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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 5.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2016-12-14BUY2928336.1116.46-8,259.570
2016-12-19SELL29285.236.3916.598,217.82-41.75
2016-12-22BUY29286.136.5116.65-8,350.050
2016-12-28SELL2928336.1116.478,154.42-195.64
2017-01-04BUY28286.135.2516.08-8,062.120
2017-01-09SELL2829035.7316.298,067.985.86
2017-01-12BUY28290.735.8116.33-8,191.750
2017-01-17SELL28292.135.9916.48,126.41-65.33
2017-01-22BUY2729835.416.13-8,097.530
2017-01-25SELL27306.336.3916.588,217.14119.6
2017-02-01BUY2730135.7616.29-8,179.040
2017-02-06SELL2730436.1216.458,155.44-23.61
2017-02-09BUY2630835.2416.05-8,059.280
2017-02-16SELL2631836.3816.578,215.05155.77
2017-02-26BUY26315.236.0616.43-8,247.690
2017-03-01SELL26309.235.3716.127,987.71-259.98
2017-03-07BUY26310.635.5316.19-8,127.330
2017-03-12SELL26318.736.4616.618,233.13105.8
2017-03-15BUY26317.836.3616.57-8,315.720
2017-03-21SELL2631636.1516.488,163.37-152.36
2017-03-27BUY25316.134.7715.86-7,953.130
2017-04-02SELL25332.236.5416.668,251.8298.67
2017-04-13BUY2434236.1216.46-8,260.570
2017-04-18SELL2433535.3816.127,988.5-272.07
2017-05-07BUY2334034.4115.71-7,870.110
2017-05-11SELL2333834.2115.627,724.18-145.94
2017-05-24BUY24331.134.9615.97-7,997.330
2017-05-29SELL24331.735.0316.027,909.75-87.58
2017-06-01BUY24329.234.7615.88-7,951.450
2017-06-06SELL24337.135.616.278,038.5387.09
2017-06-19BUY2334034.4115.71-7,870.120
2017-06-22SELL23338.834.2915.647,742.47-127.65
2017-07-02BUY22344.333.3315.19-7,623.120
2017-07-05SELL2235534.3615.667,759.98136.86
2017-07-11BUY22348.333.7215.35-7,711.670
2017-07-16SELL22365.135.3416.097,980.77269.1
2017-07-20BUY2237035.8216.3-8,192.120
2017-07-25SELL2236935.7216.268,066.03-126.09
2017-07-30BUY21376.734.8115.84-7,961.350
2017-08-06SELL21373.234.4815.697,787.03-174.32
2017-08-10BUY21376.234.7615.82-7,950.780
2017-08-17SELL2138835.8516.328,095.83145.05
2017-08-22BUY20391.134.4215.67-7,872.090
2017-08-27SELL2039034.3215.627,750.06-122.03
2017-08-31BUY2039134.4115.67-7,870.080
2017-09-06SELL20401.735.3516.17,982.55112.47
2017-09-11BUY1843034.0615.51-7,789.560
2017-09-14SELL18423.133.5115.257,567.04-222.53
2017-09-20BUY1941234.4415.68-7,878.120
2017-09-25SELL19410.434.3115.627,747.67-130.45
2017-09-28BUY1841532.8714.96-7,517.830
2017-10-04SELL1841532.8714.967,422.17-95.66
2017-10-10BUY1842233.4215.22-7,644.640
2017-10-15SELL1842933.9815.477,672.5527.91
2017-10-22BUY1743032.1614.65-7,356.810
2017-10-25SELL1744032.9114.997,432.175.29
2017-11-05BUY17440.832.9715.01-7,541.590
2017-11-08SELL1744233.0615.067,465.88-75.7
2017-11-13BUY16472.933.2915.16-7,614.850
2017-11-16SELL1648434.0715.517,694.4279.57
2017-11-23BUY164833415.47-7,777.480
2017-11-28SELL1647133.1615.097,487.75-289.72
2017-12-04BUY1547731.4814.32-7,200.810
2017-12-07SELL15480.831.7314.447,165.83-34.98
2017-12-19BUY15468.230.914.06-7,067.960
2017-12-24SELL15460.130.3713.826,857.31-210.65
2017-12-28BUY15469.430.9814.1-7,086.080
2018-01-07SELL15477.231.514.347,112.1626.08
2018-01-10BUY1547231.1514.18-7,125.340
2018-01-16SELL1547531.3514.277,079.38-45.96
2018-01-21BUY1448429.8113.57-6,819.390
2018-01-29SELL14505.331.1314.177,028.91209.52
2018-02-01BUY1450431.0514.13-7,101.170
2018-02-06SELL1449530.4913.876,885.63-215.54
2018-02-11BUY1450130.8614.04-7,058.90
2018-02-14SELL14508.831.3414.267,077.618.69
2018-02-26BUY15475.531.3814.28-7,178.170
2018-03-01SELL15478.931.6114.397,137.51-40.66
2018-03-07BUY14487.930.0513.68-6,874.340
2018-03-12SELL1448529.8813.66,746.52-127.82
2018-03-15BUY1448229.6913.52-6,791.210
2018-03-22SELL1447729.3813.396,635.23-155.98
2018-04-02BUY14474.929.2513.33-6,691.180
2018-04-05SELL1447729.3813.396,635.23-55.95
2018-04-11BUY14483.229.7713.56-6,808.120
2018-04-16SELL14484.229.8313.596,735.39-72.74
2018-04-19BUY1349328.212.84-6,450.040
2018-04-24SELL1348527.7412.636,264.63-185.42
2018-05-09BUY1445928.2712.87-6,467.140
2018-05-15SELL1446628.7113.076,482.2315.08
2018-05-24BUY15429.928.3712.91-6,489.790
2018-05-29SELL1543228.5112.986,438.51-51.28
2018-06-05BUY1640928.7913.11-6,585.910
2018-06-10SELL1639527.8112.666,279.53-306.38
2018-06-19BUY16382.626.9412.26-6,160.80
2018-06-24SELL1640528.5112.986,438.51277.72
2018-07-08BUY1638727.2412.4-6,231.640
2018-07-11SELL1638026.7512.176,041.08-190.57
2018-07-18BUY15401.926.5312.07-6,067.090
2018-07-23SELL15396.926.211.925,915.38-151.71