← 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: -15.2%. 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 →

#304 · Flow: Range flow

Full-history NAV৳6,173

Net return -93.8% · drawdown 95.0% · 310 closed positions

2024 onward NAV৳49,640

Net return -50.4% · drawdown 58.5% · 60 closed positions

2024 stress NAV৳43,102

Net return -56.9% · drawdown 61.6% · 44 closed positions

Variant 0; fixed stop 6.0%; 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৳215
Unsettled৳0
Holdings৳5,958
NAV৳6,173
Realized P&L৳-93,706
Unrealized P&L৳-121
Fees৳89,171
Friction৳41,069

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳7.73e-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 #304

623 fills, including partial sales. Page 4.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2017-07-25BUY73369118.5254.09-27,109.610
2017-08-20SELL73386.9124.2756.7828,062.93953.32
2017-08-29BUY72388.9123.256.34-28,180.340
2017-09-11SELL72426.3135.0561.8130,496.742,316.39
2017-09-14BUY71423.1132.1860.44-30,232.720
2017-10-15SELL71429134.0261.3730,263.6130.89
2017-10-22BUY70430132.4460.71-30,293.150
2017-10-29SELL70444.23136.8262.6430,896.92603.76
2017-11-05BUY70440.8135.7762.17-31,053.940
2017-11-15SELL70496.7615369.9534,550.393,496.45
2017-11-23BUY71483150.8968.93-34,512.820
2017-12-21SELL71462.4144.4566.0932,619.86-1,892.96
2017-12-28BUY69469.4142.5165.2-32,596.310
2018-01-28SELL69510154.8470.834,964.362,368.05
2018-02-01BUY69504153.0169.91-34,998.920
2018-02-25SELL69473.76143.8365.7232,479.89-2,519.04
2018-03-01BUY67478.9141.1864.57-32,292.050
2018-04-01SELL67464.9137.0562.9530,948.3-1,343.75
2018-04-11BUY64483.2136.0762.47-31,123.340
2018-05-08SELL64454.21127.958.5128,882.89-2,240.44
2018-05-24BUY67429.9126.7357.95-28,987.990
2018-05-29SELL67432127.3558.3328,758.32-229.67
2018-06-05BUY69409124.1756.89-28,402.060
2018-06-10SELL69395119.9254.9227,080.16-1,321.9
2018-06-19BUY71382.6119.5254.66-27,338.780
2018-06-24SELL71405126.5257.8228,570.661,231.88
2018-07-08BUY73387124.356.76-28,432.070
2018-07-11SELL73380122.0655.7427,562.2-869.86
2018-07-18BUY68401.9120.2554.92-27,504.360
2018-07-23SELL68396.9118.7554.2826,816.17-688.19
2018-07-30BUY69390.2118.4654.25-27,096.510
2018-08-02SELL69390118.454.2426,737.36-359.15
2018-08-07BUY70376115.8153.03-26,488.840
2018-08-12SELL70364112.1151.325,316.59-1,172.25
2018-08-26BUY67375110.5550.71-25,286.260
2018-08-29SELL67391.5115.4153.0126,062.08775.82
2018-09-12BUY68380.2113.7652.22-26,019.580
2018-09-17SELL68369110.450.7824,930.81-1,088.77
2018-09-23BUY70358.2110.3350.69-25,235.010
2018-09-26SELL70367113.0451.9125,525.06290.04
2018-10-01BUY68372.4111.4251.18-25,485.80
2018-10-04SELL68374.9112.1751.525,329.53-156.28
2018-10-14BUY69365.5110.9750.9-25,381.360
2018-10-17SELL69362.6110.0950.4924,858.82-522.54
2018-10-24BUY66372108.0349.62-24,709.650
2018-10-29SELL66384111.5151.1725,181.31471.66
2018-11-04BUY66382110.9350.93-25,373.860
2018-11-07SELL66375108.950.0624,591.04-782.82
2018-11-14BUY64376.5106.0248.78-24,250.80
2018-11-19SELL64365.1102.8147.2623,216.33-1,034.47
2018-11-28BUY63366.2101.5146.69-23,218.80
2018-12-03SELL63360.299.8545.9522,546.81-672
2018-12-09BUY62363.699.1945.63-22,688.020
2018-12-12SELL62355.596.9844.5921,899.43-788.59
2018-12-24BUY6136096.6244.6-22,101.230
2019-01-01SELL6137099.3145.7922,424.9323.67
2019-01-07BUY5937597.3544.85-22,267.20
2019-01-10SELL59383.299.4845.6622,463.66196.47
2019-01-15BUY5739097.8144.82-22,372.630
2019-01-20SELL5737594.0543.0621,237.89-1,134.74
2019-01-23BUY5439192.942.51-21,249.410
2019-01-30SELL54411.597.7744.6522,078.69829.28
2019-02-05BUY5540397.5344.49-22,307.020
2019-02-13SELL5538893.942.8321,203.28-1,103.74
2019-02-19BUY5637692.6542.24-21,190.890
2019-02-25SELL56386.895.3143.4621,522.03331.14
2019-03-04BUY5538994.1442.94-21,532.080
2019-03-07SELL5539094.3843.0921,312.53-219.55
2019-03-12BUY55384.39342.47-21,271.970
2019-03-18SELL55385.593.2942.6221,066.59-205.38
2019-03-24BUY5239891.0641.62-20,828.680
2019-04-02SELL52411.3194.1143.0221,250.79422.1
2019-04-09BUY5737393.5542.71-21,397.260
2019-04-15SELL57369.892.7542.3320,943.52-453.74
2019-04-18BUY56372.591.7841.89-20,993.670
2019-04-24SELL56374.892.3542.1620,854.29-139.39
2019-04-29BUY56365.590.0641.15-20,599.210
2019-05-05SELL56361.989.1740.7720,136.46-462.75
2019-05-15BUY5834688.340.57-20,196.870
2019-05-20SELL58350.189.3541.120,175.36-21.51
2019-05-28BUY59341.888.7340.84-20,295.770
2019-06-09SELL59355.192.1842.4720,816.24520.48
2019-06-16BUY57363.591.1742.01-20,852.670
2019-06-19SELL57363.991.2742.0920,608.94-243.73
2019-06-27BUY56363.589.5741.22-20,486.790
2019-07-03SELL56364.989.9141.3520,303.14-183.64
2019-07-08BUY58351.789.7541.32-20,529.670
2019-07-11SELL5833384.9839.0519,189.96-1,339.71
2019-07-17BUY5733082.7637.95-18,930.720
2019-07-22SELL57325.381.5937.3918,423.12-507.59
2019-08-01BUY5533380.5936.93-18,432.510
2019-08-06SELL55321.877.8835.6617,585.46-847.05
2019-08-18BUY5531876.9635.24-17,602.190
2019-08-21SELL5532779.1336.2717,869.59267.4
2019-08-27BUY57314.578.8836.17-18,041.550
2019-09-01SELL57312.178.2735.917,675.52-366.02
2019-09-08BUY59295.576.7135.17-17,546.380
2019-09-12SELL59305.179.236.3117,885.39339.01
2019-10-06BUY5134777.8735.58-17,810.450
2019-10-10SELL51333.574.8434.216,899.46-910.99