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: 5.4%. 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

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

Full-history NAV৳243,958

Net return 144.0% · drawdown 33.8% · 38 closed positions

2024 onward NAV৳133,317

Net return 33.3% · drawdown 16.6% · 5 closed positions

2024 stress NAV৳128,884

Net return 28.9% · drawdown 18.6% · 4 closed positions

Variant 1; fixed stop 6.0%; maximum 60 sessions; gate None; continuous signal; exit stop/time only; trailing arms at 18.0%, distance 6.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳243,958

Unsettled৳0

Holdings৳0

NAV৳243,958

Realized P&L৳143,958

Unrealized P&L৳0

Fees৳56,836

Friction৳27,587

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 #61

76 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
2013-10-31	BUY	653	192	551.65	268.37	-126,196.03	0
2014-01-30	SELL	653	212.3	609.98	287.16	137,734.76	11,538.73
2014-02-04	BUY	651	210.1	601.81	282.82	-137,659.73	0
2014-04-16	SELL	651	255.68	732.37	338.83	165,376.48	27,716.76
2014-04-27	BUY	618	265.8	722.76	332.66	-165,319.83	0
2014-07-23	SELL	618	297.7	809.51	379.26	182,789.83	17,470
2014-08-04	BUY	584	310.8	798.63	372.36	-182,678.19	0
2014-09-30	SELL	584	381.9	981.33	455.67	221,592.6	38,914.41
2015-02-12	BUY	625	352.5	969.38	471.83	-221,753.71	0
2015-03-02	SELL	625	331.35	911.21	441.33	205,741.21	-16,012.5
2015-03-29	BUY	587	348	898.81	429.29	-205,604.11	0
2015-04-23	SELL	587	327.12	844.89	396.58	190,777.97	-14,826.14
2015-12-02	BUY	700	271.1	834.99	424.7	-191,029.69	0
2015-12-07	SELL	700	254.83	784.89	393.65	177,205.26	-13,824.43
2016-01-19	BUY	668	263.3	773.89	401.99	-177,060.28	0
2016-03-02	SELL	668	244.1	717.46	355.07	161,986.27	-15,074
2016-04-25	BUY	644	250	708.4	372.42	-162,080.82	0
2016-07-26	SELL	644	269.1	762.52	377.32	172,160.55	10,079.74
2016-11-21	BUY	595	287.1	751.63	364.87	-171,941	0
2017-02-15	SELL	595	320	837.76	399.3	189,162.94	17,221.94
2017-07-05	BUY	530	355	827.86	398.99	-189,376.85	0
2017-09-18	SELL	530	408.9	953.55	452.95	215,310.49	25,933.65
2018-01-24	BUY	424	503.8	939.89	445.12	-214,996.21	0
2018-02-25	SELL	424	473.57	883.5	414.42	199,496.62	-15,499.59
2018-04-22	BUY	405	490	873.18	422.24	-199,745.42	0
2018-05-08	SELL	405	460.6	820.79	388.55	185,333.66	-14,411.76
2018-09-09	BUY	479	384	809.32	393.69	-185,139.01	0
2018-09-19	SELL	479	360.96	760.76	375.05	171,764.03	-13,374.99
2018-10-28	BUY	446	383	751.6	364.13	-171,933.73	0
2018-11-19	SELL	446	360.02	706.5	345.94	159,516.48	-12,417.25
2019-01-01	BUY	428	370	696.78	348.79	-159,405.58	0
2019-04-01	SELL	428	409.2	770.61	368.43	173,998.56	14,592.99
2019-09-24	BUY	475	363.9	760.55	365.71	-173,978.76	0
2019-10-07	SELL	475	342.07	714.92	341.13	161,425.3	-12,553.46
2020-07-22	BUY	651	246.5	706.07	345.16	-161,522.73	0
2020-08-18	SELL	651	280.12	802.38	375.93	181,179.82	19,657.09
2020-08-25	BUY	597	301.7	792.51	370.18	-181,277.59	0
2020-11-19	SELL	597	328.8	863.69	433.05	194,996.86	13,719.27
2020-12-09	BUY	580	334.1	852.62	423.36	-195,053.99	0
2021-03-08	SELL	580	343.8	877.38	422.6	198,104.02	3,050.03
2021-05-25	BUY	577	341.1	865.98	431.54	-198,112.23	0
2021-09-02	SELL	577	362.5	920.32	444.41	207,797.77	9,685.54
2022-01-13	BUY	578	357.1	908.18	472.23	-207,784.21	0
2022-03-02	SELL	578	335.67	853.69	447.63	192,718.25	-15,065.96
2022-04-27	BUY	586	326.4	841.59	447.4	-192,559.39	0
2022-05-17	SELL	586	306.82	791.09	394.85	178,608.23	-13,951.16
2024-06-27	BUY	751	236.2	780.5	419.59	-178,586.29	0
2024-08-15	SELL	751	381	1,258.98	588.91	284,283.12	105,696.83
2024-08-20	BUY	800	353	1,242.56	576.23	-284,218.79	0
2024-08-25	SELL	800	354	1,246.08	576	281,377.92	-2,840.87
2025-12-02	BUY	221	279	271.3	138.58	-62,068.88	0
2025-12-11	SELL	221	262.26	255.02	126.06	57,578.38	-4,490.5
2026-02-01	BUY	1,030	267.1	1,210.5	642.76	-276,966.25	0
2026-03-05	SELL	1,030	245.3	1,111.7	562.39	250,984.91	-25,981.34
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