← Strategy Research Lab
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.

Full historical period: 2009-11-16 → 2026-10-13 (16.9 years). Selected finalist annualized return: 2.9%. 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.

0% return343.3% net return0 positions465 positions

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 positionsFull-history NAVRecent stress NAVInspect
465৳479৳19,237Rules & trades →
459৳570৳19,289Rules & trades →
455৳608৳30,525Rules & trades →
454৳696৳29,045Rules & trades →
452৳696৳19,289Rules & trades →
415৳713৳19,289Rules & trades →
411৳717৳19,289Rules & trades →
405৳1,133৳19,289Rules & trades →
404৳1,549৳19,289Rules & trades →
402৳1,771৳19,289Rules & trades →
372৳2,015৳19,289Rules & trades →
371৳2,622৳19,289Rules & trades →
363৳2,910৳19,289Rules & trades →
343৳2,924৳20,089Rules & trades →
335৳3,181৳47,792Rules & trades →
333৳4,607৳37,882Rules & trades →
329৳5,476৳37,882Rules & trades →
313৳5,574৳30,360Rules & trades →
310৳6,173৳43,102Rules & trades →
303৳8,989৳39,010Rules & trades →
300৳9,801৳38,916Rules & trades →
295৳12,981৳32,156Rules & trades →
292৳13,676৳41,873Rules & trades →
260৳13,883৳26,610Rules & trades →
259৳15,710৳26,610Rules & trades →
257৳15,781৳30,307Rules & trades →
256৳16,033৳45,581Rules & trades →
255৳19,080৳30,307Rules & trades →
208৳20,877৳36,159Rules & trades →
198৳22,131৳53,195Rules & trades →
196৳25,143৳33,095Rules & trades →
187৳33,566৳58,245Rules & trades →
186৳34,489৳53,071Rules & trades →
167৳35,171৳40,802Rules & trades →
165৳37,440৳37,845Rules & trades →
161৳42,263৳74,918Rules & trades →
158৳44,043৳78,126Rules & trades →
157৳53,519৳74,918Rules & trades →
154৳56,264৳44,128Rules & trades →
153৳62,778৳49,942Rules & trades →
147৳65,022৳64,084Rules & trades →
137৳73,649৳47,943Rules & trades →
136৳78,632৳50,001Rules & trades →
135৳80,826৳50,473Rules & trades →
129৳99,944৳52,622Rules & trades →
128৳100,941৳52,622Rules & trades →
119৳100,995৳43,038Rules & trades →
118৳101,946৳46,575Rules & trades →
117৳110,155৳49,557Rules & trades →
103৳133,375৳48,996Rules & trades →
102৳136,102৳55,284Rules & trades →
101৳138,379৳53,456Rules & trades →
98৳145,520৳54,043Rules & trades →
79৳150,242৳115,900Rules & trades →
78৳159,180৳120,816Rules & trades →
77৳160,935৳120,816Rules & trades →
76৳161,019৳120,816Rules & trades →
74৳181,538৳116,988Rules & trades →
73৳199,142৳121,853Rules & trades →
60৳200,452৳118,366Rules & trades →
48৳211,201৳128,871Rules & trades →
44৳221,072৳119,591Rules & trades →
39৳242,605৳130,354Rules & trades →
38৳272,593৳130,354Rules & trades →
37৳278,807৳126,439Rules & trades →
33৳291,973৳126,422Rules & trades →
32৳298,043৳122,630Rules & trades →
25৳341,394৳127,207Rules & trades →
24৳389,702৳129,084Rules & trades →
22৳402,891৳133,960Rules & trades →
17৳411,464৳119,509Rules & trades →
15৳443,253৳124,915Rules & trades →

#134 · Flow: Range flow

Full-history NAV৳161,086

Net return 61.1% · drawdown 36.8% · 51 closed positions

2024 onward NAV৳113,427

Net return 13.4% · drawdown 19.3% · 4 closed positions

2024 stress NAV৳108,186

Net return 8.2% · drawdown 21.9% · 4 closed positions

Variant 0; fixed stop 18.0%; maximum 250 sessions; gate None; continuous signal; exit stop/time only; trailing arms at 12.0%, distance 4.5%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳76,490
Unsettled৳0
Holdings৳84,597
NAV৳161,086
Realized P&L৳68,508
Unrealized P&L৳-7,422
Fees৳47,707
Friction৳22,568

