← 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 →

#174 · Flow: Range flow

Full-history NAV৳117,440

Net return 17.4% · drawdown 38.9% · 98 closed positions

2024 onward NAV৳90,936

Net return -9.1% · drawdown 32.0% · 21 closed positions

2024 stress NAV৳48,015

Net return -52.0% · drawdown 52.9% · 14 closed positions

Variant 0; fixed stop 6.0%; 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৳117,440
Unsettled৳0
Holdings৳0
NAV৳117,440
Realized P&L৳17,440
Unrealized P&L৳0
Fees৳92,587
Friction৳44,041

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳8.73e-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 #174

203 fills, including partial sales. Page 2.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2016-12-06SELL335287.9424.36198.8895,823.265,285.08
2016-12-14BUY336283418.39196.07-95,702.460
2017-02-16SELL336318470.13219.56106,158.3110,455.85
2017-02-26BUY335315.2464.6217.32-106,273.930
2017-05-02SELL335337.9498.06236.02112,462.416,188.48
2017-05-07BUY328340490.69236.57-112,247.260
2017-07-13SELL328354.8512.05238.78115,623.573,376.31
2017-07-20BUY311370506.31234.12-115,810.430
2017-09-26SELL311410561.04261.64126,687.3110,876.88
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
2018-02-14BUY144508.8322.38148.08-73,737.650
2018-02-25SELL144478.27303.03139.2568,428.88-5,308.77
2018-03-07BUY298487.9639.73301.04-146,334.980
2018-05-08SELL298458.63601.35281.64135,787.56-10,547.42
2018-10-30BUY353383594.88284.33-136,078.210
2018-11-04SELL353382593.32284.08133,968.6-2,109.61
2018-11-07BUY355375585.75282.59-133,993.340
2018-11-12SELL355379592287.18133,665.82-327.52
2019-01-02BUY361368584.53288.34-133,720.870
2019-01-07SELL361375595.65293.08134,486.27765.39
2019-01-15BUY342390586.87279.65-134,246.530
2019-01-20SELL342375564.3267.67127,418.03-6,828.5
2019-01-23BUY324391557.41263.42-127,504.830
2019-02-13SELL324388553.13256.49124,902.38-2,602.45
2019-03-04BUY319389546253.24-124,890.240
2019-03-07SELL319390547.4255.19123,607.41-1,282.83
2019-03-19BUY316389540.87253.49-123,718.350
2019-04-07SELL316385535.3250.15120,874.55-2,843.8
2019-06-19BUY330363.9528.38260.56-120,875.940
2019-06-24SELL330359.2521.56256.56117,757.88-3,118.06
2019-06-27BUY322363.5515.01250.88-117,812.890
2019-07-03SELL322364.9516.99250.81116,730-1,082.89
2019-10-06BUY279347425.98199.29-97,438.270
2019-10-10SELL279333.5409.4191.5192,445.58-4,992.69
2020-02-20BUY396280487.87228.75-111,596.630
2020-02-25SELL396292508.78236.31114,886.913,290.29
2020-07-23BUY464246.1502.44239.57-114,932.40
2020-07-28SELL464255520.61245.38117,554.012,621.61
2020-08-10BUY430271.5513.68238.81-117,497.490
2020-08-16SELL430294556.25258.55125,605.28,107.72
2020-08-19BUY435286.9549.13254.66-125,605.290
2020-09-09SELL217344.28328.72150.9674,229.0811,570.81
2020-10-22SELL218331.3317.78149.1871,756.448,809.42
2020-10-27BUY222332.2324.49152.51-74,225.40
2020-12-30SELL222349.9341.78159.0177,177.012,951.61
2021-01-04BUY198360.1313.72145.4-71,758.920
2021-02-23SELL198338.49294.9136.5666,590.36-5,168.56
2021-05-18BUY418342.2629.37308.81-143,977.780
2021-07-29SELL418375689.7333.61155,726.6911,748.91
2021-08-12BUY422366679.59321.87-155,453.460
2021-10-18SELL422369685.16326.53154,706.31-747.15
2022-01-18BUY427360676.37340.58-154,736.950
2022-01-30SELL427352661.34331.72149,310.94-5,426.01
2022-02-07BUY418355.3653.47334.58-149,503.450
2022-02-22SELL418355.8654.39335.53147,734.48-1,768.97
2022-08-07BUY489300645.48312.71-147,658.190
2022-08-14SELL489288619.66299.48139,912.86-7,745.33
2024-07-07BUY572243611.58311.83-139,919.410
2024-07-10SELL572250629.2316.17142,054.632,135.22
2024-07-15BUY391245.9423.05205.53-96,775.470
2024-07-24SELL391248.2427207.0996,412.1-363.37
2024-07-28BUY177254.1197.8992.64-45,266.240
2024-07-31SELL177248193.1490.3343,612.53-1,653.71
2024-08-01BUY376254.7421.38203.89-96,392.460
2024-08-11SELL376345.6571.76278.97129,094.8732,702.41
2024-08-15BUY450381754.38348.88-172,553.260
2024-08-20SELL450353698.94321.32157,829.74-14,723.51
2024-08-25BUY443354690.02316.59-157,828.60
2024-08-29SELL443348.9680.08311.71153,570.91-4,257.69
2024-09-03BUY445342.9671.4307.52-153,569.410
2024-10-23SELL445322.33631.11292.58142,511.37-11,058.04
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
2025-09-03BUY433311.5593.47289.84-135,762.810
2025-09-08SELL433308.5587.75289.45132,703.3-3,059.51
2026-02-24BUY495266.4580.22283.1-132,731.310
2026-03-01SELL495262570.64276.2128,843.16-3,888.15
2026-06-15BUY512250563.2285.53-128,848.730
2026-06-18SELL512251.5566.58284.66127,916.76-931.97
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
2026-07-13BUY486258.9553.63266.5-126,645.530
2026-07-16SELL486258.6552.99265.42124,861.19-1,784.35
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