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: -23.9%. 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

#345 · Support rebound

Full-history NAV৳987

Net return -99.0% · drawdown 99.2% · 349 closed positions

2024 onward NAV৳41,393

Net return -58.6% · drawdown 59.0% · 77 closed positions

2024 stress NAV৳25,686

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

Variant 3; fixed stop 10.0%; maximum 5 sessions; gate None; continuous signal; exit EMA 200 break; trailing arms at 0.0%, distance 0.0%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳34

Unsettled৳0

Holdings৳953

NAV৳987

Realized P&L৳-98,992

Unrealized P&L৳-21

Fees৳47,704

Friction৳21,942

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳9.03e-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 #345

700 fills, including partial sales. Page 3.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2015-09-30	SELL	74	290.8	94.68	43.36	21,381.15	-894.25
2015-10-12	BUY	79	267	92.81	42.41	-21,228.22	0
2015-10-15	SELL	79	254.9	88.6	40.49	20,008.01	-1,220.21
2015-10-27	BUY	80	250	88	40.2	-20,128.2	0
2015-11-01	SELL	80	250.8	88.28	40.37	19,935.35	-192.86
2015-11-05	BUY	80	248	87.3	39.94	-19,967.23	0
2015-11-10	SELL	80	250	88	40.3	19,871.7	-95.54
2015-11-19	BUY	78	250.7	86.04	39.5	-19,680.14	0
2015-11-24	SELL	78	252.9	86.8	39.9	19,599.51	-80.63
2015-11-29	BUY	77	255.8	86.67	39.87	-19,823.13	0
2015-12-02	SELL	77	271.1	91.85	42.3	20,740.56	917.42
2015-12-08	BUY	80	257	90.46	41.57	-20,692.03	0
2015-12-13	SELL	80	256.3	90.22	41.42	20,372.36	-319.67
2015-12-17	BUY	80	251.2	88.42	40.59	-20,225.01	0
2015-12-22	SELL	80	255	89.76	41.24	20,269	43.99
2015-12-27	BUY	80	254	89.41	41.07	-20,450.48	0
2015-12-30	SELL	80	253	89.06	40.96	20,109.99	-340.5
2016-01-04	BUY	78	254.5	87.34	40.28	-19,978.62	0
2016-01-07	SELL	78	253.1	86.86	40.19	19,614.74	-363.88
2016-01-12	BUY	75	258.5	85.31	39.48	-19,512.29	0
2016-01-17	SELL	75	257	84.81	39.23	19,150.96	-361.33
2016-01-31	BUY	73	262.5	84.32	38.72	-19,285.54	0
2016-02-03	SELL	73	260.7	83.74	38.44	18,908.92	-376.62
2016-02-08	BUY	72	260	82.37	37.81	-18,840.18	0
2016-02-11	SELL	72	257.8	81.67	37.47	18,442.46	-397.72
2016-02-16	BUY	71	258	80.6	36.98	-18,435.58	0
2016-02-22	SELL	71	255.3	79.76	36.7	18,009.85	-425.73
2016-02-25	BUY	70	256	78.85	36.25	-18,035.09	0
2016-03-02	SELL	70	244.1	75.18	34.49	16,977.33	-1,057.77
2016-03-07	BUY	69	246	74.69	34.21	-17,082.9	0
2016-03-10	SELL	69	244	74.08	33.95	16,727.97	-354.93
2016-03-15	BUY	68	242.1	72.44	33.21	-16,568.44	0
2016-03-21	SELL	68	240.5	71.96	33	16,249.04	-319.4
2016-03-24	BUY	69	235.2	71.41	32.75	-16,332.96	0
2016-03-29	SELL	69	230.4	69.95	32.1	15,795.55	-537.41
2016-04-04	BUY	67	233.1	68.72	31.71	-15,718.13	0
2016-04-07	SELL	67	233.2	68.75	31.78	15,523.87	-194.26
2016-04-12	BUY	66	233.8	67.9	31.39	-15,530.08	0
2016-04-18	SELL	66	235.9	68.51	31.74	15,469.15	-60.93
2016-06-02	BUY	60	256.7	67.77	31.18	-15,500.95	0
2016-06-07	SELL	60	255.1	67.35	30.99	15,207.66	-293.28
2016-06-12	BUY	59	255.2	66.25	30.48	-15,153.53	0
