← 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: -10.4%. 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 →

#290 · Flow: Range flow

Full-history NAV৳15,679

Net return -84.3% · drawdown 87.3% · 257 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 0.0% (0 = off).

Account reconciliation

Cash৳190
Unsettled৳0
Holdings৳15,490
NAV৳15,679
Realized P&L৳-84,005
Unrealized P&L৳-316
Fees৳113,136
Friction৳52,464

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳4.73e-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 #290

515 fills, including partial sales. Page 1.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2010-12-02BUY429231.4436.79200.74-99,908.140
2010-12-07SELL429223420.93193.5695,052.5-4,855.63
2010-12-15BUY432218.6415.51191.61-95,042.320
2010-12-21SELL432284.3540.4249.49122,027.7126,985.39
2010-12-29BUY490247.4533.39244.41-122,003.80
2011-01-03SELL490242.2522.18239.21117,916.61-4,087.19
2011-01-13BUY499234.8515.53235.93-117,916.660
2011-01-18SELL499228.7502.13229.84113,389.32-4,527.33
2011-01-30BUY499225.8495.77228.13-113,398.10
2011-02-02SELL499228.3501.26230.27113,190.17-207.93
2011-02-10BUY545206.3494.71227.09-113,155.290
2011-02-15SELL545185.5444.83204.17100,448.5-12,706.79
2011-02-27BUY667149.8439.63201.88-100,558.110
2011-03-02SELL667144.4423.79194.4795,696.54-4,861.57
2011-03-14BUY516184.2418.21192.46-95,657.870
2011-03-20SELL516178.3404.81186.3491,411.65-4,246.22
2011-03-24BUY554163.8399.28184.04-91,328.520
2011-03-29SELL554165.5403.42186.0891,097.5-231.02
2011-04-04BUY533170.1398.92184.04-91,246.260
2011-04-07SELL533175.1410.64189.7492,727.911,481.65
2011-04-17BUY543169.5404.97187.54-92,631.010
2011-04-20SELL543162.9389.2180.3687,885.14-4,745.87
2011-04-25BUY571153.1384.65178.31-87,983.060
2011-04-28SELL571157.2394.95183.1989,183.061,200
2011-05-05BUY574154.2389.45181.01-89,081.260
2011-05-10SELL574146.2369.24171.9183,377.65-5,703.61
2011-05-16BUY547151.6364.87170.86-83,460.930
2011-05-22SELL547144346.58162.4778,258.95-5,201.98
2011-06-02BUY527147.6342.25161.34-78,288.790
2011-06-07SELL527147.5342.02161.7277,228.75-1,060.04
2011-06-13BUY531144.4337.38158.8-77,172.580
2011-06-16SELL531140.9329.2154.7274,333.98-2,838.6
2011-06-23BUY510144.9325.16152.41-74,376.570
2011-06-28SELL510154.5346.7161.778,286.63,910.03
2011-07-05BUY476163.2341.81158.03-78,183.040
2011-07-10SELL476175.2366.94169.582,858.764,675.72
2011-07-17BUY465177.1362.35166.67-82,880.520
2011-07-21SELL465215.8441.53202.8399,702.6416,822.12
2011-08-01BUY546181.6436.28199.6-99,789.480
2011-08-04SELL546178.5428.83196.1996,835.99-2,953.49
2011-08-10BUY521184.7423.41193.74-96,845.840
2011-08-16SELL521181.1415.15189.9593,748-3,097.84
2011-08-23BUY520179409.55187.63-93,677.180
2011-09-04SELL520177.8406.81186.9791,862.23-1,814.95
2011-09-11BUY538169.5401.24185.93-91,778.170
2011-09-14SELL538168.1397.93184.7489,855.14-1,923.03
2011-09-21BUY569157393.07183.44-89,909.50
2011-09-26SELL569168.4421.61197.3395,200.665,291.16
2011-10-03BUY592159.8416.25194.68-95,212.530
2011-10-09SELL592147.7384.73179.3486,874.33-8,338.2
2011-10-12BUY603143.2379.94176.86-86,906.40
2011-10-17SELL603143.7381.26177.7886,092.06-814.34
2011-10-27BUY525162.8376.07174.49-86,020.550
2011-11-01SELL525164.5380175.9185,806.59-213.96
2011-11-24BUY513166.3375.37172.83-85,860.110
2011-11-29SELL513160361.15166.2281,552.63-4,307.47
2011-12-04BUY506160356.22164.21-81,480.440
2011-12-08SELL506155.4345.98159.6678,126.75-3,353.69
2011-12-15BUY496156.7341.98158.02-78,223.210
2011-12-20SELL496156.9342.42158.6177,321.38-901.83
2011-12-26BUY478160.8338.19157.53-77,358.130
2011-12-29SELL478163.5343.87160.7177,648.42290.29
2012-01-08BUY427180.4338.94156.76-77,526.50
2012-01-12SELL427174.7328.23151.1274,117.55-3,408.95
2012-01-23BUY458161324.45149.15-74,211.60
2012-01-26SELL458157.7317.8146.0371,762.77-2,448.83
2012-02-01BUY472151.1313.8144.29-71,777.30
2012-02-07SELL472161.7335.82154.6975,831.894,054.59
2012-02-15BUY489153.9331.13152.54-75,740.770
2012-02-22SELL489148.2318.87146.7772,004.16-3,736.6
2012-02-28BUY459155.8314.65144.78-71,971.630
2012-03-04SELL459156.2315.46145.0871,235.25-736.38
2012-03-08BUY458154.8311.95143.61-71,353.960
2012-03-13SELL458158.6319.61147.5372,171.66817.7
2012-03-21BUY416172.4315.56145.57-72,179.530
2012-04-03SELL416189345.95158.8678,119.25,939.67
2012-04-16BUY366212.1341.57156.22-78,126.380
2012-07-12SELL366198.9320.31148.3172,328.78-5,797.6
2012-07-22BUY360199.4315.85145.95-72,245.80
2012-07-25SELL360205.5325.51150.2473,504.251,258.45
2012-07-30BUY357204.8321.7148.59-73,583.880
2012-08-07SELL357189.8298.14137.3167,323.15-6,260.74
2012-08-14BUY352189.7293.81135.31-67,203.520
2012-08-28SELL352172.7267.48122.9560,399.97-6,803.55
2012-09-02BUY337178.4264.53121.52-60,506.850
2012-09-05SELL337173.7257.56118.3858,160.96-2,345.89
2012-09-11BUY336171.9254.14116.9-58,129.440
2012-09-16SELL336170.8252.51116.1157,020.18-1,109.26
2012-09-20BUY330171.4248.87114.32-56,925.190
2012-09-25SELL330171.6249.16114.4556,264.39-660.8
2012-09-30BUY337166.3246.59113.37-56,403.060
2012-10-03SELL337168.3249.56114.7856,352.76-50.3
2012-10-09BUY336166.4246.01113.25-56,269.660
2012-10-14SELL336162.5240.24110.8354,248.93-2,020.72
2012-11-01BUY310174.2237.61110.45-54,350.060
2012-11-06SELL310168.4229.7106.8851,867.42-2,482.64
2012-11-12BUY308167.2226.59105.64-51,829.820
2012-11-15SELL308177.9241.09112.5854,439.532,609.71
2012-11-20BUY321168.2237.57110.19-54,339.960
2012-11-26SELL321167235.87109.3553,261.78-1,078.18