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: 5.5%. 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

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

Full-history NAV৳249,060

Net return 149.1% · drawdown 20.5% · 24 closed positions

2024 onward NAV৳158,139

Net return 58.1% · drawdown 3.8% · 2 closed positions

2024 stress NAV৳154,098

Net return 54.1% · drawdown 3.8% · 2 closed positions

Variant 2; fixed stop 18.0%; maximum 30 sessions; gate EMA 50; continuous signal; exit any bearish; trailing arms at 12.0%, distance 4.5%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳249,060

Unsettled৳0

Holdings৳0

NAV৳249,060

Realized P&L৳149,060

Unrealized P&L৳0

Fees৳29,853

Friction৳14,292

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳2.91e-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 #59

48 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
2011-07-25	SELL	538	205.6	486.7	223.24	109,902.86	15,688.77
2011-10-30	BUY	704	155.2	480.75	224.05	-109,965.6	0
2011-11-23	SELL	704	163.7	507.08	234.79	114,502.93	4,537.33
2012-03-20	BUY	658	172.8	500.29	232.67	-114,435.36	0
2012-04-03	SELL	658	189	547.19	252.75	123,562.05	9,126.69
2012-04-16	BUY	579	212.1	540.35	248.02	-123,594.26	0
2012-05-13	SELL	579	205.2	522.77	239.61	118,048.43	-5,545.84
2013-05-15	BUY	758	154.7	515.96	268.72	-118,047.28	0
2013-06-09	SELL	758	176.5	588.66	280.42	132,917.92	14,870.64
2013-07-14	BUY	624	211.5	580.69	268.42	-132,825.11	0
2013-07-17	SELL	624	232.5	638.35	293.91	144,147.74	11,322.62
2013-08-27	BUY	683	209.8	630.49	292.28	-144,216.17	0
2013-09-11	SELL	683	200.3	601.94	276.97	135,925.99	-8,290.18
2013-11-05	BUY	694	194.6	594.23	287.93	-135,934.56	0
2013-11-24	SELL	694	206.6	630.87	295.25	142,454.27	6,519.72
2014-02-02	BUY	669	211.4	622.28	292.66	-142,341.53	0
2014-02-09	SELL	669	207.9	611.97	286.91	138,186.21	-4,155.32
2014-03-04	BUY	641	214.2	604.13	281.19	-138,187.52	0
2014-03-25	SELL	641	212	597.92	278.99	135,015.08	-3,172.43
2014-04-09	BUY	541	247.9	590.1	273.47	-134,977.48	0
2014-05-15	SELL	541	264.5	629.62	289.65	142,175.23	7,197.76
2014-08-12	BUY	427	330.9	621.69	286.49	-142,202.48	0
2014-08-28	SELL	427	321.1	603.28	276.93	136,229.49	-5,972.99
2014-09-23	BUY	356	380.7	596.33	274.87	-136,400.4	0
2014-10-14	SELL	356	372.6	583.64	268.05	131,793.9	-4,606.49
2015-12-02	BUY	483	271.1	576.14	283.38	-131,800.83	0
2015-12-13	SELL	483	256.3	544.69	262.65	122,985.56	-8,815.27
2016-01-19	BUY	464	263.3	537.55	268.57	-122,977.33	0
2016-01-24	SELL	464	266	543.07	264.59	122,616.34	-360.98
2017-07-27	BUY	324	375.5	535.31	247.53	-122,444.85	0
2017-09-12	SELL	324	420	598.75	280.26	135,200.99	12,756.14
2019-01-01	BUY	363	370	590.96	291.69	-135,192.65	0
2019-01-31	SELL	363	401	640.48	299.17	144,624.98	9,432.32
2020-07-26	BUY	573	251	632.82	303.15	-144,758.97	0
2020-08-18	SELL	573	284.59	717.51	335.11	162,017.46	17,258.49
2020-12-14	BUY	465	346	707.92	343.75	-161,941.66	0
2020-12-30	SELL	465	349.9	715.9	341.43	161,646.17	-295.49
2021-05-25	BUY	471	341.1	706.9	346.58	-161,711.57	0
2021-06-22	SELL	471	344.9	714.77	350.42	161,382.7	-328.87
2022-01-16	BUY	445	359.9	704.68	354.98	-161,215.16	0
2022-02-22	SELL	445	355.8	696.66	359.83	157,274.52	-3,940.64
2024-06-27	BUY	662	236.2	688	363.09	-157,415.5	0
2024-08-15	SELL	662	381	1,109.78	517.38	250,594.85	93,179.35
2026-06-22	BUY	967	257.5	1,095.61	585.1	-250,683.21	0
2026-08-04	SELL	967	259.3	1,103.27	583.88	249,055.95	-1,627.25