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: 4.1%. 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

#99 · Kalman milestone + Flow: NVI

Full-history NAV৳198,559

Net return 98.6% · drawdown 37.5% · 52 closed positions

2024 onward NAV৳138,644

Net return 38.6% · drawdown 13.8% · 6 closed positions

2024 stress NAV৳125,021

Net return 25.0% · drawdown 21.2% · 6 closed positions

Variant 0; fixed stop 6.0%; maximum 45 sessions; gate None; continuous signal; exit all bearish; trailing arms at 18.0%, distance 6.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳198,559

Unsettled৳0

Holdings৳0

NAV৳198,559

Realized P&L৳98,559

Unrealized P&L৳0

Fees৳67,695

Friction৳32,593

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 #99

107 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
2013-10-31	BUY	560	192	473.09	228	-108,221.09	0
2014-01-08	SELL	560	210.5	518.67	246.29	117,115.03	8,893.95
2014-01-13	BUY	565	205.9	511.87	242.41	-117,087.78	0
2014-03-19	SELL	565	211.3	525.29	244.04	118,615.17	1,527.39
2014-04-02	BUY	536	220	518.85	242.6	-118,681.45	0
2014-04-16	SELL	536	255.68	603	278.11	136,163.37	17,481.92
2014-04-27	BUY	509	265.8	595.29	273.39	-136,160.88	0
2014-07-02	SELL	509	296.1	663.15	306.33	149,745.42	13,584.55
2014-07-17	BUY	522	285.1	654.82	305.22	-149,782.23	0
2014-07-22	SELL	522	293.5	674.11	314.63	152,218.25	2,436.02
2014-08-04	BUY	486	310.8	664.61	308.57	-152,021.99	0
2014-09-30	SELL	486	381.9	816.65	377.86	184,408.89	32,386.9
2014-10-14	BUY	492	372.6	806.6	371.92	-184,497.72	0
2014-11-06	SELL	492	353.3	764.82	353.68	172,705.1	-11,792.62
2015-01-12	BUY	482	355.9	754.79	364.1	-172,662.69	0
2015-01-21	SELL	482	350.4	743.13	358.9	167,790.77	-4,871.92
2015-02-12	BUY	473	352.5	733.62	351.34	-167,817.46	0
2015-03-02	SELL	473	331.35	689.61	329	155,709.94	-12,107.52
2015-03-24	BUY	460	336	680.06	322.32	-155,562.39	0
2015-04-21	SELL	460	337	682.09	318.39	154,019.53	-1,542.86
2015-12-02	BUY	565	271.1	673.95	335.77	-154,181.22	0
2015-12-07	SELL	565	254.83	633.52	311.99	143,035.7	-11,145.52
2016-01-17	BUY	553	257	625.33	321.31	-143,067.64	0
2016-02-08	SELL	553	260	632.63	309.51	142,837.86	-229.78
2016-04-24	BUY	571	248.6	624.58	324.88	-142,900.06	0
2016-06-20	SELL	550	252	609.84	306.9	137,683.26	38.71
2016-06-21	SELL	21	252	23.28	10.63	5,258.08	2.56
2016-10-25	BUY	498	285	624.49	305.38	-142,859.87	0
2016-12-29	SELL	498	283.1	620.33	299.54	140,063.93	-2,795.95
2017-07-05	BUY	392	355	612.3	290.73	-140,063.04	0
2017-09-11	SELL	392	430	741.66	349.94	167,468.4	27,405.36
2017-09-14	BUY	393	423.1	731.62	343.67	-167,353.59	0
2017-11-16	SELL	393	476.49	823.94	385.53	186,049.53	18,695.94
2017-11-23	BUY	383	483	813.95	379.87	-186,182.82	0
2017-12-18	SELL	383	469.4	791.03	371.81	178,617.36	-7,565.46
2018-01-18	BUY	368	482.5	781.26	370.14	-178,711.41	0
2018-02-26	SELL	368	475.5	769.93	360.4	173,853.67	-4,857.74
2018-04-19	BUY	350	493	759.22	363.99	-173,673.21	0
2018-05-03	SELL	350	463.42	713.67	336.6	161,146.73	-12,526.48
2018-08-29	BUY	409	391.5	704.54	340.58	-161,168.62	0
2018-09-16	SELL	409	373	671.25	325.27	151,560.48	-9,608.14
2018-10-28	BUY	393	383	662.28	318.51	-151,499.79	0
2018-11-18	SELL	393	368.8	637.73	310.69	143,989.99	-7,509.8
2019-01-01	BUY	387	370	630.04	312.6	-144,132.64	0
2019-03-07	SELL	387	390	664.09	311.23	149,954.68	5,822.04
2019-03-25	BUY	371	401.4	655.25	310.48	-149,885.12	0
2019-04-07	SELL	371	377.32	615.93	289.01	139,079.3	-10,805.82
2019-09-23	BUY	383	361	608.36	290.96	-139,162.32	0
2019-10-09	SELL	383	339.34	571.86	270.23	129,125.14	-10,037.18
2020-07-19	BUY	528	243	564.54	276.43	-129,144.97	0
2020-08-18	SELL	528	280.12	650.77	303.18	146,949.4	17,804.43
2020-08-25	BUY	484	301.7	642.5	298.59	-146,963.89	0
2020-10-29	SELL	484	329.5	701.7	340.28	158,436.02	11,472.13
2020-12-09	BUY	471	334.1	692.39	338.33	-158,391.82	0
2021-02-14	SELL	471	373	773.01	367.21	174,542.78	16,150.96
2021-04-21	BUY	509	340.2	761.91	383.5	-174,307.21	0
2021-06-22	SELL	509	344.9	772.44	380.92	174,400.74	93.53
2021-11-28	BUY	482	360	763.49	405.45	-174,688.94	0
2022-01-31	SELL	450	356.2	705.28	355.44	159,229.28	-3,862.05
2022-02-01	SELL	32	356.9	50.25	23.03	11,347.52	-250.09
2022-02-08	BUY	474	357.4	745.39	387.58	-170,540.57	0
2022-03-02	SELL	474	335.96	700.67	358.63	158,183.84	-12,356.73
2022-04-27	BUY	481	326.4	690.79	357.7	-158,046.89	0
2022-05-17	SELL	481	306.82	649.35	318.91	146,610.24	-11,436.65
2022-08-08	BUY	481	302.9	641.06	310.68	-146,646.64	0
2022-08-31	SELL	481	295.7	625.82	299.87	141,306.01	-5,340.63
2024-06-27	BUY	595	236.2	618.37	321.76	-141,479.13	0
2024-08-15	SELL	595	381	997.46	463.84	225,233.7	83,754.57
2024-08-20	BUY	634	353	984.73	454.78	-225,241.51	0
2024-08-25	SELL	634	354	987.52	454.9	222,993.58	-2,247.93
2025-09-03	BUY	711	311.5	974.5	497.11	-222,948.1	0
2025-10-07	SELL	544	292.81	700.87	396.17	158,191.6	-12,390.35