2016-06-15	SELL	59	255	66.2	30.45	14,948.35	-205.18
2016-06-22	BUY	59	252	65.42	30.14	-14,963.56	0
2016-06-27	SELL	59	250	64.9	29.94	14,655.16	-308.4
2016-06-30	BUY	58	251.7	64.23	29.56	-14,692.4	0
2016-07-12	SELL	58	255.8	65.28	30.03	14,741.09	48.69
2016-07-16	BUY	57	257	64.46	29.66	-14,743.11	0
2016-07-19	SELL	57	259.4	65.06	29.89	14,690.85	-52.26
2016-08-22	BUY	54	270.5	64.27	29.34	-14,700.61	0
2016-08-30	SELL	54	264.7	62.89	28.79	14,202.11	-498.5
2016-09-04	BUY	54	263.7	62.66	28.72	-14,331.18	0
2016-09-18	SELL	54	265	62.96	28.92	14,218.11	-113.06
2016-09-21	BUY	53	264	61.56	28.32	-14,081.88	0
2016-09-25	SELL	53	267.1	62.29	28.68	14,065.33	-16.56
2016-09-28	BUY	52	267.1	61.11	28.16	-13,978.47	0
2016-10-05	SELL	52	273.9	62.67	28.8	14,151.33	172.86
2016-10-10	BUY	53	269.8	62.92	28.92	-14,391.23	0
2016-10-19	SELL	53	275	64.13	29.46	14,481.41	90.18
2016-10-27	BUY	51	279.9	62.81	28.76	-14,366.47	0
2016-11-03	SELL	51	278.1	62.41	28.56	14,092.13	-274.34
2016-11-13	BUY	51	277.1	62.18	28.44	-14,222.72	0
2016-11-20	SELL	51	282.5	63.39	28.98	14,315.12	92.4
2016-11-29	BUY	49	285.2	61.49	28.08	-14,064.37	0
2016-12-06	SELL	49	287.9	62.07	28.34	14,016.69	-47.68
2016-12-11	BUY	49	287	61.88	28.25	-14,153.13	0
2016-12-19	SELL	49	285.2	61.49	28.09	13,885.22	-267.91
2016-12-22	BUY	48	286.1	60.42	27.62	-13,820.84	0
2017-01-01	SELL	48	283.5	59.88	27.38	13,520.74	-300.1
2017-01-04	BUY	47	286.1	59.17	27.05	-13,532.91	0
2017-01-11	SELL	47	288	59.56	27.22	13,449.23	-83.69
2017-01-16	BUY	46	290	58.7	26.81	-13,425.51	0
2017-01-23	SELL	46	297.4	60.19	27.48	13,592.73	167.22
2017-02-27	BUY	43	315.1	59.62	27.21	-13,636.12	0
2017-03-06	SELL	43	309.5	58.56	26.73	13,223.21	-412.91
2017-03-09	BUY	41	316.9	57.17	26.09	-13,076.16	0
2017-03-16	SELL	41	315.2	56.86	25.95	12,840.39	-235.76
2017-03-21	BUY	41	316	57.01	26.04	-13,039.05	0
2017-03-29	SELL	41	319.4	57.62	26.34	13,011.44	-27.6
2017-04-30	BUY	38	337.1	56.36	25.73	-12,891.9	0
2017-05-08	SELL	38	340	56.85	26.02	12,837.13	-54.77
2017-05-14	BUY	38	338.8	56.65	25.93	-12,956.98	0
2017-05-21	SELL	38	334.9	56	25.63	12,644.58	-312.4
2017-05-24	BUY	38	331.1	55.36	25.35	-12,662.51	0
2017-05-31	SELL	38	329.2	55.04	25.25	12,429.3	-233.21
2017-06-05	BUY	37	336	54.7	25.07	-12,511.77	0
2017-06-12	SELL	37	330.9	53.87	24.67	12,164.76	-347.01
2017-06-15	BUY	36	333	52.75	24.16	-12,064.9	0
2017-06-22	SELL	36	338.8	53.67	24.54	12,118.59	53.69
2017-07-09	BUY	35	340.5	52.44	23.91	-11,993.85	0
2017-07-16	SELL	35	365.1	56.23	25.61	12,696.66	702.81
2017-10-10	BUY	30	422	55.7	25.39	-12,741.1	0
2017-10-17	SELL	30	426	56.23	25.65	12,698.12	-42.97
2017-10-22	BUY	29	430	54.87	25.03	-12,549.9	0
2017-10-29	SELL	29	445.3	56.82	25.9	12,830.98	281.08
2017-12-10	BUY	27	478.3	56.82	25.87	-12,996.79	0
2017-12-17	SELL	27	467.5	55.54	25.3	12,541.66	-455.14
2017-12-20	BUY	26	469	53.65	24.45	-12,272.1	0
2017-12-28	SELL	26	469.4	53.7	24.47	12,126.23	-145.87
2018-01-03	BUY	25	481	52.91	24.11	-12,102.02	0

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