← 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: -10.3%. 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 →

#287 · Flow: Range flow

Full-history NAV৳16,033

Net return -84.0% · drawdown 87.0% · 256 closed positions

2024 onward NAV৳54,129

Net return -45.9% · drawdown 54.8% · 54 closed positions

2024 stress NAV৳45,581

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

Variant 0; fixed stop 18.0%; 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৳67
Unsettled৳0
Holdings৳15,966
NAV৳16,033
Realized P&L৳-83,641
Unrealized P&L৳-326
Fees৳114,303
Friction৳53,018

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳5.82e-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 #287

515 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
2024-10-24SELL91312.42125.0957.0928,248.04-6,645.1
2024-10-29BUY93305124.8157.06-28,546.870
2024-11-17SELL93321.34131.4960.2629,693.331,146.46
2024-11-20BUY91321.2128.6158.91-29,416.720
2025-02-17SELL91341136.5462.830,831.661,414.94
2025-02-20BUY90343.2135.9162.29-31,086.20
2025-04-28SELL90309.7122.6457.2527,693.11-3,393.1
2025-05-05BUY91300.5120.3256.14-27,521.960
2025-05-08SELL91298119.3255.6226,943.06-578.9
2025-05-15BUY91295.4118.2855.16-27,054.840
2025-05-19SELL91297118.9255.5626,852.52-202.32
2025-05-26BUY99270.1117.6655.25-26,912.80
2025-05-29SELL99275.5120.0156.627,097.9185.09
2025-06-15BUY94285117.8855.78-26,963.650
2025-06-18SELL94285117.8856.0526,616.07-347.58
2025-06-24BUY89297116.3155.08-26,604.380
2025-06-29SELL89302.7118.5456.1226,765.64161.26
2025-07-10BUY89299117.0955.04-26,783.130
2025-07-15SELL89299117.0954.8726,439.04-344.09
2025-07-20BUY88300.2116.2454.04-26,587.880
2025-07-23SELL88313.2121.2756.1727,384.16796.28
2025-07-31BUY87312.7119.755.14-27,379.740
2025-08-17SELL87306117.1453.7926,451.08-928.66
2025-08-26BUY88298115.3953.17-26,392.560
2025-08-31SELL88307118.8754.8826,842.25449.69
2025-09-03BUY85311.5116.553.73-26,647.730
2025-09-08SELL85308.5115.3853.326,053.82-593.91
2025-09-14BUY86301113.952.73-26,052.630
2025-09-17SELL86301.1113.9452.925,727.77-324.86
2025-09-29BUY86299.2113.2252.91-25,897.330
2025-10-06SELL86302114.2853.8325,803.89-93.44
2025-10-12BUY86296.4112.1653.22-25,655.770
2025-10-15SELL86292.4110.6452.4624,983.29-672.48
2025-10-20BUY87287.1109.952.09-25,139.70
2025-10-23SELL87286.5109.6751.9524,763.88-375.81
2025-11-02BUY87283.4108.4951.64-24,815.920
2025-11-05SELL87286109.4852.4624,720.06-95.87
2025-11-12BUY88278.7107.9151.93-24,685.440
2025-11-17SELL88270104.5449.9623,605.49-1,079.95
2025-11-20BUY84277.4102.5348.74-23,452.870
2025-11-25SELL84277.7102.6448.8623,175.3-277.56
2025-12-03BUY83280102.2648.65-23,390.910
2025-12-08SELL83278.7101.7848.4222,981.9-409.01
2025-12-14BUY86264.8100.246.89-22,919.890
2025-12-18SELL86260.398.546.0122,241.29-678.6
2025-12-28BUY8426397.245.47-22,234.680
2026-01-01SELL8426096.144.8821,699.03-535.65
2026-01-14BUY86251.295.0544.21-21,742.460
2026-01-19SELL86259.398.1245.6322,156.05413.59
2026-02-03BUY83264.896.744.51-22,119.620
2026-02-09SELL83262.495.8344.0921,639.29-480.33
2026-02-24BUY81266.494.9443.68-21,717.020
2026-03-01SELL8126293.3842.8921,085.73-631.29
2026-03-05BUY85245.391.7442.09-20,984.330
2026-03-10SELL85240.589.9541.2720,311.28-673.05
2026-03-15BUY7925588.6440.67-20,274.310
2026-03-25SELL79251.187.2840.1219,709.5-564.81
2026-04-02BUY8024485.8939.47-19,645.360
2026-04-07SELL80239.384.2338.7619,021.01-624.35
2026-04-26BUY77245.283.0738.46-19,001.930
2026-04-29SELL7725285.3839.5519,279.07277.13
2026-05-24BUY80241.484.9739.42-19,436.390
2026-06-03SELL8024184.8339.3519,155.82-280.57
2026-06-15BUY7625083.638.65-19,122.250
2026-06-18SELL76251.584.138.8318,991.07-131.18
2026-06-24BUY7425583.0338.19-18,991.210
2026-06-29SELL74259.584.4938.819,079.7188.5
2026-07-05BUY73258.382.9738.04-18,976.910
2026-07-08SELL7325882.8738.0118,713.12-263.79
2026-07-13BUY72258.982.0237.61-18,760.430
2026-07-16SELL72258.681.9237.5518,499.73-260.7