← 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: -10.6%. 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 →

#291 · Flow: Range flow

Full-history NAV৳14,951

Net return -85.0% · drawdown 87.9% · 258 closed positions

2024 onward NAV৳59,843

Net return -40.2% · drawdown 50.0% · 56 closed positions

2024 stress NAV৳35,694

Net return -64.3% · drawdown 68.2% · 40 closed positions

Variant 0; fixed stop 6.0%; maximum 45 sessions; gate None; fresh signal only; exit EMA 200 break; trailing arms at 0.0%, distance 0.0%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳176
Unsettled৳0
Holdings৳14,775
NAV৳14,951
Realized P&L৳-84,748
Unrealized P&L৳-301
Fees৳115,934
Friction৳53,827

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳6.55e-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 #291

524 fills, including partial sales. Page 5.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2022-06-16SELL95304.5127.2859.3328,740.89-612
2022-06-27BUY93305.5125.0158.24-28,594.750
2022-06-30SELL93294.9120.6755.8827,249.14-1,345.61
2022-07-17BUY94289.9119.955.13-27,425.630
2022-07-20SELL94286.3118.4154.3626,739.42-686.21
2022-07-31BUY92287.3116.353.39-26,601.290
2022-08-03SELL92301.2121.935627,532.47931.18
2022-08-28BUY95289120.855.49-27,631.290
2022-08-31SELL95295.7123.656.7827,911.11279.82
2022-09-25BUY96286.6121.0655.88-27,690.540
2022-10-02SELL96286.6121.0656.0427,336.5-354.04
2024-03-05BUY106257.2119.9656.49-27,439.650
2024-03-10SELL106255118.9355.0926,855.98-583.67
2024-03-18BUY111240117.2253.99-26,811.20
2024-03-21SELL111241117.754.1526,579.15-232.05
2024-04-03BUY110239.9116.1153.38-26,558.490
2024-04-09SELL110241116.6453.8726,339.48-219.01
2024-04-28BUY112235115.8154.07-26,489.880
2024-05-02SELL112236116.354.3126,261.39-228.48
2024-05-14BUY109239114.6253.28-26,218.90
2024-05-19SELL109232.3111.4151.7425,157.55-1,061.35
2024-05-27BUY111226110.3851.21-25,247.590
2024-05-30SELL111228111.3651.7825,144.86-102.72
2024-06-04BUY109228109.3550.92-25,012.270
2024-06-09SELL109225.6108.250.9324,431.27-581
2024-06-23BUY106228.8106.7149.86-24,409.380
2024-06-26SELL106229.9107.2350.0524,212.13-197.25
2024-07-07BUY99243105.8549.13-24,211.980
2024-07-10SELL99250108.950.424,590.7378.72
2024-07-15BUY100245.9108.250.05-24,748.240
2024-07-24SELL100248.2109.2150.4924,660.3-87.94
2024-08-01BUY96254.7107.5949.71-24,608.490
2024-08-11SELL96345.6145.9867.632,964.028,355.53
2024-08-15BUY86381144.1765.75-32,975.920
2024-08-20SELL86353133.5860.8530,163.58-2,812.34
2024-08-25BUY84354130.8459.58-29,926.420
2024-08-29SELL84348.9128.9558.7129,119.94-806.48
2024-09-03BUY85342.9128.2458.38-29,333.120
2024-10-23SELL85322.33120.555527,222.16-2,110.97
2024-10-29BUY88305118.153.98-27,012.070
2025-01-05SELL88321.5124.4857.4228,110.11,098.02
2025-01-09BUY86327.8124.0457.26-28,372.10
2025-03-13SELL86325.5123.1756.3927,813.44-558.66
2025-04-07BUY86320.1121.1356.34-27,706.060
2025-04-27SELL86300.89113.8653.2325,709.8-1,996.26
2025-05-05BUY85300.5112.3952.35-25,707.230
2025-05-08SELL85298111.4551.8725,166.68-540.55
2025-05-15BUY85295.4110.4851.44-25,270.920
2025-05-19SELL85297111.0851.825,082.12-188.8
2025-05-26BUY92270.1109.3451.22-25,009.760
2025-05-29SELL92275.5111.5252.4625,182.02172.26
2025-06-15BUY88285110.3552.09-25,242.440
2025-06-18SELL88285110.3552.3324,917.32-325.12
2025-06-24BUY83297108.4651.22-24,810.690
2025-06-29SELL83302.7110.5552.224,961.36150.67
2025-07-10BUY83299109.1951.22-24,977.410
2025-07-15SELL83299109.1951.0724,656.74-320.67
2025-07-20BUY82300.2108.3150.28-24,774.990
2025-07-23SELL82313.211352.2725,517.13742.13
2025-07-31BUY81312.7111.4551.29-25,491.430
2025-08-17SELL81306109.0650.0424,626.9-864.53
2025-08-26BUY82298107.5249.5-24,593.020
2025-08-31SELL82307110.7751.0925,012.15419.13
2025-09-03BUY80311.5109.6550.53-25,080.170
2025-09-08SELL80308.5108.5950.1224,521.29-558.89
2025-09-14BUY80301105.9548.99-24,234.940
2025-09-17SELL80301.1105.9949.1323,932.88-302.07
2025-09-29BUY80299.2105.3249.12-24,090.440
2025-10-06SELL80302106.349.9624,003.74-86.7
2025-10-12BUY80296.4104.3349.36-23,865.690
2025-10-15SELL80292.4102.9248.6623,240.41-625.28
2025-10-20BUY81287.1102.3248.36-23,405.790
2025-10-23SELL81286.5102.1148.2323,056.16-349.62
2025-11-02BUY81283.410147.93-23,104.330
2025-11-05SELL81286101.9348.6723,015.4-88.93
2025-11-12BUY82278.7100.5548.2-23,002.160
2025-11-17SELL8227097.4246.421,996.18-1,005.98
2025-11-20BUY79277.496.4245.72-22,056.740
2025-11-25SELL79277.796.5345.8321,795.94-260.8
2025-12-03BUY7728094.8644.99-21,699.860
2025-12-08SELL77278.794.4244.7721,320.7-379.15
2025-12-14BUY80264.893.2143.53-21,320.740
2025-12-18SELL80260.391.6342.7220,689.65-631.09
2025-12-28BUY7826390.2642.14-20,646.40
2026-01-01SELL7826089.2341.5920,149.18-497.23
2026-01-14BUY80251.288.4241.06-20,225.480
2026-01-19SELL80259.391.2742.3820,610.35384.87
2026-02-03BUY77264.889.7141.26-20,520.570
2026-02-09SELL77262.488.940.8620,075.04-445.54
2026-02-24BUY75266.487.9140.4-20,108.320
2026-03-01SELL7526286.4639.6919,523.85-584.46
2026-03-05BUY79245.385.2739.09-19,503.060
2026-03-10SELL79240.583.638.3418,877.57-625.49
2026-03-15BUY7425583.0338.08-18,991.10
2026-03-25SELL74251.181.7637.5518,462.09-529.02
2026-04-02BUY7524480.5236.98-18,417.50
2026-04-07SELL75239.378.9736.3117,832.22-585.28
2026-04-26BUY72245.277.6835.92-17,7680
2026-04-29SELL7225279.8336.9418,027.23259.23
2026-05-24BUY74241.478.636.41-17,978.610