← 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: -9.4%. 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 →

#283 · Flow: Range flow

Full-history NAV৳18,750

Net return -81.2% · drawdown 82.2% · 195 closed positions

2024 onward NAV৳59,822

Net return -40.2% · drawdown 43.0% · 29 closed positions

2024 stress NAV৳44,080

Net return -55.9% · drawdown 57.4% · 26 closed positions

Variant 1; fixed stop 4.0%; maximum 5 sessions; gate EMA 50; continuous signal; exit stop/time only; trailing arms at 8.0%, distance 3.5%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳18,750
Unsettled৳0
Holdings৳0
NAV৳18,750
Realized P&L৳-81,250
Unrealized P&L৳0
Fees৳77,156
Friction৳35,556

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳5.46e-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 #283

390 fills, including partial sales. Page 1.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2010-12-26BUY397249.7436.18199.7-99,766.770
2011-01-02SELL397247.8432.86198.0397,745.72-2,021.06
2011-01-13BUY414234.8427.71195.52-97,830.430
2011-01-18SELL414228.7416.6190.4794,074.73-3,755.69
2011-07-05BUY573163.2411.46190.89-94,115.950
2011-07-12SELL573174438.69202.7999,060.524,944.58
2011-07-25BUY479205.6433.32198.56-99,114.280
2011-08-01SELL479181.6382.74174.9786,428.69-12,685.59
2011-08-07BUY493174377.44172.53-86,331.970
2011-08-14SELL493183.6398.27182.1489,934.393,602.42
2011-08-18BUY495180.7393.56180.04-90,020.110
2011-09-04SELL495177.8387.25177.8987,445.87-2,574.24
2011-09-07BUY502173.1382.34176.58-87,455.120
2011-09-12SELL502166.18367.05169.9682,883.35-4,571.77
2011-10-27BUY506162.8362.46168.05-82,907.310
2011-11-01SELL506164.5366.24169.4482,701.32-205.99
2011-11-13BUY516159.2361.45167.12-82,675.770
2011-11-16SELL516161.7367.12169.7582,900.33224.56
2011-11-27BUY522157.7362.21166.63-82,848.240
2011-12-04SELL522160367.49169.4882,983.03134.79
2011-12-26BUY513160.8362.96169.37-83,022.730
2012-01-02SELL513173.8392.3183.4288,583.685,560.95
2012-01-08BUY488180.4387.35179.6-88,602.150
2012-01-11SELL488176.5378.98174.9385,578.09-3,024.07
2012-01-18BUY520163.6374.32172.48-85,618.790
2012-01-24SELL520157359.22165.3281,115.46-4,503.33
2012-03-04BUY516156.2354.64163.34-81,117.170
2012-03-11SELL516155351.91162.3579,465.74-1,651.44
2012-04-01BUY402196346.68159.34-79,298.030
2012-04-04SELL402185.5328.11150.5574,092.34-5,205.69
2012-04-16BUY347212.1323.83148.06-74,070.60
2012-04-23SELL347221.5338.19154.5476,367.772,297.17
2012-04-26BUY345220.2334.26152.68-76,455.940
2012-05-07SELL345214.1325148.4473,391.06-3,064.88
2012-05-10BUY350208.6321.24146.72-73,477.960
2012-05-15SELL350205.7316.78144.871,533.42-1,944.54
2012-05-23BUY346205.2312.4143.11-71,454.70
2012-05-29SELL346196.99299.9137.8767,721.46-3,733.24
2012-06-05BUY327205.9296.25136.6-67,762.150
2012-06-12SELL327203292.08135.0165,953.91-1,808.24
