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: -25.3%. 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

#346 · Flow: Range flow

Full-history NAV৳717

Net return -99.3% · drawdown 99.3% · 411 closed positions

2024 onward NAV৳29,034

Net return -71.0% · drawdown 71.0% · 75 closed positions

2024 stress NAV৳19,289

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

Variant 0; fixed stop 10.0%; maximum 5 sessions; gate None; continuous signal; exit EMA 200 break; trailing arms at 12.0%, distance 4.5%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳241

Unsettled৳0

Holdings৳477

NAV৳717

Realized P&L৳-99,273

Unrealized P&L৳-10

Fees৳63,001

Friction৳28,882

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.49e-10. 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 #346

823 fills, including partial sales. Page 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2012-05-10	BUY	212	208.6	194.58	88.7	-44,506.48	0
2012-05-17	SELL	212	206.9	193	88.07	43,581.73	-924.75
2012-05-23	BUY	211	205.2	190.51	87.01	-43,574.71	0
2012-05-30	SELL	211	202.9	188.37	86.28	42,537.25	-1,037.46
2012-06-05	BUY	205	205.9	185.72	85.18	-42,480.4	0
2012-06-12	SELL	205	203	183.11	84.11	41,347.78	-1,132.62
2012-06-18	BUY	207	198.8	181.07	83.21	-41,415.88	0
2012-06-25	SELL	207	200	182.16	83.85	41,133.99	-281.89
2012-07-03	BUY	201	203.8	180.24	82.79	-41,226.83	0
2012-07-10	SELL	201	192.7	170.42	78.27	38,484	-2,742.82
2012-07-15	BUY	197	193.3	167.55	76.88	-38,324.53	0
2012-07-22	SELL	197	199.4	172.84	79.28	39,029.68	705.15
2012-07-26	BUY	187	207.9	171.06	78.36	-39,126.72	0
2012-08-05	SELL	187	189.1	155.59	71.23	35,134.88	-3,991.84
2012-08-08	BUY	185	189	153.85	70.41	-35,189.25	0
2012-08-14	SELL	185	189.7	154.42	70.68	34,869.41	-319.84
2012-08-28	BUY	200	172.7	151.98	69.52	-34,761.5	0
2012-09-02	SELL	200	178.4	156.99	71.81	35,451.2	689.7
2012-09-05	BUY	203	173.7	155.15	71	-35,487.24	0
2012-09-10	SELL	203	172.9	154.43	70.7	34,873.56	-613.68
2012-09-13	BUY	207	167.5	152.56	69.84	-34,894.9	0
2012-09-18	SELL	207	178.3	162.4	74.35	36,671.35	1,776.45
2012-09-24	BUY	210	173.2	160.04	73.23	-36,605.27	0
2012-09-27	SELL	210	167.8	155.05	70.97	35,011.98	-1,593.29
2012-10-02	BUY	208	167.3	153.11	70.1	-35,021.61	0
2012-10-07	SELL	208	167.6	153.39	70.24	34,637.17	-384.44
2012-10-11	BUY	211	163.6	151.89	69.65	-34,741.14	0
2012-10-16	SELL	211	162.5	150.87	69.31	34,067.33	-673.81
2012-11-01	BUY	194	174.2	148.7	68.55	-34,012.05	0
2012-11-06	SELL	194	168.4	143.75	66.31	32,459.55	-1,552.5
2012-11-12	BUY	193	167.2	141.99	65.58	-32,477.16	0
2012-11-15	SELL	193	177.9	151.07	69.84	34,113.78	1,636.62
2012-11-20	BUY	201	168.2	148.76	68.48	-34,025.44	0
2012-11-26	SELL	201	167	147.69	67.97	33,351.33	-674.11
2012-11-29	BUY	194	170.9	145.88	67.25	-33,367.73	0
2012-12-04	SELL	194	167	142.55	65.76	32,189.69	-1,178.03
2012-12-13	BUY	192	166.5	140.66	64.89	-32,173.55	0
2012-12-19	SELL	192	167.2	141.25	65.59	31,895.56	-277.99
2012-12-24	BUY	185	171.5	139.6	64.86	-31,931.96	0
2012-12-30	SELL	185	175	142.45	66.02	32,166.53	234.58
2013-01-03	BUY	186	171.6	140.44	65.11	-32,123.15	0
2013-01-08	SELL	186	171.4	140.27	65.04	31,675.09	-448.06
