← 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 →

#187 · Flow: Range flow

Full-history NAV৳100,941

Net return 0.9% · drawdown 45.9% · 128 closed positions

2024 onward NAV৳92,467

Net return -7.5% · drawdown 30.8% · 21 closed positions

2024 stress NAV৳52,622

Net return -47.4% · drawdown 48.4% · 14 closed positions

Variant 0; fixed stop 10.0%; maximum 30 sessions; gate EMA 50; fresh signal only; exit EMA 200 break; trailing arms at 5.0%, distance 2.0%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳100,941
Unsettled৳0
Holdings৳0
NAV৳100,941
Realized P&L৳941
Unrealized P&L৳0
Fees৳108,991
Friction৳51,316

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.16e-10. 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 #187

258 fills, including partial sales. Page 2.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2014-09-22SELL165388.47282.03129.0963,686.437,591.37
2014-09-23SELL166380.7278.06127.2262,790.926,355.89
2014-09-29BUY320392.2552.22253.99-126,310.210
2014-11-06SELL320352.98497228.45112,228.15-14,082.05
2014-12-04BUY317352.6491.81228.86-112,494.860
2015-01-21SELL317350.4488.74231.29110,356.78-2,138.09
2015-04-06BUY310353481.49223.03-110,134.520
2015-04-26SELL310324.1442.07204.3899,824.55-10,309.97
2015-07-09BUY298333.5437.29202.24-100,022.520
2015-08-03SELL298328.5430.73198.3997,263.88-2,758.64
2015-12-03BUY355272424.86203.89-97,188.750
2015-12-08SELL355257401.43191.2790,642.3-6,546.46
2016-01-19BUY342263.3396.21193.26-90,638.070
2016-01-24SELL342266400.28191.5890,380.14-257.93
2016-04-26BUY356251.9394.58193.44-90,264.420
2016-05-02SELL356245383.77186.7786,649.46-3,614.96
2016-05-08BUY349247379.29184.48-86,766.770
2016-05-11SELL349252.1387.12187.1287,408.65641.88
2016-05-24BUY338256.7381.76184.42-87,330.780
2016-05-29SELL338255.2379.53184.0185,694.06-1,636.72
2016-06-02BUY332256.7374.99181.87-85,781.260
2016-06-07SELL332255.1372.65180.9784,139.58-1,641.67
2016-06-14BUY327255.7367.9178.51-84,160.310
2016-06-19SELL327252.1362.72175.1781,898.81-2,261.5
2016-07-16BUY316257357.33173.42-81,742.760
2016-07-19SELL316259.4360.67173.7981,435.94-306.81
2016-07-26BUY301269.1356.4168.71-81,524.210
2016-07-31SELL301276.5366.2170.6282,689.691,165.48
2016-08-07BUY296277.4361.29168.26-82,639.950
2016-09-20SELL296262341.23165.5877,045.19-5,594.76
2016-10-02BUY285268.5336.7163.91-77,023.110
2016-10-26SELL285279.3350.24165.879,084.462,061.35
2016-11-02BUY282278.5345.56163.34-79,045.90
2016-12-15SELL282288357.35166.6380,692.021,646.11
2016-12-20BUY282285353.63165.47-80,889.10
2017-01-25SELL282301.84374.52173.9684,570.43,681.3
2017-02-01BUY279301369.51171.27-84,519.780
2017-02-26SELL279315.2386.94180.1487,373.722,853.94
2017-03-05BUY278311.9381.52177.91-87,267.620
2017-04-05SELL278345.84423.03197.4195,523.638,256.01
2017-04-13BUY278342418.33195.6-95,689.930
2017-05-29SELL278331.7405.74197.6491,609.22-4,080.71
2017-06-07BUY269337.9399.94192.95-91,487.980
2017-07-06SELL269349.57413.75193.6193,425.91,937.91
2017-07-11BUY267348.3409.18190.04-93,595.320
2017-07-18SELL267367.5431.74199.2997,491.473,896.15
2017-07-25BUY262369425.38196.11-97,299.490
2017-08-20SELL262386.9446.02206.56100,716.263,416.77
2017-08-29BUY257388.9439.77204.22-100,591.290
2017-09-11SELL257426.3482.06224.53108,852.518,261.22
2017-09-14BUY256423.1476.58221.34-109,011.520
2017-10-29SELL256445.3501.59234.01113,261.24,249.68
2017-11-05BUY255440.8494.58230.9-113,129.480
2017-11-15SELL255496.76557.37258.68125,858.2612,728.79
2017-11-23BUY259483550.43254.72-125,902.140
2018-01-08SELL259478.4545.18255.45123,104.96-2,797.18
2018-01-17BUY256477.2537.52250.96-122,951.680
2018-01-28SELL256501.76565.18262.51127,622.874,671.19
2018-02-01BUY252504558.84258.78-127,825.610
2018-03-18SELL252482.1534.55251.96120,702.69-7,122.92
2018-04-11BUY248483.2527.27248.93-120,609.790
2018-05-20SELL248445485.58225.96109,648.46-10,961.34
2018-10-30BUY285383480.28227.39-109,862.670
2018-11-04SELL285382479.03227.12108,163.85-1,698.82
2018-11-07BUY286375471.9225.1-107,9470
2018-11-12SELL286379476.93228.53107,688.53-258.47
2019-01-02BUY291368471.19228.89-107,788.080
2019-01-07SELL291375480.15232.76108,412.09624.01
2019-01-15BUY276390473.62223.68-108,337.290
2019-01-20SELL276375455.4214.28102,830.32-5,506.97
2019-01-23BUY262391450.74211.46-103,104.20
2019-01-30SELL262411.5474.38220.42107,118.734,014.53
2019-02-05BUY264403468.12216.49-107,076.620
2019-02-13SELL264388450.7208.23101,773.07-5,303.54
2019-03-04BUY260389445.02205.64-101,790.650
2019-03-07SELL260390446.16207.03100,746.81-1,043.84
2019-03-19BUY257389439.88205-100,617.880
2019-04-02SELL257411.31465.1217.31105,023.234,405.35
2019-06-19BUY287363.9459.53224.3-105,123.130
2019-06-24SELL287359.2453.6220.92102,415.88-2,707.25
2019-06-27BUY280363.5447.83216.26-102,444.090
2019-07-03SELL280364.9449.56216.3101,506.14-937.94
2019-10-06BUY279347425.98199.29-97,438.270
2019-10-10SELL279333.5409.4191.5192,445.58-4,992.69
2020-02-20BUY342280421.34196.74-96,378.080
2020-02-25SELL342292439.4203.4999,221.112,843.03
2020-07-23BUY401246.1434.22205.73-99,326.040
2020-07-28SELL401255449.92211.04101,594.042,267.99
2020-08-10BUY372271.5444.39205.98-101,648.370
2020-08-16SELL372294481.22223.01108,663.777,015.41
2020-08-19BUY376286.9474.65219.53-108,568.580
2020-09-02SELL376318.6527.09243.49119,022.2710,453.69
2020-09-08BUY362326.9520.69240.57-119,099.050
2020-09-13SELL362347.6553.66256.3125,021.245,922.19
2020-09-24BUY367337.8545.48253.35-124,771.430
2020-11-08SELL367336.2542.9260.43122,582.08-2,189.35
2020-11-18BUY370329.7536.75259.77-122,785.520
2020-12-17SELL370350.74571.01271.71128,931.826,146.3
2020-12-22BUY375341.4563.31267.57-128,855.880
2021-01-05SELL375368.48607.99286.32137,285.698,429.81