← 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 5.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2019-10-20BUY5331773.9233.77-16,908.70
2019-10-23SELL53321.67534.3416,935.4726.77
2019-10-30BUY53321.274.934.34-17,132.840
2019-11-04SELL53315.173.4833.716,593.12-539.72
2019-11-11BUY52315.972.2833.15-16,532.230
2019-11-14SELL52310.170.9532.5316,021.72-510.51
2019-11-26BUY5230670.0132.01-16,014.030
2019-12-01SELL5231872.7633.2616,429.98415.95
2019-12-08BUY53309.872.2533.03-16,524.670
2019-12-11SELL53298.469.5931.815,713.81-810.86
2019-12-17BUY52297.26831.08-15,553.480
2019-12-22SELL5229367.0430.7215,138.24-415.24
2019-12-29BUY53284.366.330.48-15,164.680
2020-01-02SELL53281.865.7230.2214,839.47-325.22
2020-01-13BUY5925365.6830.18-15,022.860
2020-01-16SELL59231.560.127.5713,570.84-1,452.02
2020-01-26BUY4927459.0727-13,512.070
2020-01-29SELL49269.758.1526.5513,130.6-381.47
2020-02-03BUY50258.556.8725.96-13,007.830
2020-02-06SELL5026357.8626.413,065.7457.92
2020-02-20BUY4728057.926.42-13,244.320
2020-02-25SELL4729260.3927.5213,636.1391.77
2020-03-09BUY51262.158.8226.8-13,452.720
2020-03-12SELL51258.558.0126.4313,099.06-353.65
2020-03-22BUY5523957.8426.35-13,229.190
2020-05-31SELL55239.157.8626.4213,066.22-162.97
2020-07-13BUY53244.256.9526.21-13,025.760
2020-07-16SELL5324857.8326.5213,059.6533.89
2020-07-23BUY53246.157.3926.23-13,126.920
2020-07-28SELL5325559.4727.1413,428.39301.47
2020-08-10BUY49271.558.5426.68-13,388.710
2020-08-16SELL4929463.3928.8914,313.73925.02
2020-08-19BUY49286.961.8628.18-14,148.140
2020-09-02SELL49318.668.6931.2915,511.321,363.19
2020-09-08BUY47326.967.630.79-15,462.70
2020-09-13SELL47347.671.8832.7516,232.56769.87
2020-09-24BUY48337.871.3432.52-16,318.260
2020-10-22SELL48331.369.9732.0315,800.4-517.87
2020-11-08BUY47336.269.5331.83-15,902.750
2020-11-23SELL47316.0365.3529.9314,758.03-1,144.72
2020-11-30BUY46318.264.429.5-14,731.110
2020-12-17SELL46350.7470.9932.4616,030.691,299.58
2020-12-22BUY47341.470.632.27-16,148.670
2021-01-05SELL47368.4876.234.7917,207.561,058.89
2021-01-11BUY45373.673.9733.75-16,919.730
2021-02-08SELL45376.874.6134.0616,847.34-72.39
2021-02-15BUY4537474.0533.81-16,937.860
2021-02-22SELL45351.5669.6131.7815,718.81-1,219.06
2021-03-03BUY46341.569.1231.56-15,809.680
2021-03-10SELL46351.8271.2132.5216,079.99270.31
2021-03-23BUY47341.770.6632.31-16,162.880
2021-04-01SELL4733068.2431.2215,410.54-752.34
2021-04-07BUY45336.566.6330.47-15,239.590
2021-04-12SELL4533065.3429.9314,754.73-484.87
2021-04-26BUY4333964.1429.43-14,670.570
2021-05-27SELL43344.865.2429.8714,731.360.73
2021-06-01BUY43346.365.5229.98-14,986.40
2021-06-29SELL43346.265.529.9914,791.11-195.29
2021-07-08BUY4235064.6829.62-14,794.30
2021-08-02SELL42372.468.8231.4715,540.51746.21
2021-08-12BUY4236667.6430.87-15,470.510
2021-09-09SELL42380.1470.2532.0915,863.62393.11
2021-09-14BUY41385.269.4931.75-15,894.440
2021-10-12SELL41370.166.7730.4815,076.85-817.59
2021-10-18BUY4036964.9429.66-14,854.60
2021-10-27SELL4035662.6628.6214,148.73-705.87
2021-11-09BUY40355.562.5728.64-14,311.20
2021-12-01SELL4035963.1829.1414,267.68-43.52
2021-12-13BUY3935861.4328.31-14,051.750
2021-12-19SELL39352.860.5427.8813,670.78-380.96
2021-12-26BUY3935060.0627.59-13,737.650
2021-12-29SELL3935060.0627.5913,562.35-175.31
2022-01-05BUY39350.360.1127.66-13,749.470
2022-01-10SELL39350.160.0827.5913,566.24-183.23
2022-01-18BUY3736058.6126.89-13,405.50
2022-01-30SELL3735257.3126.2812,940.41-465.08
2022-02-03BUY36356.956.5325.95-12,930.890
2022-02-22SELL36355.856.3625.912,726.54-204.34
2022-03-13BUY3932355.4325.38-12,677.810
2022-03-16SELL39330.156.6525.9412,791.31113.5
2022-03-22BUY3932756.1125.71-12,834.830
2022-03-27SELL39325.855.9125.6312,624.66-210.16
2022-04-03BUY38328.954.9925.24-12,578.430
2022-04-06SELL38323.354.0624.8512,206.49-371.93
2022-04-18BUY38323.154.0224.9-12,356.730
2022-04-21SELL38322.153.8624.7612,161.19-195.54
2022-05-23BUY39307.552.7724.13-12,069.40
2022-05-26SELL39300.151.523.5611,628.85-440.55
2022-06-02BUY38309.551.7523.69-11,836.440
2022-06-07SELL38307.351.3823.5211,602.5-233.94
2022-06-13BUY3730749.9822.91-11,431.880
2022-06-16SELL37304.549.5722.7611,194.17-237.71
2022-06-27BUY37305.549.7422.83-11,376.070
2022-06-30SELL37294.948.0121.9910,841.3-534.76
2022-07-17BUY37289.947.221.55-10,795.050
2022-07-20SELL37286.346.6121.2710,525.22-269.82
2022-07-31BUY36287.345.5120.77-10,409.070
2022-08-03SELL36301.247.7121.7810,773.71364.64
2022-08-28BUY3728947.0521.47-10,761.520
2022-08-31SELL37295.748.1421.9710,870.79109.26