← 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 3.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2016-02-16BUY225258255.42119.58-58,4250
2016-02-22SELL225255.3252.75119.3457,070.42-1,354.59
2016-02-28BUY221256.2249.13117.34-56,986.670
2016-03-02SELL221244.1237.36111.0653,597.68-3,389
2016-03-14BUY219243234.15109.44-53,560.590
2016-03-20SELL219239.5230.78107.8452,111.88-1,448.71
2016-03-24BUY221235.2228.71107.01-52,314.920
2016-03-29SELL221230.4224.04104.9850,589.37-1,725.54
2016-04-04BUY215233.1220.51105.15-50,442.160
2016-04-07SELL215233.2220.61105.7849,811.61-630.55
2016-04-20BUY209237217.95104.91-49,855.860
2016-04-25SELL209250229.9109.8151,910.292,054.43
2016-05-03BUY209247227.14107.93-51,958.070
2016-05-08SELL209247227.14107.5751,288.28-669.79
2016-05-15BUY203251.1224.28105.63-51,303.210
2016-05-18SELL203252.2225.27106.0950,865.25-437.97
2016-05-24BUY197256.7222.51104.84-50,897.250
2016-05-29SELL197255.2221.21104.4549,948.74-948.51
2016-06-02BUY193256.7217.99102.95-49,864.040
2016-06-07SELL193255.1216.63102.3848,915.29-948.75
2016-06-14BUY190255.7213.77100.97-48,897.740
2016-06-19SELL190252.1210.7699.2747,588.97-1,308.77
2016-06-22BUY188252208.4598.84-47,683.290
2016-06-27SELL188250206.898.4546,694.75-988.55
2016-07-16BUY180257203.5496.09-46,559.630
2016-07-19SELL180259.4205.4496.5846,389.98-169.66
2016-07-26BUY171269.1202.4794.2-46,312.770
2016-09-20SELL171262197.1393.144,511.77-1,801
2016-09-24BUY168263.7194.9392.05-44,588.580
2016-10-31SELL168275203.2894.5745,902.151,313.57
2016-11-08BUY164279.1201.493.64-46,067.440
2017-02-02SELL164306.5221.17101.7449,943.093,875.65
2017-02-07BUY163303.8217.89100.22-49,837.50
2017-04-12SELL163340.55244.24112.8955,152.285,314.77
2017-04-19BUY164333240.29111.04-54,963.330
2017-07-19SELL164365.1263.46120.8959,492.054,528.72
2017-07-25BUY161369261.4119.86-59,790.260
2017-09-11SELL161419.78297.37137.2367,149.187,358.92
2017-09-14BUY157423.1292.28134.63-66,853.60
2017-11-15SELL157489.16337.91155.5576,304.429,450.82
2017-11-23BUY157483333.66153.32-76,317.980
2018-02-22SELL157494.9341.88157.1677,200.26882.28
2018-03-01BUY160478.9337.15155.5-77,116.650
2018-05-20SELL160445313.28144.5870,742.14-6,374.51
2018-05-24BUY164429.9310.22143.07-70,956.880
2018-05-29SELL164432311.73144.3370,391.94-564.94
2018-06-05BUY171409307.73142.62-70,389.360
2018-06-10SELL171395297.2137.667,110.21-3,279.15
2018-06-19BUY174382.6292.92135.13-67,000.450
2018-06-24SELL174405310.07142.7970,017.143,016.69
2018-07-08BUY180387306.5140.9-70,107.40
2018-07-11SELL180380300.96138.3967,960.65-2,146.75
2018-07-18BUY168401.9297.08136.61-67,952.890
2018-07-23SELL168396.9293.39135.1966,250.63-1,702.27
2018-07-30BUY169390.2290.15134.28-66,368.230
2018-08-02SELL169390290134.3265,485.67-882.56
2018-08-07BUY173376286.21132.48-65,466.70
2018-08-12SELL173364277.08128.0262,566.9-2,899.79
2018-08-26BUY166375273.9127.32-62,651.220
2018-08-29SELL166391.5285.95133.3364,569.721,918.5
2018-09-12BUY168380.2281.04130.89-64,285.530
2018-09-17SELL168369272.76127.6561,591.59-2,693.95
2018-09-23BUY171358.2269.51125.73-61,647.440
2018-09-26SELL171367276.13128.6762,352.2704.76
2018-10-01BUY166372.4272126.83-62,217.230
2018-10-04SELL166374.9273.83127.5561,832.02-385.21
2018-10-14BUY169365.5271.79126.28-62,167.570
2018-10-17SELL169362.6269.63125.2860,884.5-1,283.07
2018-10-24BUY162372265.16123.64-60,652.80
2018-10-29SELL162384273.72127.3561,806.941,154.14
2018-11-04BUY161382270.61126-61,898.610
2018-11-07SELL161375265.65124.1159,985.24-1,913.37
2018-11-14BUY158376.5261.74122.55-59,871.30
2018-11-19SELL158365.1253.82118.5757,313.41-2,557.89
2018-11-28BUY156366.2251.36117.63-57,496.190
2018-12-03SELL156360.2247.24115.8255,828.14-1,668.05
2018-12-09BUY152363.6243.18113.82-55,624.190
2018-12-12SELL152355.5237.76111.153,687.14-1,937.05
2018-12-24BUY149360236.02111.35-53,987.360
2019-01-01SELL149370242.57114.1554,773.28785.92
2019-01-07BUY145375239.25112.35-54,726.60
2019-01-10SELL145383.2244.48113.7855,205.74479.14
2019-01-15BUY140390240.24111.36-54,951.60
2019-01-20SELL140375231106.8752,162.13-2,789.47
2019-01-23BUY133391228.81105.7-52,337.510
2019-02-13SELL133388227.06104.0651,272.88-1,064.63
2019-02-19BUY135376223.34102.29-51,085.630
2019-02-25SELL135386.8229.76105.2351,883.01797.37
2019-03-04BUY133389227.64104.35-52,0690
2019-03-07SELL133390228.23104.8551,536.93-532.07
2019-03-12BUY133384.3224.89103.39-51,440.190
2019-03-18SELL133385.5225.59103.7850,942.13-498.06
2019-03-24BUY127398222.4102.46-50,870.870
2019-04-07SELL127385215.1498.8948,580.97-2,289.9
2019-04-15BUY131369.8213.1597.81-48,754.760
2019-04-18SELL131372.5214.7198.5348,484.26-270.5
2019-04-29BUY132365.5212.2897.66-48,555.940
2019-05-05SELL132361.9210.1996.8647,463.75-1,092.19
2019-05-15BUY136346207.0596.48-47,359.530
2019-05-20SELL136350.1209.597.8947,306.21-53.32