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: 6.6%. 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

#38 · Kalman milestone + Flow: NVI + Flow: Signed imbalance

Full-history NAV৳293,592

Net return 193.6% · drawdown 28.8% · 31 closed positions

2024 onward NAV৳137,920

Net return 37.9% · drawdown 9.4% · 3 closed positions

2024 stress NAV৳133,624

Net return 33.6% · drawdown 11.2% · 3 closed positions

Variant 1; fixed stop 15.0%; maximum 60 sessions; gate None; fresh signal only; exit stop/time only; trailing arms at 18.0%, distance 6.0%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳293,592

Unsettled৳0

Holdings৳0

NAV৳293,592

Realized P&L৳193,592

Unrealized P&L৳0

Fees৳47,910

Friction৳23,436

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 #38

78 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
2011-01-09	SELL	376	224.23	370.97	169.54	83,769.97	-16,055.17
2011-07-04	BUY	514	162.1	366.61	169.88	-83,855.88	0
2011-07-19	SELL	257	195	220.51	100.93	49,793.57	7,865.63
2011-07-25	SELL	257	205.6	232.49	106.14	52,500.57	10,572.63
2011-10-30	BUY	655	155.2	447.29	208.1	-102,311.39	0
2012-01-04	SELL	327	178.48	256.8	118.56	57,987.6	6,910.01
2012-01-24	SELL	328	156.75	226.22	103.64	51,084.79	-149
2012-04-01	BUY	553	196	476.91	220.11	-109,085.01	0
2012-04-24	SELL	276	225.4	273.73	124.94	61,811.73	7,367.86
2012-05-29	SELL	277	197.96	241.27	110.67	54,482.97	-158.16
2012-11-01	BUY	663	174.2	508.18	242.18	-116,244.96	0
2013-01-30	SELL	663	168.4	491.26	247.58	110,910.36	-5,334.6
2013-02-07	BUY	648	170.1	484.99	234.69	-110,944.48	0
2013-03-03	SELL	648	141	402.02	189.56	90,776.42	-20,168.06
2013-05-15	BUY	583	154.7	396.84	200.61	-90,787.55	0
2013-06-03	SELL	291	178.7	228.81	107.04	51,665.86	6,349.95
2013-06-09	SELL	292	176.5	226.77	104.98	51,206.25	5,734.62
2013-06-30	BUY	571	178.9	449.47	208.94	-102,810.31	0
2013-07-10	SELL	285	220.7	276.76	127.22	62,495.53	11,180.4
2013-07-14	SELL	286	211.5	266.15	121.92	60,100.93	8,605.75
2013-07-18	BUY	631	193.1	536.12	246.1	-122,628.32	0
2013-09-01	SELL	315	222.06	307.78	141.11	69,501.58	8,284.59
2013-09-15	SELL	316	195.03	271.17	123.91	61,234.71	-176.62
2013-10-31	BUY	676	192	571.08	278.47	-130,641.55	0
2014-01-30	SELL	676	212.3	631.47	297.63	142,585.7	11,944.15
2014-02-04	BUY	675	210.1	624	293.6	-142,735.09	0
2014-04-07	SELL	337	241.61	358.27	165.55	80,900.44	9,638.62
2014-04-16	SELL	338	255.68	380.25	174.44	85,865.15	14,391.88
2014-06-05	BUY	579	285.9	728.36	338.17	-166,602.62	0
2014-08-07	SELL	289	328.78	418.08	192.16	94,408.62	11,251.18
2014-08-21	SELL	290	329.38	420.28	192.47	94,906.29	11,461.11
2014-09-16	BUY	544	345.7	827.47	384.13	-189,272.4	0
2014-09-25	SELL	272	398.6	477.04	219.25	107,722.9	13,086.7
2014-09-30	SELL	272	381.9	457.06	209.84	103,209.9	8,573.71
2015-02-12	BUY	595	352.5	922.85	447.76	-211,108.11	0
2015-05-14	SELL	595	326.9	855.82	409.64	193,240.04	-17,868.07
2015-12-02	BUY	708	271.1	844.53	430.08	-193,213.41	0
2016-02-28	SELL	708	256.2	798.11	404.89	180,186.6	-13,026.81
2016-04-25	BUY	716	250	787.6	420.32	-180,207.92	0
2016-07-26	SELL	716	269.1	847.77	423.33	191,404.5	11,196.58
2016-11-21	BUY	662	287.1	836.26	408.86	-191,305.33	0
2017-02-15	SELL	662	320	932.1	446.58	210,461.32	19,155.99
2017-07-05	BUY	589	355	920.02	446.21	-210,461.23	0
2017-09-10	SELL	294	408.25	528.11	247.43	119,249.96	14,198
2017-09-18	SELL	295	408.9	530.75	247.3	119,847.45	14,438.18
2018-01-24	BUY	471	503.8	1,044.08	496.66	-238,830.54	0
2018-04-22	SELL	471	490	1,015.48	495.85	229,278.68	-9,551.86
2018-09-09	BUY	594	384	1,003.62	495.9	-229,595.52	0
2018-12-03	SELL	400	360.2	633.95	310.76	143,135.29	-11,474.49
2018-12-04	SELL	194	360.1	307.38	145.1	69,406.92	-5,578.82
2019-01-01	BUY	570	370	927.96	478.69	-212,306.65	0
2019-04-01	SELL	570	409.2	1,026.27	498.69	231,719.04	19,412.39
2019-09-24	BUY	633	363.9	1,013.53	496.22	-231,858.46	0
2019-11-14	SELL	633	309.32	861.5	433.28	194,501.61	-37,356.85
2020-07-22	BUY	784	246.5	850.33	421.63	-194,527.96	0
2020-08-12	SELL	392	283.47	488.94	227.08	110,406.19	13,142.21
2020-08-18	SELL	392	280.12	483.15	223.68	109,100.21	11,836.23
2020-08-25	BUY	723	301.7	959.77	450.85	-219,539.72	0
2020-09-10	SELL	361	346.96	551.1	255.03	124,444.62	14,826.59
2020-11-19	SELL	362	328.8	523.71	252.93	118,248.96	8,327.27
2020-12-09	BUY	722	334.1	1,061.37	537.93	-242,819.49	0
2021-01-05	SELL	361	384.22	610.29	287.44	137,803.89	16,394.15
2021-02-28	SELL	361	337.44	535.99	251.75	121,028.46	-381.29
2021-05-25	BUY	753	341.1	1,130.13	578.27	-258,556.7	0
2021-09-02	SELL	753	362.5	1,201.04	590.36	271,171.11	12,614.41
2022-01-13	BUY	755	357.1	1,186.29	640.61	-271,437.4	0
2022-04-11	SELL	614	324.9	877.75	486.06	198,124.79	-22,620.33
2022-04-12	SELL	141	321.6	199.52	95.28	45,050.8	-5,641.48
2022-04-27	BUY	740	326.4	1,062.76	586.5	-243,185.26	0
2022-07-05	SELL	740	277	901.91	470.81	203,607.27	-39,577.99
2024-06-27	BUY	856	236.2	889.62	488.58	-203,565.4	0
2024-08-11	SELL	428	345.6	650.83	320.56	146,945.41	45,162.71
2024-08-15	SELL	428	381	717.5	331.54	162,018.96	60,236.26
2025-12-02	BUY	221	279	271.3	138.58	-62,068.88	0
2026-03-05	SELL	221	245.3	238.53	111.05	53,861.72	-8,207.16
2026-06-11	BUY	730	251	806.21	423.81	-184,460.02	0
2026-09-08	SELL	730	244.4	785.01	408.34	177,218.65	-7,241.38