← 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 3.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2017-07-25BUY171369277.64127.37-63,504.010
2017-08-08SELL171377283.65130.1864,053.16549.16
2017-08-13BUY167381.6280.4128.69-64,136.290
2017-08-29SELL167388.9285.76131.7264,528.82392.53
2017-09-10BUY157408281.85130.21-64,468.060
2017-09-13SELL157415286.68132.1564,736.17268.11
2017-09-20BUY156412282.8130.17-64,684.970
2017-10-05SELL156416.1285.61131.3964,494.6-190.37
2017-10-10BUY152422282.23130.11-64,556.350
2017-10-24SELL152431.3288.45133.2865,135.87579.52
2017-11-05BUY147440.8285.11131.62-65,214.330
2017-11-15SELL147496.76321.31147.8272,554.897,340.56
2017-11-23BUY149483316.65145.43-72,429.090
2017-12-07SELL149480.8315.21144.6271,179.37-1,249.72
2017-12-19BUY151468.2311.07143.2-71,152.470
2018-01-04SELL151487.6323.96149.8773,153.772,001.3
2018-01-10BUY154472319.83147.85-73,155.680
2018-01-24SELL154503.8341.37157.5377,086.293,930.62
2018-01-30BUY150511337.26155.17-77,142.430
2018-02-13SELL150507.9335.21154.0675,695.73-1,446.7
2018-03-07BUY154487.9330.6153.01-75,620.210
2018-03-22SELL154477323.22150.5872,984.2-2,636.01
2018-04-11BUY150483.2318.91148.35-72,947.260
2018-04-25SELL150474.9313.43145.4170,776.15-2,171.1
2018-10-25BUY185381310.13145.03-70,940.170
2018-10-30SELL185383311.76145.5470,397.7-542.46
2018-11-04BUY183382307.59143.68-70,357.260
2018-11-07SELL183375301.95141.5968,181.46-2,175.81
2018-11-12BUY179379298.5140.28-68,279.780
2018-11-15SELL179368289.84136.0565,446.11-2,833.67
2019-01-02BUY177368286.6135.72-65,558.310
2019-01-07SELL177375292.05138.1265,944.83386.52
2019-01-10BUY171383.2288.32134.74-65,950.260
2019-01-15SELL171390293.44136.666,259.96309.7
2019-01-21BUY170387289.48134.52-66,2140
2019-01-24SELL170391.3292.69135.6466,092.67-121.33
2019-01-29BUY159411287.54132.63-65,769.170
2019-02-12SELL159397277.74127.5862,717.68-3,051.49
2019-02-24BUY162386275.14126.18-62,933.320
2019-02-27SELL162394.5281.2128.9363,498.87565.55
2019-03-05BUY160394277.38127.44-63,444.820
2019-03-10SELL160387272.45125.4561,522.1-1,922.72
2019-03-13BUY156391.7268.86123.88-61,497.940
2019-03-19SELL156389267.01123.2360,293.76-1,204.18
2019-03-24BUY151398264.43122.13-60,484.570
2019-04-02SELL151411.31273.27126.2561,707.681,223.12
2019-06-12BUY168365269.81127.76-61,717.570
2019-06-17SELL168358.1264.7112559,771.1-1,946.48
2019-06-27BUY163363.5260.7122.8-59,634.010
2019-07-03SELL163364.9261.71123.0159,093.98-540.02
2019-09-23BUY163361258.91120.3-59,222.210
2019-09-26SELL163360258.19119.4858,302.33-919.88
2019-10-06BUY167347254.98117.93-58,321.90
2019-10-10SELL167333.5245.06113.3355,336.11-2,985.79
2019-11-20BUY170323.1241.68112.7-55,281.370
2019-11-25SELL170312233.38108.3352,698.3-2,583.08
2020-02-20BUY187280230.38106.28-52,696.660
2020-02-25SELL187292240.26110.3354,253.411,556.75
2020-07-21BUY219245.9236.95110.59-54,199.640
2020-07-26SELL219251241.86112.254,614.93415.29
2020-07-30BUY213255238.99110.3-54,664.290
2020-08-09SELL213255238.99109.8753,966.14-698.15
2020-08-13BUY185290236.06108.37-53,994.430
2020-08-27SELL185317258.04118.3258,268.644,274.21
2020-09-03BUY180322255.02116.83-58,331.850
2020-09-09SELL180337.12267122.3860,292.221,960.36
2020-09-14BUY169354263.23120.73-60,209.960
2020-09-28SELL169330.6245.83112.9655,512.61-4,697.35
2020-10-04BUY166331.7242.27111.64-55,416.120
2020-10-18SELL166342249.8115.9556,406.25990.13
2020-10-27BUY169332.2247.02115.19-56,504.010
2020-11-10SELL169333247.62115.5355,913.85-590.16
2020-11-18BUY168329.7243.71114.03-55,747.350
2020-12-02SELL168320.1236.62110.5353,429.66-2,317.69
2020-12-07BUY164325.1234.59109.56-53,660.550
2020-12-17SELL164350.74253.1117.4357,151.163,490.61
2020-12-22BUY166341.4249.36115.6-57,037.360
2021-01-05SELL166368.48269.14124.2960,774.263,736.9
2021-01-11BUY161373.6264.66121.97-60,536.230
2021-01-25SELL161372.2263.67121.3459,539.19-997.04
2021-01-26BUY13691.620.74-371.360
2021-02-09SELL1367.71.620.74365.35-6.02
2021-02-10BUY156377.7259.25119.61-59,300.060
2021-02-25SELL156345.7237.29109.4753,582.44-5,717.62
2021-04-20BUY160336.3236.76110.98-54,155.730
2021-05-04SELL160339.5239.01113.7953,967.21-188.53
2021-05-12BUY154346.2234.59110.17-53,659.560
2021-05-30SELL154348.4236.08109.9853,307.54-352.02
2021-06-03BUY153346.9233.53108.59-53,417.820
2021-06-17SELL153343.6231.31107.6652,231.82-1,186
2021-06-23BUY150345.2227.83106.12-52,113.950
2021-07-12SELL150356.5235.29109.7653,129.951,016
2021-07-19BUY145364232.23108.12-53,120.360
2021-08-11SELL145360229.68105.9651,864.36-1,256
2021-08-23BUY142364227.43104.87-52,020.30
2021-09-07SELL142372.5232.74107.652,554.66534.36
2021-09-12BUY135386229.28105.98-52,445.260
2021-09-26SELL135381226.31104.2751,104.42-1,340.85
2021-10-06BUY132384.8223.49102.95-51,120.040
2021-10-21SELL132362.1210.3197.0547,489.84-3,630.2