← 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: -2.5%. 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 →

#221 · Flow: Range flow

Full-history NAV৳65,022

Net return -35.0% · drawdown 48.9% · 147 closed positions

2024 onward NAV৳74,917

Net return -25.1% · drawdown 42.0% · 25 closed positions

2024 stress NAV৳64,084

Net return -35.9% · drawdown 38.1% · 18 closed positions

Variant 0; fixed stop 12.0%; maximum 45 sessions; gate EMA 50; continuous signal; exit EMA 200 break; trailing arms at 5.0%, distance 2.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳65,022
Unsettled৳0
Holdings৳0
NAV৳65,022
Realized P&L৳-34,978
Unrealized P&L৳0
Fees৳97,593
Friction৳45,630

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳5.82e-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 #221

294 fills, including partial sales. Page 3.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2019-06-12BUY226365362.96174.25-83,027.210
2019-06-17SELL226358.1356.09170.3280,404.18-2,623.02
2019-06-27BUY220363.5351.87167.78-80,489.650
2019-07-03SELL220364.9353.22167.9479,756.84-732.81
2019-09-23BUY219361347.86162.84-79,569.70
2019-09-26SELL219360346.9161.5178,331.6-1,238.1
2019-10-06BUY225347343.53159.84-78,578.370
2019-10-10SELL225333.5330.17153.674,553.74-4,024.63
2019-11-20BUY229323.1325.56153.14-74,468.590
2019-11-25SELL229312314.37146.9770,986.65-3,481.94
2020-02-20BUY252280310.46143.95-71,014.420
2020-02-25SELL252292323.77149.2173,111.022,096.6
2020-07-21BUY295245.9319.18150.32-73,0100
2020-07-26SELL295251325.8152.273,567557.01
2020-07-30BUY287255322.01149.41-73,656.420
2020-08-09SELL287255322.01148.6372,714.36-942.06
2020-08-13BUY249290317.72146.36-72,674.080
2020-09-02SELL249318.6349.06160.3778,821.476,147.39
2020-09-08BUY240326.9345.21158.62-78,959.830
2020-09-13SELL240347.6367.07168.8982,888.053,928.22
2020-09-24BUY243337.8361.18166.54-82,613.110
2020-11-29SELL243319.2341.29161.3977,062.93-5,550.19
2020-12-07BUY236325.1337.58159.5-77,220.690
2020-12-17SELL236350.74364.21170.582,240.45,019.72
2020-12-22BUY239341.4359.02167.87-82,121.480
2021-01-05SELL239368.48387.49180.1887,499.055,377.56
2021-01-11BUY233373.6383.01177.6-87,609.410
2021-03-16SELL233346354.72165.5680,097.72-7,511.69
2021-04-20BUY237336.3350.69166.78-80,220.580
2021-06-07SELL237347.9362.79170.5781,918.941,698.37
2021-06-10BUY234347.1357.37168.37-81,747.150
2021-08-02SELL234372.4383.42180.0786,578.114,830.96
2021-08-12BUY235366378.44176.04-86,564.490
2021-09-09SELL235380.14393.07183.7588,756.562,192.07
2021-09-14BUY229385.2388.13181.45-88,780.380
2021-10-27SELL229356358.71167.5180,997.78-7,782.6
2021-12-06BUY222362.8354.38173.14-81,069.130
2021-12-15SELL222357.3349.01170.7178,800.88-2,268.25
2022-01-13BUY219357.1344.1164.94-78,713.940
2022-01-30SELL219352339.19162.3676,586.45-2,127.49
2022-02-07BUY214355.3334.55161.91-76,530.660
2022-02-22SELL214355.8335.02162.2675,643.91-886.75
2022-08-03BUY250301.2331.32154.91-75,786.230
2022-08-08SELL250302.9333.19156.6675,235.15-551.08
2024-06-27BUY317236.2329.45161.3-75,366.150
2024-07-03SELL317239.9334.61162.3275,551.37185.22
2024-07-08BUY299251330.22159.42-75,538.640
2024-07-11SELL299247324.95155.6573,372.4-2,166.24
2024-07-16BUY295247320.61153.76-73,339.360
2024-07-25SELL295248.1322.03153.6572,713.82-625.55
2024-08-01BUY283254.7317.15151.16-72,548.410
2024-08-11SELL283345.6430.34206.4297,168.0424,619.63
2024-08-15BUY253381424.13194.68-97,011.80
2024-08-21SELL253335.28373.23170.6184,282-12,729.81
2024-08-25BUY13541.560.71-356.270
2024-10-24SELL1311.521.370.62309.53-46.74
2024-11-12BUY258325.7369.73172.13-84,572.470
2025-01-19SELL258332.8377.79176.8985,307.72735.25
2025-01-22BUY251336.9372.07174.68-85,108.660
2025-03-27SELL251320.5353.96168.5779,922.97-5,185.68
2025-06-29BUY263302.7350.28178.77-80,139.160
2025-07-03SELL263300347.16174.5678,378.28-1,760.88
2025-07-10BUY260299342.06170.99-78,253.050
2025-07-15SELL260299342.06169.5777,228.37-1,024.68
2025-07-20BUY256300.2338.15163.9-77,353.250
2025-07-23SELL256313.2352.79169.279,657.212,303.96
2025-07-31BUY253312.7348.1164.36-79,625.560
2025-08-17SELL253306340.64159.4276,917.94-2,707.61
2025-08-31BUY249307336.35159.68-76,939.030
2025-09-03SELL249311.5341.28161.7777,060.45121.42
2025-09-08BUY248308.5336.64160.33-77,004.960
2025-09-11SELL248303330.63157.7674,655.6-2,349.36
2026-01-27BUY278267.1326.72155.97-74,736.480
2026-02-01SELL278267.1326.72155.2573,771.84-964.65
2026-02-15BUY271270321.95152.28-73,644.230
2026-02-18SELL271268.5320.16150.6172,292.73-1,351.5
2026-02-24BUY270266.4316.48149.62-72,394.10
2026-03-01SELL270262311.26146.4970,282.26-2,111.84
2026-06-08BUY283246.8307.32148.8-70,300.520
2026-06-11SELL283251312.55150.6970,569.77269.25
2026-06-17BUY279250.9308148.27-70,457.380
2026-06-22SELL279257.5316.11150.9371,375.46918.08
2026-06-25BUY275257.5311.58147.61-71,271.690
2026-06-30SELL275260.5315.21148.3871,173.92-97.77
2026-07-06BUY274258.5311.65146.39-71,287.030
2026-07-09SELL274259.2312.49147.0270,561.29-725.74
2026-07-14BUY270259.8308.64144.8-70,599.440
2026-07-19SELL270257.8306.27143.5669,156.18-1,443.26
2026-07-22BUY266258.1302.08142.05-69,098.730
2026-07-27SELL266259.5303.72143.3268,579.96-518.78
2026-08-02BUY262260299.73142.21-68,561.940
2026-08-06SELL262259298.58141.7967,417.64-1,144.3
2026-08-11BUY260258295.15140.32-67,515.470
2026-08-16SELL260251.5287.72135.6464,966.64-2,548.83