← 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 4.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2019-05-20SELL138350.1212.5899.3748,001.85-54.18
2019-05-28BUY140341.8210.5598.55-48,161.10
2019-06-09SELL140355.1218.74102.6449,392.621,231.52
2019-06-16BUY135363.5215.92101.32-49,389.740
2019-06-19SELL135363.9216.16101.6648,808.68-581.06
2019-06-27BUY133363.5212.7299.56-48,657.780
2019-07-03SELL133364.9213.5499.7648,218.4-439.38
2019-07-08BUY136351.7210.4698.51-48,140.170
2019-07-11SELL136333199.2792.9244,995.81-3,144.36
2019-07-17BUY136330197.4791.65-45,169.120
2019-07-22SELL136325.3194.6690.2443,955.9-1,213.22
2019-08-01BUY131333191.9488.93-43,903.870
2019-08-06SELL131321.8185.4985.8141,884.51-2,019.36
2019-08-18BUY131318183.384.77-41,926.070
2019-08-21SELL131327188.4887.3842,561.14635.07
2019-08-27BUY134314.5185.4386.04-42,414.470
2019-09-01SELL134312.1184.0185.4341,551.96-862.51
2019-09-08BUY140295.5182.0384.41-41,636.440
2019-09-12SELL140305.1187.9487.1442,438.92802.48
2019-10-06BUY122347186.2785.75-42,606.020
2019-10-10SELL122333.5179.0282.4140,425.57-2,180.45
2019-10-20BUY126317175.7480.84-40,198.590
2019-10-23SELL126321.6178.382.4340,260.8762.28
2019-10-30BUY125321.2176.6681.92-40,408.580
2019-11-04SELL125315.1173.3180.4139,133.78-1,274.8
2019-11-11BUY123315.9170.9779.36-39,106.020
2019-11-14SELL123310.1167.8377.8737,896.61-1,209.42
2019-11-26BUY123306165.6176.33-37,879.940
2019-12-01SELL123318172.179.2938,862.61982.66
2019-12-08BUY125309.8170.3978.5-38,973.890
2019-12-11SELL125298.4164.1275.5737,060.31-1,913.57
2019-12-17BUY124297.2162.1574.7-37,089.650
2019-12-22SELL124293159.8674.0736,098.07-991.58
2019-12-29BUY126284.3157.6273.6-36,053.020
2020-01-02SELL126281.8156.2372.9835,277.59-775.43
2020-01-13BUY138253153.6271.63-35,139.250
2020-01-16SELL138231.5140.5765.2531,741.18-3,398.07
2020-01-26BUY115274138.6463.83-31,712.470
2020-01-29SELL115269.7136.4762.7130,816.32-896.15
2020-02-03BUY119258.5135.3562.13-30,958.980
2020-02-06SELL119263137.7163.1431,096.16137.17
2020-02-20BUY110280135.5262.14-30,997.660
2020-02-25SELL110292141.3364.6331,914.04916.38
2020-03-09BUY121262.1139.5463.8-31,917.450
2020-03-12SELL121258.5137.6362.9131,077.97-839.48
2020-03-22BUY129239135.6662.01-31,028.670
2020-05-31SELL129239.1135.7162.3230,645.87-382.8
2020-07-13BUY125244.2134.3162.87-30,722.180
2020-07-16SELL125248136.463.2830,800.3278.14
2020-07-23BUY125246.1135.3662.34-30,960.190
2020-07-28SELL125255140.2564.3831,670.37710.17
2020-08-10BUY115271.5137.3862.83-31,422.70
2020-08-16SELL115294148.7668.0333,593.212,170.5
2020-08-19BUY117286.9147.767.5-33,782.50
2020-09-09SELL58344.2887.8640.0519,840.333,093.45
2020-09-16SELL59342.2988.8640.5220,065.473,029.85
2020-09-24BUY117337.8173.979.59-39,776.090
2020-12-21SELL117341.1175.680.9639,652.14-123.96
2020-12-24BUY117337.5173.7580.11-39,741.350
2021-01-06SELL117374.42192.7588.5543,525.833,784.48
2021-01-11BUY116373.6190.6987.54-43,615.830
2021-04-01SELL116330168.4377.7838,033.79-5,582.04
2021-04-07BUY112336.5165.8376.5-37,930.330
2021-04-12SELL112330162.6275.3636,722.02-1,208.31
2021-04-26BUY107339159.674.25-36,506.850
2021-08-02SELL107380178.982.5840,398.523,891.67
2021-08-12BUY110366177.1481.4-40,518.550
2021-09-13SELL110382.91185.3385.441,849.591,331.05
2021-09-16BUY110379.2183.5384.43-41,979.970
2021-10-27SELL110356172.379.3538,908.35-3,071.62
2021-11-09BUY108355.5168.9378.21-38,641.150
2021-12-01SELL108359170.680.5738,520.83-120.32
2021-12-13BUY107358168.5579.53-38,554.080
2021-12-19SELL107352.8166.178.1937,505.31-1,048.77
2021-12-26BUY107350164.7877.12-37,691.90
2021-12-29SELL107350164.7877.1137,208.11-483.79
2022-01-05BUY105350.3161.8476-37,019.340
2022-01-10SELL105350.1161.7575.5336,523.22-496.12
2022-01-18BUY101360159.9874.57-36,594.560
2022-01-30SELL101352156.4372.8435,322.73-1,271.83
2022-02-03BUY99356.9155.4772.6-35,561.170
2022-02-22SELL99355.8154.9972.5834,996.63-564.54
2022-03-13BUY107323152.0770.55-34,783.620
2022-03-16SELL107330.1155.4172.135,093.19309.57
2022-03-22BUY107327153.9571.53-35,214.480
2022-03-27SELL107325.8153.3971.3734,635.85-578.64
2022-04-03BUY104328.9150.570.2-34,426.310
2022-04-06SELL104323.3147.9469.3433,405.91-1,020.39
2022-04-18BUY103323.1146.4369.11-33,494.840
2022-04-21SELL103322.1145.9868.4132,961.92-532.92
2022-05-23BUY107307.5144.7766.9-33,114.170
2022-05-26SELL107300.1141.2965.3531,904.07-1,210.11
2022-06-02BUY102309.5138.964.36-31,772.260
2022-06-07SELL102307.3137.9263.8531,142.83-629.43
2022-06-13BUY101307136.4363.41-31,206.840
2022-06-16SELL101304.5135.3263.1830,556-650.84
2022-06-27BUY99305.5133.0862.1-30,439.680
2022-06-30SELL99294.9128.4659.5629,007.08-1,432.59
2022-07-17BUY100289.9127.5658.69-29,176.240
2022-07-20SELL100286.3125.9757.8728,446.16-730.09