← 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: 0.8%. 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 →

#175 · Flow: Range flow

Full-history NAV৳114,899

Net return 14.9% · drawdown 39.2% · 99 closed positions

2024 onward NAV৳97,698

Net return -2.3% · drawdown 26.9% · 18 closed positions

2024 stress NAV৳56,106

Net return -43.9% · drawdown 45.0% · 12 closed positions

Variant 0; fixed stop 22.0%; maximum 60 sessions; gate EMA 50; fresh signal only; exit EMA 200 break; trailing arms at 8.0%, distance 3.5%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳114,899
Unsettled৳0
Holdings৳0
NAV৳114,899
Realized P&L৳14,899
Unrealized P&L৳0
Fees৳89,360
Friction৳42,394

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 #175

206 fills, including partial sales. Page 2.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2016-06-19SELL341252.1378.25183.1385,404.72-2,359.28
2016-07-16BUY330257373.16181.62-85,364.780
2016-07-19SELL330259.4376.65181.9485,043.41-321.37
2016-07-26BUY314269.1371.79176.3-85,045.490
2016-09-20SELL314262361.98176.3281,729.7-3,315.79
2016-10-02BUY303268.5357.96174.99-81,888.450
2016-12-29SELL303283.1377.43178.0785,223.813,335.35
2017-01-04BUY296286.1372.62175.41-85,233.620
2017-02-26SELL296315.2410.52191.3992,697.297,463.67
2017-03-05BUY295311.9404.85189.08-92,604.420
2017-04-12SELL295340.55442.03207.0499,812.737,208.31
2017-04-19BUY298333436.63204.46-99,875.090
2017-07-19SELL298365.1478.72221.35108,099.738,224.64
2017-07-25BUY291369472.47218.16-108,069.620
2017-09-10SELL145424.35270.7412561,135.017,285.89
2017-09-11SELL146419.78269.66124.2760,893.226,672.72
2017-09-14BUY286423.1532.43247.9-121,786.930
2017-11-13SELL143486.57306.15141.2369,131.428,237.95
2017-11-15SELL143489.16307.78141.5269,500.368,606.9
2017-11-19BUY141489303.38139.27-69,391.650
2018-02-13SELL141507.9315.1144.7271,154.081,762.43
2018-02-14BUY135508.8302.23138.73-69,128.960
2018-05-16SELL135463.1275.08126.8362,116.59-7,012.37
2018-10-30BUY346383583.08278.42-133,379.50
2018-11-04SELL346382581.56278.17131,312.28-2,067.22
2018-11-07BUY348375574.2276.7-131,350.90
2018-11-12SELL348379580.32281.17131,030.5-320.4
2019-01-02BUY354368573.2282.32-131,127.520
2019-01-07SELL354375584.1286.98131,878.92751.41
2019-01-15BUY336390576.58274.53-131,891.10
2019-01-20SELL336375554.4262.78125,182.82-6,708.29
2019-01-23BUY318391547.09258.36-125,143.450
2019-02-13SELL318388542.89251.65122,589.46-2,553.98
2019-03-04BUY313389535.73248.38-122,541.110
2019-03-07SELL313390537.11250.27121,282.62-1,258.49
2019-03-19BUY310389530.6248.53-121,369.130
2019-04-07SELL310385525.14245.27118,579.59-2,789.54
2019-06-19BUY324363.9518.78255.46-118,677.830
2019-06-24SELL324359.2512.08251.55115,617.18-3,060.66
2019-06-27BUY316363.5505.41245.9-115,617.310
2019-07-03SELL316364.9507.36245.84114,555.2-1,062.11
2019-10-06BUY279347425.98199.29-97,438.270
2019-10-10SELL279333.5409.4191.5192,445.58-4,992.69
2020-02-20BUY389280479.25224.59-109,623.840
2020-02-25SELL389292499.79232.04112,856.173,232.33
2020-07-23BUY455246.1492.69234.71-112,702.90
2020-07-28SELL455255510.51240.46115,274.032,571.13
2020-08-10BUY422271.5504.12234.27-115,311.390
2020-08-16SELL422294545.9253.63123,268.477,957.08
2020-08-19BUY427286.9539.03249.89-123,295.210
2020-09-08SELL213329.93309.22141.9369,825.018,321.78
2020-09-16SELL214342.29322.3148.1972,778.6110,986.63
2020-09-24BUY419337.8622.77290.12-142,451.080
2020-12-21SELL419341.1628.85300.55141,991.5-459.59
2020-12-24BUY418337.5620.73296.63-141,992.360
2021-01-06SELL418374.42688.63325.02155,493.9113,501.54
2021-01-11BUY414373.6680.55320.4-155,671.340
2021-04-01SELL414330601.13288.75135,730.12-19,941.22
2021-05-18BUY394342.2593.24289.85-135,709.880
2021-08-03SELL394366.7635.71303.41143,540.687,830.79
2021-08-12BUY389366626.45295.77-143,296.210
2021-09-13SELL389382.91655.39312.38147,984.994,688.78
2021-09-16BUY388379.2647.37306.83-148,083.80
2021-10-27SELL388356607.76289.08137,231.16-10,852.64
2022-01-18BUY379360600.34298.99-137,339.330
2022-01-30SELL379352587291.33132,529.68-4,809.65
2022-02-07BUY370355.3578.43292.34-132,331.770
2022-02-22SELL370355.8579.24293.13130,773.62-1,558.14
2022-08-07BUY434300572.88275.61-131,048.490
2022-08-14SELL434288549.96264.02124,178.02-6,870.47
2024-07-07BUY507243542.08272.98-124,016.070
2024-07-10SELL507250557.7277.2125,915.11,899.03
2024-07-15BUY391245.9423.05205.53-96,775.470
2024-07-24SELL391248.2427207.0996,412.1-363.37
2024-07-28BUY114254.1127.4659.05-29,153.910
2024-07-31SELL114248124.457.628,090.01-1,063.9
2024-08-01BUY376254.7421.38203.89-96,392.460
2024-08-11SELL376345.6571.76278.97129,094.8732,702.41
2024-08-15BUY410381687.32317.38-157,214.710
2024-11-13SELL410329.3594.06280.01134,138.93-23,075.77
2024-12-30BUY416320.1585.91284.01-134,031.530
2025-03-02SELL416327.4599.27280.11135,319.021,287.49
2025-07-10BUY450299592.02315.57-135,457.590
2025-07-15SELL450299592.02311.31133,646.67-1,810.92
2025-07-20BUY442300.2583.83295.78-133,568.010
2025-07-23SELL442313.2609.11303.23137,522.063,954.05
2025-07-31BUY437312.7601.26291.6-137,542.760
2025-08-17SELL437306588.38281.12132,852.51-4,690.25
2025-09-03BUY424311.5581.13283.41-132,940.540
2025-09-08SELL424308.5575.54282.98129,945.49-2,995.06
2026-02-24BUY485266.4568.5276.99-130,049.490
2026-03-01SELL485262559.11270.29126,240.6-3,808.89
2026-06-15BUY501250551.1278.78-126,079.880
2026-06-18SELL501251.5554.41277.97125,169.12-910.75
2026-06-24BUY488255547.54268.29-125,255.820
2026-06-29SELL488259.5557.2270.22125,808.59552.76
2026-07-05BUY484258.3550.08264.48-125,831.750
2026-07-08SELL484258549.44264.92124,057.65-1,774.11
2026-07-13BUY476258.9542.24260.72-124,039.360
2026-07-16SELL476258.6541.61259.68122,292.31-1,747.05