← 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: -1.4%. 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 →

#207 · Flow: Range flow

Full-history NAV৳78,632

Net return -21.4% · drawdown 42.1% · 136 closed positions

2024 onward NAV৳87,376

Net return -12.6% · drawdown 34.7% · 23 closed positions

2024 stress NAV৳50,001

Net return -50.0% · drawdown 51.0% · 16 closed positions

Variant 0; fixed stop 10.0%; maximum 20 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৳78,632
Unsettled৳0
Holdings৳0
NAV৳78,632
Realized P&L৳-21,368
Unrealized P&L৳0
Fees৳106,787
Friction৳49,999

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳4.37e-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 #207

273 fills, including partial sales. Page 3.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2020-08-16SELL325294420.42194.3694,935.226,129.96
2020-08-19BUY329286.9415.32191.67-94,997.090
2020-09-02SELL329318.6461.2212.63104,144.919,147.82
2020-09-08BUY316326.9454.52209.57-103,964.490
2020-09-13SELL316347.6483.3223.22109,135.085,170.59
2020-09-24BUY321337.8477.11221-109,131.910
2020-10-22SELL321331.3467.93222.95105,656.42-3,475.49
2020-11-08BUY313336.2463.01220.39-105,914.010
2020-12-06SELL313320.1440.84210.6299,539.84-6,374.17
2020-12-22BUY289341.4434.12204.17-99,302.890
2021-01-05SELL289368.48468.56218.9105,803.276,500.37
2021-01-11BUY282373.6463.56215.84-106,034.60
2021-02-08SELL282376.8467.53218.2105,571.87-462.74
2021-02-15BUY280374460.77215.35-105,396.120
2021-02-28SELL280336.6414.69193.3593,639.95-11,756.17
2021-05-18BUY272342.2409.54195.78-93,683.720
2021-06-16SELL272348416.49197.5894,041.93358.21
2021-06-23BUY271345.2411.62195.44-94,156.260
2021-07-29SELL271375447.15211.7100,966.156,809.89
2021-08-12BUY274366441.25206.04-100,931.290
2021-09-09SELL274380.14458.3215.22103,485.382,554.1
2021-09-14BUY267385.2452.53212.53-103,513.470
2021-10-12SELL267370.1434.79203.2998,178.62-5,334.85
2022-01-18BUY271360429.26208.47-98,197.730
2022-01-30SELL271352419.72203.3294,768.96-3,428.77
2022-02-07BUY265355.3414.28203.4-94,772.180
2022-02-22SELL265355.8414.86203.8893,668.26-1,103.92
2022-08-07BUY310300409.2193.76-93,602.960
2022-08-14SELL310288392.83185.7288,701.45-4,901.51
2024-07-07BUY362243387.05189.48-88,542.530
2024-07-10SELL362250398.2193.0889,908.721,366.18
2024-07-15BUY364245.9393.83190.49-90,091.920
2024-07-24SELL364248.2397.52191.9689,755.32-336.59
2024-08-01BUY350254.7392.24188.99-89,726.230
2024-08-11SELL350345.6532.22258.45120,169.3230,443.09
2024-08-15BUY313381524.71241.4-120,019.110
2024-08-21SELL313342.9472.24216.19106,639.27-13,379.84
2024-08-29BUY304348.9466.69213.35-106,745.640
2024-09-29SELL304350468.16215.16105,716.68-1,028.95
2024-10-09BUY317331461.68212.29-105,600.970
2024-11-10SELL317324451.92211.33102,044.75-3,556.22
2024-11-17BUY310327446.03208.34-102,024.370
2024-12-15SELL310315.1429.8204.4597,046.75-4,977.61
2024-12-30BUY302320.1425.35202.66-97,298.210
2025-01-14SELL302333.2442.76208.3999,975.252,677.04
2025-01-19BUY298332.8436.37205.24-99,816.010
2025-02-16SELL298339.9445.68211.08100,633.44817.44
2025-02-20BUY291343.2439.43205.17-100,515.80
2025-03-20SELL291319.6409.22192.4792,401.91-8,113.89
2025-07-10BUY307299403.89205.22-92,402.110
2025-07-15SELL307299403.89203.2391,185.88-1,216.23
2025-07-20BUY302300.2398.91195.51-91,254.820
2025-07-23SELL302313.2416.18201.4893,968.742,713.92
2025-07-31BUY299312.7411.39195.56-94,104.250
2025-08-17SELL299306402.57189.3990,902.04-3,202.21
2025-09-03BUY290311.5397.47189.68-90,922.150
2025-09-08SELL290308.5393.65188.9388,882.43-2,039.73
2026-02-24BUY331266.4387.98185.01-88,751.40
2026-03-01SELL331262381.58180.9786,159.46-2,591.94
2026-06-15BUY343250377.3184.75-86,312.050
2026-06-18SELL343251.5379.56184.785,700.23-611.82
2026-06-24BUY334255374.75179.43-85,724.180
2026-06-29SELL334259.5381.36181.2886,110.36386.18
2026-07-05BUY331258.3376.19177.75-86,051.240
2026-07-08SELL331258375.75177.8984,844.36-1,206.88
2026-07-13BUY325258.9370.23174.93-84,687.650
2026-07-16SELL325258.6369.8174.3883,500.82-1,186.83
2026-07-21BUY323257.5365.96172.97-83,711.430
2026-07-26SELL323258.9367.95174.6683,082.09-629.34
2026-08-02BUY317260362.65173.59-82,956.230
2026-08-06SELL317259361.25173.0981,568.65-1,387.58
2026-08-11BUY314258356.45171.01-81,539.460
2026-08-16SELL314251.5347.47165.0378,458.5-3,080.96