← 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: -6.1%. 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 →

#262 · Flow: Range flow

Full-history NAV৳34,489

Net return -65.5% · drawdown 66.2% · 186 closed positions

2024 onward NAV৳75,276

Net return -24.7% · drawdown 41.7% · 30 closed positions

2024 stress NAV৳53,071

Net return -46.9% · drawdown 48.7% · 24 closed positions

Variant 0; fixed stop 12.0%; maximum 10 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৳34,489
Unsettled৳0
Holdings৳0
NAV৳34,489
Realized P&L৳-65,511
Unrealized P&L৳0
Fees৳99,551
Friction৳46,159

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳2.91e-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 #262

372 fills, including partial sales. Page 1.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2010-12-23BUY376263.8436.43199.91-99,825.140
2010-12-28SELL376251.9416.74190.6494,107.02-5,718.12
2011-01-04BUY396236.5412.08188.45-94,254.530
2011-01-09SELL396232.2404.5918591,361.61-2,892.91
2011-01-13BUY386234.8398.78182.22-91,213.810
2011-01-18SELL386228.7388.42177.5187,712.26-3,501.55
2011-02-02BUY382228.3383.73175.85-87,770.170
2011-02-07SELL382209.7352.46161.3479,591.59-8,178.58
2011-07-05BUY485163.2348.27161.07-79,661.340
2011-07-10SELL485175.2373.88172.7684,425.364,764.02
2011-07-13BUY468179.3369.21170.13-84,451.750
2011-07-19SELL468195401.54184.8390,673.636,221.88
2011-07-25BUY438205.6396.23181.44-90,630.470
2011-08-01SELL438180.93348.68159.3278,738.46-11,892.01
2011-08-07BUY450174344.52157.41-78,801.930
2011-08-10SELL450184.7365.71167.1882,582.113,780.18
2011-08-16BUY453181.1360.97165.01-82,564.280
2011-08-21SELL453177.6353.99161.9379,936.88-2,627.4
2011-08-25BUY442179.7349.48160.24-79,937.120
2011-09-06SELL442171.8334.12153.6875,447.81-4,489.32
2011-10-27BUY460162.8329.51152.5-75,370.010
2011-11-01SELL460164.5332.95153.7975,183.26-186.74
2011-11-13BUY469159.2328.53151.66-75,144.990
2011-11-16SELL469161.7333.68154.0575,349.57204.58
2011-11-24BUY451166.3330.01151.71-75,483.020
2011-11-29SELL451160317.5145.9171,696.59-3,786.43
2011-12-04BUY445160313.28144.17-71,657.450
2011-12-08SELL445155.4304.27140.1668,708.57-2,948.89
2011-12-26BUY424160.8299.99139.36-68,618.540
2011-12-29SELL424163.5305.03142.1168,876.86258.32
2012-01-08BUY380180.4301.63139.24-68,992.870
2012-01-12SELL380174.7292.1134.365,959.6-3,033.27
2012-01-18BUY400163.6287.94132.26-65,860.20
2012-01-23SELL400161283.36130.0863,986.56-1,873.64
2012-03-04BUY407156.2279.72128.48-63,981.60
2012-03-07SELL407151.4271.13124.5561,224.12-2,757.48
2012-03-21BUY353172.4267.77123.25-61,248.220
2012-03-27SELL353182.87284.03130.664,137.782,889.56
2012-04-01BUY325196280.28128.55-64,108.830
2012-04-15SELL325216.1309.02141.2969,782.185,673.35
2012-04-18BUY318217.9304.89139.29-69,736.370
2012-05-03SELL318216.5302.93138.3168,405.76-1,330.61
2012-05-09BUY340200.4299.8136.87-68,572.670
2012-05-14SELL340208.5311.92142.5270,435.571,862.9
2012-05-23BUY341205.2307.88141.02-70,422.110
2012-06-06SELL341207.1310.73143.4970,166.87-255.23
2012-06-11BUY342203.4306.08141.61-70,010.490
2012-06-25SELL342200300.96139.6767,959.37-2,051.12
2012-07-03BUY332203.8297.71137.67-68,096.980
2012-07-17SELL332194.4283.98131.1364,125.69-3,971.29
2012-07-22BUY319199.4279.88129.08-64,017.560
2012-07-25SELL319205.5288.44132.965,133.161,115.6
2012-07-30BUY316204.8284.75131.28-65,132.830
2012-08-07SELL316189.8263.9121.3659,591.54-5,541.29
2012-11-01BUY340174.2260.6121.4-59,6100
2012-11-06SELL340168.4251.93117.4856,886.59-2,723.41
2012-11-20BUY336168.2248.67115.45-56,879.310
2012-11-26SELL336167246.89114.5755,750.54-1,128.78
2012-12-03BUY330168.1244.08113.73-55,830.810
2012-12-06SELL330167.6243.36113.4154,951.24-879.57
2012-12-24BUY318171.5239.96113.21-54,890.180
2012-12-30SELL318175244.86115.0555,290.09399.92
2013-01-03BUY320171.6241.61113.59-55,267.20
2013-01-08SELL320171.4241.33113.4754,493.2-774.01
2013-01-13BUY319170238.61112.25-54,580.860
2013-01-16SELL319169.6238.05112.153,752.25-828.6
2013-02-07BUY314170.1235.01110.17-53,756.580
2013-02-12SELL314165.1228.1106.2151,507.09-2,249.49
2013-05-15BUY331154.7225.31108.93-51,539.940
2013-05-20SELL331166.2242.05116.1454,654.013,114.07
2013-05-26BUY331163.7238.41112.96-54,536.070
2013-06-04SELL331175.62255.77119.757,753.433,217.36
2013-06-09BUY325176.5252.4117.09-57,731.980
2013-06-12SELL325178.1254.68117.8357,509.99-222
2013-06-18BUY326175.7252.02116.5-57,646.720
2013-06-24SELL326188.55270.46124.8761,072.623,425.9
2013-06-30BUY339178.9266.85122.93-61,036.880
2013-07-07SELL339186.1277.59127.8162,683.181,646.3
2013-07-14BUY294211.5273.6125.35-62,579.950
2013-07-17SELL294232.5300.76137.5467,916.75,336.75
2013-07-22BUY373180.9296.89135.6-67,908.20
2013-07-31SELL373184.2302.31138.0968,266.2358.01
2013-08-27BUY324209.8299.09137.23-68,411.520
2013-09-02SELL324214.7306.08140.2469,116.48704.96
2013-09-05BUY324212302.23138.32-69,128.540
2013-09-19SELL324195.1278.13127.1362,807.14-6,321.4
2013-10-29BUY333187.2274.29128.86-62,740.740
2013-11-05SELL333194.6285.13133.7164,382.971,642.22
2013-11-11BUY326196.4281.72131.23-64,439.350
2013-11-21SELL326209.9301.08138.9667,987.363,548.01
2013-11-26BUY337200296.56136.55-67,833.110
2013-12-10SELL337204.6303.38139.7268,507.1674
2013-12-15BUY337202299.53137.97-68,511.490
2014-01-01SELL337202299.53139.6667,634.82-876.67
2014-01-07BUY324207.7296.1137.89-67,728.790
2014-01-22SELL324208.7297.52138.1967,183.09-545.7
2014-01-28BUY316210.9293.24135.7-67,073.340
2014-02-11SELL316209.3291.01134.1565,713.64-1,359.7
2014-02-16BUY318205.6287.68132.51-65,800.990
2014-03-02SELL318219.4306.98141.4569,320.763,519.78