← 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: -8.8%. 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 →

#279 · Flow: Range flow

Full-history NAV৳20,927

Net return -79.1% · drawdown 79.4% · 190 closed positions

2024 onward NAV৳73,622

Net return -26.4% · drawdown 43.0% · 31 closed positions

2024 stress NAV৳50,025

Net return -50.0% · drawdown 51.7% · 24 closed positions

Variant 0; fixed stop 6.0%; maximum 10 sessions; gate EMA 50; continuous signal; exit EMA 200 break; trailing arms at 5.0%, distance 2.0%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳20,927
Unsettled৳0
Holdings৳0
NAV৳20,927
Realized P&L৳-79,073
Unrealized P&L৳0
Fees৳76,832
Friction৳35,415

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳7.64e-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 #279

381 fills, including partial sales. Page 3.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2017-05-22SELL129331.2187.9987.542,449.31-1,693.49
2017-05-28BUY127334186.6487.34-42,691.980
2017-06-11SELL127333.3186.2586.9542,055.9-636.07
2017-06-19BUY123340184.0185.66-42,089.660
2017-07-06SELL123355.4192.3488.6343,433.231,343.57
2017-07-11BUY124348.3190.0387.25-43,466.480
2017-07-18SELL124367.5200.5191.845,277.691,811.21
2017-07-25BUY121369196.4689.89-44,935.340
2017-08-08SELL121377200.7191.8645,324.43389.09
2017-08-13BUY118381.6198.1390.67-45,317.60
2017-08-29SELL118388.9201.9292.6945,595.59277.99
2017-09-10BUY111408199.2791.63-45,578.890
2017-09-13SELL111415202.6993.0545,769.27190.37
2017-09-20BUY111412201.2292.29-46,025.510
2017-10-05SELL111416.1203.2293.1745,890.71-134.8
2017-10-10BUY108422200.5392.07-45,868.610
2017-10-24SELL108431.3204.9594.2546,281.19412.58
2017-11-05BUY104440.8201.7192.7-46,137.610
2017-11-15SELL104496.76227.32104.2151,331.725,194.11
2017-11-23BUY106483225.27103.15-51,526.420
2017-12-07SELL106480.8224.25102.6150,637.95-888.48
2017-12-19BUY107468.2220.43101.1-50,418.930
2018-01-04SELL107487.6229.56105.6651,837.981,419.05
2018-01-10BUY109472226.37104.14-51,778.510
2018-01-24SELL109503.8241.62111.0154,561.572,783.06
2018-01-30BUY106511238.33109.26-54,513.590
2018-02-13SELL106507.9236.88108.5253,492-1,021.6
2018-03-07BUY109487.9234107.73-53,522.830
2018-03-22SELL109477228.77105.8251,658.41-1,864.42
2018-04-11BUY107483.2227.49105.13-52,035.020
2018-04-25SELL107474.9223.58103.1350,487.59-1,547.43
2018-10-25BUY131381219.61101.86-50,232.470
2018-10-30SELL131383220.76102.2649,849.97-382.49
2018-11-04BUY130382218.5101.27-49,979.780
2018-11-07SELL130375214.599.6948,435.81-1,543.97
2018-11-12BUY127379211.7998.58-48,443.370
2018-11-15SELL127368205.6495.6446,434.72-2,008.64
2019-01-02BUY125368202.494.72-46,297.120
2019-01-07SELL125375206.2596.4346,572.32275.21
2019-01-10BUY121383.2204.0294.58-46,665.80
2019-01-15SELL121390207.6495.9946,886.37220.57
2019-01-21BUY120387204.3494.35-46,738.680
2019-01-24SELL120391.3206.6195.2146,654.19-84.49
2019-01-29BUY113411204.3593.86-46,741.210
2019-02-12SELL113397197.3990.3944,573.22-2,168
2019-02-24BUY115386195.3289.34-44,674.660
2019-02-27SELL115394.5199.6291.345,076.59401.93
2019-03-05BUY114394197.6390.52-45,204.150
2019-03-10SELL114387194.1289.0543,834.83-1,369.33
2019-03-13BUY111391.7191.3187.8-43,757.810
2019-03-19SELL111389189.9987.342,901.71-856.1
2019-03-24BUY107398187.3886.15-42,859.520
2019-04-02SELL107411.31193.6489.0443,727.06867.53
2019-06-12BUY119365191.1189.44-43,715.550
2019-06-17SELL119358.1187.587.5742,338.83-1,376.73
2019-06-27BUY116363.5185.5386.51-42,438.040
2019-07-03SELL116364.9186.2486.7142,055.45-382.6
2019-09-23BUY115361182.6784.33-41,7820
2019-09-26SELL115360182.1683.8641,133.98-648.01
2019-10-06BUY118347180.1682.91-41,209.070
2019-10-10SELL118333.5173.1579.6839,100.17-2,108.9
2019-11-20BUY120323.1170.678.96-39,021.560
2019-11-25SELL120312164.747637,199.26-1,822.29
2020-02-20BUY133280163.8675.27-37,479.120
2020-02-25SELL133292170.8878.2438,586.881,107.76
2020-07-21BUY156245.9168.7978.19-38,607.370
2020-07-26SELL156251172.2979.4638,904.25296.88
2020-07-30BUY151255169.4277.85-38,752.270
2020-08-09SELL151255169.4277.6338,257.94-494.33
2020-08-13BUY131290167.1676.52-38,233.670
2020-08-27SELL131317182.7283.5741,260.713,027.04
2020-09-03BUY127322179.9382.24-41,156.170
2020-09-09SELL127337.12188.3886.1442,539.721,383.55
2020-09-14BUY120354186.9185.5-42,752.410
2020-09-21SELL120332.76175.780.3639,675.14-3,077.27
2020-09-24BUY116337.8172.4178.91-39,436.120
2020-10-08SELL116326.1166.4476.5337,584.63-1,851.49
2020-10-11BUY1327.31.440.65-329.390
2020-10-19SELL13361.480.67333.854.45
2020-10-27BUY113332.2165.1776.38-37,780.150
2020-11-10SELL113333165.5776.5937,386.85-393.3
2020-11-18BUY113329.7163.9375.99-37,496.010
2020-12-02SELL113320.1159.1573.6935,938.46-1,557.55
2020-12-07BUY109325.1155.9272.16-35,663.980
2020-12-17SELL109350.74168.2277.5237,985.152,321.16
2020-12-22BUY111341.4166.7476.8-38,138.940
2021-01-05SELL111368.48179.9782.6740,638.642,499.7
2021-01-11BUY108373.6177.5381.45-40,607.780
2021-01-25SELL108372.2176.8781.0739,939.66-668.12
2021-01-28BUY103384.4174.2179.89-39,847.30
2021-02-11SELL103375.117078.0338,387.27-1,460.02
2021-02-16BUY101377.9167.9477.19-38,413.030
2021-02-22SELL101359.7159.8573.4136,096.44-2,316.59
2021-04-20BUY107336.3158.3373.47-36,215.90
2021-05-04SELL107339.5159.8474.9536,091.71-124.19
2021-05-12BUY103346.2156.972.9-35,888.40
2021-05-30SELL103348.4157.8972.9735,654.34-234.06
2021-06-03BUY103346.9157.2272.57-35,960.480
2021-06-17SELL103343.6155.7271.9235,163.16-797.33
2021-06-23BUY101345.2153.4170.89-35,089.50