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

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

Full-history NAV৳199,142

Net return 99.1% · drawdown 32.9% · 73 closed positions

2024 onward NAV৳141,705

Net return 41.7% · drawdown 9.8% · 8 closed positions

2024 stress NAV৳121,853

Net return 21.9% · drawdown 20.4% · 8 closed positions

Variant 0; fixed stop 8.0%; maximum 15 sessions; gate EMA 50; continuous signal; exit any bearish; trailing arms at 18.0%, distance 6.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳199,142

Unsettled৳0

Holdings৳0

NAV৳199,142

Realized P&L৳99,142

Unrealized P&L৳0

Fees৳94,065

Friction৳45,152

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 #98

146 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
2011-08-04	SELL	645	178.5	506.58	232.03	114,393.89	-3,489.56
2011-10-30	BUY	733	155.2	500.55	233.52	-114,495.67	0
2011-11-17	SELL	733	162.9	525.39	244.55	118,635.77	4,140.1
2011-11-23	BUY	720	163.7	518.6	240.23	-118,622.83	0
2011-12-05	SELL	720	157.7	499.59	231.76	112,812.65	-5,810.18
2011-12-29	BUY	685	163.5	492.79	233.04	-112,723.33	0
2012-01-12	SELL	685	174.7	526.55	244.3	118,898.65	6,175.32
2012-03-20	BUY	684	172.8	520.06	242.08	-118,957.34	0
2012-04-04	SELL	684	185.5	558.28	257.85	126,065.87	7,108.53
2012-04-09	BUY	639	195.9	550.79	253.92	-125,984.81	0
2012-04-30	SELL	639	214.7	603.65	276.85	136,312.8	10,327.99
2012-06-10	BUY	663	204.4	596.28	280.12	-136,393.6	0
2012-06-13	SELL	663	203.3	593.07	278.99	133,915.84	-2,477.76
2012-11-01	BUY	764	174.2	585.59	281.04	-133,955.43	0
2012-11-06	SELL	764	168.4	566.09	272.32	127,819.19	-6,136.25
2012-11-19	BUY	738	172.1	558.84	266.69	-127,835.33	0
2012-11-22	SELL	738	169.1	549.1	261.25	123,985.45	-3,849.88
2013-02-06	BUY	712	172.8	541.35	264.81	-123,839.75	0
2013-02-13	SELL	712	166.6	521.92	250.18	117,847.09	-5,992.66
2013-05-15	BUY	757	154.7	515.27	268.32	-117,891.5	0
2013-06-06	SELL	757	187.8	625.52	301.86	141,237.22	23,345.72
2013-06-11	BUY	769	182.5	617.51	293.21	-141,253.22	0
2013-06-17	SELL	769	177.8	601.6	284.6	135,841.99	-5,411.22
2013-06-30	BUY	755	178.9	594.31	278.25	-135,942.06	0
2013-07-07	SELL	755	187.4	622.54	291.19	140,573.27	4,631.21
2013-07-14	BUY	660	211.5	614.2	284.18	-140,488.37	0
2013-07-17	SELL	660	232.5	675.18	311.09	152,463.73	11,975.35
2013-08-22	BUY	745	203.4	666.75	308.78	-152,508.53	0
2013-09-08	SELL	745	210.9	691.33	319.15	156,110.02	3,601.49
2013-11-05	BUY	797	194.6	682.42	333.7	-156,112.32	0
2013-11-20	SELL	797	215.3	755.01	358.91	170,480.17	14,367.85
2013-11-26	BUY	847	200	745.36	349.83	-170,495.19	0
2013-12-01	SELL	847	200.5	747.22	350.07	168,726.2	-1,768.99
2014-01-09	BUY	803	208.7	737.38	355.1	-168,678.58	0
2014-01-22	SELL	803	208.7	737.38	353.28	166,495.44	-2,183.14
2014-01-27	BUY	775	213.4	727.69	345.88	-166,458.57	0
2014-02-06	SELL	775	210	716.1	337.62	161,696.28	-4,762.29
2014-03-03	BUY	729	220.3	706.63	330.8	-161,636.13	0
2014-03-19	SELL	729	211.3	677.77	316.85	153,043.08	-8,593.05
2014-04-09	BUY	614	247.9	669.73	311.18	-153,191.51	0
