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: -25.4%. 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

#347 · Flow: Range flow

Full-history NAV৳713

Net return -99.3% · drawdown 99.3% · 415 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 8.0%, distance 3.5%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳236

Unsettled৳0

Holdings৳477

NAV৳713

Realized P&L৳-99,277

Unrealized P&L৳-10

Fees৳62,763

Friction৳28,774

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.55e-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 #347

831 fills, including partial sales. Page 4.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2015-12-06	BUY	71	272	84.97	39.05	-19,436.03	0
2015-12-09	SELL	71	257.6	80.47	36.93	18,172.2	-1,263.83
2015-12-17	BUY	72	251.2	79.58	36.5	-18,202.48	0
2015-12-22	SELL	72	255	80.78	37.07	18,242.14	39.67
2016-01-03	BUY	72	253.4	80.28	36.95	-18,362.03	0
2016-01-06	SELL	72	252	79.83	36.86	18,027.3	-334.73
2016-01-11	BUY	70	254	78.23	36.2	-17,894.43	0
2016-01-14	SELL	70	256.6	79.03	36.53	17,846.44	-47.99
2016-01-19	BUY	68	263.3	78.78	36.33	-18,019.51	0
2016-01-24	SELL	68	266	79.59	36.56	17,971.86	-47.65
2016-01-27	BUY	66	268	77.83	35.72	-17,801.55	0
2016-02-01	SELL	66	257	74.63	34.23	16,853.14	-948.41
2016-02-09	BUY	65	258.6	73.96	33.91	-16,916.87	0
2016-02-14	SELL	65	255.5	73.07	33.49	16,500.94	-415.94
2016-02-17	BUY	64	256	72.09	33.1	-16,489.19	0
2016-02-23	SELL	64	259	72.93	33.51	16,469.55	-19.63
2016-02-28	BUY	64	256.2	72.15	33.14	-16,502.08	0
2016-03-02	SELL	64	244.1	68.74	31.51	15,522.15	-979.93
2016-03-07	BUY	63	246	68.19	31.22	-15,597.41	0
2016-03-10	SELL	63	244	67.64	30.97	15,273.39	-324.02
2016-03-21	BUY	63	240.5	66.67	30.55	-15,248.72	0
2016-03-24	SELL	63	235.2	65.2	29.88	14,722.52	-526.2
2016-04-04	BUY	63	233.1	64.62	29.79	-14,779.71	0
2016-04-07	SELL	63	233.2	64.64	29.86	14,597.1	-182.61
2016-04-20	BUY	61	237	63.61	29.41	-14,550.02	0
2016-04-25	SELL	61	250	67.1	30.95	15,151.95	601.92
2016-05-03	BUY	61	247	66.29	30.53	-15,163.83	0
2016-05-08	SELL	61	247	66.29	30.5	14,970.2	-193.63
2016-05-11	BUY	59	252.1	65.45	30.07	-14,969.41	0
2016-05-16	SELL	59	252	65.42	30.05	14,772.53	-196.88
2016-05-19	BUY	57	254.6	63.85	29.32	-14,605.38	0
2016-05-25	SELL	57	256.6	64.36	29.56	14,532.28	-73.1
2016-05-30	BUY	56	257	63.32	29.11	-14,484.43	0
2016-06-02	SELL	56	256.7	63.25	29.08	14,282.87	-201.56
2016-06-07	BUY	56	255.1	62.86	28.9	-14,377.36	0
2016-06-12	SELL	56	255.2	62.88	28.91	14,199.41	-177.95
2016-06-22	BUY	56	252	62.09	28.59	-14,202.68	0
2016-06-27	SELL	56	250	61.6	28.4	13,910	-292.67
2016-06-30	BUY	55	251.7	60.91	28.01	-13,932.43	0
2016-07-12	SELL	55	255.8	61.9	28.46	13,978.63	46.21
2016-07-16	BUY	54	257	61.06	28.08	-13,967.14	0
2016-07-19	SELL	54	259.4	61.63	28.3	13,917.66	-49.48
2016-07-24	BUY	53	263	61.33	28.1	-14,028.44	0
2016-07-28	SELL	53	275.99	64.36	29.39	14,533.72	505.28
