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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 3.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2013-09-17BUY124195.3106.5648.53-24,372.290
2013-09-22SELL124190.5103.9447.3423,470.72-901.57
2013-09-23BUY1186.50.820.37-187.690
2013-09-26SELL1187.40.820.37186.2-1.49
2013-09-30BUY123189.4102.546.75-23,445.450
2013-10-03SELL123187.8101.6446.4122,951.36-494.09
2013-10-06BUY1185.70.820.37-186.890
2013-10-09SELL1179.20.790.36178.05-8.84
2013-10-21BUY126181.5100.6246.14-23,015.760
2013-10-24SELL12617898.6845.3722,283.95-731.81
2013-10-29BUY119187.298.0245.09-22,419.910
2013-11-03SELL119197.5103.4147.623,351.49931.59
2013-11-06BUY118196.5102.0246.9-23,335.920
2013-11-11SELL118196.4101.9746.7723,026.46-309.46
2013-11-14BUY117195.6100.6946.14-23,032.040
2013-11-19SELL117206.5106.3148.6724,005.52973.49
2013-11-24BUY115206.6104.5447.75-23,911.290
2013-11-27SELL115205.6104.0347.4923,492.48-418.82
2013-12-08BUY113207.3103.0747.06-23,575.030
2013-12-11SELL113204.3101.5846.3822,937.94-637.09
2013-12-17BUY113200.299.5445.45-22,767.590
2013-12-22SELL113202.1100.4845.9522,690.87-76.73
2013-12-30BUY113200.999.8945.8-22,847.380
2014-01-06SELL113206.4102.6247.0323,173.54326.16
2014-01-12BUY109209.9100.6746.13-23,025.90
2014-01-16SELL10920698.845.2522,309.95-715.95
2014-01-21BUY107207.597.6944.73-22,344.920
2014-01-26SELL107215.3101.3646.3922,889.35544.43
2014-01-29BUY108211.5100.545.96-22,988.470
2014-02-03SELL108212.2100.8446.0922,770.67-217.79
2014-02-06BUY10821099.7945.6-22,825.390
2014-02-11SELL108209.399.4645.4322,459.51-365.87
2014-02-16BUY108205.697.744.61-22,347.110
2014-02-19SELL108208.398.9845.222,352.225.1
2014-02-24BUY107207.997.8844.7-22,387.880
2014-02-27SELL107214100.7546.0122,751.24363.36
2014-03-05BUY106213.799.6745.48-22,797.350
2014-03-10SELL106214.410045.6322,580.77-216.58
2014-03-18BUY106211.398.5544.98-22,541.330
2014-03-23SELL106209.397.6244.5522,043.63-497.7
2014-03-30BUY103211.895.9943.83-21,955.210
2014-04-02SELL10322099.745.5722,514.73559.51
2014-04-17BUY88254.698.5844.91-22,548.290
2014-04-22SELL88251.697.4244.3821,999-549.29
2014-04-28BUY83262.895.9743.7-21,952.070
2014-05-04SELL83262.996.0143.7121,680.98-271.09
2014-05-07BUY78276.494.8643.18-21,697.240
2014-05-12SELL78270.592.8442.2720,963.9-733.35
2014-05-18BUY80262.292.2942.03-21,110.330
2014-05-21SELL80260.491.6641.7520,698.59-411.74
2014-05-28BUY76269.890.2241.13-20,636.150
2014-06-02SELL76281.794.242.9521,272.05635.9
2014-06-08BUY7428492.4742.15-21,150.620
2014-06-11SELL74295.196.0843.8121,697.51546.88
2014-06-17BUY71303.794.8843.23-21,700.810
2014-06-22SELL71296.592.6342.220,916.68-784.13
2014-06-25BUY69301.491.5141.68-20,929.790
2014-07-02SELL69296.189.940.9520,300.05-629.73
2014-07-07BUY69293.389.0540.58-20,367.320
2014-07-10SELL69297.390.2641.1420,382.314.98
2014-07-15BUY69291.788.5640.39-20,256.250
2014-07-22SELL69293.589.1140.6520,121.75-134.5
2014-08-04BUY65310.888.8940.52-20,331.410
2014-08-07SELL65323.992.6442.2120,918.65587.24
2014-08-12BUY62330.990.2741.11-20,647.180
2014-08-18SELL62335.891.6141.7120,686.2839.1
2014-08-24BUY64325.391.641.7-20,952.510
2014-08-27SELL64325.591.6641.7320,698.61-253.9
2014-09-03BUY60337.989.2140.61-20,403.820
2014-09-08SELL60333.287.9640.0619,863.98-539.84
2014-09-11BUY59337.887.6939.95-20,057.840
2014-09-16SELL59345.789.7440.8920,265.67207.83
2014-09-24BUY53379.788.5540.33-20,252.980
2014-09-29SELL53392.291.4641.6520,653.48400.5
2014-10-14BUY55372.690.1741.05-20,624.220
2014-10-19SELL55371.889.9840.9620,318.06-306.16
2014-10-28BUY53379.788.5540.31-20,252.960
2014-11-03SELL53361.684.3338.3919,042.08-1,210.88
2014-11-09BUY55344.983.4738.01-19,090.980
2014-11-12SELL55354.285.7239.0519,356.23265.25
2014-11-17BUY56344.384.8438.66-19,404.30
2014-11-20SELL5633482.337.5118,584.19-820.11
2014-11-25BUY58315.680.5436.72-18,422.060
2014-11-30SELL58318.781.3337.118,366.16-55.89
2014-12-04BUY52352.680.6736.81-18,452.690
2014-12-09SELL52355.381.2937.1118,357.2-95.49
2014-12-14BUY51355.879.8436.45-18,262.090
2014-12-18SELL51350.878.7235.9417,776.14-485.95
2014-12-24BUY49360.277.6635.47-17,762.930
2014-12-30SELL49361.978.0335.6617,619.42-143.52
2015-01-06BUY48368.677.8535.58-17,806.230
2015-01-11SELL48364.176.935.1817,364.73-441.5
2015-01-22BUY4935275.8934.71-17,358.60
2015-01-27SELL4932970.9332.4316,017.64-1,340.97
2015-02-03BUY4833069.731.86-15,941.550
2015-02-09SELL4834071.8132.8216,215.37273.82
2015-02-12BUY46352.571.3532.6-16,318.950
2015-02-17SELL46347.470.3132.1215,877.96-440.98
2015-02-23BUY46339.668.7431.39-15,721.730
2015-02-26SELL46337.968.3931.2415,443.77-277.95