← 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: -3.3%. 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 →

#234 · Flow: Range flow

Full-history NAV৳56,264

Net return -43.7% · drawdown 54.4% · 154 closed positions

2024 onward NAV৳84,440

Net return -15.6% · drawdown 36.8% · 24 closed positions

2024 stress NAV৳44,128

Net return -55.9% · drawdown 56.8% · 17 closed positions

Variant 0; fixed stop 10.0%; maximum 10 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৳56,264
Unsettled৳0
Holdings৳0
NAV৳56,264
Realized P&L৳-43,736
Unrealized P&L৳0
Fees৳104,225
Friction৳48,512

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳7.28e-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 #234

308 fills, including partial sales. Page 3.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2019-01-02BUY197368318.98151.74-72,966.720
2019-01-07SELL197375325.05154.473,395.55428.83
2019-01-15BUY187390320.89149.71-73,400.610
2019-01-20SELL187375308.55143.5969,672.86-3,727.75
2019-01-23BUY177391304.51141.41-69,652.920
2019-01-30SELL177411.5320.48147.8672,367.522,714.59
2019-02-05BUY179403317.4145.98-72,600.380
2019-02-13SELL179388305.59140.4569,005.96-3,594.42
2019-03-04BUY176389301.24138.47-68,903.710
2019-03-07SELL176390302.02139.2268,198.77-704.94
2019-03-19BUY174389297.82137.69-68,121.510
2019-04-02SELL174411.31314.9145.8471,106.512,985
2019-06-19BUY194363.9310.63148.24-71,055.460
2019-06-24SELL194359.2306.61146.1169,232.08-1,823.38
2019-06-27BUY190363.5303.89143.98-69,512.860
2019-07-03SELL190364.9305.06144.1768,881.78-631.09
2019-10-06BUY197347300.78139.54-68,799.320
2019-10-10SELL197333.5289.08134.165,276.32-3,523
2020-02-20BUY232280285.82132.32-65,378.140
2020-02-25SELL232292298.07137.2267,308.711,930.56
2020-07-23BUY271246.1293.45137.2-67,123.750
2020-07-28SELL271255304.06141.1968,659.751,535.99
2020-08-10BUY252271.5301.04138.66-68,857.70
2020-08-16SELL252294325.99150.1473,611.884,754.18
2020-08-19BUY254286.9320.64147.47-73,340.710
2020-09-02SELL254318.6356.07163.6380,404.27,063.49
2020-09-08BUY245326.9352.4161.96-80,604.860
2020-09-13SELL245347.6374.71172.4584,614.844,009.98
2020-09-24BUY249337.8370.09170.71-84,6530
2020-10-08SELL249326.1357.28166.4380,675.19-3,977.81
2020-10-15BUY239335352.29164.85-80,582.130
2020-11-01SELL239329.7346.71162.8578,288.74-2,293.4
2020-11-08BUY231336.2341.71160.73-78,164.650
2020-11-22SELL231327332.36156.7675,047.88-3,116.77
2020-12-22BUY219341.4328.97153.46-75,249.030
2021-01-05SELL219368.48355.07164.7980,177.264,928.23
2021-01-11BUY213373.6350.14162.08-80,089.020
2021-01-25SELL213372.2348.83161.1778,768.6-1,320.42
2021-01-28BUY203384.4343.35158.78-78,535.330
2021-02-11SELL203375.1335.04155.2575,655.01-2,880.32
2021-02-15BUY13741.650.75-376.390
2021-02-28SELL1336.61.480.67334.45-41.95
2021-05-18BUY220342.2331.25156.86-75,772.110
2021-06-02SELL220346.5335.41157.5175,737.08-35.03
2021-06-09BUY217346.9331.22155.81-75,764.330
2021-06-23SELL217345.2329.6155.1774,423.64-1,340.69
2021-07-08BUY211350324.94153.19-74,328.130
2021-07-28SELL211365338.87159.0276,517.122,188.98
2021-08-12BUY208366334.96155.41-76,618.370
2021-08-29SELL208367335.88156.1475,843.98-774.39
2021-09-06BUY204369.9332.02154.45-75,946.070
2021-09-13SELL204388.86349.04162.7678,816.452,870.38
2021-09-16BUY206379.2343.71159.77-78,618.680
2021-09-30SELL206380.6344.98159.9777,898.65-720.03
2021-10-06BUY201384.8340.32157.85-77,842.970
2021-10-21SELL201362.1320.24148.9572,312.91-5,530.06
2022-01-18BUY200360316.8151.27-72,468.070
2022-01-30SELL200352309.76147.6369,942.61-2,525.46
2022-02-07BUY196355.3306.41147.53-70,092.740
2022-02-22SELL196355.8306.84147.8569,282.11-810.63
2022-08-07BUY229300302.28141.64-69,143.920
2022-08-14SELL229288290.19135.8165,526-3,617.91
2024-07-07BUY268243286.55137.68-65,548.220
2024-07-10SELL268250294.8140.6266,564.581,016.36
2024-07-15BUY269245.9291.05138.56-66,576.710
2024-07-24SELL269248.2293.77139.6966,332.34-244.36
2024-08-01BUY259254.7290.26137.8-66,395.350
2024-08-11SELL259345.6393.85188.0788,928.4822,533.13
2024-08-15BUY232381388.92178.37-88,959.30
2024-08-21SELL232342.9350.03159.9579,042.82-9,916.48
2024-08-29BUY225348.9345.41157.67-79,005.580
2024-09-12SELL225337.9334.52152.7575,540.23-3,465.36
2024-09-22BUY217346330.36151.32-75,563.680
2024-10-06SELL217338.1322.82147.8972,896.99-2,666.69
2024-10-09BUY219331318.95146.14-72,954.090
2024-10-27SELL219316.9305.36140.3768,955.37-3,998.72
2024-11-12BUY210325.7300.95139.49-68,837.440
2024-11-26SELL210315.3291.34135.2265,786.44-3,051
2024-12-30BUY204320.1287.32134.86-65,722.580
2025-01-14SELL204340305.18142.1168,912.73,190.13
2025-01-19BUY206332.8301.65140.41-68,998.860
2025-02-02SELL206336.7305.18142.3268,912.69-86.16
2025-02-12BUY203336.6300.65140.67-68,771.130
2025-03-02SELL203327.4292.43134.7666,035.01-2,736.12
2025-07-10BUY220299289.43142.67-66,212.10
2025-07-15SELL220299289.43141.6565,348.92-863.18
2025-07-20BUY216300.2285.31136.95-65,265.460
2025-07-23SELL216313.2297.67141.667,211.941,946.48
2025-07-31BUY214312.7294.44138.22-67,350.460
2025-08-17SELL214306288.13134.2565,061.62-2,288.84
2025-09-03BUY207311.5283.71133.55-64,897.770
2025-09-08SELL207308.5280.98132.8163,445.71-1,452.06
2026-02-24BUY237266.4277.8130.71-63,545.310
2026-03-01SELL237262273.21128.0461,692.74-1,852.57
2026-06-15BUY245250269.5129.26-61,648.760
2026-06-18SELL245251.5271.12129.4561,216.94-431.82
2026-06-24BUY238255267.04126-61,083.030
2026-06-29SELL238259.5271.75127.5561,361.7278.67
2026-07-05BUY237258.3269.36125.9-61,612.350
2026-07-08SELL237258269.04125.9360,751.03-861.32