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: 4.5%. 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

#78 · Kalman milestone + Flow: NVI

Full-history NAV৳211,201

Net return 111.2% · drawdown 35.7% · 48 closed positions

2024 onward NAV৳141,759

Net return 41.8% · drawdown 11.9% · 5 closed positions

2024 stress NAV৳128,871

Net return 28.9% · drawdown 18.8% · 5 closed positions

Variant 0; fixed stop 6.0%; maximum 45 sessions; gate EMA 50; continuous signal; exit all bearish; trailing arms at 18.0%, distance 6.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳211,201

Unsettled৳0

Holdings৳0

NAV৳211,201

Realized P&L৳111,201

Unrealized P&L৳0

Fees৳61,695

Friction৳29,575

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 #78

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
2011-07-04	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
2011-08-01	BUY	645	181.6	515.38	236.07	-117,883.45	0
2011-08-11	SELL	645	185.8	527.3	241.64	119,072.06	1,188.6
2011-10-30	BUY	763	155.2	521.04	243.33	-119,181.97	0
2011-12-08	SELL	763	155.4	521.71	242.6	117,805.9	-1,376.07
2011-12-27	BUY	719	162.6	514.4	243.1	-117,666.91	0
2012-01-25	SELL	719	158.9	502.7	232.48	113,513.92	-4,152.99
2012-03-20	BUY	653	172.8	496.49	230.86	-113,565.75	0
2012-04-29	SELL	653	213.2	612.57	280.98	138,326.05	24,760.3
2012-06-10	BUY	672	204.4	604.37	284.05	-138,245.22	0
2012-06-17	SELL	672	200.1	591.66	278.67	133,596.88	-4,648.34
2012-11-01	BUY	763	174.2	584.82	280.66	-133,780.08	0
2012-11-11	SELL	763	167.8	563.34	272.47	127,195.59	-6,584.49
2012-11-19	BUY	734	172.1	555.81	265.17	-127,142.39	0
2012-11-28	SELL	734	165.8	535.47	255.22	120,906.51	-6,235.88
2013-02-06	BUY	695	172.8	528.42	258.05	-120,882.47	0
2013-02-13	SELL	695	166.6	509.46	243.91	115,033.63	-5,848.84
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
2013-07-17	BUY	649	232.5	663.93	305.84	-151,862.27	0
2013-07-22	SELL	649	180.9	516.58	236.78	116,650.74	-35,211.53
2013-08-22	BUY	570	203.4	510.13	235.22	-116,683.35	0
2013-09-15	SELL	570	191.2	479.52	220	108,282.2	-8,401.15
2013-11-05	BUY	553	194.6	473.5	226.54	-108,313.84	0
2014-01-13	SELL	553	205.9	501	237.06	113,124.64	4,810.8
2014-01-20	BUY	542	207.1	493.89	232.87	-112,974.96	0
2014-03-25	SELL	542	212	505.58	234.96	114,163.46	1,188.5
2014-04-02	BUY	516	220	499.49	233.31	-114,252.8	0
2014-04-16	SELL	516	255.68	580.5	267.59	131,082.8	16,830
2014-04-27	BUY	490	265.8	573.06	263.08	-131,078.15	0
2014-07-02	SELL	490	296.1	638.39	294.72	144,155.89	13,077.74
2014-07-17	BUY	502	285.1	629.73	293.24	-144,043.17	0
2014-07-22	SELL	502	293.5	648.28	302.28	146,386.44	2,343.27
2014-08-04	BUY	468	310.8	640	296.91	-146,391.31	0
2014-09-30	SELL	468	381.9	786.41	363.63	177,579.16	31,187.85
2014-10-14	BUY	474	372.6	777.09	358.12	-177,747.62	0
2014-11-06	SELL	474	353.3	736.84	340.52	166,386.83	-11,360.79
2015-01-12	BUY	464	355.9	726.61	349.75	-166,213.95	0
2015-01-21	SELL	464	350.4	715.38	344.74	161,525.49	-4,688.46