2012-06-21BUY331197.9288.22133.61-65,926.730
2012-06-28SELL331208.8304.1140.8868,667.822,741.09
2012-07-05BUY338201.8300.12138.91-68,647.430
2012-07-10SELL338192.7286.58132.5564,713.47-3,933.96
2012-07-23BUY316203.5282.95130.41-64,719.360
2012-07-30SELL316204.8284.75131.2864,300.77-418.59
2012-12-03BUY380168.1281.06131.44-64,290.510
2012-12-10SELL380166.4278.22130.1162,823.67-1,466.84
2012-12-24BUY364171.5274.67130.28-62,830.950
2013-01-02SELL364170.5273.07128.7961,660.13-1,170.82
2013-01-10BUY359170.6269.48127.3-61,642.180
2013-01-17SELL359170.4269.16127.4360,777.01-865.17
2013-02-07BUY355170.1265.7125.05-60,776.240
2013-02-14SELL355167.9262.26122.3559,219.89-1,556.35
2013-05-15BUY381154.7259.34126.52-59,326.560
2013-05-22SELL381167.8281.3134.6163,515.894,189.33
2013-06-03BUY353178.7277.56130.62-63,489.280
2013-06-10SELL353182.2282.99131.3763,902.24412.96
2013-06-16BUY355178.8279.29129.36-63,882.640
2013-06-23SELL355189295.22136.8866,662.92,780.26
2013-06-30BUY370178.9291.25134.33-66,618.580
2013-07-10SELL370220.7359.3165.7181,133.9914,515.41
2013-07-18BUY418193.1355.15162.49-81,233.440
2013-07-23SELL418175321.86147.0572,681.09-8,552.35
2013-07-28BUY409176.5317.63145.11-72,651.240
2013-08-04SELL409179.6323.21147.6772,985.52334.28
2013-09-03BUY329220.5319.2146.24-73,009.930
2013-09-08SELL329210.9305.3139.7368,941.07-4,068.86
2013-09-12BUY349196.3301.44137.84-68,947.980
2013-09-19SELL349195.1299.6136.9967,653.31-1,294.67
2013-10-29BUY359187.2295.7139.27-67,639.770
2013-11-05SELL359194.6307.39144.4969,409.521,769.75
2013-11-11BUY351196.4303.32141.56-69,381.280
2013-11-18SELL351199.9308.73143.4469,712.73331.45
2013-11-24BUY335206.6304.53140.4-69,655.930
2013-12-01SELL335200.5295.54135.9766,736-2,919.93
2013-12-08BUY320207.3291.88134.38-66,762.260
2013-12-15SELL320202284.42130.9264,224.66-2,537.6
2013-12-22BUY316202.1281129.87-64,274.470
2013-12-30SELL316200.9279.33130.0563,075.02-1,199.45
2014-01-07BUY301207.7275.08127.88-62,920.660
2014-01-12SELL301209.9277.99129.1862,772.73-147.93
2014-01-19BUY300208.3274.96127.68-62,892.630
2014-01-26SELL300215.3284.2131.6464,174.161,281.53
2014-01-29BUY301211.5280.11129.48-64,071.090
2014-02-05SELL301205.4272.03125.4861,427.89-2,643.21
2014-02-11BUY292209.3268.91123.83-61,508.340
2014-02-16SELL292205.6264.15121.5559,649.5-1,858.84
2014-02-27BUY277214260.82119.99-59,658.810
2014-03-06SELL277214.7261.68120.1659,090.06-568.74
2014-03-11BUY276212.8258.42118.68-59,109.910
2014-03-19SELL276211.3256.6117.957,944.3-1,165.61
2014-03-24BUY277208253.51116.5-57,986.010
2014-04-01SELL277215.7262.9121.0959,364.911,378.9
2014-04-17BUY231254.6258.78118.33-59,189.70
2014-04-24SELL231270.3274.73125.5662,039.012,849.31
2014-04-29BUY230267.9271.11123.79-62,011.910
2014-05-07SELL230276.4279.72127.7263,164.571,152.66
2014-05-12BUY232270.5276.13126.14-63,158.270
2014-05-19SELL232259.68265.08121.1859,859.5-3,298.77