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: 4.2%. 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

#97 · MACD

Full-history NAV৳200,452

Net return 100.5% · drawdown 20.8% · 60 closed positions

2024 onward NAV৳124,364

Net return 24.4% · drawdown 18.4% · 9 closed positions

2024 stress NAV৳118,366

Net return 18.4% · drawdown 21.5% · 8 closed positions

Variant 1; fixed stop 4.0%; maximum 15 sessions; gate EMA 50; fresh signal only; exit stop/time only; trailing arms at 8.0%, distance 3.5%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳200,452

Unsettled৳0

Holdings৳0

NAV৳200,452

Realized P&L৳100,452

Unrealized P&L৳0

Fees৳77,850

Friction৳37,409

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 #97

123 fills, including partial sales. Page 1.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2011-01-13	BUY	423	234.8	437.01	199.79	-99,957.2	0
2011-01-18	SELL	423	228.7	425.66	194.63	96,119.81	-3,837.39
2011-11-21	BUY	581	164.3	420.02	194.31	-96,072.62	0
2011-11-24	SELL	581	166.3	425.13	196.08	95,999.09	-73.53
2011-12-26	BUY	593	160.8	419.56	196.57	-95,970.53	0
2012-01-09	SELL	593	175.6	458.18	212.79	103,459.83	7,489.3
2012-06-04	BUY	505	203.6	452.4	209.96	-103,480.35	0
2012-06-25	SELL	505	200	444.4	208.26	100,347.34	-3,133.02
2012-06-28	BUY	477	208.8	438.23	204.72	-100,240.55	0
2012-07-04	SELL	477	200.45	420.7	196.13	94,996.87	-5,243.68
2012-07-22	BUY	474	199.4	415.87	193.15	-95,124.62	0
2012-07-25	SELL	474	205.5	428.59	198.77	96,779.64	1,655.02
2012-12-03	BUY	572	168.1	423.07	200.66	-96,776.94	0
2012-12-26	SELL	572	174	437.92	212.38	98,877.7	2,100.76
2013-06-12	BUY	552	178.1	432.57	202.58	-98,946.35	0
2013-06-27	SELL	552	184	446.9	207.84	100,913.26	1,966.91
2013-12-10	BUY	490	204.6	441.12	204.35	-100,899.47	0
2014-01-06	SELL	490	206.4	445	209.55	100,481.45	-418.02
2014-01-26	BUY	463	215.3	438.61	205.23	-100,327.74	0
2014-02-05	SELL	463	205.4	418.44	194.53	94,487.23	-5,840.51
2014-02-26	BUY	447	210.4	413.81	191.76	-94,654.37	0
2014-03-20	SELL	447	211.7	416.37	192.54	94,020.99	-633.38
2014-04-01	BUY	433	215.7	410.95	190.69	-93,999.74	0
2014-04-09	SELL	433	245.3	467.35	215.72	105,533.12	11,533.38
2014-04-27	BUY	394	265.8	460.79	211.13	-105,397.12	0
2014-05-20	SELL	394	261.3	452.99	207.96	102,291.25	-3,105.87
2014-06-01	BUY	369	275.4	447.14	206.26	-102,276	0
2014-06-17	SELL	369	301.08	488.83	224.99	110,384.7	8,108.7
2014-09-04	BUY	324	338.1	482	221.07	-110,247.46	0
2014-09-25	SELL	324	398.6	568.24	261.72	128,316.43	18,068.97
2014-10-29	BUY	341	374.6	562.05	258.15	-128,558.8	0
2014-11-05	SELL	341	358.5	537.89	247.16	121,463.45	-7,095.35
2014-12-29	BUY	338	356.5	530.19	249.82	-121,277.01	0
2015-01-21	SELL	338	350.4	521.11	247.25	117,666.83	-3,610.17
2015-06-14	BUY	349	335	514.43	238.24	-117,667.67	0
2015-07-06	SELL	349	328.2	503.98	234.05	113,803.76	-3,863.9
2016-05-10	BUY	447	253.4	498.39	245.86	-114,014.05	0
2016-06-01	SELL	391	255	438.7	214.63	99,051.67	-678.74
2016-06-02	SELL	56	256.7	63.25	29.08	14,282.87	-0.77
2016-06-30	BUY	447	251.7	495.04	246.66	-113,251.61	0
2016-07-27	SELL	447	278	546.77	261.6	123,457.63	10,206.03
2016-09-06	BUY	458	268	540.07	264.58	-123,548.65	0
2016-10-03	SELL	458	268.8	541.69	273.82	122,294.89	-1,253.76
