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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.

Full historical period: 2009-11-16 → 2026-10-13 (16.9 years). Selected finalist annualized return: -22.1%. 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.

0% return343.3% net return0 positions465 positions

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 positionsFull-history NAVRecent stress NAVInspect
465৳479৳19,237Rules & trades →
459৳570৳19,289Rules & trades →
455৳608৳30,525Rules & trades →
454৳696৳29,045Rules & trades →
452৳696৳19,289Rules & trades →
415৳713৳19,289Rules & trades →
411৳717৳19,289Rules & trades →
405৳1,133৳19,289Rules & trades →
404৳1,549৳19,289Rules & trades →
402৳1,771৳19,289Rules & trades →
372৳2,015৳19,289Rules & trades →
371৳2,622৳19,289Rules & trades →
363৳2,910৳19,289Rules & trades →
343৳2,924৳20,089Rules & trades →
335৳3,181৳47,792Rules & trades →
333৳4,607৳37,882Rules & trades →
329৳5,476৳37,882Rules & trades →
313৳5,574৳30,360Rules & trades →
310৳6,173৳43,102Rules & trades →
303৳8,989৳39,010Rules & trades →
300৳9,801৳38,916Rules & trades →
295৳12,981৳32,156Rules & trades →
292৳13,676৳41,873Rules & trades →
260৳13,883৳26,610Rules & trades →
259৳15,710৳26,610Rules & trades →
257৳15,781৳30,307Rules & trades →
256৳16,033৳45,581Rules & trades →
255৳19,080৳30,307Rules & trades →
208৳20,877৳36,159Rules & trades →
198৳22,131৳53,195Rules & trades →
196৳25,143৳33,095Rules & trades →
187৳33,566৳58,245Rules & trades →
186৳34,489৳53,071Rules & trades →
167৳35,171৳40,802Rules & trades →
165৳37,440৳37,845Rules & trades →
161৳42,263৳74,918Rules & trades →
158৳44,043৳78,126Rules & trades →
157৳53,519৳74,918Rules & trades →
154৳56,264৳44,128Rules & trades →
153৳62,778৳49,942Rules & trades →
147৳65,022৳64,084Rules & trades →
137৳73,649৳47,943Rules & trades →
136৳78,632৳50,001Rules & trades →
135৳80,826৳50,473Rules & trades →
129৳99,944৳52,622Rules & trades →
128৳100,941৳52,622Rules & trades →
119৳100,995৳43,038Rules & trades →
118৳101,946৳46,575Rules & trades →
117৳110,155৳49,557Rules & trades →
103৳133,375৳48,996Rules & trades →
102৳136,102৳55,284Rules & trades →
101৳138,379৳53,456Rules & trades →
98৳145,520৳54,043Rules & trades →
79৳150,242৳115,900Rules & trades →
78৳159,180৳120,816Rules & trades →
77৳160,935৳120,816Rules & trades →
76৳161,019৳120,816Rules & trades →
74৳181,538৳116,988Rules & trades →
73৳199,142৳121,853Rules & trades →
60৳200,452৳118,366Rules & trades →
48৳211,201৳128,871Rules & trades →
44৳221,072৳119,591Rules & trades →
39৳242,605৳130,354Rules & trades →
38৳272,593৳130,354Rules & trades →
37৳278,807৳126,439Rules & trades →
33৳291,973৳126,422Rules & trades →
32৳298,043৳122,630Rules & trades →
25৳341,394৳127,207Rules & trades →
24৳389,702৳129,084Rules & trades →
22৳402,891৳133,960Rules & trades →
17৳411,464৳119,509Rules & trades →
15৳443,253৳124,915Rules & trades →

#341 · Support rebound

Full-history NAV৳1,454

Net return -98.5% · drawdown 98.9% · 322 closed positions

2024 onward NAV৳36,870

Net return -63.1% · drawdown 63.5% · 69 closed positions

2024 stress NAV৳25,686

Net return -74.3% · drawdown 74.4% · 52 closed positions

Variant 3; fixed stop 4.0%; maximum 5 sessions; gate None; continuous signal; exit any bearish; trailing arms at 2.0%, distance 1.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳12
Unsettled৳1,443
Holdings৳0
NAV৳1,454
Realized P&L৳-98,546
Unrealized P&L৳0
Fees৳52,940
Friction৳24,383

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳8.48e-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 #341

