← 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: -11.4%. 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 →

#295 · Flow: Range flow

Full-history NAV৳12,981

Net return -87.0% · drawdown 89.5% · 295 closed positions

2024 onward NAV৳49,798

Net return -50.2% · drawdown 58.4% · 58 closed positions

2024 stress NAV৳32,156

Net return -67.8% · drawdown 71.4% · 41 closed positions

Variant 0; fixed stop 8.0%; 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৳113
Unsettled৳0
Holdings৳12,868
NAV৳12,981
Realized P&L৳-86,756
Unrealized P&L৳-262
Fees৳120,175
Friction৳55,573

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳8.37e-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 #295

592 fills, including partial sales. Page 4.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2018-06-10SELL143395248.53114.7256,121.74-2,741.49
2018-06-19BUY146382.6245.78113.12-56,218.50
2018-06-24SELL146405260.17119.5658,750.262,531.76
2018-07-08BUY151387257.12117.98-58,812.110
2018-07-11SELL151380252.47115.8857,011.65-1,800.46
2018-07-18BUY140401.9247.57113.62-56,627.190
2018-07-23SELL140396.9244.49112.455,209.11-1,418.08
2018-07-30BUY141390.2242.08111.7-55,371.980
2018-08-02SELL141390241.96111.7254,636.32-735.66
2018-08-07BUY144376238.23109.94-54,492.180
2018-08-12SELL144364230.63106.2752,079.1-2,413.08
2018-08-14BUY1359.61.580.72-361.90
2018-08-20SELL13741.650.75371.619.7
2018-08-26BUY138375227.7105.45-52,083.150
2018-08-29SELL138391.5237.72110.3753,678.911,595.76
2018-09-12BUY141380.2235.88109.43-53,953.510
2018-09-17SELL141369228.93106.6451,693.43-2,260.07
2018-09-23BUY143358.2225.38104.7-51,552.680
2018-09-26SELL143367230.92107.1752,142.91590.24
2018-10-01BUY139372.4227.76105.77-52,097.130
2018-10-04SELL139374.9229.29106.3951,775.42-321.7
2018-10-14BUY141365.5226.76104.98-51,867.240
2018-10-17SELL141362.6224.96104.1450,797.5-1,069.74
2018-10-24BUY136372222.6103.38-50,917.980
2018-10-29SELL136384229.79106.5151,887.7969.72
2018-11-04BUY135382226.91105.24-51,902.150
2018-11-07SELL135375222.75103.6150,298.64-1,603.51
2018-11-14BUY132376.5218.67101.89-50,018.570
2018-11-19SELL132365.1212.0598.6247,882.53-2,136.04
2018-11-28BUY130366.2209.4797.55-47,913.020
2018-12-03SELL130360.2206.0396.0446,523.93-1,389.09
2018-12-09BUY127363.6203.1894.65-46,475.020
2018-12-12SELL127355.5198.6592.4144,857.44-1,617.59
2018-12-24BUY124360196.4292.1-44,928.510
2019-01-01SELL124370201.8794.4545,583.68655.16
2019-01-07BUY121375199.6593.26-45,667.910
2019-01-10SELL121383.2204.0294.5846,068.6400.7
2019-01-15BUY117390200.7792.77-45,923.540
2019-01-20SELL117375193.0589.0643,592.89-2,330.65
2019-01-23BUY111391190.9687.98-43,679.950
2019-01-30SELL111411.5200.9892.2145,383.531,703.59
2019-02-05BUY112403198.690.94-45,425.540
2019-02-13SELL112388191.2187.5243,177.28-2,248.26
2019-02-19BUY114376188.686.28-43,138.880
2019-02-25SELL114386.8194.0288.7643,812.42673.54
2019-03-04BUY112389191.787.76-43,847.460
2019-03-07SELL112390192.1988.1443,399.66-447.8
2019-03-12BUY112384.3189.3886.91-43,317.90
2019-03-18SELL112385.5189.9787.2342,898.8-419.1
2019-03-24BUY107398187.3886.15-42,859.520
2019-04-02SELL107411.31193.6489.0443,727.06867.53
2019-04-09BUY117373192.0288.07-43,921.090
2019-04-15SELL117369.8190.3787.2742,988.96-932.13
2019-04-18BUY115372.5188.4986.39-43,112.380
2019-04-24SELL115374.8189.6586.9942,825.36-287.02
2019-04-29BUY116365.5186.5585.7-42,670.250
2019-05-05SELL116361.9184.7184.9841,710.71-959.54
2019-05-15BUY120346182.6984.89-41,787.580
2019-05-20SELL120350.1184.8586.141,741.05-46.53
2019-05-28BUY121341.8181.9784.84-41,624.620
2019-06-09SELL121355.1189.0688.3342,689.711,065.1
2019-06-16BUY117363.5187.1387.44-42,804.070
2019-06-19SELL117363.9187.3487.7242,301.25-502.83
2019-06-27BUY115363.5183.9385.75-42,072.180
2019-07-03SELL115364.9184.6485.9441,692.92-379.26
2019-07-08BUY118351.7182.685.15-41,768.350
2019-07-11SELL118333172.8980.3539,040.75-2,727.59
2019-07-17BUY118330171.3479.3-39,190.640
2019-07-22SELL118325.3168.978.138,138.41-1,052.23
2019-08-01BUY114333167.0377.2-38,206.230
2019-08-06SELL114321.8161.4174.536,449.28-1,756.95
2019-08-18BUY114318159.5173.61-36,485.120
2019-08-21SELL114327164.0275.8537,038.13553.01
2019-08-27BUY117314.5161.974.93-37,033.330
2019-09-01SELL117312.1160.6774.3936,280.64-752.7
2019-09-08BUY122295.5158.6273.37-36,2830
2019-09-12SELL122305.1163.7875.7436,982.68699.68
2019-10-06BUY105347160.3173.67-36,668.990
2019-10-10SELL105333.5154.0870.834,792.62-1,876.37
2019-10-20BUY110317153.4370.47-35,093.90
2019-10-23SELL110321.6155.6571.8135,148.5354.64
2019-10-30BUY108321.2152.6370.59-34,912.820
2019-11-04SELL108315.1149.7469.2933,811.78-1,101.04
2019-11-11BUY107315.9148.7368.85-34,018.870
2019-11-14SELL107310.114667.5632,967.15-1,051.73
2019-11-26BUY107306144.0666.28-32,952.350
2019-12-01SELL107318149.7168.8633,807.43855.08
2019-12-08BUY108309.8147.2267.7-33,673.310
2019-12-11SELL108298.4141.865.1832,020.22-1,653.09
2019-12-17BUY107297.2139.9264.34-32,004.660
2019-12-22SELL107293137.9463.7531,149.31-855.35
2019-12-29BUY109284.3136.3563.44-31,188.490
2020-01-02SELL109281.8135.1562.930,518.14-670.35
2020-01-13BUY120253133.5862.08-30,555.670
2020-01-16SELL120231.5122.2356.5927,601.18-2,954.48
2020-01-26BUY100274120.5655.41-27,575.970
2020-01-29SELL100269.7118.6754.4626,796.88-779.09
2020-02-03BUY103258.5117.1553.71-26,796.360
2020-02-06SELL103263119.1954.5926,915.22118.86
2020-02-20BUY96280118.2754.17-27,052.440