2014-04-30	SELL	614	268.9	726.46	334.13	164,044.01	10,852.5
2014-05-07	BUY	589	276.4	716.32	329.36	-163,845.28	0
2014-05-12	SELL	589	270.5	701.03	322.71	158,300.77	-5,544.52
2014-06-05	BUY	550	285.9	691.88	320.89	-158,257.77	0
2014-06-10	SELL	550	286.3	692.85	321.78	156,450.37	-1,807.4
2014-06-16	BUY	509	305.4	683.97	316.53	-156,449.11	0
2014-06-19	SELL	509	300.1	672.1	310.66	151,768.14	-4,680.97
2014-08-04	BUY	486	310.8	664.61	308.57	-152,021.99	0
2014-08-25	SELL	486	326.8	698.83	321.48	157,804.49	5,782.51
2014-09-16	BUY	453	345.7	689.05	318.76	-157,609.9	0
2014-09-30	SELL	453	381.9	761.2	351.78	171,887.72	14,277.81
2015-01-12	BUY	480	355.9	751.66	362.5	-171,946.16	0
2015-01-15	SELL	480	360	760.32	369.19	171,670.49	-275.67
2015-02-12	BUY	484	352.5	750.68	359.94	-171,720.62	0
2015-02-22	SELL	484	333.1	709.37	338.3	160,172.73	-11,547.89
2015-03-29	BUY	457	348	699.76	330.64	-160,066.4	0
2015-04-02	SELL	457	353	709.81	332.07	160,279.12	212.72
2015-12-02	BUY	588	271.1	701.39	350.68	-160,458.87	0
2015-12-09	SELL	588	257.6	666.46	326.96	150,475.38	-9,983.49
2016-01-18	BUY	576	259.5	657.68	336.77	-150,466.44	0
2016-01-21	SELL	576	269.8	683.78	340.41	154,380.61	3,914.17
2016-04-24	BUY	616	248.6	673.81	353.97	-154,165.37	0
2016-05-02	SELL	616	245	664.05	338.75	149,917.2	-4,248.18
2016-05-11	BUY	500	252.1	554.62	275	-126,879.62	0
2016-05-16	SELL	500	252	554.4	274.43	125,171.17	-1,708.45
2016-05-24	BUY	574	256.7	648.32	326.09	-148,320.21	0
2016-05-29	SELL	574	255.2	644.53	326.12	145,514.15	-2,806.06
2016-10-25	BUY	507	285	635.78	311.29	-145,442.07	0
2016-10-30	SELL	507	277	617.93	300.99	139,520.08	-5,921.99
2016-11-06	BUY	457	279.9	562.82	272.65	-128,749.77	0
2016-11-09	SELL	457	281.3	565.64	272.45	127,716.01	-1,033.76
2016-11-21	BUY	479	287.1	605.09	290.09	-138,416.08	0
2016-12-01	SELL	479	283.9	598.35	284.09	135,105.66	-3,310.42
2017-07-05	BUY	378	355	590.44	279.92	-135,060.36	0
2017-07-10	SELL	378	340	565.49	265.15	127,689.36	-7,370.99
2017-07-13	BUY	358	354.8	558.88	261.23	-127,838.51	0
2017-08-06	SELL	358	373.2	587.86	272.05	132,745.68	4,907.17
2017-08-13	BUY	346	381.6	580.95	269.38	-132,883.92	0
2017-08-20	SELL	346	391.6	596.17	277.82	134,619.61	1,735.68
2017-09-10	BUY	327	408	587.03	275.95	-134,278.98	0
2017-09-13	SELL	327	415	597.1	279.38	134,828.52	549.53
2017-11-13	BUY	284	472.9	590.94	276.33	-135,170.87	0
2017-11-16	SELL	284	484	604.81	280.85	136,570.35	1,399.48
2017-11-23	BUY	281	483	597.18	276.77	-136,596.95	0
2017-11-28	SELL	281	471	582.34	269.77	131,498.89	-5,098.06
2018-01-23	BUY	263	496	573.97	268.61	-131,290.58	0
2018-02-01	SELL	263	504	583.23	270.29	131,698.48	407.9
2018-04-19	BUY	265	493	574.84	272.12	-131,491.96	0
2018-04-24	SELL	265	485	565.51	266.27	127,693.22	-3,798.74
2018-10-28	BUY	332	383	559.49	266.78	-127,982.26	0
2018-10-31	SELL	332	380.5	555.83	264.8	125,505.37	-2,476.9
2019-01-01	BUY	337	370	548.64	269.26	-125,507.9	0
2019-01-22	SELL	337	384	569.4	269.86	128,568.74	3,060.84
2019-01-27	BUY	322	397	562.47	264.89	-128,661.36	0
2019-01-30	SELL	322	414.4	587.12	274.21	132,575.47	3,914.1