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: 6.9%. 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

#36 · Kalman milestone + Flow: NVI

Full-history NAV৳310,936

Net return 210.9% · drawdown 29.7% · 23 closed positions

2024 onward NAV৳116,553

Net return 16.6% · drawdown 26.9% · 4 closed positions

2024 stress NAV৳110,680

Net return 10.7% · drawdown 30.1% · 4 closed positions

Variant 2; fixed stop 4.0%; maximum 90 sessions; gate EMA 50; continuous signal; exit all bearish; trailing arms at 0.0%, distance 0.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳310,936

Unsettled৳0

Holdings৳0

NAV৳310,936

Realized P&L৳210,936

Unrealized P&L৳0

Fees৳36,260

Friction৳18,132

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.16e-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 #36

49 fills, including partial sales. Page 1.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2010-12-23	BUY	376	263.8	436.43	199.91	-99,825.14	0
2010-12-28	SELL	376	251.9	416.74	190.64	94,107.02	-5,718.12
2011-07-12	BUY	538	174	411.89	190.21	-94,214.1	0
2011-08-11	SELL	538	185.8	439.83	201.29	99,319.29	5,105.19
2011-10-30	BUY	636	155.2	434.31	201.93	-99,343.44	0
2011-11-15	SELL	636	147.3	412.2	191.01	93,079.59	-6,263.85
2011-11-20	BUY	555	166.6	406.84	188.22	-93,058.06	0
2011-11-27	SELL	555	157.7	385.1	177.3	86,961.09	-6,096.96
2012-03-20	BUY	500	172.8	380.16	175.84	-86,956	0
2012-06-24	SELL	500	197.9	435.38	203.86	98,310.76	11,354.76
2013-02-10	BUY	580	168.3	429.5	205.63	-98,249.13	0
2013-02-25	SELL	580	150.6	384.33	180.72	86,782.95	-11,466.18
2013-05-15	BUY	558	154.7	379.82	191.18	-86,893.6	0
2013-10-01	SELL	558	187.7	460.84	212.87	104,062.89	17,169.29
2013-11-05	BUY	531	194.6	454.66	217.1	-104,004.36	0
2014-03-19	SELL	531	211.3	493.68	229.06	111,477.56	7,473.2
2014-04-02	BUY	503	220	486.9	227.28	-111,374.18	0
2014-08-20	SELL	503	333.6	738.32	340.13	166,722.35	55,348.17
2014-09-23	BUY	435	380.7	728.66	336.9	-166,670.06	0
2014-11-03	SELL	435	361.6	692.1	318.97	156,284.93	-10,385.13
2015-12-02	BUY	573	271.1	683.5	340.94	-156,364.74	0
2015-12-07	SELL	573	260.26	656.16	324.03	148,146.5	-8,218.24
2016-01-19	BUY	559	263.3	647.61	329.54	-148,161.85	0
2016-02-08	SELL	559	260	639.5	313.11	144,387.4	-3,774.45
2016-11-21	BUY	500	287.1	631.62	303.5	-144,485.12	0
2016-12-29	SELL	500	283.1	622.82	300.82	140,626.36	-3,858.75
2017-07-11	BUY	401	348.3	614.54	288.46	-140,571.3	0
2017-11-20	SELL	401	489.5	863.67	403.85	195,021.98	54,450.68
2019-01-01	BUY	523	370	851.44	434.91	-194,796.36	0
2019-04-08	SELL	523	376	865.25	410.27	195,372.48	576.12
2020-07-26	BUY	774	251	854.81	416.83	-195,545.64	0
2020-11-05	SELL	774	328.3	1,118.06	567.39	252,418.75	56,873.12
2020-12-14	BUY	725	346	1,103.74	555.1	-252,508.84	0
2021-02-22	SELL	725	359.7	1,147.44	560.24	259,074.82	6,565.98
2021-05-12	BUY	743	346.2	1,131.8	596.92	-258,955.31	0
2021-10-04	SELL	743	380	1,242.3	605.5	280,492.2	21,536.89
2022-01-13	BUY	780	357.1	1,225.57	665.29	-280,428.86	0
2022-02-27	SELL	620	345	941.16	497.89	212,460.95	-10,444.04
2022-02-28	SELL	160	340.5	239.71	113.48	54,126.81	-3,397.06
2024-06-27	BUY	1,072	236.2	1,114.11	638.48	-254,958.99	0
2024-10-08	SELL	1,072	327.8	1,546.17	730.11	349,125.32	94,166.33
2025-09-03	BUY	868	311.5	1,189.68	621.47	-272,193.15	0
2025-09-23	SELL	849	299.04	1,117.09	629.68	252,138.18	-14,096.83
2025-09-24	SELL	19	298.8	24.98	11.42	5,640.8	-317.34
2026-02-16	BUY	1,238	278	1,514.32	806.44	-346,484.76	0
2026-02-19	SELL	1,092	267	1,282.88	664.4	289,616.71	-16,006.36
2026-02-22	SELL	146	266.2	171.01	79.26	38,614.94	-2,246.76
2026-06-22	BUY	1,266	257.5	1,434.38	801.27	-328,230.65	0
2026-08-20	SELL	1,266	247.2	1,377	741.33	310,836.87	-17,393.78