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: 6.0%. 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

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

Full-history NAV৳269,024

Net return 169.0% · drawdown 33.5% · 35 closed positions

2024 onward NAV৳137,244

Net return 37.2% · drawdown 14.9% · 4 closed positions

2024 stress NAV৳133,361

Net return 33.4% · drawdown 16.2% · 3 closed positions

Variant 1; fixed stop 6.0%; maximum 60 sessions; gate EMA 50; continuous signal; exit stop/time only; trailing arms at 18.0%, distance 6.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳269,024

Unsettled৳0

Holdings৳0

NAV৳269,024

Realized P&L৳169,024

Unrealized P&L৳0

Fees৳52,422

Friction৳25,377

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 #53

70 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
2011-07-04	BUY	577	162.1	411.54	191.14	-94,134.38	0
2011-07-25	SELL	577	205.6	521.98	239.58	117,869.64	23,735.26
2011-10-30	BUY	755	155.2	515.57	240.71	-117,932.29	0
2012-02-01	SELL	755	151.1	501.95	232.4	113,346.15	-4,586.14
2012-03-20	BUY	652	172.8	495.73	230.5	-113,391.83	0
2012-04-29	SELL	652	213.2	611.63	280.55	138,114.22	24,722.39
2012-11-01	BUY	787	174.2	603.22	289.97	-137,988.59	0
2013-01-30	SELL	787	168.4	583.14	299.28	131,648.38	-6,340.2
2013-02-07	BUY	769	170.1	575.55	281.67	-131,664.12	0
2013-02-25	SELL	769	150.6	509.57	242.2	115,059.63	-16,604.5
2013-05-15	BUY	739	154.7	503.02	261.15	-115,087.47	0
2013-06-09	SELL	739	176.5	573.91	273.08	129,586.52	14,499.04
2013-06-12	BUY	723	178.1	566.57	267.76	-129,600.63	0
2013-07-14	SELL	723	211.5	672.82	311.83	151,929.85	22,329.22
2013-07-18	BUY	782	193.1	664.42	305.71	-151,974.33	0
2013-07-23	SELL	782	175	602.14	276.33	135,971.53	-16,002.8
2013-08-22	BUY	664	203.4	594.25	274.66	-135,926.51	0
2013-09-15	SELL	664	191.2	558.6	256.67	126,138.87	-9,787.64
2013-11-05	BUY	644	194.6	551.42	265.99	-126,139.81	0
2014-02-04	SELL	644	210.1	595.34	279.68	134,429.38	8,289.57
2014-03-03	BUY	606	220.3	587.41	273.64	-134,362.85	0
2014-04-16	SELL	606	255.68	681.75	315.02	153,945.31	19,582.46
2014-04-27	BUY	576	265.8	673.64	309.79	-154,084.24	0
2014-07-23	SELL	576	297.7	754.49	352.77	170,367.94	16,283.7
2014-08-04	BUY	544	310.8	743.93	346.26	-170,165.39	0
2014-09-30	SELL	544	381.9	914.12	423.84	206,415.64	36,250.25
2015-02-12	BUY	582	352.5	902.68	437.37	-206,495.05	0
2015-03-02	SELL	582	331.35	848.52	409.23	191,587.95	-14,907.11
2015-03-29	BUY	547	348	837.57	398.72	-191,592.29	0
2015-04-23	SELL	547	327.12	787.31	368.76	177,778.56	-13,813.73
2015-12-02	BUY	652	271.1	777.73	392.7	-177,927.63	0
2015-12-07	SELL	652	254.83	731.07	364.3	165,056.4	-12,871.23
2016-01-19	BUY	622	263.3	720.6	371.09	-164,864.28	0
2016-03-02	SELL	622	244.1	668.05	328.76	150,833.39	-14,030.9
2016-04-25	BUY	600	250	660	343.76	-151,003.76	0
2016-07-26	SELL	600	269.1	710.42	349.59	160,399.99	9,396.22
2016-11-21	BUY	555	287.1	701.1	338.88	-160,380.48	0
2017-02-15	SELL	555	320	781.44	371.3	176,447.26	16,066.78
2017-07-05	BUY	493	355	770.07	369.66	-176,154.73	0
2017-09-18	SELL	493	408.9	886.99	420.06	200,280.65	24,125.93
2018-01-24	BUY	395	503.8	875.6	413.54	-200,290.14	0
2018-02-25	SELL	395	473.57	823.07	385.25	185,852.62	-14,437.52
2018-04-22	BUY	377	490	812.81	391.41	-185,934.23	0
2018-05-08	SELL	377	460.6	764.04	360.69	172,521.46	-13,412.76
2018-10-28	BUY	448	383	754.97	365.87	-172,704.84	0
2018-11-19	SELL	448	360.02	709.67	347.6	160,231.69	-12,473.15
2019-01-01	BUY	430	370	700.04	350.57	-160,150.61	0
2019-04-01	SELL	430	409.2	774.21	370.24	174,811.56	14,660.94
2019-09-24	BUY	477	363.9	763.75	367.33	-174,711.39	0
2019-10-07	SELL	477	342.07	717.93	342.64	162,104.92	-12,606.47
2020-07-22	BUY	654	246.5	709.33	346.86	-162,267.19	0
2020-08-18	SELL	654	280.12	806.07	377.71	182,014.7	19,747.51
2020-08-25	BUY	599	301.7	795.16	371.45	-181,884.91	0
2020-11-19	SELL	599	328.8	866.59	434.63	195,649.98	13,765.07
2020-12-09	BUY	582	334.1	855.56	424.95	-195,726.71	0
2021-03-08	SELL	582	343.8	880.4	424.14	198,787.05	3,060.34
2021-05-25	BUY	579	341.1	868.99	433.17	-198,799.06	0
2021-09-02	SELL	579	362.5	923.51	446.04	208,517.95	9,718.89
2022-01-13	BUY	580	357.1	911.32	474.07	-208,503.39	0
2022-03-02	SELL	580	335.67	856.64	449.39	193,384.89	-15,118.5
2024-06-27	BUY	813	236.2	844.93	460.02	-193,335.55	0
2024-08-15	SELL	813	381	1,362.91	639.01	307,751.07	114,415.52
2024-08-20	BUY	866	353	1,345.07	624.79	-307,667.86	0
2024-08-25	SELL	866	354	1,348.88	624.37	304,590.74	-3,077.12
2026-02-01	BUY	1,133	267.1	1,331.55	717.21	-304,673.06	0
2026-03-05	SELL	1,133	245.3	1,222.87	624.9	276,077.13	-28,595.93
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