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: 6.3%. 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.

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

#42 · Kalman milestone + Flow: NVI

Full-history NAV৳278,807

Net return 178.8% · drawdown 18.9% · 37 closed positions

2024 onward NAV৳133,908

Net return 33.9% · drawdown 11.8% · 5 closed positions

2024 stress NAV৳126,439

Net return 26.4% · drawdown 16.0% · 5 closed positions

Variant 2; fixed stop 10.0%; maximum 45 sessions; gate None; fresh signal only; exit any bearish; trailing arms at 12.0%, distance 4.5%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳278,807

Unsettled৳0

Holdings৳0

NAV৳278,807

Realized P&L৳178,807

Unrealized P&L৳0

Fees৳58,653

Friction৳28,850

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.75e-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 #42

83 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
2011-07-21	SELL	269	215.8	255.42	116.82	57,677.96	10,570.91
2011-07-25	SELL	269	205.6	243.35	111.12	54,951.94	7,844.89
2011-10-30	BUY	721	155.2	492.36	229.6	-112,621.16	0
2011-11-23	SELL	721	163.7	519.32	240.57	117,267.81	4,646.66
2012-04-09	BUY	595	195.9	512.87	236.21	-117,309.57	0
2012-04-16	SELL	595	211.53	553.79	254.25	125,053.8	7,744.22
2013-02-10	BUY	738	168.3	546.5	265.25	-125,017.15	0
2013-02-13	SELL	738	166.6	540.98	259.81	122,150.01	-2,867.14
2013-05-15	BUY	784	154.7	533.65	279.15	-122,097.61	0
2013-06-05	SELL	392	185.64	320.19	150.73	72,299.96	11,251.16
2013-06-09	SELL	392	176.5	304.43	141.81	68,741.76	7,692.96
2013-06-26	BUY	732	191.6	617.11	290.18	-141,158.48	0
2013-07-11	SELL	366	229.92	370.26	170.3	83,610.15	13,030.91
2013-07-14	SELL	366	211.5	340.6	156.35	76,912.05	6,332.8
2013-08-27	BUY	760	209.8	701.57	325.94	-160,475.51	0
2013-09-19	SELL	760	195.1	652.41	300.41	147,323.18	-13,152.34
2013-10-31	BUY	762	192	643.74	316.6	-147,264.34	0
2013-11-24	SELL	762	206.6	692.69	325.09	156,411.42	9,147.07
2014-01-21	BUY	749	207.5	683.84	326.87	-156,428.21	0
2014-02-12	SELL	749	207.4	683.51	320.61	154,338.48	-2,089.73
2014-03-10	BUY	715	214.4	674.5	314.8	-154,285.3	0
2014-03-25	SELL	715	212	666.95	312.13	150,600.92	-3,684.38
2014-04-02	BUY	680	220	658.24	310.08	-150,568.32	0
2014-04-09	SELL	680	242.76	726.34	338.1	164,013.04	13,444.71
2014-04-16	BUY	637	255.8	716.96	331.57	-163,993.13	0
2014-05-18	SELL	637	262.2	734.89	339.12	165,947.39	1,954.26
2014-06-08	BUY	581	284	726.02	337.45	-166,067.47	0
2014-07-21	SELL	581	289.4	739.82	346.12	167,055.46	987.99
2014-08-18	BUY	494	335.8	729.89	336.49	-166,951.59	0
2014-09-28	SELL	247	402.96	437.94	201.01	98,892.17	15,416.38
2014-09-29	SELL	247	390.59	424.5	194.72	95,857.75	12,381.96
2014-10-01	BUY	256	384.2	432.76	198.4	-98,986.36	0
