← 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 3.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2024-07-15BUY391245.9423.05205.53-96,775.470
2024-07-24SELL391248.2427207.0996,412.1-363.37
2024-07-28BUY75254.183.8538.6-19,179.950
2024-07-31SELL7524881.8437.6618,480.5-699.45
2024-08-01BUY376254.7421.38203.89-96,392.460
2024-08-11SELL376345.6571.76278.97129,094.8732,702.41
2024-08-15BUY384381643.74296.96-147,244.70
2024-08-21SELL384342.9579.36265.66130,828.58-16,416.12
2024-08-25BUY13541.560.71-356.270
2024-10-24SELL1318.61.40.64316.56-39.7
2024-11-12BUY400325.7573.23270.34-131,123.570
2025-02-09SELL400337.3593.65281.42134,044.942,921.36
2025-02-12BUY395336.6585.01281.12-133,823.130
2025-04-27SELL395302.94526.51270.83118,863.96-14,959.17
2025-07-10BUY395299519.66272.02-118,896.680
2025-07-15SELL395299519.66268.73117,316.61-1,580.07
2025-07-20BUY389300.2513.82257.1-117,548.730
2025-07-23SELL389313.2536.07264.09121,034.643,485.92
2025-07-31BUY384312.7528.34254.28-120,859.420
2025-08-17SELL384306517.02245.56116,741.42-4,118
2025-09-03BUY372311.5509.86246.58-116,634.440
2025-09-08SELL372308.5504.95245.97114,011.07-2,623.37
2026-02-24BUY426266.4499.34241.31-114,227.050
2026-03-01SELL426262491.09235.68110,885.22-3,341.83
2026-06-15BUY440250484241.81-110,725.810
2026-06-18SELL440251.5486.9241.35109,931.75-794.06
2026-06-24BUY429255481.34233.79-110,110.130
2026-06-29SELL429259.5489.83235.75110,599.92489.79
2026-07-05BUY425258.3483.02230.69-110,491.210
2026-07-08SELL425258482.46231108,936.54-1,554.67
2026-07-13BUY418258.9476.17227.43-108,923.80
2026-07-16SELL418258.6475.62226.59107,392.59-1,531.21
2026-07-21BUY415257.5470.2224.66-107,557.350
2026-07-26SELL415258.9472.75227.12106,743.63-813.73
2026-08-02BUY407260465.61226.06-106,511.670
2026-08-06SELL407259463.82225.48104,723.71-1,787.96
2026-08-11BUY404258458.62223.33-104,913.950
2026-08-16SELL404251.5447.07214.95100,943.99-3,969.97