← 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 →

#186 · Flow: Range flow

Full-history NAV৳100,995

Net return 1.0% · drawdown 43.4% · 119 closed positions

2024 onward NAV৳81,370

Net return -18.6% · drawdown 39.1% · 20 closed positions

2024 stress NAV৳43,038

Net return -57.0% · drawdown 57.8% · 14 closed positions

Variant 0; fixed stop 10.0%; maximum 60 sessions; gate EMA 50; fresh signal only; exit EMA 200 break; trailing arms at 5.0%, distance 2.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳100,995
Unsettled৳0
Holdings৳0
NAV৳100,995
Realized P&L৳995
Unrealized P&L৳0
Fees৳103,295
Friction৳48,707

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 #186

238 fills, including partial sales. Page 2.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2015-04-06BUY316353490.81227.43-112,266.240
2015-04-26SELL316324.1450.63208.4101,756.57-10,509.67
2015-07-09BUY304333.5446.09206.38-102,036.470
2015-08-03SELL304328.5439.4202.4399,222.16-2,814.3
2015-12-03BUY362272433.24208.13-99,105.370
2015-12-08SELL362257409.35195.2292,429.43-6,675.94
2016-01-19BUY349263.3404.32197.49-92,493.510
2016-01-24SELL349266408.47195.7192,229.82-263.69
2016-04-26BUY364251.9403.44198.11-92,293.160
2016-05-02SELL364245392.39191.2588,596.36-3,696.8
2016-05-08BUY356247386.9188.42-88,507.320
2016-05-11SELL356252.1394.89191.189,161.61654.28
2016-05-24BUY345256.7389.67188.46-89,139.640
2016-05-29SELL345255.2387.39188.0687,468.54-1,671.09
2016-06-02BUY339256.7382.89185.95-87,590.140
2016-06-07SELL339255.1380.51185.0385,913.36-1,676.78
2016-06-14BUY333255.7374.65181.99-85,704.750
2016-06-19SELL333252.1369.38178.5783,401.35-2,303.4
2016-07-16BUY323257365.25177.52-83,553.760
2016-07-19SELL323259.4368.66177.8683,239.68-314.08
2016-07-26BUY307269.1363.5172.21-83,149.410
2016-07-31SELL307276.5373.5174.184,337.91,188.49
2016-08-07BUY302277.4368.61171.76-84,315.170
2016-09-20SELL302262348.15169.1578,606.7-5,708.46
2016-10-02BUY291268.5343.79167.59-78,644.880
2016-10-26SELL291279.3357.62169.4380,749.252,104.37
2016-11-02BUY288278.5352.92166.95-80,727.870
2017-01-10SELL288287.83364.73171.4482,357.721,629.85
2017-01-17BUY280292.1359.87168.09-82,315.960
2017-01-25SELL280301.84371.87172.783,970.631,654.67
2017-02-01BUY277301366.86170.02-83,913.880
2017-02-26SELL277315.2384.17178.8286,747.422,833.54
2017-03-05BUY277311.9380.14177.25-86,953.70
2017-04-05SELL277345.84421.51196.6895,180.048,226.35
2017-04-13BUY276342415.32194.15-95,001.470
2017-07-13SELL276354.8430.87200.1297,293.812,292.33
2017-07-20BUY262370426.54196.71-97,563.240
2017-08-20SELL262386.9446.02206.56100,716.263,153.02
2017-08-29BUY257388.9439.77204.22-100,591.290
2017-09-11SELL257426.3482.06224.53108,852.518,261.22
2017-09-14BUY255423.1474.72220.46-108,585.680
2017-10-29SELL255444.23498.43232.51112,548.733,963.06
2017-11-05BUY254440.8492.64229.97-112,685.810
2017-11-15SELL254496.76555.18257.64125,364.7212,678.92
2017-11-23BUY258483548.3253.72-125,416.020
2018-01-28SELL258501.76569.6264.6128,619.883,203.86
2018-02-01BUY253504561.05259.83-128,332.880
2018-05-03SELL253470523.2244.38118,142.42-10,190.46
2018-10-30BUY307383517.36245.7-118,344.060
2018-11-04SELL307382516.01245.43116,512.57-1,831.49
2018-11-07BUY309375509.85244.13-116,628.980
2018-11-12SELL309379515.29247.93116,347.78-281.2
2019-01-02BUY314368508.43248.24-116,308.670
2019-01-07SELL314375518.1252.4116,979.5670.84
2019-01-15BUY298390511.37242.23-116,973.60
2019-01-20SELL298375491.7231.98111,026.32-5,947.28
2019-01-23BUY282391485.15228.14-110,975.290
2019-01-30SELL282411.5510.59237.64115,295.344,320.05
2019-02-05BUY284403503.59233.2-115,188.780
2019-02-13SELL284388484.84224.27109,482.88-5,705.9
2019-03-04BUY280389479.25221.73-109,620.980
2019-03-07SELL280390480.48223.31108,496.21-1,124.77
2019-03-19BUY277389474.11221.38-108,448.490
2019-04-02SELL277411.31501.3234.72113,195.754,747.26
2019-06-19BUY309363.9494.76242.76-113,182.620
2019-06-24SELL309359.2488.37239.07110,265.36-2,917.26
2019-06-27BUY302363.5483.02234.32-110,494.340
2019-07-03SELL302364.9484.88234.31109,480.61-1,013.73
2019-10-06BUY279347425.98199.29-97,438.270
2019-10-10SELL279333.5409.4191.5192,445.58-4,992.69
2020-02-20BUY371280457.07213.9-104,550.970
2020-02-25SELL371292476.66221.09107,634.253,083.28
2020-07-23BUY434246.1469.95223.4-107,500.750
2020-07-28SELL434255486.95228.99109,954.062,453.31
2020-08-10BUY402271.5480.23222.93-109,846.160
2020-08-16SELL402294520.03241.36117,426.617,580.45
2020-08-19BUY407286.9513.78237.96-117,520.040
2020-09-02SELL407318.6570.55263.91128,834.9311,314.88
2020-09-08BUY392326.9563.84260.85-128,969.490
2020-09-13SELL392347.6599.54277.96135,381.76,412.21
2020-09-24BUY398337.8591.56275.24-135,311.20
2020-12-17SELL398350.74614.22293.26138,687.843,376.64
2020-12-22BUY403341.4605.37288.47-138,478.040
2021-01-05SELL403368.48653.39308.49147,535.569,057.52
2021-01-11BUY393373.6646.03303.61-147,774.440
2021-03-01SELL393336.24581.43273.95131,286.94-16,487.5
2021-05-18BUY381342.2573.66279.64-131,231.50
2021-07-14SELL381354.76594.72287.6134,281.243,049.74
2021-07-19BUY366364586.19282.78-134,092.970
2021-09-09SELL366380.14612.18290.59138,229.24,136.24
2021-09-14BUY357385.2605.07287.25-138,408.730
2021-10-27SELL357356559.2265.04126,267.76-12,140.97
2022-01-18BUY348360551.23272.57-126,103.810
2022-01-30SELL348352538.98265.66121,691.36-4,412.44
2022-02-07BUY341355.3533.09267.3-121,957.690
2022-02-22SELL341355.8533.84268120,525.96-1,431.74
2022-08-07BUY399300526.68252.26-120,478.940
2022-08-14SELL399288505.61241.68114,164.7-6,314.23
2024-07-07BUY467243499.32249.51-114,229.830
2024-07-10SELL467250513.7253.61115,982.691,752.86