644 fills, including partial sales. Page 2.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2013-04-28BUY268143.7169.4580.75-38,761.80
2013-05-05SELL268145.93172.0882.5638,853.5391.72
2013-05-08BUY262147.2169.6981.44-38,817.530
2013-05-13SELL262150.48173.4783.3439,168.94351.41
2013-07-24BUY208186.7170.8777.87-39,082.340
2013-07-31SELL208184.2168.5876.8438,068.18-1,014.16
2013-08-12BUY213177.9166.7375.99-38,135.420
2013-08-18SELL213185.9174.2379.4839,3431,207.58
2013-09-19BUY200195.1171.6978.31-39,2700
2013-09-24SELL200190.4167.5576.4537,835.99-1,434
2013-09-29BUY203185.9166.0575.84-37,979.590
2013-10-02SELL203186.9166.9476.3937,697.37-282.22
2013-10-07BUY202185.2164.6175.47-37,650.480
2013-10-10SELL202181.4161.2374.1336,407.44-1,243.04
2013-10-22BUY199181.4158.8373.3-36,330.730
2013-10-27SELL199188.9165.476.6637,349.041,018.31
2013-12-03BUY181204.8163.174.65-37,306.550
2013-12-10SELL181204.6162.9474.5936,795.07-511.49
2013-12-17BUY183200.2161.273.82-36,871.620
2013-12-24SELL183200.1161.1274.0336,383.15-488.47
2013-12-30BUY180200.9159.1173.32-36,394.440
2014-01-06SELL180206.02163.1775.1536,845.11450.67
2014-01-16BUY178206161.3474.25-36,903.590
2014-01-21SELL178207.5162.5174.7836,697.71-205.88
2014-02-09BUY175207.9160.0873.36-36,615.950
2014-02-12SELL175207.4159.773.1336,062.17-553.78
2014-02-17BUY175204.7157.6272.17-36,052.290
2014-02-24SELL175207.9160.0873.3336,149.0996.8
2014-03-20BUY170211.7158.3572.45-36,219.80
2014-03-30SELL170211.8158.4372.5435,775.03-444.77
2014-04-02BUY161220155.8571.45-35,647.30
2014-04-07SELL161240.7170.5178.1238,504.072,856.77
2014-05-27BUY144266168.5477.01-38,549.550
2014-06-03SELL144290.7184.1984.1941,592.433,042.88
2014-07-09BUY139297.6182.0183.18-41,631.60
2014-07-16SELL139290.7177.7981.3940,148.12-1,483.48
2014-07-21BUY138289.4175.7280.43-40,193.350
2014-08-03SELL138306.21185.9385.0441,985.61,792.25
2014-10-26BUY110377.7182.8183.37-41,813.180
2014-10-29SELL110374.6181.3182.6940,942-871.17
2014-11-03BUY113361.6179.7982.02-41,122.60
2014-11-09SELL113344.9171.4878.2738,723.95-2,398.65
2014-11-12BUY108354.2168.3276.85-38,498.760
2014-11-18SELL108339.4161.2873.6836,420.23-2,078.53
2014-11-23BUY110328.9159.1972.75-36,410.930
2014-11-26SELL110312.9151.4469.2634,198.3-2,212.63
2015-01-12BUY96355.9150.3369.17-34,385.90
2015-01-15SELL96360152.0670.0634,337.87-48.03
2015-01-20BUY97350149.3868.78-34,168.160
2015-01-25SELL97336143.465.9532,382.64-1,785.52
2015-01-28BUY96336141.9365.25-32,463.170
2015-02-02SELL96322.56136.2562.6230,766.89-1,696.28
2015-02-22BUY92333.1134.8461.86-30,841.90
2015-02-25SELL92340137.6363.1631,079.21237.31
2015-03-02BUY92334.6135.4562.17-30,980.810
2015-03-09SELL92328.1132.8160.9829,991.41-989.4
2015-03-12BUY92326131.9660.55-30,184.520
2015-03-18SELL92340137.6363.1231,079.25894.73
2015-03-23BUY91338.9135.762.22-31,037.810
2015-03-30SELL91356.4142.765.3432,224.361,186.55
2015-04-19BUY93342139.9563.96-32,009.90
2015-04-22SELL93332.1135.962.130,687.31-1,322.6
2015-04-29BUY92331.8134.3161.41-30,721.330
2015-05-05SELL92327132.3760.6229,891.01-830.31
2015-05-10BUY90329130.2859.68-29,799.960
2015-05-17SELL90324.1128.3458.8228,981.84-818.12
2015-05-18BUY13261.430.65-328.090
2015-05-21SELL13321.460.66329.881.79
2015-05-24BUY88326126.2357.85-28,872.070
2015-05-27SELL88329.9127.7458.5228,844.94-27.13
2015-05-28BUY1327.91.440.66-3300
2015-06-04SELL1329.11.450.66326.99-3
2015-06-07BUY87328.5125.7557.46-28,762.710
2015-06-14SELL87335128.2458.5628,958.2195.49
2015-06-15BUY13361.480.67-338.150
2015-06-22SELL1328.91.450.66326.8-11.36
2015-06-23BUY88326.3126.3457.68-28,898.430
2015-06-30SELL88326126.2357.6628,504.11-394.31
2015-07-02BUY1330.11.450.66-332.210
2015-07-09SELL1333.51.470.67331.37-0.85
2015-07-22BUY86335.2126.8457.93-29,011.970
2015-08-02SELL86330124.8756.9928,198.14-813.83
2015-08-05BUY85329123.0556.14-28,144.190
2015-08-10SELL85323.3120.9155.1727,304.42-839.77
2015-08-17BUY86316.6119.854.69-27,402.10
2015-08-20SELL86314118.8254.2826,830.91-571.19
2015-08-25BUY83318.7116.3953.21-26,621.70
2015-09-01SELL83316.1115.4452.8526,068.01-553.69
2015-09-06BUY83314.1114.7152.58-26,237.590
2015-09-13SELL83304.1111.0650.9225,078.32-1,159.27
2015-09-16BUY81308.3109.8850.43-25,132.610
2015-09-21SELL81298.2106.2848.7323,999.19-1,133.42
2015-10-04BUY83286104.4547.82-23,890.260
2015-10-07SELL83279101.8946.6123,008.5-881.76
2015-10-12BUY86267101.0346.19-23,109.220
2015-10-15SELL86254.996.4544.121,780.85-1,328.38
2015-10-27BUY8625094.643.24-21,637.840
2015-11-03SELL86251.495.1343.5221,481.75-156.09
2015-11-19BUY85250.793.7643.09-21,446.350
2015-11-26SELL85253.194.6643.5721,375.27-71.08