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: 9.2%. 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

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

Full-history NAV৳443,253

Net return 343.3% · drawdown 29.7% · 15 closed positions

2024 onward NAV৳128,191

Net return 28.2% · drawdown 19.6% · 2 closed positions

2024 stress NAV৳124,915

Net return 24.9% · drawdown 21.1% · 2 closed positions

Variant 2; fixed stop 8.0%; maximum 120 sessions; gate EMA 50; continuous signal; exit all bearish; trailing arms at 0.0%, distance 0.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳443,253

Unsettled৳0

Holdings৳0

NAV৳443,253

Realized P&L৳343,253

Unrealized P&L৳0

Fees৳34,033

Friction৳17,428

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 #1

35 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
2011-01-03	SELL	376	242.2	400.7	183.23	90,483.28	-9,341.86
2011-07-12	BUY	517	174	395.82	182.67	-90,536.48	0
2011-08-11	SELL	517	185.8	422.66	193.38	95,442.56	4,906.08
2011-10-30	BUY	611	155.2	417.24	193.82	-95,438.26	0
2012-04-30	SELL	611	214.7	577.2	264.62	130,339.88	34,901.62
2013-05-15	BUY	837	154.7	569.73	300.66	-130,354.29	0
2013-11-19	SELL	837	206.5	760.5	363.7	171,716.31	41,362.01
2014-02-02	BUY	807	211.4	750.64	355.47	-171,705.91	0
2014-08-04	SELL	807	310.8	1,103.59	519.48	249,192.53	77,486.63
2014-08-12	BUY	748	330.9	1,089.06	506.99	-249,109.25	0
2014-11-11	SELL	748	351.4	1,156.53	541	261,149.67	12,040.42
2015-12-02	BUY	957	271.1	1,141.55	603.3	-261,187.55	0
2016-02-08	SELL	957	260	1,094.81	563.37	247,161.82	-14,025.73
2017-07-27	BUY	654	375.5	1,080.54	508.31	-247,165.85	0
2017-12-18	SELL	654	469.4	1,350.75	649.69	304,987.17	57,821.32
2019-01-01	BUY	819	370	1,333.33	723.5	-305,086.83	0
2019-04-08	SELL	819	376	1,354.95	657.52	305,931.53	844.7
2020-07-26	BUY	1,211	251	1,337.43	677.16	-305,975.59	0
2020-11-05	SELL	1,211	328.3	1,749.31	940.01	394,881.98	88,906.39
2020-12-14	BUY	1,133	346	1,724.88	914.44	-394,657.32	0
2021-02-23	SELL	1,133	349	1,739.83	878.27	392,798.89	-1,858.43
2021-05-25	BUY	970	341.1	1,455.81	768.88	-333,091.7	0
2021-11-28	SELL	495	360	784.08	418	176,997.92	7,018.13
2021-11-29	SELL	298	360.4	472.56	238.52	106,688.12	4,356.86
2021-11-30	SELL	177	363	282.7	137.79	63,830.5	3,049.85
2022-01-16	BUY	1,054	359.9	1,669.07	953.15	-381,956.82	0
2022-03-03	SELL	937	331.11	1,365.09	766.46	308,116.64	-31,440.8
2022-03-06	SELL	117	333	171.43	80.04	38,709.53	-3,689.85
2024-06-27	BUY	1,072	236.2	1,114.11	638.48	-254,958.99	0
2024-10-20	SELL	1,072	338	1,594.28	756.54	359,985.18	105,026.19
2026-06-22	BUY	1,441	257.5	1,632.65	935.51	-373,625.67	0
2026-09-14	SELL	831	236.9	866.2	488.84	195,508.86	-19,954.66
2026-09-15	SELL	477	237	497.42	258.46	112,293.13	-11,384.49
2026-09-16	SELL	133	240	140.45	66.53	31,713.03	-2,771.51