13	-29,137.52	0
2015-08-12	SELL	88	322.1	124.72	56.91	28,163.17	-974.35
2015-08-19	BUY	88	318.9	123.48	56.39	-28,243.07	0
2015-08-26	SELL	88	318.7	123.4	56.45	27,865.75	-377.32
2015-09-03	BUY	87	315.1	120.62	55.3	-27,589.62	0
2015-09-10	SELL	87	309.1	118.32	54.28	26,719.09	-870.52
2015-09-21	BUY	89	298.2	116.78	53.59	-26,710.17	0
2015-10-01	SELL	89	285.1	111.65	51.14	25,211.11	-1,499.06
2015-10-12	BUY	94	267	110.43	50.51	-25,258.95	0
2015-10-19	SELL	94	245	101.33	46.33	22,882.34	-2,376.6
2015-10-26	BUY	90	253	100.19	45.81	-22,916	0
2015-11-02	SELL	90	249.8	98.92	45.28	22,337.8	-578.19
2015-11-08	BUY	89	250	97.9	44.84	-22,392.74	0
2015-11-15	SELL	89	250.2	97.98	44.95	22,124.88	-267.87
2015-11-18	BUY	86	254.5	96.3	44.25	-22,027.55	0
2015-11-25	SELL	86	252	95.36	43.88	21,532.77	-494.79

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