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: 4.4%. 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

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

Full-history NAV৳207,123

Net return 107.1% · drawdown 32.6% · 40 closed positions

2024 onward NAV৳132,512

Net return 32.5% · drawdown 16.9% · 5 closed positions

2024 stress NAV৳128,108

Net return 28.1% · drawdown 19.1% · 4 closed positions

Variant 1; fixed stop 4.0%; maximum 120 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৳207,123

Unsettled৳0

Holdings৳0

NAV৳207,123

Realized P&L৳107,123

Unrealized P&L৳0

Fees৳52,382

Friction৳25,169

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 #86

80 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
2013-10-31	BUY	613	192	517.86	250.92	-118,464.78	0
2014-04-16	SELL	613	255.68	689.62	318.72	155,723.5	37,258.71
2014-04-27	BUY	582	265.8	680.66	313.06	-155,689.32	0
2014-05-22	SELL	582	255.17	653.43	301.46	147,552.89	-8,136.43
2014-06-05	BUY	513	285.9	645.33	298.9	-147,610.94	0
2014-08-21	SELL	513	329.38	743.47	342.41	167,884.01	20,273.08
2014-09-16	BUY	482	345.7	733.16	339.54	-167,700.1	0
2014-09-30	SELL	482	381.9	809.93	374.7	182,891.17	15,191.07
2015-02-12	BUY	516	352.5	800.32	385.05	-183,075.37	0
2015-02-22	SELL	516	333.1	756.27	361.78	170,761.55	-12,313.82
2015-03-29	BUY	487	348	745.69	353.23	-170,574.92	0
2015-04-20	SELL	487	334.08	715.87	334.68	161,646.41	-8,928.51
2015-12-02	BUY	593	271.1	707.35	353.94	-161,823.59	0
2015-12-07	SELL	593	260.26	679.06	336.27	153,316.48	-8,507.11
2016-01-19	BUY	578	263.3	669.62	341.97	-153,199	0
2016-03-02	SELL	578	244.1	620.8	303.85	140,165.15	-13,033.85
2016-04-25	BUY	557	250	612.7	316.22	-140,178.92	0
2016-10-30	SELL	557	277	678.87	332.85	153,277.28	13,098.36
2016-11-21	BUY	531	287.1	670.78	323.39	-153,444.27	0
2017-04-18	SELL	531	331.73	775.04	371.21	175,000.26	21,555.98
2017-07-05	BUY	489	355	763.82	366.5	-174,725.32	0
2017-07-10	SELL	489	340	731.54	346.09	165,182.37	-9,542.95
2017-07-16	BUY	450	365.1	722.9	338.07	-165,355.97	0
2017-09-18	SELL	450	408.9	809.62	382.08	182,813.3	17,457.33
2018-01-24	BUY	360	503.8	798.02	375.64	-182,541.66	0
2018-02-22	SELL	360	483.65	766.1	357.08	172,990.11	-9,551.55
2018-04-22	BUY	351	490	756.76	363.01	-173,109.77	0
2018-04-25	SELL	351	470.4	726.49	346.02	164,037.89	-9,071.87
2018-09-09	BUY	425	384	718.08	346.73	-164,264.81	0
2018-09-16	SELL	425	368.64	689.36	334.6	155,648.04	-8,616.76
2018-10-28	BUY	403	383	679.14	327.07	-155,355.2	0
2018-11-14	SELL	403	367.68	651.97	318.56	147,204.51	-8,150.7
2019-01-01	BUY	396	370	644.69	320.5	-147,485.18	0
2019-05-07	SELL	396	355.2	618.9	294.4	139,745.9	-7,739.28
2019-09-24	BUY	381	363.9	610.04	290.16	-139,546.1	0
2019-10-01	SELL	381	349.34	585.64	276.31	132,238.11	-7,307.99
2020-07-22	BUY	534	246.5	579.18	279.55	-132,489.73	0
2020-08-18	SELL	534	280.12	658.17	306.71	148,619.2	16,129.47
2020-08-25	BUY	489	301.7	649.14	301.74	-148,482.18	0
2020-12-21	SELL	489	336.43	723.85	348.51	163,439.95	14,957.77
2021-05-25	BUY	476	341.1	714.4	350.53	-163,428.53	0
2021-11-28	SELL	476	360	753.98	399.69	170,206.33	6,777.8
2022-01-13	BUY	474	357.1	744.77	378.49	-170,388.66	0
2022-02-27	SELL	474	345	719.53	368.02	162,442.44	-7,946.22
2022-04-27	BUY	494	326.4	709.46	368.58	-162,319.64	0
2022-05-12	SELL	494	313.34	681.08	339.51	153,771.34	-8,548.3
2024-06-27	BUY	647	236.2	672.41	353.75	-153,847.56	0
2024-08-15	SELL	647	381	1,084.63	505.37	244,917	91,069.44
2024-08-20	BUY	689	353	1,070.15	494.91	-244,782.07	0
2024-08-25	SELL	689	354	1,073.19	494.93	242,337.88	-2,444.18
2025-12-02	BUY	221	279	271.3	138.58	-62,068.88	0
2025-12-11	SELL	221	267.84	260.45	128.96	58,803.23	-3,265.65
2026-02-01	BUY	889	267.1	1,044.79	543.83	-239,040.52	0
2026-03-05	SELL	889	245.3	959.52	478.66	216,633.53	-22,407
2026-06-11	BUY	730	251	806.21	423.81	-184,460.02	0
2026-09-08	SELL	730	240.96	773.96	401.88	174,724.96	-9,735.06