← 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: -11.1%. 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 →

#293 · Flow: Range flow

Full-history NAV৳13,676

Net return -86.3% · drawdown 88.9% · 292 closed positions

2024 onward NAV৳53,133

Net return -46.9% · drawdown 55.6% · 56 closed positions

2024 stress NAV৳41,873

Net return -58.1% · drawdown 62.7% · 42 closed positions

Variant 0; fixed stop 10.0%; maximum 30 sessions; gate None; fresh signal only; exit EMA 200 break; trailing arms at 5.0%, distance 2.0%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳93
Unsettled৳0
Holdings৳13,583
NAV৳13,676
Realized P&L৳-86,047
Unrealized P&L৳-277
Fees৳119,071
Friction৳55,071

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳4.37e-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 #293

586 fills, including partial sales. Page 3.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2015-05-31SELL180328.5260.17119.8258,750.01-1,756.78
2015-06-11BUY179325255.97117.52-58,548.490
2015-06-22SELL179328.9259.04118.8258,495.24-53.25
2015-06-28BUY179326256.76117.81-58,728.560
2015-07-02SELL179330.1259.99119.4558,708.46-20.1
2015-07-07BUY177328.6255.91117.6-58,535.710
2015-07-12SELL177340.1264.87121.6559,811.181,275.47
2015-07-22BUY177335.2261.05119.82-59,711.280
2015-08-03SELL177328.5255.84117.2157,771.46-1,939.82
2015-08-19BUY180318.9252.57115.92-57,770.490
2015-08-24SELL180316.5250.67115.2756,604.06-1,166.43
2015-09-03BUY179315.1248.17114.79-56,765.860
2015-09-08SELL179314247.31114.6155,844.08-921.79
2015-09-21BUY186298.2244.05113.17-55,822.420
2015-09-29SELL186296242.25112.2354,701.53-1,120.89
2015-10-12BUY204267239.66110.43-54,818.090
2015-10-15SELL204254.9228.8105.4451,665.36-3,152.73
2015-10-26BUY203253225.98104.08-51,689.060
2015-10-29SELL203246.5220.17101.4649,717.87-1,971.19
2015-11-08BUY197250216.7100.18-49,566.880
2015-11-11SELL197251217.57100.7749,128.67-438.21
2015-11-18BUY192254.5215100.1-49,179.10
2015-11-23SELL192254.8215.26100.4448,605.9-573.2
2015-11-26BUY191253.1212.7199.41-48,654.220
2015-12-01SELL191267.9225.14105.6150,838.142,183.93
2015-12-17BUY201251.2222.16103.5-50,816.860
2015-12-22SELL201255225.52105.2750,924.21107.35
2016-01-03BUY199253.4221.88104.38-50,752.860
2016-01-06SELL199252220.65104.6949,822.66-930.2
2016-01-11BUY195254217.93103.99-49,851.930
2016-01-14SELL195256.6220.16104.7949,712.05-139.87
2016-01-19BUY188263.3217.8102.98-49,821.180
2016-01-24SELL188266220.04102.9349,685.04-136.14
2016-02-02BUY193256.3217.65101.49-49,785.040
2016-02-07SELL193260.4221.13103.249,932.87147.83
2016-02-16BUY192258217.96101.61-49,855.570
2016-02-22SELL192255.3215.68101.2848,700.64-1,154.92
2016-02-28BUY189256.2213.0699.84-48,734.70
2016-03-02SELL189244.1202.9994.5945,837.32-2,897.38
2016-03-14BUY187243199.9493.07-45,734.010
2016-03-20SELL187239.5197.0691.7144,497.73-1,236.28
2016-03-24BUY188235.2194.5690.64-44,502.80
2016-03-29SELL188230.4190.5988.9143,035.7-1,467.09
2016-04-04BUY184233.1188.7289.38-43,168.50
2016-04-07SELL184233.2188.889.8542,630.15-538.35
2016-04-20BUY178237185.6288.61-42,460.230
2016-04-25SELL178250195.892.8544,211.351,751.12
2016-05-03BUY178247193.4591.33-44,250.780
2016-05-08SELL178247193.4591.0743,681.48-569.3
2016-05-15BUY173251.1191.1489.56-43,720.990
2016-05-18SELL173252.2191.9789.9543,348.68-372.31
2016-05-24BUY168256.7189.7588.94-43,404.290
2016-05-29SELL168255.2188.6488.5942,596.37-807.92
2016-06-02BUY165256.7186.3687.53-42,629.40
2016-06-07SELL165255.1185.287.0441,819.25-810.14
2016-06-14BUY162255.7182.2685.62-41,691.280
2016-06-19SELL162252.1179.784.2140,576.3-1,114.98
2016-06-22BUY160252177.4183.6-40,581.010
2016-06-27SELL16025017683.2339,740.77-840.23
2016-07-16BUY154257174.1481.77-39,833.910
2016-07-19SELL154259.4175.7782.2339,689.6-144.31
2016-07-26BUY146269.1172.8780.16-39,541.630
2016-07-31SELL146276.5177.6281.7240,109.66568.03
2016-08-07BUY144277.4175.7680.85-40,202.210
2016-09-20SELL14426216677.9337,484.06-2,718.15
2016-09-24BUY141263.7163.676.79-37,422.090
2016-10-26SELL141279.3173.2880.3839,127.651,705.55
2016-11-02BUY140278.5171.5679.52-39,241.080
2016-12-15SELL140288177.4181.6740,060.92819.84
2016-12-20BUY139285174.3180.38-39,869.680
2017-01-25SELL139301.84184.6184.8241,686.341,816.65
2017-02-01BUY138301182.7783.89-41,804.650
2017-02-26SELL138315.2191.3988.0443,218.171,413.52
2017-03-05BUY138311.9189.3987.19-43,318.780
2017-04-05SELL138345.8421096.7147,419.494,100.71
2017-04-13BUY137342206.1695.03-47,155.190
2017-05-29SELL137331.7199.9594.145,148.86-2,006.33
2017-06-01BUY137329.2198.4492.87-45,391.710
2017-07-06SELL137349.57210.7297.2247,582.62,190.89
2017-07-11BUY135348.3206.8995.07-47,322.460
2017-07-18SELL135367.5218.310049,294.21,971.74
2017-07-25BUY133369215.9498.86-49,391.80
2017-08-20SELL133386.9226.42103.951,127.911,736.11
2017-08-29BUY131388.9224.16103.02-51,273.080
2017-09-11SELL131426.3245.72113.155,486.484,213.41
2017-09-14BUY130423.1242.01111.22-55,356.230
2017-10-29SELL130445.3254.71117.3357,516.962,160.72
2017-11-05BUY130440.8252.14116.19-57,672.330
2017-11-15SELL130496.76284.15130.5464,164.376,492.04
2017-11-23BUY132483280.53128.69-64,165.210
2018-01-08SELL132478.4277.85128.2862,742.66-1,422.55
2018-01-17BUY130477.2272.96125.78-62,434.740
2018-01-28SELL130501.76287.01131.964,809.892,375.15
2018-02-01BUY128504283.85130.25-64,926.110
2018-03-18SELL128482.1271.52125.7361,311.55-3,614.56
2018-04-02BUY128474.9267.46124.08-61,178.740
2018-05-17SELL128453255.13117.4557,611.42-3,567.32
2018-05-24BUY133429.9251.58115.71-57,543.990
2018-05-29SELL133432252.81116.6457,086.55-457.44
2018-06-05BUY139409250.14115.52-57,216.660