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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: -26.3%. 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.

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 →

#351 · Flow: Range flow

Full-history NAV৳570

Net return -99.4% · drawdown 99.4% · 459 closed positions

2024 onward NAV৳31,587

Net return -68.4% · drawdown 68.4% · 78 closed positions

2024 stress NAV৳19,289

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

Variant 0; fixed stop 18.0%; maximum 5 sessions; gate None; continuous signal; exit any bearish; trailing arms at 5.0%, distance 2.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳94
Unsettled৳0
Holdings৳477
NAV৳570
Realized P&L৳-99,420
Unrealized P&L৳-10
Fees৳55,912
Friction৳25,640

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳8.82e-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 #351

919 fills, including partial sales. Page 2.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2012-04-01BUY212196182.8383.59-41,818.420
2012-04-04SELL212185.5173.0379.0439,073.92-2,744.5
2012-04-16BUY183212.1170.7877.87-39,062.950
2012-04-19SELL183214172.3178.5438,911.15-151.8
2012-04-26BUY176220.2170.5277.7-39,003.430
2012-05-02SELL176219.6170.0677.4938,402.05-601.38
2012-05-08BUY182209.4167.6976.41-38,354.90
2012-05-13SELL182205.2164.3274.8937,107.19-1,247.71
2012-05-23BUY180205.2162.5274.17-37,172.690
2012-05-28SELL180200.4158.7272.5435,840.74-1,331.95
2012-05-31BUY172206.4156.271.47-35,728.470
2012-06-05SELL172205.9155.8371.3735,187.61-540.87
2012-06-10BUY171204.4153.7970.51-35,176.70
2012-06-17SELL171200.1150.5669.0633,997.48-1,179.22
2012-06-21BUY171197.9148.968.38-34,058.180
2012-06-26SELL171204.3153.7270.6134,710.98652.8
2012-07-03BUY169203.8151.5569.49-34,663.240
2012-07-08SELL169200.7149.2468.4633,700.6-962.64
2012-07-11BUY172194.6147.2767.54-33,686.010
2012-07-16SELL172192.1145.3866.6132,829.21-856.8
2012-07-22BUY164199.4143.8965.9-32,911.380
2012-07-25SELL164205.5148.2967.8833,485.83574.45
2012-07-30BUY162204.8145.9866.84-33,390.420
2012-08-05SELL162189.1134.7961.6430,437.76-2,952.66
2012-08-08BUY160189133.0660.84-30,433.890
2012-08-14SELL160189.7133.5561.0730,157.38-276.51
2012-08-27BUY1182.30.80.36-183.470
2012-08-30SELL1180.30.790.36179.15-4.32
2012-09-02BUY167178.4131.0959.9-29,983.790
2012-09-09SELL167176.4129.6259.2729,269.92-713.87
2012-09-11BUY2171.91.510.69-3460
2012-09-17SELL2172.71.520.69343.19-2.81
2012-09-18BUY163178.3127.8858.46-29,249.230
2012-09-23SELL163173.5124.4356.8528,099.21-1,150.02
2012-09-24BUY2173.21.520.69-348.620
2012-09-27SELL2167.81.480.67333.45-15.16
2012-09-30BUY168166.3122.9356.2-28,117.530
2012-10-03SELL168168.3124.4156.8828,093.11-24.42
2012-10-04BUY2168.31.480.67-338.750
2012-10-09SELL2166.41.460.67330.67-8.08
2012-10-11BUY170163.6122.3756.02-27,990.390
2012-10-16SELL170162.5121.5555.7227,447.73-542.67
2012-10-17BUY2161.91.420.65-325.870
2012-10-22SELL21651.450.66327.892.02
2012-11-01BUY159174.2121.8756.04-27,875.710
2012-11-06SELL159168.4117.8154.226,603.59-1,272.12
2012-11-12BUY158167.2116.2453.53-26,587.370
2012-11-15SELL158177.9123.685727,927.521,340.15
2012-11-20BUY165168.2122.1156.09-27,931.20
2012-11-26SELL165167121.2455.6827,378.08-553.12
2012-11-29BUY159170.9119.5654.98-27,347.640
2012-12-06SELL159167.6117.2553.9426,477.2-870.44
2012-12-13BUY158166.5115.7553.26-26,476.010
2012-12-19SELL158167.2116.2453.7726,247.59-228.42
2012-12-24BUY152171.5114.753.08-26,235.780
2012-12-30SELL152175117.0454.0626,428.9193.12
2013-01-03BUY153171.6115.5253.37-26,423.690
2013-01-08SELL153171.4115.3953.3126,055.5-368.19
2013-01-13BUY152170113.752.54-26,006.240
2013-01-16SELL152169.6113.4352.4425,613.33-392.91
2013-01-22BUY151169.1112.3552.06-25,698.510
2013-01-27SELL151168.4111.8851.9725,264.54-433.97
2013-02-03BUY148169.5110.3851.29-25,247.660
2013-02-06SELL148172.8112.5351.9625,409.91162.25
2013-02-11BUY152165.9110.9551.08-25,378.830
2013-02-14SELL152167.9112.2951.6225,356.89-21.94
2013-02-26BUY166151.4110.5850.77-25,293.750
2013-03-03SELL166141102.9947.2623,255.75-2,038
2013-03-06BUY160145.3102.2946.97-23,397.260
2013-03-11SELL160141.399.4845.8122,462.71-934.55
2013-03-18BUY154144.898.1245.4-22,442.710
2013-03-24SELL154145.398.4645.722,232.04-210.67
2013-03-28BUY150147.197.0945.28-22,207.370
2013-04-02SELL150148.798.1445.8222,161.04-46.33
2013-04-09BUY150146.596.6945.08-22,116.770
2013-04-15SELL150146.796.8245.1321,863.05-253.72
2013-04-18BUY150145.195.7744.65-21,905.410
2013-04-23SELL150145.295.8344.7121,639.46-265.95
2013-04-29BUY149144.294.5444.18-21,624.520
2013-05-05SELL14914695.7244.8521,613.43-11.09
2013-05-15BUY139154.794.6144.16-21,642.070
2013-05-20SELL139166.2101.6547.2822,952.871,310.8
2013-05-26BUY139163.7100.1246.32-22,900.740
2013-05-29SELL139173.9106.3649.1624,016.591,115.85
2013-06-03BUY134178.7105.3648.53-24,099.70
2013-06-06SELL134187.8110.7350.8825,003.59903.9
2013-06-12BUY139178.1108.9349.89-24,914.720
2013-06-17SELL139177.8108.7449.7924,555.66-359.05
2013-06-30BUY136178.9107.0548.92-24,486.380
2013-07-04SELL136188.1112.5651.4425,417.6931.22
2013-07-14BUY120211.5111.6750.93-25,542.60
2013-07-17SELL120232.5122.7655.9427,721.32,178.7
2013-07-22BUY152180.9120.9955.1-27,672.890
2013-07-25SELL152178.4119.3154.3426,943.15-729.74
2013-08-05BUY150178.9118.0753.77-27,006.850
2013-08-14SELL150178.2117.6153.5726,558.82-448.03
2013-08-27BUY125209.8115.3952.64-26,393.030
2013-09-02SELL125214.7118.0953.8426,665.57272.54
2013-09-05BUY125212116.653.14-26,669.740
2013-09-12SELL125196.3107.9749.1824,380.35-2,289.39