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

#77 · Kalman milestone + Flow: NVI

Full-history NAV৳215,634

Net return 115.6% · drawdown 32.8% · 44 closed positions

2024 onward NAV৳77,084

Net return -22.9% · drawdown 26.0% · 10 closed positions

2024 stress NAV৳71,246

Net return -28.8% · drawdown 31.2% · 8 closed positions

Variant 2; fixed stop 8.0%; maximum 120 sessions; gate None; fresh signal only; exit EMA 200 break; trailing arms at 12.0%, distance 4.5%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳215,634

Unsettled৳0

Holdings৳0

NAV৳215,634

Realized P&L৳115,634

Unrealized P&L৳0

Fees৳75,231

Friction৳37,634

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.16e-10. 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 #77

97 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
2011-07-17	SELL	538	177.1	419.23	193.2	94,667.37	453.27
2011-10-30	BUY	606	155.2	413.83	192.2	-94,657.23	0
2011-11-02	SELL	606	163	434.62	201.63	98,141.75	3,484.53
2012-04-09	BUY	498	195.9	429.26	197.28	-98,184.73	0
2012-04-16	SELL	498	211.53	463.51	212.46	104,667.22	6,482.48
2013-02-10	BUY	618	168.3	457.64	219.82	-104,686.87	0
2013-02-13	SELL	618	166.6	453.02	215.67	102,290.11	-2,396.76
2013-05-15	BUY	656	154.7	446.53	228.58	-102,158.3	0
2013-05-20	SELL	656	166.2	479.72	242.07	108,305.41	6,147.1
2013-05-30	BUY	620	173.7	473.85	229.04	-108,396.89	0
2013-06-27	SELL	620	184	501.95	234.1	113,343.95	4,947.06
2013-07-14	BUY	532	211.5	495.08	228.28	-113,241.36	0
2013-07-17	SELL	532	232.5	544.24	250.11	122,895.66	9,654.3
2013-08-27	BUY	582	209.8	537.26	248.34	-122,889.2	0
2013-09-15	SELL	582	193.02	494.28	226.84	111,614.2	-11,275
2013-10-31	BUY	578	192	488.29	235.76	-111,700.05	0
2013-11-24	SELL	578	206.6	525.43	244.72	118,644.66	6,944.6
2014-01-21	BUY	568	207.5	518.58	244.94	-118,623.53	0
2014-04-08	SELL	284	249	311.15	143.13	70,261.72	10,949.96
2014-04-09	SELL	284	242.76	303.35	139.27	68,501.5	9,189.73
2014-04-16	BUY	539	255.8	606.66	279.82	-138,762.68	0
2014-06-08	SELL	539	284	673.53	312.56	152,089.91	13,327.23
2014-06-24	BUY	502	300.9	664.63	306.77	-152,023.2	0
2014-08-12	SELL	502	330.9	730.89	337.61	165,043.29	13,020.09
2014-08-18	BUY	488	335.8	721.03	332.35	-164,923.78	0
2014-09-28	SELL	244	402.96	432.62	198.55	97,691.08	15,229.19
2014-09-29	SELL	244	390.59	419.34	192.33	94,693.51	12,231.62
2014-10-01	BUY	253	384.2	427.69	196.06	-97,826.35	0
2014-11-06	SELL	253	353.3	393.29	180.36	88,811.24	-9,015.1
2015-12-02	BUY	672	271.1	801.59	405.98	-183,386.77	0
2015-12-07	SELL	672	267.4	790.65	396.81	178,505.34	-4,881.43
2016-01-19	BUY	674	263.3	780.84	406.05	-178,651.1	0
2016-01-24	SELL	674	266	788.85	396	178,099.15	-551.95
2016-11-21	BUY	616	287.1	778.16	378.59	-178,010.35	0
2017-04-03	SELL	308	344.52	466.89	220.19	105,425.07	16,419.9
2017-04-12	SELL	308	337.02	456.73	214.14	103,131.14	14,125.97
2017-07-11	BUY	595	348.3	911.85	434.56	-208,584.91	0
2017-09-10	SELL	297	417.96	546.19	256.16	123,331.77	19,214.59
2017-09-12	SELL	298	415.42	544.71	254.3	122,997.65	18,529.91