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 #134

118 fills, including partial sales. Page 1.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2010-12-02BUY429231.4436.79200.74-99,908.140
2010-12-21SELL214284.3267.7122.6360,449.8810,612.25
2010-12-22SELL215269.9255.33116.6457,656.537,586.02
2010-12-26BUY240249.7263.68120.38-60,312.060
2011-02-10SELL240204.75216.2298.7148,826.03-11,486.03
2011-02-13BUY302190.1252.6115.44-57,778.240
2011-02-27SELL302149.8199.0590.944,949.65-12,828.6
2011-03-03BUY613152.1410.24188.26-93,835.80
2011-03-09SELL306182.7245.99112.6355,547.588,706.22
2011-03-13SELL307172.1232.47106.3952,495.835,501.4
2011-03-14BUY299184.2242.33110.95-55,429.080
2011-05-08SELL299146.8193.1388.8143,611.26-11,817.82
2011-05-09BUY350149.4230.08106.03-52,626.110
2011-07-05SELL350161.11248.11114.1856,025.693,399.58
2011-07-12BUY569174435.63201.35-99,642.970
2011-07-21SELL284215.8269.66123.3760,894.1611,160.24
2011-07-25SELL285205.6257.82117.7658,220.428,311.37
2011-07-26BUY294205.5265.83121.41-60,804.240
2011-09-12SELL294166.7215.6499.148,695.06-12,109.18
2011-09-13BUY338171254.31117.15-58,169.460
2011-10-11SELL338140.22208.5496.0547,089.77-11,079.69
2011-10-12BUY339143.2213.698.41-48,856.80
2011-10-26SELL339160.34239.17110.2454,007.385,150.57
2011-10-27BUY287162.8205.5894.51-47,023.690
2012-03-29SELL143195.36122.9256.1227,757.444,327.52
2012-04-03SELL144189119.7554.6227,041.623,447.86
2012-04-04BUY438185.5357.5164.17-81,770.670
2012-04-16SELL438211.53407.67186.6792,056.910,286.23
2012-04-17BUY127211.3118.0753.78-27,006.950
2012-07-22SELL127173.2796.8244.2321,863.73-5,143.23
2012-07-23BUY449203.5402.03186.38-91,959.910
2012-09-13SELL449166.87329.67152.1874,442.78-17,517.13
2012-09-16BUY128170.896.1943.92-22,002.510
2013-03-03SELL128140.0678.8836.1217,812.17-4,190.34
2013-03-04BUY499148.2325.39152.47-74,429.650
2013-06-03SELL249178.7195.7891.2144,209.37,069.06
2013-06-09SELL250176.5194.1589.6543,841.26,551.8
2013-06-10BUY338182.2270.97125.67-61,980.240
2013-07-10SELL169220.7164.1175.0937,059.096,068.97
2013-07-14SELL169211.5157.2771.8135,514.414,524.29
2013-07-18BUY599193.1508.93233.5-116,409.340
2013-07-23SELL599175461.23211.19104,152.58-12,256.76
2013-07-28BUY587176.5455.86208.72-104,270.090
2013-08-25SELL293214.7276.79126.8762,503.4410,457.21
2013-08-26SELL294210.1271.79124.6161,3739,149.14
2013-09-03BUY558220.5541.37249.39-123,829.760
2013-10-08SELL558178.8438.99204.9899,126.43-24,703.33
2013-10-21BUY542181.5432.84204.19-99,010.030
2013-11-12SELL542195465.04219.88105,005.085,995.05
2013-11-17BUY521200.5459.63216.37-105,136.50
2014-04-07SELL260240.7275.36126.7662,179.889,712.53
2014-04-09SELL261242.76278.79127.8962,953.9410,284.79
2014-04-17BUY488254.6546.68251.62-125,043.090
2014-06-08SELL488284609.8282.43137,699.7612,656.67
2014-06-11BUY464295.1602.48279.07-137,807.950
2014-08-12SELL464330.9675.57311.68152,550.3514,742.41
2014-08-19BUY448338.2666.66306.87-152,487.130
2014-09-28SELL224405.84400183.4490,324.7214,081.16
2014-09-29SELL224390.59384.97176.4486,931.8710,688.31
2014-10-01BUY233384.2393.88180.44-90,092.920
2014-11-25SELL233315.04322.98148.5372,933.74-17,159.18
2014-11-26BUY277312.9381.36176-87,230.660
2014-12-14SELL277352.4429.5199.896,984.129,753.46
2014-12-22BUY472357.6742.66352.52-169,882.380
2015-09-29SELL472293.23608.98290.17137,506.35-32,376.03
2015-10-12BUY511267600.32282.28-137,319.60
2016-10-23SELL511277.5623.93308.18140,870.393,550.79
2016-11-02BUY503278.5616.38300.11-141,001.990
2017-03-30SELL251334.2369.09173.3683,341.7512,980.91
2017-04-12SELL252337.02373.69174.2384,38113,739.84
2017-04-13BUY242342364.16169.65-83,297.810
2017-09-10SELL121410.4218.5100.5849,339.327,690.42
2017-09-12SELL121415.42221.17101.6449,943.618,294.71
2017-09-14BUY314423.1584.55272.8-133,710.750
2017-11-16SELL314484668.69311.2150,996.117,285.35
2017-11-19BUY101489217.3199.48-49,705.80
2018-06-03SELL101400.98178.281.9140,238.87-9,466.93
2018-06-05BUY367409660.45312.86-151,076.310
2019-06-26SELL367360581.33286.16131,252.51-19,823.8
2019-06-27BUY110363.5175.9381.93-40,242.860
2019-09-03SELL110298.07144.2766.6832,576.76-7,666.1
2019-09-08BUY551295.5716.41351.54-163,888.460
2019-09-22SELL275364440.44210.5399,449.0317,653.52
2019-10-01SELL276348.48423.19197.6495,559.5113,466.56
2019-10-06BUY279347425.98199.29-97,438.270
2019-12-22SELL279284.54349.3165.4778,871.89-18,566.39
2019-12-24BUY341285427.61206.92-97,819.540
2020-01-14SELL341233.7350.64168.2679,172.79-18,646.74
2020-01-19BUY642244.2689.82344.25-157,810.470
2020-01-22SELL642272.8770.61375.34173,991.6516,181.19
2020-01-29BUY641269.7760.66366.94-174,005.30
2020-02-24SELL641306.94865.69408.97195,471.9721,466.67
2020-02-27BUY674288.1854.39401.93-195,435.720
2020-03-15SELL674236.24700.6327.39158,199.12-37,236.59
2020-03-16BUY1242.81.070.49-244.350
2020-08-18SELL1284.591.250.57282.7738.41
2020-08-19BUY547286.9690.51321.87-157,946.680
2020-09-09SELL273344.28413.55190.4393,384.4714,555.5
2020-09-20SELL274338.74408.38188.492,217.5613,099.85
2020-09-24BUY547337.8813.02381.55-185,971.170