2016-10-19	BUY	441	275	533.61	263.93	-122,072.54	0
2016-11-09	SELL	441	281.3	545.83	262.4	123,245.07	1,172.53
2016-11-20	BUY	434	282.5	539.46	257.41	-123,401.88	0
2016-12-11	SELL	434	287	548.06	259.15	123,750.79	348.92
2017-01-05	BUY	424	290	541.02	258.45	-123,759.47	0
2017-01-26	SELL	424	302	563.41	263.83	127,220.76	3,461.28
2017-02-02	BUY	412	306.5	555.62	260.15	-127,093.77	0
2017-02-26	SELL	412	315.2	571.39	269.01	129,021.99	1,928.22
2017-03-09	BUY	405	316.9	564.72	266.53	-129,175.74	0
2017-04-02	SELL	405	332.2	591.98	282.77	133,666.25	4,490.51
2017-05-28	BUY	213	334	313.02	149.32	-71,604.34	0
2017-06-18	SELL	213	331.1	310.31	146.9	70,067.1	-1,537.25
2017-06-21	BUY	391	335.8	577.71	281.19	-132,156.7	0
2017-07-17	SELL	391	370.9	638.1	296.94	144,086.87	11,930.16
2017-07-27	BUY	381	375.5	629.49	291.95	-143,986.94	0
2017-08-21	SELL	381	391.5	656.31	306.71	148,198.48	4,211.54
2017-09-07	BUY	371	396.9	647.9	306.34	-148,204.14	0
2017-09-12	SELL	371	420	685.61	322.26	154,812.13	6,607.99
2017-10-10	BUY	364	422	675.88	317.69	-154,601.57	0
2017-10-31	SELL	364	441.9	707.75	334.01	159,809.84	5,208.27
2017-11-09	BUY	348	457	699.76	329.49	-160,065.25	0
2017-11-15	SELL	348	489.16	749	350.08	169,128.08	9,062.83
2017-12-06	BUY	345	487	739.27	343.04	-169,097.31	0
2017-12-14	SELL	345	467.52	709.7	331.43	160,253.27	-8,844.03
2017-12-28	BUY	339	469.4	700.16	328.47	-160,155.23	0
2018-01-21	SELL	339	484	721.93	340.88	163,013.19	2,857.96
2018-02-14	BUY	318	508.8	711.91	331.13	-162,841.44	0
2018-02-22	SELL	318	488.45	683.44	317.7	154,325.33	-8,516.11
2018-03-07	BUY	315	487.9	676.23	318.83	-154,683.56	0
2018-03-25	SELL	315	468.38	649.18	311.61	146,580.17	-8,103.39
2019-01-24	BUY	372	391.3	640.48	303.56	-146,507.64	0
2019-02-14	SELL	372	395	646.54	300.66	145,992.8	-514.84
2019-02-27	BUY	367	394.5	637.04	295.28	-145,713.82	0
2019-03-24	SELL	367	398	642.69	303.58	145,119.73	-594.1
2019-06-27	BUY	397	363.5	634.96	314.14	-145,258.6	0
2019-07-07	SELL	397	348.96	609.56	300.04	137,627.52	-7,631.09
2020-08-09	BUY	537	255	602.51	281.77	-137,819.28	0
2020-08-13	SELL	537	290	685.21	320.47	154,724.32	16,905.04
2020-08-24	BUY	521	295	676.26	314.91	-154,686.17	0
2020-09-15	SELL	521	350.6	803.72	375.52	181,483.36	26,797.2
2020-10-14	BUY	541	333	792.67	383.01	-181,328.69	0
2020-11-05	SELL	541	328.3	781.49	384.13	176,444.68	-4,884
2020-12-07	BUY	539	325.1	771.01	382.04	-176,381.95	0
2020-12-17	SELL	539	345.37	819.09	397.33	184,939.9	8,557.95
2020-12-29	BUY	521	353	809.22	388.94	-185,111.16	0
2021-01-06	SELL	521	374.42	858.32	408.8	193,805.7	8,694.54
2021-01-19	BUY	501	384.2	846.93	400.64	-193,731.77	0
2021-01-25	SELL	501	368.83	813.05	383.79	183,587.99	-10,143.78
2021-02-07	BUY	474	385	802.96	381.97	-183,674.93	0
2021-02-10	SELL	474	377.7	787.73	374.35	177,867.72	-5,807.21
2021-05-12	BUY	510	346.2	776.87	391.98	-177,730.85	0
2021-06-06	SELL	510	351.9	789.66	385.61	178,293.73	562.88
2021-06-13	BUY	505	351	779.92	383.3	-178,418.22	0
2021-07-06	SELL	505	348.4	774.14	383.36	174,784.5	-3,633.73
2021-08-25	BUY	469	369.9	763.33	364.05	-174,610.47	0
2021-09-16	SELL	469	379.2	782.52	374.05	176,688.23	2,077.76
2021-12-06	BUY	435	362.8	694.4	361.95	-158,874.34	0