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: 5.8%. 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

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

Full-history NAV৳260,889

Net return 160.9% · drawdown 38.5% · 37 closed positions

2024 onward NAV৳141,518

Net return 41.5% · drawdown 12.8% · 4 closed positions

2024 stress NAV৳137,509

Net return 37.5% · drawdown 14.0% · 3 closed positions

Variant 1; fixed stop 6.0%; maximum 45 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৳260,889

Unsettled৳0

Holdings৳0

NAV৳260,889

Realized P&L৳160,889

Unrealized P&L৳0

Fees৳55,777

Friction৳26,933

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳8.73e-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 #56

74 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
2012-01-10	SELL	755	172.5	573.05	266.96	129,397.5	11,465.21
2012-03-20	BUY	744	172.8	565.68	263.86	-129,392.74	0
2012-04-29	SELL	744	213.2	697.93	320.54	157,602.33	28,209.59
2012-11-01	BUY	899	174.2	689.07	333.8	-157,628.66	0
2013-01-09	SELL	899	170.9	676.01	337.56	152,625.53	-5,003.13
2013-02-07	BUY	891	170.1	666.86	330.04	-152,556	0
2013-02-25	SELL	891	150.6	590.41	282.57	133,311.61	-19,244.39
2013-05-15	BUY	856	154.7	582.66	308.46	-133,314.32	0
2013-06-09	SELL	856	176.5	664.77	318.55	150,100.68	16,786.36
2013-06-12	BUY	838	178.1	656.69	312.23	-150,216.72	0
2013-07-14	SELL	838	211.5	779.84	362.53	176,094.63	25,877.9
2013-07-18	BUY	906	193.1	769.77	354.86	-176,073.24	0
2013-07-23	SELL	906	175	697.62	320.63	157,531.75	-18,541.49
2013-08-22	BUY	769	203.4	688.22	318.92	-157,421.74	0
2013-09-15	SELL	769	191.2	646.93	297.77	146,085.02	-11,336.72
2013-11-05	BUY	746	194.6	638.76	310.94	-146,121.29	0
2014-01-13	SELL	746	205.9	675.85	324.19	152,601.36	6,480.07
2014-01-27	BUY	710	213.4	666.66	315.71	-152,496.37	0
2014-02-11	SELL	710	200.6	626.66	293.53	141,502.97	-10,993.4
2014-03-03	BUY	639	220.3	619.4	288.92	-141,680.02	0
2014-04-16	SELL	639	255.68	718.87	332.47	162,328.18	20,648.16
2014-04-27	BUY	606	265.8	708.73	326.13	-162,109.66	0
2014-07-02	SELL	606	296.1	789.52	365.82	178,281.25	16,171.6
2014-08-04	BUY	570	310.8	779.49	363.22	-178,298.7	0
2014-09-30	SELL	570	381.9	957.81	444.52	216,280.68	37,981.97
2015-02-12	BUY	610	352.5	946.11	459.78	-216,430.89	0
2015-03-02	SELL	610	331.35	889.34	430.1	200,804.05	-15,626.84
2015-03-29	BUY	573	348	877.38	418.57	-200,699.95	0
2015-04-23	SELL	573	327.12	824.73	386.83	186,228.19	-14,471.76
2015-12-02	BUY	683	271.1	814.71	413.32	-186,389.33	0
2015-12-07	SELL	683	254.83	765.83	383.22	172,902.58	-13,486.75
2016-01-19	BUY	652	263.3	755.36	391.18	-172,818.14	0
2016-03-02	SELL	652	244.1	700.27	345.88	158,107.04	-14,711.1
2016-04-25	BUY	628	250	690.8	361.94	-158,052.74	0
2016-06-29	SELL	628	253.9	701.58	364.87	158,382.76	330.01
2016-11-21	BUY	548	287.1	692.26	334.36	-158,357.41	0
2017-01-25	SELL	548	306.3	738.55	350.19	166,763.66	8,406.25
2017-07-05	BUY	467	355	729.45	349.18	-166,863.64	0
2017-09-11	SELL	467	430	883.56	419.81	199,506.63	32,642.99
2018-01-24	BUY	393	503.8	871.17	411.36	-199,275.93	0
2018-02-25	SELL	393	473.57	818.9	383.25	184,911.65	-14,364.29
2018-04-22	BUY	375	490	808.5	389.22	-184,947.72	0
2018-05-08	SELL	375	460.6	759.99	358.71	171,606.3	-13,341.42
2018-10-28	BUY	445	383	749.91	363.27	-171,548.18	0
2018-11-19	SELL	445	360.02	704.92	345.11	159,158.88	-12,389.31
2019-01-01	BUY	428	370	696.78	348.79	-159,405.58	0
2019-03-07	SELL	428	390	734.45	345.3	165,840.25	6,434.67
2019-03-25	BUY	410	401.4	724.13	344.58	-165,642.71	0
2019-04-07	SELL	410	377.32	680.68	320.44	153,698.44	-11,944.26
2019-09-24	BUY	420	363.9	672.49	321.32	-153,831.8	0
2019-10-07	SELL	420	342.07	632.14	299.98	142,735.61	-11,096.2
2020-07-22	BUY	575	246.5	623.65	302.37	-142,663.51	0
2020-08-18	SELL	575	280.12	708.7	330.88	160,029.41	17,365.9
2020-08-25	BUY	527	301.7	699.58	325.75	-160,021.23	0
2020-10-29	SELL	527	329.5	764.04	372.57	172,509.88	12,488.65
2020-12-09	BUY	513	334.1	754.13	370.8	-172,518.23	0
2021-02-14	SELL	513	373	841.94	401.5	190,105.57	17,587.34
2021-05-25	BUY	554	341.1	831.47	412.89	-190,213.76	0
2021-08-11	SELL	554	360	877.54	421.71	198,140.75	7,927
2022-01-13	BUY	551	357.1	865.75	447.52	-198,075.38	0
2022-03-02	SELL	551	335.67	813.81	424.07	183,718.5	-14,356.88
2024-06-27	BUY	773	236.2	803.36	433.83	-183,819.8	0
2024-08-15	SELL	773	381	1,295.86	606.66	292,610.48	108,790.68
2024-08-20	BUY	823	353	1,278.28	593.13	-292,390.42	0
2024-08-25	SELL	823	354	1,281.9	592.84	289,467.25	-2,923.16
2026-02-01	BUY	1,077	267.1	1,265.73	676.5	-289,608.93	0
2026-03-05	SELL	1,077	245.3	1,162.43	590.77	262,434.9	-27,174.03
2026-06-11	BUY	730	251	806.21	423.81	-184,460.02	0
2026-08-17	SELL	730	252	809.42	407.66	182,742.92	-1,717.11