← 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 5.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2022-07-31BUY98287.3123.8856.91-28,336.190
2022-08-03SELL98301.2129.8859.729,328.03991.83
2022-08-28BUY101289128.4359.03-29,376.460
2022-08-31SELL101295.7131.4160.4129,673.88297.42
2022-09-25BUY103286.6129.8960.02-29,709.710
2022-10-02SELL103286.6129.8960.2129,329.71-380
2024-03-05BUY113257.2127.8860.36-29,251.840
2024-03-10SELL113255126.7958.828,629.42-622.43
2024-03-18BUY119240125.6657.93-28,743.60
2024-03-21SELL119241126.1958.128,494.71-248.88
2024-04-03BUY118239.9124.5657.31-28,490.070
2024-04-09SELL118241125.1357.8628,255.02-235.05
2024-04-28BUY119235123.0557.54-28,145.590
2024-05-02SELL119236123.5757.7927,902.64-242.96
2024-05-14BUY116239121.9956.78-27,902.760
2024-05-19SELL116232.3118.5755.1426,773.09-1,129.67
2024-05-27BUY118226117.3454.51-26,839.850
2024-05-30SELL118228118.3855.1326,730.5-109.35
2024-06-04BUY116228116.3754.28-26,618.650
2024-06-09SELL116225.6115.1554.3226,000.13-618.52
2024-06-23BUY113228.8113.7653.25-26,021.410
2024-06-26SELL113229.9114.3153.4525,810.95-210.46
2024-07-07BUY106243113.3452.68-25,924.010
2024-07-10SELL106250116.654.0426,329.36405.35
2024-07-15BUY106245.9114.6953.1-26,233.190
2024-07-24SELL106248.2115.7653.5726,139.87-93.33
2024-08-01BUY102254.7114.3152.87-26,146.580
2024-08-11SELL102345.6155.1171.9135,024.198,877.61
2024-08-15BUY91381152.5569.59-34,893.140
2024-11-13SELL91329.3131.8560.4229,774.02-5,119.12
2024-11-20BUY93321.2131.4460.22-30,063.250
2025-02-17SELL93341139.5464.231,509.261,446.01
2025-02-20BUY91343.2137.4262.99-31,431.610
2025-04-28SELL91309.712457.9128,000.79-3,430.82
2025-05-05BUY92300.5121.6456.77-27,824.410
2025-05-08SELL92298120.6356.2527,239.12-585.29
2025-05-15BUY92295.4119.5855.78-27,352.160
2025-05-19SELL92297120.2356.1827,147.59-204.57
2025-05-26BUY100270.1118.8455.82-27,184.670
2025-05-29SELL100275.5121.2257.1927,371.59186.92
2025-06-15BUY95285119.1356.39-27,250.520
2025-06-18SELL95285119.1356.6726,899.2-351.33
2025-06-24BUY90297117.6155.72-26,903.330
2025-06-29SELL90302.7119.8756.7827,066.35163.02
2025-07-10BUY90299118.455.68-27,084.080
2025-07-15SELL90299118.455.5126,736.09-348
2025-07-20BUY89300.2117.5654.67-26,890.030
2025-07-23SELL89313.2122.6556.8227,695.33805.31
2025-07-31BUY88312.7121.0855.78-27,694.450
2025-08-17SELL88306118.4854.4126,755.11-939.35
2025-08-26BUY89298116.753.79-26,692.480
2025-08-31SELL89307120.2255.5127,147.26454.78
2025-09-03BUY87311.5119.2455.01-27,274.750
2025-09-08SELL87308.5118.0954.5826,666.83-607.93
2025-09-14BUY88301116.5553.98-26,658.530
2025-09-17SELL88301.1116.5954.1526,326.06-332.47
2025-09-29BUY87299.2114.5353.54-26,198.480
2025-10-06SELL87302115.6154.4826,103.91-94.56
2025-10-12BUY87296.4113.4653.86-25,954.120
2025-10-15SELL87292.4111.9353.125,273.77-680.35
2025-10-20BUY88287.1111.1752.72-25,428.680
2025-10-23SELL88286.5110.9352.5725,048.5-380.18
2025-11-02BUY88283.4109.7352.26-25,101.190
2025-11-05SELL88286110.7453.125,004.16-97.03
2025-11-12BUY89278.7109.1452.55-24,965.990
2025-11-17SELL89270105.7350.5623,873.71-1,092.28
2025-11-20BUY85277.4103.7549.34-23,732.090
2025-11-25SELL85277.7103.8649.4723,451.17-280.92
2025-12-03BUY84280103.4949.27-23,672.760
2025-12-08SELL84278.7103.0149.0323,258.77-413.99
2025-12-14BUY87264.8101.3747.45-23,186.420
2025-12-18SELL87260.399.6446.5622,499.89-686.52
2025-12-28BUY8526398.3646.03-22,499.390
2026-01-01SELL8526097.2445.4321,957.33-542.06
2026-01-14BUY87251.296.1644.73-21,995.290
2026-01-19SELL87259.399.2646.1722,413.67418.38
2026-02-03BUY84264.897.8745.06-22,386.130
2026-02-09SELL84262.496.9844.6221,899.99-486.13
2026-02-24BUY82266.496.1244.22-21,985.140
2026-03-01SELL8226294.5343.4321,346.04-639.1
2026-03-05BUY86245.392.8242.59-21,231.210
2026-03-10SELL86240.591.0141.7720,550.23-680.98
2026-03-15BUY8025589.7641.19-20,530.950
2026-03-25SELL80251.188.3940.6319,958.98-571.97
2026-04-02BUY8124486.9639.97-19,890.930
2026-04-07SELL81239.385.2939.2519,258.76-632.17
2026-04-26BUY78245.284.1538.97-19,248.720
2026-04-29SELL7825286.4940.0819,529.44280.71
2026-05-24BUY81241.486.0339.92-19,679.360
2026-06-03SELL8124185.8939.8519,395.26-284.1
2026-06-15BUY7725084.739.17-19,373.870
2026-06-18SELL77251.585.2139.3419,240.95-132.92
2026-06-24BUY7525584.1538.71-19,247.860
2026-06-29SELL75259.585.6439.3319,337.5489.68
2026-07-05BUY74258.384.138.57-19,236.870
2026-07-08SELL742588438.5418,969.46-267.41
2026-07-13BUY73258.983.1638.13-19,020.990
2026-07-16SELL73258.683.0638.0718,756.66-264.33
2026-07-21BUY72257.581.5837.41-18,658.990
2026-07-26SELL72258.982.0237.6518,521.13-137.85