← 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: -15.8%. 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 →

#308 · Flow: Range flow

Full-history NAV৳5,476

Net return -94.5% · drawdown 95.6% · 329 closed positions

2024 onward NAV৳49,894

Net return -50.1% · drawdown 58.3% · 62 closed positions

2024 stress NAV৳37,882

Net return -62.1% · drawdown 66.3% · 48 closed positions

Variant 0; fixed stop 12.0%; maximum 10 sessions; gate None; fresh signal only; exit EMA 200 break; trailing arms at 5.0%, distance 2.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳233
Unsettled৳0
Holdings৳5,243
NAV৳5,476
Realized P&L৳-94,417
Unrealized P&L৳-107
Fees৳100,857
Friction৳46,496

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 #308

659 fills, including partial sales. Page 5.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2019-05-15BUY6034691.3441.98-20,893.330
2019-05-20SELL60350.192.4342.5320,871.04-22.28
2019-05-28BUY60341.890.2441.54-20,639.770
2019-06-09SELL60355.193.7543.221,169.05529.28
2019-06-16BUY58363.592.7742.75-21,218.520
2019-06-19SELL58363.992.8742.8420,970.49-248.03
2019-06-27BUY58363.592.7742.71-21,218.480
2019-07-03SELL58364.993.1242.8421,028.24-190.24
2019-07-08BUY59351.791.342.04-20,883.640
2019-07-11SELL5933386.4539.7419,520.82-1,362.82
2019-07-17BUY5933085.6739.3-19,594.960
2019-07-22SELL59325.384.4538.7219,069.54-525.43
2019-08-01BUY5733383.5238.28-19,102.80
2019-08-06SELL57321.880.7136.9718,224.92-877.87
2019-08-18BUY5731879.7536.53-18,242.280
2019-08-21SELL5732782.0137.618,519.39277.1
2019-08-27BUY58314.580.2636.81-18,358.070
2019-09-01SELL58312.179.6536.5417,985.61-372.46
2019-09-08BUY61295.579.3136.37-18,141.180
2019-09-12SELL61305.181.8937.5518,491.66350.48
2019-10-06BUY5334780.9236.99-18,508.910
2019-10-10SELL53333.577.7735.5517,562.18-946.73
2019-10-20BUY5531776.7135.05-17,546.770
2019-10-23SELL55321.677.8335.6417,574.5327.77
2019-10-30BUY54321.276.3234.99-17,456.110
2019-11-04SELL54315.174.8734.3416,906.2-549.91
2019-11-11BUY53315.973.6733.79-16,850.160
2019-11-14SELL53310.172.3233.1616,329.82-520.34
2019-11-26BUY5330671.3632.63-16,321.990
2019-12-01SELL5331874.1633.9116,745.94423.95
2019-12-08BUY54309.873.6133.65-16,836.460
2019-12-11SELL54298.470.932.4116,010.29-826.17
2019-12-17BUY53297.269.3131.68-15,852.590
2019-12-22SELL5329368.3331.3115,429.36-423.23
2019-12-29BUY54284.367.5531.06-15,450.810
2020-01-02SELL54281.866.9630.815,119.45-331.37
2020-01-13BUY6025366.7930.7-15,277.490
2020-01-16SELL60231.561.1228.0413,800.85-1,476.65
2020-01-26BUY5027460.2827.55-13,787.830
2020-01-29SELL50269.759.3327.113,398.57-389.27
2020-02-03BUY51258.558.0126.48-13,267.990
2020-02-06SELL5126359.0226.9313,327.0659.07
2020-02-20BUY4828059.1426.98-13,526.120
2020-02-25SELL4829261.6728.1113,926.22400.1
2020-03-09BUY52262.159.9727.33-13,716.50
2020-03-12SELL52258.559.1426.9513,355.91-360.59
2020-03-16BUY1242.81.070.49-244.350
2020-03-22SELL12391.050.48237.47-6.88
2020-07-13BUY55244.259.127.21-13,517.310
2020-07-16SELL5524860.0227.5313,552.4635.15
2020-07-23BUY55246.159.5627.23-13,622.280
2020-07-28SELL5525561.7128.1713,935.12312.83
2020-08-10BUY51271.560.9227.77-13,935.190
2020-08-16SELL5129465.9730.0714,897.96962.77
2020-08-19BUY51286.964.3829.33-14,725.610
2020-09-02SELL51318.671.4932.5716,144.441,418.82
2020-09-08BUY49326.970.4832.11-16,120.690
2020-09-13SELL49347.674.9434.1516,923.31802.62
2020-09-24BUY50337.874.3233.88-16,998.20
2020-10-08SELL50326.171.7432.7716,200.49-797.71
2020-10-15BUY4833570.7532.35-16,183.10
2020-11-01SELL48329.769.6331.8615,724.1-459
2020-11-08BUY46336.268.0531.14-15,564.390
2020-11-22SELL4632766.1830.3114,945.51-618.89
2020-11-30BUY47318.265.830.15-15,051.350
2020-12-14SELL4734671.5532.7516,157.71,106.35
2020-12-22BUY47341.470.632.27-16,148.670
2021-01-05SELL47368.4876.234.7917,207.561,058.89
2021-01-11BUY46373.675.6234.51-17,295.720
2021-01-25SELL46372.275.3334.3617,011.5-284.22
2021-01-28BUY44384.474.4233.95-17,021.970
2021-02-11SELL44375.172.6233.1516,398.63-623.34
2021-03-03BUY48341.572.1232.94-16,497.060
2021-03-10SELL48351.8274.333.9416,779.11282.05
2021-03-23BUY48341.772.1733.01-16,506.770
2021-04-01SELL4833069.731.8915,738.42-768.36
2021-04-07BUY47336.569.5931.83-15,916.920
2021-04-12SELL4733068.2431.2715,410.48-506.43
2021-04-26BUY4533967.1230.81-15,352.930
2021-05-11SELL4534067.3230.9215,201.76-151.18
2021-05-18BUY44342.266.2530.37-15,153.420
2021-06-02SELL44346.567.0830.6915,148.22-5.19
2021-06-09BUY44346.967.1630.74-15,361.50
2021-06-23SELL44345.266.8330.615,091.37-270.13
2021-07-08BUY4235064.6829.62-14,794.30
2021-07-28SELL4236567.4530.8615,231.69437.39
2021-08-12BUY4236667.6430.87-15,470.510
2021-08-29SELL4236767.8230.9715,315.21-155.3
2021-09-06BUY41369.966.7330.47-15,263.10
2021-09-13SELL41388.8670.1532.0515,841.22578.12
2021-09-16BUY41379.268.4131.23-15,646.840
2021-09-30SELL41380.668.6631.3315,504.61-142.24
2021-10-06BUY40384.867.7230.91-15,490.630
2021-10-21SELL40362.163.7329.114,391.17-1,099.47
2021-10-28BUY41353.963.8429.16-14,602.90
2021-11-04SELL41352.263.5429.0514,347.61-255.29
2021-11-09BUY40355.562.5728.64-14,311.20
2021-11-23SELL4035963.1829.0414,267.78-43.43
2021-11-28BUY3936061.7828.46-14,130.240
2021-12-01SELL3935961.628.413,911-219.24