← 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: -9.8%. 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 →

#284 · Flow: Range flow

Full-history NAV৳17,456

Net return -82.5% · drawdown 83.7% · 200 closed positions

2024 onward NAV৳59,008

Net return -41.0% · drawdown 43.4% · 31 closed positions

2024 stress NAV৳44,080

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

Variant 1; fixed stop 8.0%; maximum 5 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৳17,456
Unsettled৳0
Holdings৳0
NAV৳17,456
Realized P&L৳-82,544
Unrealized P&L৳0
Fees৳87,032
Friction৳40,191

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳6.91e-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 #284

400 fills, including partial sales. Page 1.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2010-12-26BUY397249.7436.18199.7-99,766.770
2010-12-29SELL397247.4432.16197.7297,587.92-2,178.85
2011-01-04BUY410236.5426.65195.16-97,586.80
2011-01-09SELL410232.2418.89191.5894,591.53-2,995.27
2011-01-13BUY401234.8414.28189.34-94,758.420
2011-01-18SELL401228.7403.52184.4591,120.73-3,637.69
2011-07-05BUY555163.2398.53184.77-91,159.310
2011-07-10SELL555175.2427.84198.1696,6105,450.69
2011-07-13BUY535179.3422.07194.86-96,542.440
2011-07-19SELL535195459.03211.67103,654.37,111.86
2011-07-25BUY501205.6453.22207.76-103,666.580
2011-08-01SELL501181.6400.32183.0590,398.23-13,268.36
2011-08-07BUY516174395.05180.63-90,359.680
2011-08-10SELL516184.7419.34191.8794,693.994,334.31
2011-08-16BUY520181.1414.36189.58-94,775.940
2011-08-21SELL520177.6406.35186.0591,759.6-3,016.33
2011-08-25BUY507179.7400.87184.04-91,692.810
2011-09-06SELL507171.8383.25176.5886,542.77-5,150.05
2011-10-27BUY528162.8378.22175.5-86,512.120
2011-11-01SELL528164.5382.17176.9486,296.9-215.23
2011-11-13BUY539159.2377.56174.7-86,361.060
2011-11-16SELL539161.7383.49177.4586,595.37234.31
2011-11-27BUY546157.7378.86174.39-86,657.450
2011-11-30SELL546164.2394.47181.8989,076.842,419.39
2011-12-26BUY550160.8389.14181.92-89,011.060
2011-12-29SELL550163.5395.67185.6889,343.65332.59
2012-01-08BUY492180.4390.53181.1-89,328.430
2012-01-12SELL492174.7378.19174.4685,399.75-3,928.68
2012-01-18BUY519163.6373.6172.14-85,454.140
2012-01-23SELL519161367.66169.2783,022.07-2,432.07
2012-03-04BUY528156.2362.88167.19-83,003.670
2012-03-07SELL528151.4351.73162.0879,425.38-3,578.29
2012-04-01BUY402196346.68159.34-79,298.030
2012-04-08SELL402194.2343.5157.5877,567.32-1,730.71
2012-04-16BUY364212.1339.7155.36-77,699.460
2012-04-23SELL364221.5354.75162.1680,109.092,409.63
2012-04-26BUY361220.2349.77159.8-80,001.760
2012-05-07SELL361214.1340.08155.3576,794.67-3,207.09
2012-05-10BUY366208.6335.93153.46-76,836.990
2012-05-17SELL366206.9333.19152.4875,239.73-1,597.26
2012-05-23BUY364205.2328.65150.61-75,172.060
2012-05-30SELL364202.9324.96149.6673,380.98-1,791.08
2012-06-05BUY355205.9321.62148.48-73,564.590
2012-06-12SELL355203317.09146.7871,601.13-1,963.46
2012-06-21BUY359197.9312.6145.15-71,503.850
2012-06-28SELL359208.8329.82153.0574,476.332,972.48
2012-07-05BUY367201.8325.87151.06-74,537.530
2012-07-12SELL367198.9321.18148.7272,526.39-2,011.14
2012-07-23BUY354203.5316.97146.34-72,502.310
2012-07-30SELL354204.8319147.3272,032.89-469.42
2012-12-03BUY426168.1315.09147.86-72,073.540
2012-12-06SELL426167.6314.15147.4470,936.01-1,137.54
2012-12-24BUY411171.5310.14147.89-70,944.530
2012-12-30SELL411175316.47150.1171,458.42513.89
2013-01-03BUY413171.6311.83148.02-71,330.650
2013-01-08SELL413171.4311.47147.8770,328.86-1,001.78
2013-01-13BUY411170307.43146.03-70,323.450
2013-01-16SELL411169.6306.7145.8769,253.02-1,070.43
2013-02-07BUY405170.1303.12143.34-69,336.960
2013-02-12SELL405165.1294.21137.9466,433.35-2,903.61
2013-05-15BUY427154.7290.65142.97-66,490.520
2013-05-20SELL427166.2312.26152.1170,503.034,012.52
2013-05-26BUY427163.7307.56147.43-70,354.890
2013-06-02SELL427173.9326.72154.873,773.783,418.88
2013-06-10BUY403182.2323.08150.42-73,900.090
2013-06-17SELL403177.8315.27146.3771,191.76-2,708.34
2013-06-30BUY395178.9310.93143.55-71,119.980
2013-07-07SELL395186.1323.45149.2473,037.611,917.63
2013-07-14BUY343211.5319.2146.44-73,010.130
2013-07-17SELL343232.5350.89160.6379,235.986,225.85
2013-07-28BUY446176.5346.36158.31-79,223.670
2013-07-31SELL446184.2361.47165.2781,626.462,402.78
2013-09-03BUY368220.5357.03163.73-81,664.760
2013-09-09SELL368202.86328.47150.3774,173.64-7,491.12
2013-09-12BUY375196.3323.9148.17-74,084.570
2013-09-17SELL375195.3322.25147.3872,767.87-1,316.7
2013-10-29BUY387187.2318.76150.54-72,915.710
2013-11-05SELL387194.6331.36156.1674,822.671,906.97
2013-11-11BUY378196.4326.65152.75-74,718.610
2013-11-18SELL378199.9332.47154.7475,074.99356.39
2013-11-24BUY361206.6328.16151.46-75,062.230
2013-12-01SELL361200.5318.47146.6671,915.37-3,146.86
2013-12-08BUY345207.3314.68145.03-71,978.210
2013-12-15SELL345202306.64141.2969,242.08-2,736.13
2013-12-22BUY340202.1302.34139.91-69,156.250
2013-12-30SELL340200.9300.55140.1867,865.28-1,290.98
2014-01-07BUY325207.7297.01138.33-67,937.840
2014-01-15SELL325204.5292.44136.0566,034.02-1,903.82
2014-01-20BUY317207.1288.86134.16-66,073.730
2014-01-27SELL317213.4297.65137.8267,212.331,138.6
2014-02-05BUY325205.4293.72135.64-67,184.360
2014-02-12SELL325207.4296.58136.6866,971.74-212.63
2014-02-17BUY325204.7292.72134.87-66,955.090
2014-02-24SELL325207.9297.3137.0767,133.13178.04
2014-02-27BUY312214293.78135.35-67,197.130
2014-03-06SELL312214.7294.74135.5266,556.14-640.98
2014-03-11BUY310212.8290.26133.47-66,391.730
2014-03-19SELL310211.3288.21132.5965,082.19-1,309.54
2014-03-24BUY311208284.63130.98-65,103.60
2014-04-01SELL311215.7295.16136.1866,651.361,547.76