← 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: 1.0%. 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 →

#173 · Flow: Range flow

Full-history NAV৳117,491

Net return 17.5% · drawdown 39.0% · 95 closed positions

2024 onward NAV৳86,937

Net return -13.1% · drawdown 35.0% · 20 closed positions

2024 stress NAV৳45,986

Net return -54.0% · drawdown 54.9% · 14 closed positions

Variant 0; fixed stop 10.0%; maximum 45 sessions; gate EMA 50; fresh signal only; exit EMA 200 break; trailing arms at 0.0%, distance 0.0%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳117,491
Unsettled৳0
Holdings৳0
NAV৳117,491
Realized P&L৳17,491
Unrealized P&L৳0
Fees৳90,027
Friction৳42,902

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 #173

197 fills, including partial sales. Page 2.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2017-05-02SELL334337.9496.58235.29112,126.736,170.06
2017-05-07BUY328340490.69236.57-112,247.260
2017-07-13SELL328354.8512.05238.78115,623.573,376.31
2017-07-20BUY310370504.68233.36-115,438.040
2017-09-26SELL310410559.24260.78126,279.9810,841.94
2017-10-04BUY303415553.28257.25-126,555.530
2017-11-14SELL151498330.87152.5874,714.5511,645.63
2017-12-06SELL152487325.71149.4173,548.8910,062.29
2017-12-10BUY155478.3326.2149.74-74,612.440
2018-02-13SELL155507.9346.39159.2578,218.863,606.42
2018-02-14BUY143508.8320.14147.04-73,225.580
2018-04-22SELL143490308.31143.369,618.39-3,607.18
2018-04-24BUY161485343.57159.57-78,588.150
2018-05-20SELL161445315.24145.571,184.26-7,403.88
2018-10-30BUY365383615.1294.49-140,704.590
2018-11-04SELL365382613.49294.24138,522.27-2,182.32
2018-11-07BUY367375605.55292.71-138,523.260
2018-11-12SELL367379612.01297.52138,183.47-339.8
2019-01-02BUY373368603.96298.71-138,166.670
2019-01-07SELL373375615.45303.59138,955.96789.29
2019-01-15BUY354390607.46289.93-138,957.40
2019-01-20SELL354375584.1277.47131,888.43-7,068.97
2019-01-23BUY335391576.33272.72-131,834.050
2019-02-13SELL335388571.91265.37129,142.71-2,691.33
2019-03-04BUY330389564.83262.15-129,196.980
2019-03-07SELL330390566.28264.21127,869.51-1,327.47
2019-03-19BUY327389559.69262.59-128,025.280
2019-04-07SELL327385553.94259.1125,081.96-2,943.32
2019-06-19BUY341363.9546269.95-124,905.840
2019-06-24SELL341359.2538.94265.79121,682.47-3,223.37
2019-06-27BUY333363.5532.6260.05-121,838.150
2019-07-03SELL333364.9534.65259.93120,717.11-1,121.03
2019-10-06BUY279347425.98199.29-97,438.270
2019-10-10SELL279333.5409.4191.5192,445.58-4,992.69
2020-02-20BUY411280506.35237.69-115,824.040
2020-02-25SELL411292528.05245.46119,238.493,414.44
2020-07-23BUY481246.1520.85248.77-119,143.710
2020-07-28SELL481255539.68254.7121,860.612,716.9
2020-08-10BUY446271.5532.79247.9-121,869.690
2020-08-16SELL446294576.95268.39130,278.678,408.98
2020-08-19BUY451286.9569.32264.22-130,225.450
2020-09-09SELL225344.28340.84156.5976,965.5711,997.23
2020-10-22SELL226331.3329.44154.8374,389.529,132.43
2020-10-27BUY230332.2336.19158.19-76,900.380
2020-12-30SELL230349.9354.1164.8779,958.033,057.65
2021-01-04BUY205360.1324.81150.64-74,295.950
2021-03-09SELL205355320.21148.7572,306.04-1,989.91
2021-05-18BUY442342.2665.51327.92-152,245.830
2021-07-29SELL442375729.3353.99164,666.7112,420.89
2021-08-12BUY447366719.85341.76-164,663.60
2021-10-18SELL447369725.75346.82163,870.43-793.18
2022-01-18BUY453360717.55363.46-164,161.010
2022-01-30SELL453352701.61353.93158,400.47-5,760.55
2022-02-07BUY442355.3690.99356.07-158,089.660
2022-02-22SELL442355.8691.96357.11156,214.53-1,875.13
2022-08-07BUY518300683.76332.47-156,416.230
2022-08-14SELL518288656.41318.36148,209.23-8,207
2024-07-07BUY606243647.94332.49-148,238.430
2024-07-10SELL606250666.6336.86150,496.542,258.11
2024-07-15BUY391245.9423.05205.53-96,775.470
2024-07-24SELL391248.2427207.0996,412.1-363.37
2024-07-28BUY210254.1234.79110.51-53,706.30
2024-07-31SELL210248229.15107.7351,743.11-1,963.18
2024-08-01BUY376254.7421.38203.89-96,392.460
2024-08-11SELL376345.6571.76278.97129,094.8732,702.41
2024-08-15BUY472381791.26366.24-180,989.50
2024-08-21SELL472342.9712.13327.19160,809.47-20,180.03
2024-08-29BUY457348.9701.57321.65-160,470.510
2024-10-24SELL457314.01631.41292.89142,578.27-17,892.24
2024-11-12BUY435325.7623.39294.93-142,597.820
2025-01-19SELL435332.8636.98304.22143,826.81,228.99
2025-01-28BUY433330628.72301.39-143,820.110
2025-04-09SELL433321.7612.9313.26138,369.94-5,450.17
2025-07-10BUY460299605.18323.64-138,468.820
2025-07-15SELL460299605.18319.19136,615.64-1,853.18
2025-07-20BUY452300.2597.04303.17-136,590.610
2025-07-23SELL452313.2622.89310.7140,632.814,042.2
2025-07-31BUY447312.7615.02298.7-140,690.620
2025-08-17SELL447306601.84287.87135,892.29-4,798.33
2025-09-03BUY434311.5594.84290.56-136,076.40
2025-09-08SELL434308.5589.11290.17133,009.72-3,066.68
2026-02-24BUY496266.4581.39283.71-132,999.50
2026-03-01SELL496262571.79276.8129,103.42-3,896.08
2026-06-15BUY513250564.3286.15-129,100.450
2026-06-18SELL513251.5567.69285.27128,166.55-933.9
2026-06-24BUY499255559.88274.78-128,079.660
2026-06-29SELL499259.5569.76276.7128,644.04564.38
2026-07-05BUY495258.3562.58270.82-128,691.90
2026-07-08SELL495258561.92271.29126,876.79-1,815.11
2026-07-13BUY487258.9554.77267.08-126,906.150
2026-07-16SELL487258.6554.13266125,118.08-1,788.08
2026-07-21BUY482257.5546.11262.98-124,924.090
2026-07-26SELL482258.9549.08266.08123,974.64-949.44
2026-08-02BUY474260542.26266.04-124,048.290
2026-08-06SELL474259540.17265.4121,960.43-2,087.86
2026-08-11BUY470258533.54262.64-122,056.190
2026-08-16SELL470251.5520.1252.29117,432.61-4,623.58