← 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 2.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2014-05-25BUY231257.4261.62119.64-59,840.660
2014-06-01SELL231275.4279.92128.4263,209.073,368.41
2014-06-08BUY221284276.16126.6-63,166.770
2014-06-15SELL221307.9299.4137.2667,609.244,442.48
2014-06-18BUY222303.3296.26135.67-67,764.530
2014-06-25SELL222301.4294.41134.7366,481.67-1,282.87
2014-06-30BUY220300.3290.69133.01-66,489.70
2014-07-08SELL220297.9288.37132.265,117.43-1,372.27
2014-07-13BUY220294.1284.69130.6-65,117.290
2014-07-20SELL220279.3270.36124.1561,051.48-4,065.81
2014-08-13BUY179339.2267.15122.11-61,106.070
2014-08-21SELL179330.3260.14118.7958,744.76-2,361.31
2014-08-27BUY179325.5256.36117.02-58,637.890
2014-09-03SELL179337.9266.13121.5560,096.421,458.53
2014-09-08BUY179333.2262.43119.94-60,025.170
2014-09-15SELL179344.2271.09124.0961,216.611,191.44
2014-09-24BUY160379.7267.31122.28-61,141.590
2014-10-01SELL160384.2270.48123.661,077.92-63.67
2014-10-15BUY160379.1266.89121.87-61,044.750
2014-10-22SELL160370.8261.04119.1858,947.78-2,096.98
2014-10-28BUY155379.7258.96118.27-59,230.730
2014-11-03SELL155361.6246.61112.6555,688.74-3,541.99
2014-11-09BUY160344.9242.81111.01-55,537.820
2014-11-16SELL160347.1244.36111.8755,179.77-358.05
2014-12-04BUY156352.6242.02111.3-55,358.920
2014-12-11SELL156363.1249.23114.7956,279.58920.66
2014-12-22BUY156357.6245.46113.2-56,144.260
2014-12-30SELL156361.9248.41114.8656,093.13-51.13
2015-01-06BUY151368.6244.9113.22-56,016.720
2015-01-13SELL151366243.17112.7254,910.11-1,106.6
2015-02-12BUY155352.5240.41111.19-54,989.10
2015-02-22SELL155333.1227.17104.8951,298.44-3,690.66
2015-03-18BUY150340224.4103.49-51,327.890
2015-03-25SELL150338223.08102.850,374.12-953.78
2015-04-01BUY142353.2220.68101.24-50,476.320
2015-04-08SELL142352219.93100.7949,663.28-813.04
2015-06-14BUY147335216.6899.27-49,560.950
2015-06-21SELL147330213.4497.7448,198.82-1,362.13
2015-07-02BUY145330.1210.696.57-48,171.670
2015-07-09SELL145333.5212.7797.5448,047.19-124.48
2015-07-14BUY137347.7209.5996.06-47,940.560
2015-07-23SELL137334.6201.792.3745,546.13-2,394.43
2015-12-01BUY169267.9199.2193.11-45,567.420
2015-12-07SELL169257.18191.2489.1243,183.74-2,383.69
2016-01-20BUY157274189.2888.45-43,295.730
2016-01-27SELL157268185.1386.1241,804.74-1,490.99
2016-02-03BUY159260.7182.3984.72-41,718.40
2016-02-10SELL159259.7181.6984.3241,026.29-692.11
2016-04-24BUY164248.6179.3984.92-41,034.710
2016-05-02SELL164245176.7982.9839,920.23-1,114.48
2016-05-09BUY159249.8174.7681.96-39,974.920
2016-05-16SELL159252176.382.439,809.3-165.62
2016-05-19BUY156254.6174.7681.68-39,974.030
2016-05-29SELL156255.2175.1782.0739,553.96-420.07
2016-06-02BUY153256.7172.8180.98-39,528.890
2016-06-09SELL153255.1171.7380.5438,778.02-750.86
2016-06-29BUY151253.9168.6979.34-38,586.930
2016-07-13SELL151256.8170.6280.3338,525.85-61.08
2016-07-17BUY150256.2169.0979.28-38,678.370
2016-07-24SELL150263173.5880.7139,195.71517.34
2016-07-27BUY140278171.2579.12-39,170.370
2016-08-01SELL140276.6170.3978.3338,475.29-695.08
2016-08-10BUY143267.9168.5677.44-38,555.70
2016-08-18SELL143271.2170.6478.438,532.56-23.15
2016-09-06BUY142268167.4577.95-38,301.390
2016-09-20SELL142262163.776.8236,963.48-1,337.91
2016-09-25BUY138267.1162.1876.24-37,098.220
2016-10-02SELL138268.5163.0376.6536,813.31-284.91
2016-10-05BUY133273.9160.2974.93-36,663.910
2016-10-16SELL133269.7157.8373.7835,638.49-1,025.42
2016-10-19BUY129275156.0972.78-35,703.870
2016-10-26SELL129280158.9373.635,887.47183.6
2016-11-02BUY128278.5156.8572.59-35,877.440
2016-11-09SELL128281.3158.4373.2235,774.76-102.68
2016-11-14BUY127280156.4672.24-35,788.70
2016-11-21SELL127287.1160.4373.9836,227.29438.59
2016-12-05BUY127284158.773-36,299.70
2016-12-12SELL127284158.772.9735,836.33-463.37
2016-12-20BUY125285156.7572.18-35,853.930
2016-12-28SELL125283155.6571.8535,147.5-706.43
2017-01-04BUY122286.1153.5870.83-35,128.610
2017-01-11SELL122288154.671.2434,910.16-218.45
2017-01-17BUY119292.1152.9470.34-34,983.180
2017-01-24SELL119298.5156.2971.7735,293.43310.25
2017-01-29BUY114305.5153.2470.21-35,050.450
2017-02-05SELL114306.5153.7470.4634,716.8-333.65
2017-02-08BUY114304.6152.7970.04-34,947.230
2017-02-15SELL114320160.5173.6436,245.851,298.62
2017-03-05BUY115311.9157.8272.51-36,098.830
2017-03-12SELL115318.7161.2674.0736,415.17316.34
2017-03-15BUY114317.8159.4173.22-36,461.820
2017-03-22SELL114314157.572.5535,565.94-895.88
2017-03-28BUY112316.6156.0271.99-35,687.210
2017-04-04SELL112349.9172.4379.3438,937.033,249.82
2017-04-13BUY113342170.0478.19-38,894.230
2017-04-19SELL113328.32163.2475.0436,861.88-2,032.35
2017-05-07BUY107340160.0774.2-36,614.270
2017-05-15SELL107335.615873.2535,677.95-936.32
2017-05-24BUY108331.1157.3473.06-35,989.190
2017-05-31SELL108329.2156.4472.9935,324.17-665.02