← 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: -10.2%. 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 →

#286 · Flow: Range flow

Full-history NAV৳16,248

Net return -83.8% · drawdown 86.8% · 255 closed positions

2024 onward NAV৳54,864

Net return -45.1% · drawdown 54.1% · 55 closed positions

2024 stress NAV৳45,581

Net return -54.4% · drawdown 59.4% · 39 closed positions

Variant 0; fixed stop 22.0%; maximum 60 sessions; gate None; fresh signal only; exit EMA 200 break; trailing arms at 8.0%, distance 3.5%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳43
Unsettled৳0
Holdings৳16,204
NAV৳16,248
Realized P&L৳-83,422
Unrealized P&L৳-331
Fees৳114,162
Friction৳52,955

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.02e-10. 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 #286

513 fills, including partial sales. Page 3.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2016-02-07SELL230260.4263.52123.5959,504.88174.97
2016-02-16BUY229258259.96121.77-59,463.730
2016-02-22SELL229255.3257.24121.5458,084.92-1,378.81
2016-02-28BUY225256.2253.64119.54-58,018.180
2016-03-02SELL225244.1241.66113.1354,567.71-3,450.47
2016-03-14BUY223243238.43111.49-54,538.920
2016-03-20SELL223239.5235109.8653,063.64-1,475.28
2016-03-24BUY224235.2231.81108.5-53,025.110
2016-03-29SELL224230.4227.08106.4551,276.06-1,749.05
2016-04-04BUY219233.1224.62107.2-51,380.710
2016-04-07SELL219233.2224.71107.8550,738.24-642.48
2016-04-20BUY213237222.12107.04-50,810.150
2016-04-25SELL213250234.3112.0252,903.682,093.53
2016-05-03BUY212247230.4109.55-52,703.950
2016-05-08SELL212247230.4109.1852,024.42-679.53
2016-05-15BUY206251.1227.6107.25-52,061.440
2016-05-18SELL206252.2228.59107.7151,616.89-444.55
2016-05-24BUY200256.7225.9106.49-51,672.390
2016-05-29SELL200255.2224.58106.150,709.32-963.07
2016-06-02BUY196256.7221.38104.61-50,639.180
2016-06-07SELL196255.1220104.0449,675.57-963.62
2016-06-14BUY193255.7217.14102.63-49,669.870
2016-06-19SELL193252.1214.08100.948,340.32-1,329.55
2016-06-22BUY191252211.78100.48-48,444.260
2016-06-27SELL191250210.1100.147,439.8-1,004.46
2016-07-16BUY183257206.9497.75-47,335.690
2016-07-19SELL183259.4208.8798.2447,163.09-172.6
2016-07-26BUY174269.1206.0295.89-47,125.310
2016-09-20SELL174262200.5994.845,292.62-1,832.7
2016-09-24BUY171263.7198.4193.76-45,384.870
2016-10-31SELL171275206.9196.346,721.791,336.92
2016-11-08BUY166279.1203.8594.81-46,629.260
2017-02-02SELL166306.5223.87102.9950,552.143,922.88
2017-02-07BUY166303.8221.9102.08-50,754.780
2017-04-12SELL166340.55248.7411556,167.315,412.54
2017-04-19BUY167333244.69113.1-55,968.790
2017-07-19SELL167365.1268.28123.1260,580.34,611.51
2017-07-25BUY163369264.65121.36-60,533.010
2017-09-11SELL163419.78301.06138.9667,983.37,450.3
2017-09-14BUY160423.1297.86137.23-68,131.10
2017-11-15SELL160489.16344.37158.5777,762.439,631.33
2017-11-23BUY160483340.03156.29-77,776.320
2018-02-22SELL160494.9348.41160.278,675.39899.07
2018-03-01BUY163478.9343.47158.46-78,562.630
2018-05-20SELL163445319.15147.3372,068.51-6,494.12
2018-05-24BUY167429.9315.89145.72-72,254.920
2018-05-29SELL167432317.43147.0271,679.55-575.37
2018-06-05BUY174409313.13145.18-71,624.310
2018-06-10SELL174395302.41140.0668,287.53-3,336.77
2018-06-19BUY177382.6297.97137.5-68,155.660
2018-06-24SELL177405315.41145.2971,224.33,068.64
2018-07-08BUY183387311.61143.27-71,275.880
2018-07-11SELL183380305.98140.7269,093.3-2,182.58
2018-07-18BUY171401.9302.39139.07-69,166.360
2018-07-23SELL171396.9298.63137.6367,433.64-1,732.73
2018-07-30BUY171390.2293.59135.9-67,153.680
2018-08-02SELL171390293.44135.9466,260.62-893.06
2018-08-07BUY176376291.17134.82-66,6020
2018-08-12SELL176364281.88130.2863,651.84-2,950.16
2018-08-26BUY168375277.2128.89-63,406.090
2018-08-29SELL168391.5289.4134.9765,347.631,941.54
2018-09-12BUY171380.2286.06133.28-65,433.550
2018-09-17SELL171369277.6413062,691.37-2,742.18
2018-09-23BUY174358.2274.24127.99-62,729.030
2018-09-26SELL174367280.98130.9863,446.04717.01
2018-10-01BUY169372.4276.92129.18-63,341.70
2018-10-04SELL169374.9278.78129.9262,949.41-392.29
2018-10-14BUY171365.5275127.81-62,903.310
2018-10-17SELL171362.6272.82126.7961,604.99-1,298.32
2018-10-24BUY165372270.07125.99-61,776.060
2018-10-29SELL165384278.78129.7662,951.461,175.4
2018-11-04BUY164382275.65128.4-63,052.050
2018-11-07SELL164375270.6126.4961,102.91-1,949.14
2018-11-14BUY161376.5266.71124.95-61,008.160
2018-11-19SELL161365.1258.64120.8958,401.58-2,606.59
2018-11-28BUY158366.2254.58119.18-58,233.360
2018-12-03SELL158360.2250.41117.3556,543.84-1,689.52
2018-12-09BUY155363.6247.98116.13-56,722.10
2018-12-12SELL155355.5242.45113.3554,746.7-1,975.41
2018-12-24BUY151360239.18112.9-54,712.080
2019-01-01SELL151370245.83115.7355,508.44796.36
2019-01-07BUY147375242.55113.95-55,481.50
2019-01-10SELL147383.2247.85115.3855,967.16485.66
2019-01-15BUY143390245.39113.79-56,129.180
2019-01-20SELL143375235.95109.253,279.85-2,849.34
2019-01-23BUY135391232.25107.32-53,124.570
2019-02-13SELL135388230.47105.6452,043.89-1,080.68
2019-02-19BUY138376228.31104.58-52,220.890
2019-02-25SELL138386.8234.86107.5953,035.95815.06
2019-03-04BUY135389231.07105.94-52,8520
2019-03-07SELL135390231.66106.4452,311.9-540.1
2019-03-12BUY135384.3228.27104.97-52,213.740
2019-03-18SELL135385.5228.99105.3651,708.16-505.58
2019-03-24BUY129398225.9104.1-51,6720
2019-04-07SELL129385218.53100.4749,346.01-2,326
2019-04-15BUY133369.8216.4199.32-49,499.120
2019-04-18SELL133372.5217.99100.0549,224.47-274.66
2019-04-29BUY134365.5215.599.16-49,291.660
2019-05-05SELL134361.9213.3898.3548,182.87-1,108.78
2019-05-15BUY138346210.0997.94-48,056.030