2016-08-07	BUY	52	277.4	63.47	28.97	-14,517.24	0
2016-08-14	SELL	52	272.5	62.35	28.45	14,079.2	-438.04
2016-08-22	BUY	51	270.5	60.7	27.71	-13,883.91	0
2016-08-30	SELL	51	264.7	59.4	27.18	13,413.12	-470.79
2016-09-04	BUY	51	263.7	59.17	27.11	-13,534.99	0
2016-09-18	SELL	51	265	59.47	27.3	13,428.23	-106.75
2016-09-21	BUY	51	264	59.24	27.24	-13,550.48	0
2016-09-25	SELL	51	267.1	59.94	27.59	13,534.57	-15.91
2016-10-02	BUY	50	268.5	59.07	27.18	-13,511.25	0
2016-10-09	SELL	50	270.4	59.49	27.32	13,433.19	-78.07
2016-10-16	BUY	49	269.7	58.15	26.71	-13,300.15	0
2016-10-23	SELL	49	277.5	59.83	27.42	13,510.25	210.1
2016-11-02	BUY	48	278.5	58.82	26.92	-13,453.74	0
2016-11-09	SELL	48	281.3	59.41	27.17	13,415.82	-37.92
2016-11-14	BUY	48	280	59.14	27.04	-13,526.18	0
2016-11-21	SELL	48	287.1	60.64	27.71	13,692.45	166.28
2016-11-24	BUY	46	292	59.1	26.99	-13,518.09	0
2016-12-01	SELL	46	283.9	57.46	26.23	12,975.71	-542.39
2016-12-06	BUY	45	287.9	57	26.02	-13,038.52	0
2016-12-14	SELL	45	283	56.03	25.58	12,653.39	-385.13
2016-12-20	BUY	44	285	55.18	25.2	-12,620.37	0
2016-12-28	SELL	44	283	54.79	25.04	12,372.17	-248.2
2017-01-04	BUY	43	286.1	54.13	24.73	-12,381.16	0
2017-01-11	SELL	43	288	54.49	24.89	12,304.62	-76.54
2017-01-17	BUY	42	292.1	53.98	24.64	-12,346.82	0
2017-01-24	SELL	42	298.5	55.16	25.17	12,456.67	109.85
2017-01-29	BUY	41	305.5	55.11	25.12	-12,605.73	0
2017-02-05	SELL	41	306.5	55.29	25.21	12,486	-119.74
2017-02-08	BUY	40	304.6	53.61	24.44	-12,262.05	0
2017-02-15	SELL	40	320	56.32	25.68	12,718	455.95
2017-02-20	BUY	40	318.8	56.11	25.59	-12,833.69	0
2017-02-28	SELL	40	308.2	54.24	24.75	12,249.01	-584.68
2017-03-05	BUY	39	311.9	53.52	24.42	-12,242.04	0
2017-03-12	SELL	39	318.7	54.69	24.95	12,349.66	107.63
2017-03-15	BUY	39	317.8	54.53	24.88	-12,473.61	0
2017-03-22	SELL	39	314	53.88	24.6	12,167.51	-306.1
2017-03-28	BUY	38	316.6	52.94	24.18	-12,107.92	0
2017-04-04	SELL	38	349.9	58.5	26.7	13,210.99	1,103.07
2017-04-13	BUY	38	342	57.18	26.09	-13,079.28	0
2017-04-20	SELL	38	336.9	56.33	25.71	12,720.16	-359.11
2017-05-07	BUY	37	340	55.35	25.33	-12,660.68	0
2017-05-15	SELL	37	335.6	54.64	25.01	12,337.56	-323.13
2017-05-24	BUY	37	331.1	53.9	24.68	-12,329.28	0
2017-05-31	SELL	37	329.2	53.59	24.58	12,102.22	-227.06
2017-06-05	BUY	36	336	53.22	24.39	-12,173.61	0
2017-06-12	SELL	36	330.9	52.41	24	11,835.98	-337.63
2017-06-19	BUY	35	340	52.36	23.96	-11,976.32	0
2017-06-29	SELL	35	341	52.51	23.99	11,858.5	-117.83
2017-07-04	BUY	33	351.1	50.98	23.27	-11,660.55	0
2017-07-11	SELL	33	348.3	50.57	23.05	11,420.28	-240.27
2017-07-16	BUY	31	365.1	49.8	22.68	-11,390.58	0
2017-07-23	SELL	31	367.9	50.18	22.85	11,331.87	-58.71
2017-07-26	BUY	31	371	50.6	23.04	-11,574.65	0
2017-08-06	SELL	31	373.2	50.9	23.17	11,495.12	-79.52
2017-08-10	BUY	30	376.2	49.66	22.61	-11,358.27	0
2017-08-21	SELL	30	391.5	51.68	23.54	11,669.78	311.51

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