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: -23.3%. 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

#344 · Flow: Range flow

Full-history NAV৳1,133

Net return -98.9% · drawdown 99.1% · 405 closed positions

2024 onward NAV৳43,722

Net return -56.3% · drawdown 62.5% · 69 closed positions

2024 stress NAV৳19,289

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

Variant 0; fixed stop 6.0%; 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৳180

Unsettled৳0

Holdings৳953

NAV৳1,133

Realized P&L৳-98,847

Unrealized P&L৳-19

Fees৳68,578

Friction৳31,490

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳7.46e-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 #344

811 fills, including partial sales. Page 6.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2019-05-06	BUY	15	362.1	23.9	10.88	-5,466.28	0
2019-05-13	SELL	15	351.5	23.2	10.57	5,238.73	-227.55
2019-05-20	BUY	15	350.1	23.11	10.54	-5,285.14	0
2019-05-27	SELL	15	338.6	22.35	10.19	5,046.46	-238.68
2019-05-30	BUY	14	350	21.56	9.83	-4,931.39	0
2019-06-11	SELL	14	357.4	22.02	10.04	4,971.54	40.15
2019-06-16	BUY	13	363.5	20.79	9.48	-4,755.77	0
2019-06-23	SELL	13	359.6	20.57	9.38	4,644.85	-110.92
2019-06-27	BUY	13	363.5	20.79	9.48	-4,755.77	0
2019-07-07	SELL	13	358.8	20.52	9.35	4,634.52	-121.25
2019-07-11	BUY	14	333	20.51	9.35	-4,691.86	0
2019-07-16	SELL	14	329	20.27	9.23	4,576.5	-115.36
2019-07-24	BUY	14	323.2	19.91	9.07	-4,553.78	0
2019-07-30	SELL	14	326.8	20.13	9.17	4,545.9	-7.88
2019-08-18	BUY	14	318	19.59	8.92	-4,480.51	0
2019-08-21	SELL	14	323.93	19.95	9.09	4,505.95	25.44
2019-08-27	BUY	15	314.5	20.76	9.46	-4,747.71	0
2019-09-01	SELL	15	312.1	20.6	9.39	4,651.52	-96.2
2019-09-08	BUY	15	295.5	19.5	8.88	-4,460.89	0
2019-09-12	SELL	15	305.1	20.14	9.17	4,547.19	86.3
2019-09-17	BUY	15	309.9	20.45	9.32	-4,678.27	0
2019-09-23	SELL	15	360.95	23.82	10.85	5,379.64	701.36
2019-09-26	BUY	15	360	23.76	10.82	-5,434.58	0
2019-10-03	SELL	15	343.5	22.67	10.32	5,119.51	-315.07
2019-10-13	BUY	15	331.2	21.86	9.95	-4,999.81	0
2019-10-16	SELL	15	330	21.78	9.92	4,918.3	-81.51
2019-10-21	BUY	15	318.7	21.03	9.57	-4,811.11	0
2019-10-27	SELL	15	325.51	21.48	9.79	4,851.41	40.3
2019-10-30	BUY	15	321.2	21.2	9.66	-4,848.86	0
2019-11-06	SELL	15	313	20.66	9.41	4,664.93	-183.93
2019-11-18	BUY	15	310.7	20.51	9.35	-4,690.35	0
2019-11-21	SELL	15	325	21.45	9.77	4,843.78	153.43
2019-11-26	BUY	16	306	21.54	9.81	-4,927.35	0
2019-12-01	SELL	16	318	22.39	10.19	5,055.42	128.07
2019-12-08	BUY	16	309.8	21.81	9.93	-4,988.54	0
2019-12-15	SELL	16	296.9	20.9	9.52	4,719.98	-268.56
2019-12-19	BUY	16	291.1	20.49	9.33	-4,687.43	0
2019-12-29	SELL	16	284.3	20.01	9.13	4,519.66	-167.77
2020-01-13	BUY	18	253	20.04	9.14	-4,583.18	0
2020-01-16	SELL	18	231.5	18.33	8.36	4,140.31	-442.87
2020-01-21	BUY	15	279.9	18.47	8.41	-4,225.39	0
2020-01-28	SELL	15	272.4	17.98	8.18	4,059.84	-165.55
