← 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: 2.0%. 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 →

#159 · Flow: Range flow

Full-history NAV৳138,987

Net return 39.0% · drawdown 38.1% · 64 closed positions

2024 onward NAV৳113,078

Net return 13.1% · drawdown 23.4% · 8 closed positions

2024 stress NAV৳103,253

Net return 3.3% · drawdown 29.4% · 8 closed positions

Variant 1; fixed stop 4.0%; maximum 45 sessions; gate EMA 50; fresh signal only; exit stop/time only; trailing arms at 0.0%, distance 0.0%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳138,987
Unsettled৳0
Holdings৳0
NAV৳138,987
Realized P&L৳38,987
Unrealized P&L৳0
Fees৳66,304
Friction৳31,441

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 #159

140 fills, including partial sales. Page 1.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2010-12-26BUY397249.7436.18199.7-99,766.770
2011-01-04SELL397236.5413.12188.9393,288.45-6,478.32
2011-01-13BUY395234.8408.08186.49-93,340.580
2011-01-18SELL395228.7397.48181.6889,757.34-3,583.23
2011-07-05BUY547163.2392.79182.06-89,845.250
2011-07-19SELL273195234.23107.2652,893.518,053.01
2011-09-12SELL274164.83198.7291.2444,874.01-130.74
2011-10-27BUY597162.8427.64198.97-97,818.210
2011-11-01SELL597164.5432.11200.5497,573.85-244.36
2011-11-13BUY609159.2426.59197.84-97,577.240
2011-11-16SELL609161.7433.29200.9597,841.06263.82
2011-11-27BUY616157.7427.43197.06-97,767.690
2012-01-08SELL308181.35245.77113.1455,498.436,614.59
2012-01-18SELL308159.28215.8598.8948,742.57-141.27
2012-01-23BUY644161456.21210.69-104,350.90
2012-01-26SELL644157.7446.86206.24100,905.7-3,445.2
2012-03-04BUY641156.2440.55203.55-100,768.30
2012-03-25SELL320184.3259.49119.2458,597.278,291.72
2012-05-09SELL321200.4283.04129.1963,916.1613,453.41
2012-05-14BUY584208.5535.76245.7-122,545.460
2012-05-28SELL584200.16514.33237.94116,141.17-6,404.3
2012-06-05BUY560205.9507.34236.3-116,047.640
2012-06-18SELL560197.66487.04227.95109,976.84-6,070.8
2012-06-21BUY553197.9481.53226.13-110,146.360
2012-07-11SELL553189.98462.27215.99104,382.9-5,763.47
2012-07-23BUY509203.5455.76211.84-104,249.090
2012-08-05SELL509189.1423.51196.2295,632.17-8,616.92
2012-12-03BUY566168.1418.64198.47-95,761.710
2013-02-07SELL566170.1423.62203.4295,649.56-112.14
2013-05-15BUY614154.7417.94212.41-95,616.150
2013-06-03SELL307178.7241.39113.154,506.426,698.34
2013-07-22SELL307180.9244.36111.5155,180.437,372.35
2013-07-28BUY617176.5479.16219.47-109,599.130
2013-08-14SELL617169.44460210.81103,873.67-5,725.46
2013-09-03BUY468220.5454.05208.71-103,856.770
2013-09-08SELL468210.9434.29199.3498,067.57-5,789.19
2013-09-12BUY497196.3429.27196.79-98,187.160
2013-09-23SELL497186.5407.8418792,095.66-6,091.5
2013-10-29BUY489187.2402.78192.1-92,135.680
2013-11-20SELL244215.3231.15106.5452,195.516,221.88
2014-01-06SELL245206.4222.5102.9650,242.544,080.5