2013-01-13	BUY	186	170	139.13	64.53	-31,823.66	0
2013-01-16	SELL	186	169.6	138.8	64.41	31,342.39	-481.27
2013-01-22	BUY	184	169.1	136.9	63.71	-31,315.01	0
2013-01-27	SELL	184	168.4	136.34	63.63	30,785.63	-529.38
2013-02-03	BUY	180	169.5	134.24	62.67	-30,706.91	0
2013-02-06	SELL	180	172.8	136.86	63.41	30,903.74	196.82
2013-02-11	BUY	185	165.9	135.04	62.34	-30,888.88	0
2013-02-14	SELL	185	167.9	136.67	62.98	30,861.85	-27.03
2013-02-26	BUY	203	151.4	135.23	62.22	-30,931.65	0
2013-03-03	SELL	203	141	125.94	57.92	28,439.14	-2,492.51
2013-03-06	BUY	194	145.3	124.03	57.07	-28,369.3	0
2013-03-11	SELL	194	141.3	120.61	55.71	27,235.88	-1,133.42
2013-03-18	BUY	187	144.8	119.14	55.33	-27,252.07	0
2013-03-24	SELL	187	145.3	119.55	55.74	26,995.8	-256.27
2013-03-28	BUY	183	147.1	118.44	55.55	-27,093.3	0
2013-04-02	SELL	183	148.7	119.73	56.22	27,036.14	-57.16
2013-04-09	BUY	183	146.5	117.96	55.3	-26,982.76	0
2013-04-15	SELL	183	146.7	118.12	55.36	26,672.62	-310.14
2013-04-18	BUY	183	145.1	116.83	54.77	-26,724.9	0
2013-04-23	SELL	183	145.2	116.92	54.85	26,399.83	-325.07
2013-04-29	BUY	182	144.2	115.48	54.3	-26,414.17	0
2013-05-05	SELL	182	146	116.92	55.15	26,399.93	-14.24
2013-05-15	BUY	169	154.7	115.03	53.99	-26,313.32	0
2013-05-20	SELL	169	166.2	123.59	57.77	27,906.44	1,593.12
2013-05-26	BUY	169	163.7	121.73	56.53	-27,843.55	0
2013-06-02	SELL	169	173.9	129.31	59.76	29,200.02	1,356.47
2013-06-09	BUY	165	176.5	128.14	58.85	-29,309.49	0
2013-06-16	SELL	165	178.8	129.81	59.52	29,312.67	3.17
2013-06-19	BUY	164	177.4	128.01	58.69	-29,280.3	0
2013-06-27	SELL	164	184	132.77	60.77	29,982.46	702.16
2013-07-14	BUY	141	211.5	131.21	59.87	-30,012.59	0
2013-07-17	SELL	141	232.5	144.24	65.76	32,572.5	2,559.91
2013-07-22	BUY	179	180.9	142.48	64.91	-32,588.49	0
2013-07-31	SELL	179	184.2	145.08	66.1	32,760.63	172.14
2013-08-05	BUY	182	178.9	143.26	65.27	-32,768.33	0
2013-08-18	SELL	182	185.9	148.87	67.87	33,617.06	848.72
2013-08-27	BUY	159	209.8	146.78	67.02	-33,572	0
2013-09-04	SELL	159	214.6	150.13	68.48	33,902.79	330.78
2013-09-09	BUY	165	204.3	148.32	67.64	-33,925.46	0
2013-09-16	SELL	165	198.5	144.11	65.69	32,542.7	-1,382.76
2013-09-23	BUY	173	186.5	141.96	64.73	-32,471.19	0
2013-09-30	SELL	173	189.4	144.17	65.84	32,556.19	85
2013-10-03	BUY	172	187.8	142.13	65.01	-32,508.74	0
2013-10-10	SELL	172	181.4	137.28	63.01	31,000.5	-1,508.23
2013-10-23	BUY	169	183.2	136.23	62.82	-31,159.85	0
2013-10-28	SELL	169	189.3	140.76	65.05	31,785.88	626.03
2013-10-31	BUY	164	192	138.55	64.09	-31,690.63	0
2013-11-07	SELL	164	202.4	146.05	67.42	32,980.12	1,289.49
2013-11-12	BUY	168	195	144.14	66.34	-32,970.48	0
2013-11-19	SELL	168	206.5	152.64	70.11	34,469.25	1,498.76
2013-11-24	BUY	166	206.6	150.9	69.08	-34,515.58	0
2013-12-01	SELL	166	200.5	146.45	66.97	33,069.59	-1,445.99
2013-12-08	BUY	158	207.3	144.11	65.92	-32,963.44	0
2013-12-15	SELL	158	202	140.43	64.23	31,711.34	-1,252.1
2013-12-22	BUY	156	202.1	138.72	63.58	-31,729.9	0
2013-12-30	SELL	156	200.9	137.9	63.43	31,139.07	-590.83
2014-01-07	BUY	149	207.7	136.17	62.59	-31,146.06	0
2014-01-15	SELL	149	204.5	134.07	61.6	30,274.83	-871.23

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