2020-02-03	BUY	16	258.5	18.2	8.28	-4,162.48	0
2020-02-06	SELL	16	263	18.52	8.43	4,181.06	18.58
2020-02-20	BUY	14	280	17.25	7.85	-3,945.1	0
2020-02-25	SELL	14	292	17.99	8.18	4,061.83	116.73
2020-03-09	BUY	16	262.1	18.45	8.39	-4,220.45	0
2020-03-15	SELL	16	246.37	17.34	7.89	3,916.75	-303.7
2020-03-22	BUY	16	239	16.83	7.65	-3,848.48	0
2020-06-01	SELL	16	258.5	18.2	8.28	4,109.52	261.04
2020-06-11	BUY	17	238.8	17.86	8.13	-4,085.6	0
2020-07-09	SELL	17	238.8	17.86	8.21	4,033.52	-52.07
2020-07-20	BUY	17	244.5	18.29	8.33	-4,183.12	0
2020-07-27	SELL	17	259.9	19.44	8.85	4,390.01	206.89
2020-07-30	BUY	17	255	19.07	8.68	-4,362.75	0
2020-08-09	SELL	17	255	19.07	8.68	4,307.25	-55.51
2020-08-13	BUY	14	290	17.86	8.13	-4,085.99	0
2020-08-18	SELL	14	288	17.74	8.07	4,006.19	-79.8
2020-08-24	BUY	14	295	18.17	8.27	-4,156.44	0
2020-08-27	SELL	14	315.51	19.44	8.84	4,388.91	232.47
2020-09-03	BUY	13	322	18.42	8.38	-4,212.8	0
2020-09-09	SELL	13	339	19.39	8.82	4,378.79	165.99
2020-09-14	BUY	13	354	20.25	9.21	-4,631.46	0
2020-09-21	SELL	13	336.7	19.26	8.76	4,349.08	-282.38
2020-09-24	BUY	12	337.8	17.84	8.11	-4,079.55	0
2020-10-01	SELL	12	329	17.37	7.9	3,922.73	-156.82
2020-10-11	BUY	12	327.3	17.28	7.87	-3,952.75	0
2020-10-14	SELL	12	333	17.58	8	3,970.41	17.67
2020-10-27	BUY	12	332.2	17.54	7.99	-4,011.93	0
2020-11-03	SELL	12	330	17.42	7.93	3,934.64	-77.29
2020-11-08	BUY	12	336.2	17.75	8.08	-4,060.23	0
2020-11-15	SELL	12	330.2	17.43	7.94	3,937.03	-123.21
2020-11-18	BUY	12	329.7	17.41	7.93	-3,981.74	0
2020-11-25	SELL	12	324.7	17.14	7.81	3,871.45	-110.29
2020-11-30	BUY	12	318.2	16.8	7.65	-3,842.85	0
2020-12-07	SELL	12	325.1	17.17	7.82	3,876.22	33.36
2020-12-10	BUY	11	334.9	16.21	7.38	-3,707.49	0
2020-12-15	SELL	11	351	16.99	7.73	3,836.28	128.79
2020-12-22	BUY	11	341.4	16.52	7.52	-3,779.44	0
2020-12-28	SELL	11	348.38	16.86	7.67	3,807.65	28.21
2021-01-04	BUY	11	360.1	17.43	7.93	-3,986.46	0
2021-01-07	SELL	11	376	18.2	8.28	4,109.52	123.06
2021-01-13	BUY	11	374.5	18.13	8.25	-4,145.87	0
2021-01-19	SELL	11	384.2	18.6	8.46	4,199.14	53.27
2021-01-26	BUY	11	369	17.86	8.12	-4,084.98	0
2021-01-31	SELL	11	380	18.39	8.37	4,153.24	68.26
2021-02-04	BUY	11	379.9	18.39	8.37	-4,205.65	0
2021-02-11	SELL	11	375.1	18.15	8.26	4,099.68	-105.97
2021-02-16	BUY	11	377.9	18.29	8.32	-4,183.51	0
2021-02-22	SELL	11	359.7	17.41	7.92	3,931.37	-252.15
2021-03-03	BUY	11	341.5	16.53	7.52	-3,780.55	0
2021-03-09	SELL	11	350.96	16.99	7.73	3,835.79	55.24
2021-03-14	BUY	11	346.7	16.78	7.64	-3,838.12	0
2021-03-22	SELL	11	339	16.41	7.47	3,705.12	-132.99
2021-03-29	BUY	11	340	16.46	7.49	-3,763.95	0
2021-04-04	SELL	11	319.6	15.47	7.04	3,493.09	-270.86
2021-04-07	BUY	10	336.5	14.81	6.74	-3,386.54	0
2021-04-15	SELL	10	342	15.05	6.85	3,398.1	11.55
2021-04-20	BUY	10	336.3	14.8	6.74	-3,384.54	0
2021-04-27	SELL	10	340	14.96	6.82	3,378.22	-6.31

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