2014-11-06	SELL	256	353.3	397.96	182.52	89,864.32	-9,122.04
2015-12-02	BUY	680	271.1	811.13	411.31	-185,570.45	0
2015-12-13	SELL	680	256.3	766.85	378.43	173,138.72	-12,431.73
2016-01-19	BUY	654	263.3	757.67	392.53	-173,348.4	0
2016-01-24	SELL	654	266	765.44	383.18	172,815.38	-533.02
2016-11-21	BUY	598	287.1	755.42	366.83	-172,808.04	0
2016-12-19	SELL	598	285.2	750.42	362.16	169,437.02	-3,371.02
2017-07-11	BUY	483	348.3	740.21	349.69	-169,318.8	0
2017-09-10	SELL	241	417.96	443.2	206.65	100,078.5	15,594.38
2017-09-12	SELL	242	415.42	442.34	205.49	99,885.02	15,050.34
2018-08-29	BUY	507	391.5	873.36	428.23	-199,792.09	0
2018-09-13	SELL	507	378	843.24	412.71	190,390.05	-9,402.04
2019-01-01	BUY	512	370	833.54	424.78	-190,698.31	0
2019-01-31	SELL	512	401	903.38	426.63	203,984.3	13,285.98
2019-02-13	BUY	522	388	891.16	418.22	-203,845.37	0
2019-02-19	SELL	522	376	863.6	404.07	195,004.34	-8,841.04
2020-07-26	BUY	772	251	852.6	415.68	-195,040.28	0
2020-08-18	SELL	772	284.59	966.7	455.68	218,281.1	23,240.83
2020-08-25	BUY	719	301.7	954.46	448.28	-218,325.04	0
2020-09-20	SELL	719	338.74	1,071.63	506.2	241,975.15	23,650.11
2020-12-14	BUY	694	346	1,056.55	529.18	-241,709.72	0
2020-12-30	SELL	694	349.9	1,068.45	521.35	241,240.79	-468.93
2021-01-18	BUY	636	377	1,055	506.13	-241,333.13	0
2021-02-14	SELL	636	373	1,043.8	503.35	235,680.84	-5,652.28
2021-05-12	BUY	676	346.2	1,029.74	536.33	-235,597.26	0
2021-06-22	SELL	676	344.9	1,025.87	518.89	231,607.64	-3,989.63
2021-11-28	BUY	495	360	784.08	418	-179,402.08	0
2021-12-01	SELL	495	359	781.9	419.05	176,504.05	-2,898.04
2021-12-13	BUY	635	358	1,000.25	557.6	-228,887.85	0
2021-12-19	SELL	635	352.8	985.72	542.85	222,499.43	-6,388.42
2022-01-13	BUY	619	357.1	972.6	510.24	-222,527.74	0
2022-02-27	SELL	619	345	939.64	496.97	212,118.39	-10,409.35
2022-04-27	BUY	645	326.4	926.32	499.64	-211,953.96	0
2022-05-08	SELL	327	320.1	460.56	225.06	103,987.08	-3,468.65
2022-05-09	SELL	318	321.1	449.28	219.19	101,441.33	-3,056.9
2024-06-27	BUY	865	236.2	898.98	494.61	-205,706.59	0
2024-08-11	SELL	432	345.6	656.92	323.79	148,318.5	45,584.11
2024-08-15	SELL	433	381	725.88	335.48	163,911.64	60,939.44
2025-09-03	BUY	868	311.5	1,189.68	621.47	-272,193.15	0
2025-09-10	SELL	378	301	500.62	243.89	113,033.49	-5,502.24
2025-09-11	SELL	271	303	361.3	173.15	81,578.55	-3,403.42
2025-09-14	SELL	219	301	290.04	138.08	65,490.88	-3,184.58
2025-12-02	BUY	221	279	271.3	138.58	-62,068.88	0
2025-12-10	SELL	221	274.9	267.31	135.1	60,350.49	-1,718.39
2026-02-03	BUY	1,119	264.8	1,303.77	693.74	-298,308.71	0
2026-03-02	SELL	1,119	260.2	1,281.12	668.52	289,214.16	-9,094.55
2026-06-22	BUY	1,116	257.5	1,264.43	690.74	-289,325.17	0
2026-08-16	SELL	1,116	251.5	1,234.97	650.9	278,788.14	-10,537.03