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: 6.2%. 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

#43 · Kalman milestone + Flow: NVI

Full-history NAV৳274,878

Net return 174.9% · drawdown 15.9% · 20 closed positions

2024 onward NAV৳149,750

Net return 49.8% · drawdown 6.1% · 3 closed positions

2024 stress NAV৳144,066

Net return 44.1% · drawdown 9.0% · 3 closed positions

Variant 3; fixed stop 10.0%; maximum 30 sessions; gate EMA 50; fresh signal only; exit any bearish; trailing arms at 12.0%, distance 4.5%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳274,878

Unsettled৳0

Holdings৳0

NAV৳274,878

Realized P&L৳174,878

Unrealized P&L৳0

Fees৳28,351

Friction৳13,671

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳5.82e-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 #43

42 fills, including partial sales. Page 1.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2011-07-17	BUY	561	177.1	437.15	201.57	-99,991.83	0
2011-07-25	SELL	561	205.6	507.5	232.87	114,601.22	14,609.4
2011-10-31	BUY	714	159.3	500.46	233.3	-114,473.96	0
2011-12-08	SELL	714	155.4	488.2	226.69	110,240.71	-4,233.25
2012-03-21	BUY	636	172.4	482.44	224.27	-110,353.11	0
2012-04-03	SELL	636	189	528.9	244.17	119,430.93	9,077.82
2013-05-15	BUY	767	154.7	522.08	272.32	-119,449.3	0
2013-06-09	SELL	767	176.5	595.65	283.9	134,495.95	15,046.64
2013-07-14	BUY	631	211.5	587.21	271.48	-134,315.19	0
2013-07-17	SELL	631	232.5	645.51	297.25	145,764.74	11,449.55
2013-09-03	BUY	657	220.5	637.42	294.32	-145,800.24	0
2013-09-12	SELL	657	196.3	567.46	260.85	128,140.78	-17,659.46
2013-11-05	BUY	654	194.6	559.98	270.36	-128,098.74	0
2013-11-24	SELL	654	206.6	594.51	277.77	134,244.11	6,145.37
2014-03-04	BUY	623	214.2	587.17	273.11	-134,306.88	0
2014-03-25	SELL	623	212	581.13	270.96	131,223.9	-3,082.97
2014-04-16	BUY	510	255.8	574.02	264.56	-131,296.58	0
2014-05-26	SELL	510	264.1	592.64	273.46	133,824.9	2,528.32
2014-08-13	BUY	392	339.2	585.05	269.2	-133,820.65	0
2014-09-25	SELL	392	398.6	687.51	317.52	155,246.17	21,425.52
2014-10-01	BUY	401	384.2	677.88	312.27	-155,054.36	0
2014-11-06	SELL	401	353.3	623.36	287.35	140,762.59	-14,291.77
2017-07-11	BUY	402	348.3	616.07	289.2	-140,921.87	0
2017-08-24	SELL	402	388.4	687	321.97	155,127.82	14,205.95
2019-01-07	BUY	411	375	678.15	337.2	-155,140.35	0
2019-02-19	SELL	411	376	679.96	316.21	153,539.83	-1,600.52
2020-07-27	BUY	587	259.9	671.27	320.71	-153,553.28	0
2020-08-18	SELL	587	284.59	735.04	343.52	165,975.77	12,422.5
2020-08-25	BUY	546	301.7	724.8	337.78	-165,790.78	0
2020-09-20	SELL	546	338.74	813.79	380.91	183,756.52	17,965.74
2020-12-17	BUY	512	356.7	803.57	389.34	-183,823.31	0
2021-01-31	SELL	512	380	856.06	405.68	193,298.25	9,474.94
2022-01-16	BUY	534	359.9	845.62	434.29	-193,466.51	0
2022-02-27	SELL	534	345	810.61	420.45	182,998.94	-10,467.58
2024-06-27	BUY	769	236.2	799.21	431.24	-182,868.24	0
2024-08-15	SELL	769	381	1,289.15	603.43	291,096.42	108,228.18
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
2026-06-25	BUY	1,076	257.5	1,219.11	645.77	-278,934.88	0
2026-08-10	SELL	1,076	257	1,216.74	656.95	274,658.31	-4,276.57