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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: -26.1%. 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 →

#350 · Flow: Range flow

Full-history NAV৳608

Net return -99.4% · drawdown 99.4% · 455 closed positions

2024 onward NAV৳38,530

Net return -61.5% · drawdown 67.6% · 78 closed positions

2024 stress NAV৳30,525

Net return -69.5% · drawdown 71.1% · 57 closed positions

Variant 0; fixed stop 6.0%; maximum 10 sessions; gate None; continuous signal; exit any bearish; trailing arms at 8.0%, distance 3.5%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳131
Unsettled৳0
Holdings৳477
NAV৳608
Realized P&L৳-99,382
Unrealized P&L৳-10
Fees৳49,591
Friction৳22,693

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳5.46e-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 #350

911 fills, including partial sales. Page 2.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2012-05-14BUY150208.5137.6162.69-31,475.30
2012-05-17SELL150206.9136.5562.2430,836.2-639.1
2012-05-23BUY151205.2136.3362.18-31,183.720
2012-05-28SELL151200.4133.1560.830,066.45-1,117.26
2012-05-31BUY144206.4130.7859.77-29,912.150
2012-06-05SELL144205.9130.4659.6829,459.47-452.68
2012-06-10BUY144204.4129.5159.3-29,622.40
2012-06-17SELL144200.1126.7858.0828,629.54-992.86
2012-06-21BUY143197.9124.5257.08-28,481.30
2012-06-26SELL143204.3128.5558.9429,027.41546.11
2012-07-03BUY142203.8127.3358.31-29,125.240
2012-07-08SELL142200.7125.457.4428,316.56-808.68
2012-07-11BUY144194.6123.356.46-28,202.160
2012-07-16SELL144192.1121.7155.727,484.99-717.17
2012-07-22BUY137199.4120.254.98-27,492.980
2012-07-25SELL137205.5123.8856.6427,972.99480.01
2012-07-30BUY136204.8122.5556.05-28,031.40
2012-08-05SELL136189.1113.1651.725,552.74-2,478.66
2012-08-08BUY134189111.4350.9-25,488.340
2012-08-14SELL134189.7111.8551.125,256.86-231.48
2012-08-28BUY146172.7110.9450.66-25,375.810
2012-09-02SELL146178.4114.652.3325,879.46503.66
2012-09-05BUY148173.7113.1151.67-25,872.380
2012-09-10SELL148172.9112.5951.4525,425.16-447.22
2012-09-13BUY151167.5111.2950.85-25,454.640
2012-09-18SELL151178.3118.4654.1326,750.711,296.07
2012-09-24BUY153173.2116.653.26-26,669.460
2012-09-27SELL153167.8112.9651.6125,508.83-1,160.63
2012-10-02BUY152167.3111.8951.13-25,592.620
2012-10-07SELL152167.6112.0951.2325,311.88-280.74
2012-10-11BUY153163.6110.1450.38-25,191.320
2012-10-16SELL153162.5109.450.1124,703-488.32
2012-11-01BUY141174.2108.0749.63-24,719.90
2012-11-06SELL141168.4104.484823,591.92-1,127.98
2012-11-12BUY141167.2103.7347.7-23,726.630
2012-11-15SELL141177.9110.3750.7924,922.741,196.1
2012-11-20BUY147168.2108.7949.91-24,884.110
2012-11-26SELL147167108.0249.5524,391.44-492.67
2012-11-29BUY142170.9106.7849.04-24,423.620
2012-12-06SELL142167.6104.7248.1123,646.37-777.25
2012-12-13BUY141166.5103.347.47-23,627.270
2012-12-19SELL141167.2103.7347.923,423.57-203.7
2012-12-24BUY135171.5101.8747.05-23,301.420
2012-12-30SELL135175103.9547.9323,473.12171.7
2013-01-03BUY136171.6102.6947.36-23,487.640
2013-01-08SELL136171.4102.5747.323,160.53-327.11
2013-01-13BUY136170101.7346.93-23,268.660
2013-01-16SELL136169.6101.4946.8422,917.27-351.38
2013-01-22BUY134169.199.746.1-22,805.20
2013-01-27SELL134168.499.2946.0122,420.3-384.9
2013-02-03BUY132169.598.4545.63-22,518.080
2013-02-06SELL132172.8100.3646.2622,662.97144.89
2013-02-11BUY136165.999.2745.64-22,707.320
2013-02-14SELL136167.9100.4746.1322,687.8-19.52
2013-02-26BUY148151.498.5945.21-22,551.010
2013-03-03SELL14814191.8242.0920,734.09-1,816.92
2013-03-06BUY142145.390.7841.64-20,765.020
2013-03-11SELL142141.388.2840.619,935.71-829.31
2013-03-18BUY137144.887.2940.31-19,965.190
2013-03-24SELL137145.387.5940.5719,777.95-187.24
2013-03-28BUY134147.186.7340.34-19,838.470
2013-04-02SELL134148.787.6740.8219,797.31-41.16
2013-04-09BUY134146.586.3840.16-19,757.540
2013-04-15SELL134146.786.4940.2119,531.1-226.44
2013-04-18BUY134145.185.5539.78-19,568.730
2013-04-23SELL134145.285.6139.8319,331.36-237.37
2013-04-29BUY133144.284.3939.32-19,302.310
2013-05-05SELL13314685.4439.9119,292.65-9.66
2013-05-15BUY124154.784.439.28-19,306.490
2013-05-20SELL124166.290.6842.0820,476.051,169.56
2013-05-26BUY124163.789.3141.24-20,429.360
2013-05-29SELL124173.994.8843.7721,424.95995.59
2013-06-03BUY119178.793.5743.04-21,401.90
2013-06-06SELL119187.898.3345.1322,204.74802.83
2013-06-12BUY124178.197.1744.47-22,226.040
2013-06-17SELL124177.897.0144.3821,905.81-320.23
2013-06-30BUY122178.996.0343.86-21,965.70
2013-07-04SELL122188.1100.9746.1222,801.11835.41
2013-07-14BUY107211.599.5745.39-22,775.470
2013-07-17SELL107232.5109.4649.8724,718.171,942.71
2013-07-22BUY136180.9108.2549.29-24,759.940
2013-07-25SELL136178.4106.7548.6124,107.04-652.9
2013-08-05BUY133178.9104.6947.67-23,946.060
2013-08-14SELL133178.2104.2847.4923,548.83-397.23
2013-08-27BUY112209.8103.3947.15-23,648.140
2013-09-02SELL112214.7105.848.2323,892.37244.23
2013-09-05BUY112212104.4747.6-23,896.070
2013-09-12SELL112196.396.7444.0621,844.81-2,051.27
2013-09-17BUY111195.395.3843.44-21,817.120
2013-09-22SELL111190.593.0442.3721,010.09-807.03
2013-09-30BUY110189.491.6741.79-20,967.460
2013-10-03SELL110187.890.941.4820,525.62-441.84
2013-10-09BUY114179.289.8941.1-20,559.790
2013-10-21SELL114181.591.0441.7120,558.25-1.54
2013-10-29BUY109187.289.7841.26-20,535.840
2013-11-03SELL109197.594.7243.5521,389.23853.39
2013-11-06BUY108196.593.3842.88-21,358.260
2013-11-11SELL108196.493.3342.7721,075.1-283.16
2013-11-14BUY107195.692.0942.17-21,063.460
2013-11-19SELL107206.597.2244.4921,953.79890.34