← 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: 0.1%. 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 →

#184 · Flow: Range flow

Full-history NAV৳101,946

Net return 1.9% · drawdown 40.7% · 118 closed positions

2024 onward NAV৳86,505

Net return -13.5% · drawdown 35.3% · 21 closed positions

2024 stress NAV৳46,575

Net return -53.4% · drawdown 54.4% · 15 closed positions

Variant 0; fixed stop 15.0%; maximum 20 sessions; gate EMA 50; fresh signal only; exit EMA 200 break; trailing arms at 18.0%, distance 6.0%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳101,946
Unsettled৳0
Holdings৳0
NAV৳101,946
Realized P&L৳1,946
Unrealized P&L৳0
Fees৳106,236
Friction৳50,266

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 #184

242 fills, including partial sales. Page 2.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2016-01-24SELL412266482.2233.17108,876.62-316.35
2016-04-26BUY430251.9476.59237.19-109,030.790
2016-05-02SELL430245463.54228.69104,657.77-4,373.01
2016-05-08BUY421247457.54225.54-104,670.080
2016-05-11SELL421252.1466.99228.5105,438.61768.53
2016-05-24BUY408256.7460.83225.33-105,419.760
2016-05-29SELL408255.2458.14224.99103,438.47-1,981.28
2016-06-02BUY400256.7451.79221.94-103,353.730
2016-06-07SELL400255.1448.98220.89101,370.14-1,983.59
2016-06-14BUY394255.7443.28217.87-101,406.950
2016-06-19SELL394252.1437.04213.698,676.76-2,730.19
2016-07-16BUY381257430.83211.83-98,559.660
2016-07-19SELL381259.4434.86211.9798,184.57-375.09
2016-07-26BUY363269.1429.81205.13-98,318.230
2016-08-24SELL363267.1426.61199.5596,331.13-1,987.1
2016-09-08BUY359266.3420.65204.17-96,226.520
2016-09-20SELL359262413.86203.5293,440.62-2,785.9
2016-10-02BUY346268.5408.76201.81-93,511.580
2016-11-01SELL346273415.62197.9993,844.4332.82
2016-11-08BUY334279.1410.17195.14-93,824.70
2016-12-06SELL334287.9423.1198.2795,537.231,712.53
2016-12-14BUY335283417.14195.47-95,417.610
2017-01-12SELL335290.7428.49202.296,753.81,336.19
2017-01-17BUY330292.1424.13199.06-97,016.190
2017-02-14SELL330319.9464.49217.08104,885.427,869.23
2017-02-19BUY325320457.6213.47-104,671.070
2017-03-20SELL325317453.31213.56102,358.13-2,312.94
2017-04-03BUY301338.3448.04211-102,487.340
2017-05-02SELL301337.9447.51211.19101,049.2-1,438.14
2017-05-07BUY295340441.32211.54-100,952.860
2017-06-05SELL295336436.13211.3298,472.55-2,480.31
2017-06-19BUY288340430.85206.89-98,557.740
2017-07-20SELL288370468.86216.53105,874.67,316.86
2017-07-25BUY285369462.73213.59-105,841.320
2017-08-24SELL285388.4487.05226.26109,980.684,139.37
2017-08-29BUY281388.9480.84223.73-109,985.470
2017-09-27SELL281411508.16236.46114,746.384,760.91
2017-10-04BUY275415502.15232.99-114,860.140
2017-11-01SELL275439.8532.16249.15120,163.695,303.55
2017-11-07BUY268444.5524.15245.01-119,895.160
2017-12-05SELL268484570.73263.67128,877.68,982.44
2017-12-10BUY268478.3564.01260.75-129,009.160
2018-01-09SELL268472.6557.29261.04125,838.47-3,170.69
2018-01-17BUY262477.2550.12257-125,833.520
2018-02-14SELL262508.8586.54271.72132,447.336,613.81
2018-03-07BUY270487.9579.63271.88-132,584.510
2018-04-05SELL270477566.68268.4127,954.93-4,629.58
2018-04-11BUY263483.2559.16264.58-127,905.340
2018-05-14SELL263465.6538.79251.51121,662.5-6,242.84
2018-10-30BUY315383530.84252.39-121,428.220
2018-11-04SELL315382529.45252.12119,548.43-1,879.79
2018-11-07BUY317375523.05250.78-119,648.830
2018-11-12SELL317379528.63254.71119,359.66-289.17
2019-01-02BUY322368521.38255.01-119,272.390
2019-01-07SELL322375531.3259.27119,959.43687.04
2019-01-15BUY306390525.1249-120,114.10
2019-01-20SELL306375504.9238.44114,006.66-6,107.44
2019-01-23BUY290391498.92234.83-114,123.750
2019-02-13SELL290388495.09229.1111,795.82-2,327.93
2019-03-04BUY285389487.81225.76-111,578.570
2019-03-07SELL285390489.06227.38110,433.56-1,145.01
2019-03-19BUY282389482.67225.48-110,406.150
2019-04-07SELL282385477.71222.58107,869.72-2,536.44
2019-06-19BUY295363.9472.34230.99-108,053.830
2019-06-24SELL295359.2466.24227.5105,270.26-2,783.58
2019-06-27BUY287363.5459.03221.99-105,005.520
2019-07-03SELL287364.9460.8222.01104,043.49-962.03
2019-10-06BUY279347425.98199.29-97,438.270
2019-10-10SELL279333.5409.4191.5192,445.58-4,992.69
2020-02-20BUY352280433.66202.65-99,196.310
2020-02-25SELL352292452.25209.55102,122.22,925.89
2020-07-23BUY413246.1447.21212.14-102,298.650
2020-07-28SELL413255463.39217.56104,634.062,335.4
2020-08-10BUY383271.5457.53212.19-104,654.220
2020-08-16SELL383294495.45229.73111,876.827,222.6
2020-08-19BUY387286.9488.53226.06-111,744.90
2020-09-09SELL193344.28292.36134.1266,019.5610,291.49
2020-09-17SELL194340.7290.82133.6265,671.369,654.54
2020-09-24BUY387337.8575.21267.46-131,571.270
2020-10-22SELL387331.3564.14271.34127,377.63-4,193.64
2020-11-08BUY377336.2557.69267.9-127,572.990
2020-12-06SELL377320.1530.98256.21119,890.51-7,682.48
2020-12-22BUY349341.4524.25248.27-119,921.130
2021-01-20SELL349379.9583.37272.65131,729.0711,807.94
2021-01-26BUY354369574.75268.43-131,469.190
2021-02-24SELL354341531.14249.45119,933.41-11,535.77
2021-05-18BUY349342.2525.48254.7-120,207.980
2021-06-16SELL349348534.39256.52120,661.1453.12
2021-06-23BUY347345.2527.05253.24-120,564.70
2021-07-29SELL347375572.55274.11129,278.348,713.65
2021-08-12BUY351366565.25265.9-129,297.160
2021-09-13SELL351389.7601.85285.78135,897.076,599.91
2021-09-16BUY356379.2593.98280.57-135,869.750
2021-10-14SELL356368576.44272.42130,159.15-5,710.6
2022-01-18BUY359360568.66281.91-130,090.560
2022-01-30SELL359352556.02274.73125,537.25-4,553.31
2022-02-07BUY351355.3548.73275.9-125,534.920
2022-02-22SELL351355.8549.5276.63124,059.68-1,475.24
2022-08-07BUY411300542.52260.24-124,102.760
2022-08-14SELL411288520.82249.32117,597.86-6,504.9