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

#63 · Kalman milestone + Flow: NVI

Full-history NAV৳242,605

Net return 142.6% · drawdown 19.1% · 39 closed positions

2024 onward NAV৳138,050

Net return 38.0% · drawdown 10.3% · 5 closed positions

2024 stress NAV৳130,354

Net return 30.4% · drawdown 14.0% · 5 closed positions

Variant 2; fixed stop 8.0%; maximum 30 sessions; gate None; fresh signal only; exit any bearish; trailing arms at 12.0%, distance 4.5%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳242,605

Unsettled৳0

Holdings৳0

NAV৳242,605

Realized P&L৳142,605

Unrealized P&L৳0

Fees৳54,969

Friction৳26,752

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 #63

85 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
2011-07-21	SELL	269	215.8	255.42	116.82	57,677.96	10,570.91
2011-07-25	SELL	269	205.6	243.35	111.12	54,951.94	7,844.89
2011-10-30	BUY	721	155.2	492.36	229.6	-112,621.16	0
2011-11-23	SELL	721	163.7	519.32	240.57	117,267.81	4,646.66
2012-04-09	BUY	595	195.9	512.87	236.21	-117,309.57	0
2012-04-16	SELL	595	211.53	553.79	254.25	125,053.8	7,744.22
2013-02-10	BUY	738	168.3	546.5	265.25	-125,017.15	0
2013-02-13	SELL	738	166.6	540.98	259.81	122,150.01	-2,867.14
2013-05-15	BUY	784	154.7	533.65	279.15	-122,097.61	0
2013-06-05	SELL	392	185.64	320.19	150.73	72,299.96	11,251.16
2013-06-09	SELL	392	176.5	304.43	141.81	68,741.76	7,692.96
2013-06-26	BUY	732	191.6	617.11	290.18	-141,158.48	0
2013-07-02	SELL	732	183.9	592.31	277.13	133,745.37	-7,413.12
2013-07-14	BUY	628	211.5	584.42	270.17	-133,676.59	0
2013-07-17	SELL	628	232.5	642.44	295.82	145,071.74	11,395.15
2013-08-27	BUY	687	209.8	634.18	294.02	-145,060.81	0
2013-09-15	SELL	687	193.02	583.45	268.22	131,750.32	-13,310.49
2013-10-31	BUY	682	192	576.15	281.11	-131,801.26	0
2013-11-24	SELL	682	206.6	619.97	290	139,991.23	8,189.97
2014-01-21	BUY	670	207.5	611.71	290.88	-139,927.59	0
2014-02-12	SELL	670	207.4	611.42	285.86	138,060.72	-1,866.87
2014-03-10	BUY	640	214.4	603.75	281.01	-138,100.76	0
2014-03-25	SELL	640	212	596.99	278.55	134,804.46	-3,296.3
2014-04-02	BUY	609	220	589.51	276.69	-134,846.2	0
2014-04-09	SELL	609	242.76	650.5	302.06	146,888.89	12,042.69
2014-04-16	BUY	570	255.8	641.55	296.16	-146,743.71	0
2014-05-18	SELL	570	262.2	657.6	302.97	148,493.43	1,749.72
2014-06-08	BUY	520	284	649.79	301.32	-148,631.11	0
2014-07-21	SELL	520	289.4	662.15	308.86	149,517	885.88
2014-08-18	BUY	442	335.8	653.06	300.63	-149,377.29	0
2014-09-28	SELL	221	402.96	391.84	179.67	88,482.65	13,794.01
2014-09-29	SELL	221	392.2	381.38	174.77	86,120.05	11,431.41
2014-10-01	BUY	229	384.2	387.12	177.32	-88,546.24	0
2014-11-06	SELL	229	353.3	355.99	163.12	80,386.6	-8,159.64