2015-02-12	BUY	455	352.5	705.71	337.32	-161,430.52	0
2015-03-02	SELL	455	331.35	663.36	315.91	149,784.97	-11,645.55
2015-03-29	BUY	428	348	655.35	308.92	-149,908.27	0
2015-04-21	SELL	428	337	634.64	295.7	143,305.66	-6,602.6
2015-12-02	BUY	525	271.1	626.24	310.06	-143,263.8	0
2015-12-07	SELL	525	254.83	588.67	288.32	132,910.86	-10,352.94
2016-01-18	BUY	509	259.5	581.18	293.71	-132,960.38	0
2016-02-08	SELL	509	260	582.3	283.28	131,474.43	-1,485.95
2016-04-24	BUY	526	248.6	575.36	296.3	-131,635.26	0
2016-06-20	SELL	526	252	583.23	292.27	131,676.5	41.24
2016-10-25	BUY	459	285	575.59	279.91	-131,670.5	0
2016-12-29	SELL	459	283.1	571.75	274.82	129,096.33	-2,574.16
2017-07-05	BUY	361	355	563.88	266.84	-128,985.72	0
2017-09-11	SELL	361	430	683.01	321.33	154,225.66	25,239.94
2017-09-14	BUY	362	423.1	673.91	315.75	-154,151.86	0
2017-11-16	SELL	362	476.49	758.95	354.32	171,374.67	17,222.8
2017-11-23	BUY	352	483	748.07	348.39	-171,112.46	0
2017-12-18	SELL	352	469.4	727.01	340.8	164,160.99	-6,951.47
2018-01-18	BUY	338	482.5	717.57	338.84	-164,141.42	0
2018-02-26	SELL	338	475.5	707.16	330.24	159,681.6	-4,459.82
2018-04-19	BUY	322	493	698.48	333.48	-159,777.97	0
2018-05-03	SELL	322	463.42	656.57	308.77	148,255.89	-11,522.07
2018-10-28	BUY	385	383	648.8	311.67	-148,415.48	0
2018-11-18	SELL	385	368.8	624.75	303.95	141,059.31	-7,356.17
2019-01-01	BUY	379	370	617.01	305.61	-141,152.62	0
2019-03-07	SELL	379	390	650.36	304.61	146,855.03	5,702.41
2019-03-25	BUY	363	401.4	641.12	303.51	-146,652.83	0
2019-04-07	SELL	363	377.32	602.65	282.58	136,080.47	-10,572.36
2019-09-23	BUY	375	361	595.65	284.59	-136,255.24	0
2019-10-09	SELL	375	339.34	559.91	264.37	126,428.22	-9,827.02
2020-07-21	BUY	511	245.9	552.88	267.02	-126,474.8	0
2020-08-18	SELL	511	280.12	629.82	293.19	142,218.31	15,743.51
2020-08-25	BUY	468	301.7	621.26	288.51	-142,105.37	0
2020-10-29	SELL	468	329.5	678.51	328.35	153,199.14	11,093.78
2020-12-09	BUY	456	334.1	670.34	326.83	-153,346.77	0
2021-02-14	SELL	456	373	748.39	355.03	168,984.58	15,637.81
2021-05-12	BUY	485	346.2	738.79	370.95	-169,016.74	0
2021-06-22	SELL	485	344.9	736.02	361.62	166,178.86	-2,837.88
2022-01-13	BUY	462	357.1	725.91	367.93	-166,074.04	0
2022-03-02	SELL	462	335.67	682.36	348.24	154,050.79	-12,023.25
2022-08-08	BUY	505	302.9	673.04	327.19	-153,964.74	0
2022-08-31	SELL	505	295.7	657.05	315.64	148,355.82	-5,608.92
2024-06-27	BUY	624	236.2	648.51	339.53	-148,376.84	0
2024-08-15	SELL	624	381	1,046.07	486.98	236,210.95	87,834.11
2024-08-20	BUY	665	353	1,032.88	477.39	-236,255.26	0
2024-08-25	SELL	665	354	1,035.8	477.45	233,896.74	-2,358.52
2025-09-03	BUY	746	311.5	1,022.47	524.37	-233,925.84	0
2025-10-07	SELL	544	292.81	700.87	396.17	158,191.6	-12,392.39
2025-10-08	SELL	202	296.4	263.44	130.43	59,478.93	-3,862.92
2026-01-27	BUY	810	267.1	951.94	496.03	-217,798.98	0
2026-03-02	SELL	810	260.2	927.35	466.69	209,367.96	-8,431.02
2026-06-09	BUY	845	246	914.63	494.98	-209,279.61	0
2026-08-16	SELL	845	251.5	935.08	476.37	211,106.05	1,826.44