2014-01-07BUY249207.7227.56105.38-52,050.240
2014-01-12SELL249209.9229.97106.4651,928.67-121.57
2014-01-15BUY244204.5219.55101.56-50,219.110
2014-03-20SELL244211.7227.28104.2951,323.231,104.13
2014-03-24BUY248208226.97104.19-51,915.160
2014-04-07SELL124240.7131.3360.0629,655.423,697.84
2014-06-01SELL124275.4150.2668.6433,930.77,973.12
2014-06-08BUY402284502.34231.9-114,902.240
2014-08-07SELL201326.6288.85132.3165,225.457,774.33
2014-08-19SELL201338.2299.1136.7367,542.3710,091.25
2014-08-24BUY406325.3581.12266.79-132,919.710
2014-09-21SELL203377.9337.54154.7476,221.429,761.57
2014-11-02SELL203370.7331.11151.4774,769.528,309.67
2014-11-05BUY211358.5332.83152.31-76,128.640
2014-11-10SELL211348.7323.73148.3173,103.66-3,024.98
2014-12-04BUY417352.6646.95303.26-147,984.410
2015-01-25SELL417338.5621.07296.68140,235.08-7,749.33
2015-03-29BUY400348612.48288.03-140,100.510
2015-04-20SELL400334.08587.98273.53132,770.49-7,330.02
2015-06-14BUY394335580.76269.6-132,840.360
2015-08-11SELL394321.6557.53257.85125,895.03-6,945.33
2015-12-01BUY467267.9550.48269.79-125,929.570
2015-12-07SELL467257.18528.46256.93119,319.54-6,610.04
2016-01-20BUY432274520.82255.01-119,143.830
2016-01-28SELL432263.04499.99241.5112,891.8-6,252.03
2016-02-03BUY431260.7494.39238.05-113,094.140
2016-03-02SELL431244.1462.91222.47104,521.72-8,572.41
2016-04-26BUY412251.9456.64226.44-104,465.880
2016-05-02SELL412241.82438.38215.3598,977.76-5,488.12
2016-05-09BUY394249.8433.05212.33-99,066.590
2016-07-18SELL394259449220.92101,376.082,309.49
2016-07-26BUY374269.1442.83211.65-101,297.880
2016-10-05SELL374273.9450.73221.24101,766.63468.75
2016-10-16BUY375269.7445.01218.48-101,800.980
2016-12-19SELL375285.2470.58222.18106,257.244,456.26
2017-01-04BUY369286.1464.51220.52-106,255.930
2017-03-09SELL369316.9514.52242.04116,179.549,923.61
2017-03-15BUY363317.8507.59238.41-116,107.40
2017-05-22SELL363331.2528.99256.72119,439.893,332.49
2017-06-04BUY356333.5522.39256.6-119,504.990
2017-08-09SELL356376.5589.75273.58133,170.6713,665.68
2017-08-17BUY341388582.16271.16-133,161.320
2017-10-23SELL341431.9648.02306.12146,323.7613,162.44
2017-11-07BUY327444.5639.55300.76-146,291.810
2018-01-11SELL327472.2679.4320.7153,409.297,117.49
2018-01-17BUY319477.2669.8314.76-153,211.350
2018-03-22SELL319477669.52320.05151,173.43-2,037.92
2018-04-12BUY310484.1660.31314.47-151,045.780
2018-05-03SELL310464.74633.9297.77143,136.5-7,909.28
2018-11-12BUY376379627.02305.31-143,436.320
2018-11-19SELL376363.84601.94291.61135,910.29-7,526.03
2019-01-07BUY360375594292.21-135,886.210
2019-03-13SELL360391.7620.45290.91140,100.644,214.43
2019-03-19BUY358389612.75288.33-140,163.080
2019-04-08SELL358373.44588.24275.23132,828.05-7,335.03
2019-06-19BUY362363.9579.62287.99-132,599.410
2019-07-07SELL362349.34556.44272.06125,634.03-6,965.38
2019-10-06BUY279347425.98199.29-97,438.270
2019-10-10SELL279333.5409.4191.5192,445.58-4,992.69