← 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: -13.3%. 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 →

#302 · Flow: Range flow

Full-history NAV৳8,989

Net return -91.0% · drawdown 92.7% · 303 closed positions

2024 onward NAV৳49,483

Net return -50.5% · drawdown 58.6% · 58 closed positions

2024 stress NAV৳39,010

Net return -61.0% · drawdown 65.3% · 42 closed positions

Variant 0; fixed stop 12.0%; maximum 20 sessions; gate None; fresh signal only; exit EMA 200 break; trailing arms at 5.0%, distance 2.0%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳172
Unsettled৳0
Holdings৳8,817
NAV৳8,989
Realized P&L৳-90,832
Unrealized P&L৳-180
Fees৳114,630
Friction৳52,968

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳8.00e-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 #302

608 fills, including partial sales. Page 5.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2019-12-01SELL95318132.9261.0530,016.02759.34
2019-12-08BUY97309.8132.2260.73-30,243.550
2019-12-11SELL97298.4127.3658.4728,758.97-1,484.58
2019-12-17BUY96297.2125.5457.66-28,714.40
2019-12-22SELL96293123.7657.127,947.14-767.26
2019-12-29BUY97284.3121.3456.32-27,754.750
2020-01-02SELL97281.8120.2755.8327,158.49-596.26
2020-01-13BUY107253119.1155.22-27,245.340
2020-01-16SELL107231.5108.9950.3624,611.15-2,634.18
2020-01-26BUY89274107.349.25-24,542.550
2020-01-29SELL89269.7105.6148.4123,849.27-693.28
2020-02-03BUY92258.5104.6447.93-23,934.570
2020-02-06SELL92263106.4648.7224,040.82106.25
2020-02-20BUY85280104.7247.92-23,952.640
2020-02-25SELL85292109.2149.8724,660.92708.28
2020-03-09BUY94262.1108.449.5-24,795.310
2020-03-12SELL94258.5106.9248.8124,143.28-652.03
2020-03-22BUY100239105.1648.01-24,053.170
2020-05-31SELL100239.1105.248.223,756.6-296.57
2020-07-13BUY97244.2104.2248.47-23,840.10
2020-07-16SELL97248105.8548.8823,901.2761.18
2020-07-23BUY97246.1105.0448.23-24,024.970
2020-07-28SELL97255108.8349.8524,576.31551.35
2020-08-10BUY89271.5106.3248.55-24,318.370
2020-08-16SELL89294115.1352.5825,998.291,679.92
2020-08-19BUY90286.9113.6151.86-25,986.470
2020-09-02SELL90318.6126.1657.5728,490.082,503.61
2020-09-08BUY87326.9125.1457.11-28,622.540
2020-09-13SELL87347.6133.0660.7530,047.391,424.85
2020-09-24BUY88337.8130.859.76-29,916.960
2020-10-22SELL88331.3128.2859.0828,967.04-949.92
2020-11-08BUY86336.2127.2258.58-29,098.990
2020-12-06SELL86320.1121.1355.8327,351.64-1,747.35
2020-12-22BUY80341.4120.1755.15-27,487.320
2021-01-05SELL80368.48129.759.4129,289.291,801.96
2021-01-11BUY77373.6126.5857.92-28,951.690
2021-02-08SELL77376.8127.6658.4528,827.49-124.2
2021-02-15BUY77374126.7158.04-28,982.750
2021-03-16SELL77346117.2253.7626,471.02-2,511.74
2021-03-23BUY77341.7115.7753.15-26,479.810
2021-04-01SELL77330111.851.3625,246.84-1,232.97
2021-04-07BUY75336.5111.0550.98-25,399.520
2021-04-12SELL75330108.950.1424,590.96-808.57
2021-04-26BUY72339107.449.59-24,564.980
2021-05-27SELL72344.8109.2350.2524,666.12101.14
2021-06-01BUY70346.3106.6649.01-24,396.670
2021-06-29SELL70346.2106.6349.0524,078.32-318.35
2021-07-08BUY69350106.2648.89-24,305.150
2021-08-02SELL69372.4113.0651.8925,530.651,225.5
2021-08-12BUY69366111.1250.85-25,415.970
2021-09-09SELL69380.14115.4152.926,061.49645.52
2021-09-14BUY67385.2113.5652.05-25,9740
2021-10-12SELL67370.1109.1149.9524,637.64-1,336.36
2021-10-18BUY67369108.7849.83-24,881.610
2021-10-27SELL67356104.9548.0923,698.96-1,182.64
2021-11-09BUY66355.5103.2447.46-23,613.70
2021-12-01SELL66359104.2548.5223,541.23-72.47
2021-12-13BUY65358102.3947.62-23,420.010
2021-12-19SELL65352.8100.946.8622,784.24-635.76
2021-12-26BUY65350100.146.32-22,896.420
2021-12-29SELL65350100.146.3122,603.59-292.83
2022-01-05BUY64350.398.6445.75-22,563.590
2022-01-10SELL64350.198.5945.5622,262.25-301.34
2022-01-18BUY6136096.6244.6-22,101.220
2022-01-30SELL6135294.4843.5821,333.94-767.28
2022-02-03BUY60356.994.2243.54-21,551.760
2022-02-22SELL60355.893.9343.4821,210.59-341.17
2022-03-13BUY6532392.3842.52-21,129.890
2022-03-16SELL65330.194.4143.4521,318.64188.74
2022-03-22BUY6532793.5243.08-21,391.610
2022-03-27SELL65325.893.1842.9621,040.86-350.75
2022-04-03BUY63328.991.1742.1-20,853.970
2022-04-06SELL63323.389.6241.5120,236.78-617.19
2022-04-18BUY63323.189.5641.67-20,486.530
2022-04-21SELL63322.189.2941.3520,161.66-324.87
2022-05-23BUY65307.587.9540.38-20,115.820
2022-05-26SELL65300.185.8339.4319,381.24-734.58
2022-06-02BUY62309.584.4338.83-19,312.260
2022-06-07SELL62307.383.8338.5418,930.23-382.03
2022-06-13BUY6130782.437.96-18,847.360
2022-06-16SELL61304.581.7337.7618,455.01-392.35
2022-06-27BUY60305.580.6537.25-18,447.90
2022-06-30SELL60294.977.8535.8217,580.33-867.57
2022-07-17BUY61289.977.8135.63-17,797.340
2022-07-20SELL61286.376.8435.1617,352.3-445.04
2022-07-31BUY60287.375.8534.7-17,348.550
2022-08-03SELL60301.279.5236.3917,956.09607.54
2022-08-28BUY6128977.5735.5-17,742.060
2022-08-31SELL61295.779.3736.3217,922.01179.95
2022-09-25BUY63286.679.4536.48-18,171.730
2022-10-02SELL63286.679.4536.5517,939.81-231.92
2024-03-05BUY69257.278.0936.33-17,861.210
2024-03-10SELL6925577.4235.6317,481.96-379.26
2024-03-18BUY7224076.0334.86-17,390.890
2024-03-21SELL7224176.3534.9717,240.68-150.21
2024-04-03BUY72239.97634.8-17,383.60
2024-04-09SELL7224176.3535.0717,240.58-143.02
2024-04-28BUY7323575.4834.92-17,265.40
2024-05-02SELL7323675.835.0717,117.13-148.27
2024-05-14BUY7123974.6634.44-17,078.10