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: 4.7%. 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

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

Full-history NAV৳216,295

Net return 116.3% · drawdown 30.2% · 39 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 4.0%; 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৳216,295

Unsettled৳0

Holdings৳0

NAV৳216,295

Realized P&L৳116,295

Unrealized P&L৳0

Fees৳47,536

Friction৳22,682

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 #76

78 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
2011-11-15	SELL	755	147.3	489.33	227.55	110,494.62	-7,437.67
2011-11-20	BUY	659	166.6	483.07	224.22	-110,496.7	0
2011-11-27	SELL	659	157.7	457.27	211.03	103,256	-7,240.69
2012-03-20	BUY	594	172.8	451.63	209.58	-103,304.41	0
2012-04-29	SELL	594	213.2	557.22	255.39	125,828.2	22,523.79
2012-11-01	BUY	717	174.2	549.57	262.9	-125,713.86	0
2012-11-06	SELL	717	168.4	531.27	254.7	119,956.83	-5,757.03
2013-02-07	BUY	701	170.1	524.66	255.15	-120,019.9	0
2013-02-25	SELL	701	150.6	464.51	219.93	104,886.16	-15,133.75
2013-05-15	BUY	674	154.7	458.78	235.57	-104,962.15	0
2013-06-09	SELL	674	176.5	523.43	248.08	118,189.49	13,227.34
2013-06-12	BUY	659	178.1	516.42	243.23	-118,127.55	0
2013-07-14	SELL	659	211.5	613.27	283.74	138,481.5	20,353.94
2013-07-18	BUY	712	193.1	604.94	278.04	-138,370.18	0
2013-07-23	SELL	712	175	548.24	251.38	123,800.38	-14,569.81
2013-08-22	BUY	605	203.4	541.45	249.88	-123,848.33	0
2013-08-27	SELL	605	209.8	558.49	258.32	126,112.19	2,263.85
2013-09-02	BUY	584	214.7	551.69	254.39	-126,190.89	0
2013-09-09	SELL	584	204.3	524.97	241.35	118,544.88	-7,646
2013-11-05	BUY	605	194.6	518.03	249.01	-118,500.03	0
2014-02-04	SELL	605	210.1	559.29	262.22	126,288.99	7,788.96
2014-03-03	BUY	570	220.3	552.51	257.01	-126,380.52	0
2014-03-06	SELL	570	214.7	538.47	249.91	121,590.62	-4,789.9
2014-04-09	BUY	487	247.9	531.2	245.71	-121,504.21	0
2014-06-08	SELL	487	279.56	599.03	277.35	135,267.39	13,763.18
2014-06-16	BUY	440	305.4	591.25	272.96	-135,240.22	0
2014-07-06	SELL	440	291.9	565.12	260.87	127,610.02	-7,630.2
2014-08-04	BUY	408	310.8	557.95	258.17	-127,622.52	0
2014-09-30	SELL	408	381.9	685.59	316.32	154,813.29	27,190.77
2015-02-12	BUY	436	352.5	676.24	322.57	-154,688.8	0
2015-02-22	SELL	436	333.1	639.02	303.33	144,289.25	-10,399.55
2015-03-29	BUY	412	348	630.85	296.97	-144,303.82	0
2015-04-20	SELL	412	334.08	605.62	281.93	136,753.41	-7,550.42
2015-12-02	BUY	501	271.1	597.61	294.78	-136,713.49	0
2015-12-07	SELL	501	260.26	573.71	280.48	129,534.07	-7,179.42
2016-01-19	BUY	489	263.3	566.52	284.42	-129,604.63	0
2016-03-02	SELL	489	244.1	525.21	254.24	118,585.45	-11,019.18
2016-04-25	BUY	471	250	518.1	262.47	-118,530.57	0
2016-07-26	SELL	471	269.1	557.68	269.93	125,918.49	7,387.92
2016-11-21	BUY	436	287.1	550.77	262.82	-125,989.19	0
2017-02-15	SELL	436	320	613.89	288.98	138,617.14	12,627.95
2017-07-05	BUY	388	355	606.06	287.64	-138,633.7	0
2017-07-10	SELL	388	340	580.45	272.38	131,067.17	-7,566.53
2017-07-16	BUY	357	365.1	573.5	266.65	-131,180.85	0
2017-09-18	SELL	357	408.9	642.3	300.81	145,034.19	13,853.34
2018-01-24	BUY	286	503.8	633.98	296.32	-145,017.1	0
2018-02-22	SELL	286	483.65	608.62	282.23	137,432.47	-7,584.63
2018-04-22	BUY	278	490	599.37	284.38	-137,103.75	0
2018-04-25	SELL	278	470.4	575.39	271.45	129,924.35	-7,179.39
2018-10-28	BUY	338	383	569.6	271.83	-130,295.43	0
2018-11-14	SELL	338	367.68	546.81	264.18	123,464.85	-6,830.58
2019-01-01	BUY	331	370	538.87	264.12	-123,272.99	0
2019-04-01	SELL	331	409.2	595.96	281.75	134,567.49	11,294.5
2019-09-24	BUY	367	363.9	587.63	279.04	-134,417.97	0
2019-10-01	SELL	367	349.34	564.12	265.8	127,379.33	-7,038.64
2020-07-22	BUY	514	246.5	557.48	268.5	-127,526.98	0
2020-08-18	SELL	514	280.12	633.52	294.95	143,053.21	15,526.23
2020-08-25	BUY	471	301.7	625.24	290.4	-143,016.34	0
2020-11-19	SELL	471	328.8	681.41	334.91	153,848.48	10,832.14
2020-12-09	BUY	458	334.1	673.28	328.36	-154,019.44	0
2021-03-08	SELL	458	343.8	692.83	329.76	156,437.82	2,418.37
2021-05-25	BUY	455	341.1	682.88	333.98	-156,217.36	0
2021-09-02	SELL	455	362.5	725.73	346.1	163,865.68	7,648.32
2022-01-13	BUY	456	357.1	716.49	362.66	-163,916.75	0
2022-02-27	SELL	456	345	692.21	352.55	156,275.24	-7,641.51
2024-06-27	BUY	658	236.2	683.85	360.6	-156,464.04	0
2024-08-15	SELL	658	381	1,103.07	514.17	249,080.75	92,616.71
2024-08-20	BUY	701	353	1,088.79	503.68	-249,045.47	0
2024-08-25	SELL	701	354	1,091.88	503.68	246,558.45	-2,487.03
2026-02-01	BUY	917	267.1	1,077.7	563.2	-246,571.6	0
2026-03-05	SELL	917	245.3	989.74	495.11	223,455.25	-23,116.35
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