2018-08-29	BUY	625	391.5	1,076.63	536.86	-246,300.98	0
2018-09-04	SELL	625	385.6	1,060.4	527.44	239,412.16	-6,888.83
2018-09-09	BUY	619	384	1,045.86	518.52	-239,260.38	0
2018-09-12	SELL	619	380.2	1,035.51	513.35	233,794.94	-5,465.44
2019-01-01	BUY	628	370	1,022.38	533.77	-233,916.16	0
2019-01-06	SELL	628	367.7	1,016.03	529.62	229,369.96	-4,546.2
2019-01-23	BUY	583	391	1,002.99	488.45	-229,444.44	0
2019-02-13	SELL	583	388	995.3	468.8	224,739.9	-4,704.54
2020-07-26	BUY	890	251	982.92	484.18	-224,857.09	0
2020-07-29	SELL	890	255	998.58	484.45	225,466.97	609.88
2020-08-09	BUY	878	255	985.12	468.89	-225,344.01	0
2020-08-13	SELL	878	290	1,120.33	533.31	252,966.36	27,622.35
2020-08-18	BUY	873	288	1,106.27	524.16	-253,054.42	0
2020-09-09	SELL	436	345.6	663	307.66	149,710.94	23,328.67
2020-09-20	SELL	437	338.74	651.33	303.11	147,074.29	20,402.14
2020-12-14	BUY	852	346	1,297.08	663.33	-296,752.41	0
2021-01-06	SELL	852	370.54	1,389.08	680.25	313,630.75	16,878.34
2021-01-18	BUY	826	377	1,370.17	667.65	-313,439.82	0
2021-02-22	SELL	826	346.84	1,260.56	619.66	284,609.63	-28,830.19
2021-05-12	BUY	817	346.2	1,244.52	665.4	-284,755.32	0
2021-09-14	SELL	817	378.94	1,362.23	681.14	307,553.88	22,798.56
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	702	358	1,105.79	628.44	-253,050.23	0
2021-12-19	SELL	696	352.8	1,080.41	604.98	243,863.41	-7,024
2021-12-20	SELL	6	353.2	9.32	4.25	2,105.63	-57.19
2022-01-13	BUY	828	357.1	1,300.99	713.3	-297,693.09	0
2022-01-30	SELL	647	352	1,002.07	526.92	226,215.01	-6,402.66
2022-01-31	SELL	181	356.2	283.68	134.58	64,053.94	-1,021.48
2022-02-08	BUY	806	357.4	1,267.48	717.12	-290,049	0
2022-02-22	SELL	806	355.8	1,261.81	715.15	284,797.84	-5,251.16
2022-04-27	BUY	867	326.4	1,245.15	707.96	-284,941.91	0
2022-05-08	SELL	327	320.1	460.56	225.06	103,987.08	-3,482.36
2022-05-09	SELL	540	321.1	762.93	389.95	172,241.11	-5,231.36
2024-06-27	BUY	1,072	236.2	1,114.11	638.48	-254,958.99	0
2024-07-03	SELL	752	239.9	793.78	418.35	179,192.67	340.84
2024-07-04	SELL	320	240.2	338.2	164.31	76,361.49	254.33
2024-07-08	BUY	793	251	875.79	463.65	-200,382.44	0
2024-07-11	SELL	793	247	861.83	447.62	194,561.55	-5,820.9
2024-08-15	BUY	707	381	1,185.21	553.49	-271,105.7	0
2024-08-20	SELL	707	350.52	1,090.4	504.44	246,222.81	-24,882.89
2025-09-03	BUY	785	311.5	1,075.92	555.07	-246,158.49	0
2025-09-08	SELL	785	308.5	1,065.56	557.59	240,549.35	-5,609.14
2025-12-02	BUY	221	279	271.3	138.58	-62,068.88	0
2025-12-07	SELL	221	278.5	270.81	138.42	61,139.26	-929.61
2026-02-03	BUY	899	264.8	1,047.44	541.38	-239,644.02	0
2026-02-09	SELL	899	262.4	1,037.95	533.62	234,326.03	-5,317.99
2026-02-16	BUY	837	278	1,023.82	519.36	-234,229.18	0
2026-02-19	SELL	837	267	983.31	494.71	222,000.98	-12,228.19
2026-06-22	BUY	856	257.5	969.85	509.09	-221,898.93	0
2026-06-25	SELL	856	257.5	969.85	498.83	218,951.32	-2,947.61
2026-07-12	BUY	848	256.6	957.43	480.69	-219,034.91	0
2026-07-15	SELL	848	259	966.38	483.46	218,182.16	-852.76
2026-07-28	BUY	834	259.8	953.36	486.81	-218,113.38	0
2026-08-02	SELL	834	260	954.1	494.22	215,391.68	-2,721.69