2015-12-02	BUY	610	271.1	727.63	365.04	-166,463.67	0
2015-12-13	SELL	610	256.3	687.91	336.72	155,318.37	-11,145.3
2016-01-19	BUY	586	263.3	678.89	347.23	-155,319.93	0
2016-01-24	SELL	586	266	685.85	340.05	154,850.09	-469.83
2016-11-21	BUY	536	287.1	677.1	326.61	-154,889.31	0
2016-12-19	SELL	536	285.2	672.62	322.65	151,871.93	-3,017.38
2017-07-11	BUY	433	348.3	663.58	312.26	-151,789.74	0
2017-08-24	SELL	433	388.4	739.98	347.61	167,089.61	15,299.87
2017-09-06	BUY	413	401.7	729.97	346.98	-166,979.05	0
2017-09-18	SELL	413	414.5	753.23	354.55	170,080.72	3,101.66
2018-08-29	BUY	432	391.5	744.16	360.94	-170,233.1	0
2018-09-13	SELL	432	378	718.5	347.95	162,229.55	-8,003.56
2019-01-01	BUY	435	370	708.18	355.03	-162,013.21	0
2019-01-31	SELL	435	401	767.52	360.42	173,309.01	11,295.8
2019-02-13	BUY	444	388	758	354.05	-173,384.05	0
2019-02-19	SELL	444	376	734.55	342.22	165,867.22	-7,516.83
2020-07-26	BUY	657	251	725.59	350.19	-165,982.78	0
2020-08-18	SELL	657	284.59	822.69	385.74	185,767.2	19,784.42
2020-08-25	BUY	612	301.7	812.42	379.74	-185,832.56	0
2020-09-20	SELL	612	338.74	912.16	428.45	205,967.36	20,134.8
2020-12-14	BUY	591	346	899.74	444.45	-205,830.19	0
2020-12-30	SELL	591	349.9	909.88	439.47	205,441.55	-388.64
2021-01-18	BUY	542	377	899.07	427.98	-205,661.05	0
2021-02-14	SELL	542	373	889.53	425.32	200,851.15	-4,809.9
2021-05-12	BUY	576	346.2	877.41	448.38	-200,736.99	0
2021-06-22	SELL	576	344.9	874.11	435.5	197,352.78	-3,384.21
2021-11-28	BUY	495	360	784.08	418	-179,402.08	0
2021-12-01	SELL	495	359	781.9	419.05	176,504.05	-2,898.04
2021-12-13	BUY	539	358	849.03	460.09	-194,271.12	0
2021-12-19	SELL	539	352.8	836.7	448.62	188,873.88	-5,397.24
2022-01-13	BUY	526	357.1	826.47	424.88	-189,085.95	0
2022-02-27	SELL	526	345	798.47	413.39	180,258.15	-8,827.81
2022-04-27	BUY	548	326.4	787.02	414.46	-180,068.67	0
2022-05-08	SELL	327	320.1	460.56	225.06	103,987.08	-3,462.65
2022-05-09	SELL	221	321.1	312.24	149.16	70,501.71	-2,117.23
2024-06-27	BUY	735	236.2	763.87	409.3	-174,780.17	0
2024-08-11	SELL	367	345.6	558.07	271.85	126,005.28	38,734.09
2024-08-15	SELL	368	381	616.92	284.41	139,306.67	51,797.69
2025-09-03	BUY	846	311.5	1,159.53	603.73	-265,292.26	0
2025-09-10	SELL	378	301	500.62	243.89	113,033.49	-5,501.35
2025-09-11	SELL	271	303	361.3	173.15	81,578.55	-3,402.78
2025-09-14	SELL	197	301	260.91	123.64	58,912.45	-2,863.64
2025-12-02	BUY	221	279	271.3	138.58	-62,068.88	0
2025-12-10	SELL	221	274.9	267.31	135.1	60,350.49	-1,718.39
2026-02-03	BUY	944	264.8	1,099.87	571.9	-251,642.98	0
2026-03-02	SELL	944	260.2	1,080.77	552.6	243,995.44	-7,647.54
2026-06-22	BUY	941	257.5	1,066.15	567.09	-243,940.74	0
2026-08-04	SELL	941	259.3	1,073.61	566.02	242,361.67	-1,579.07