← 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: -16.6%. 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 →

#313 · Flow: Range flow

Full-history NAV৳4,607

Net return -95.4% · drawdown 96.3% · 333 closed positions

2024 onward NAV৳48,558

Net return -51.4% · drawdown 59.4% · 63 closed positions

2024 stress NAV৳37,882

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

Variant 0; fixed stop 8.0%; maximum 10 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৳80
Unsettled৳0
Holdings৳4,528
NAV৳4,607
Realized P&L৳-95,301
Unrealized P&L৳-92
Fees৳97,154
Friction৳44,782

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳2.36e-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 #313

668 fills, including partial sales. Page 6.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2021-10-21SELL34362.154.1724.7212,232.51-934.51
2021-10-28BUY35353.954.524.88-12,465.880
2021-11-04SELL35352.254.2424.7812,247.98-217.89
2021-11-09BUY34355.553.1824.32-12,164.50
2021-11-23SELL3435953.7124.6412,127.65-36.85
2021-11-28BUY3336052.2724.03-11,956.310
2021-12-01SELL3335952.1323.9811,770.9-185.41
2021-12-13BUY3335851.9823.91-11,889.890
2021-12-19SELL33352.851.2323.5411,567.63-322.25
2021-12-26BUY3335050.8223.31-11,624.130
2021-12-29SELL3335050.8223.3111,475.87-148.26
2022-01-05BUY32350.349.3222.65-11,281.570
2022-01-10SELL32350.149.2922.5911,131.31-150.26
2022-01-18BUY3136049.122.49-11,231.60
2022-01-30SELL3135248.0121.9910,842-389.6
2022-02-03BUY30356.947.1121.59-10,775.70
2022-02-17SELL3035747.1221.6210,641.25-134.45
2022-03-13BUY3332346.921.45-10,727.350
2022-03-16SELL33330.147.9321.9310,823.4496.09
2022-03-22BUY3332747.4821.73-10,860.210
2022-03-27SELL33325.847.3121.6610,682.43-177.78
2022-04-03BUY32328.946.3121.22-10,592.330
2022-04-06SELL32323.345.5220.8910,279.19-313.14
2022-04-18BUY32323.145.4920.92-10,405.620
2022-04-21SELL32322.145.3520.8110,241.04-164.58
2022-05-23BUY33307.544.6520.4-10,212.550
2022-05-26SELL33300.143.5719.919,839.81-372.74
2022-06-02BUY32309.543.5819.93-9,967.510
2022-06-07SELL32307.343.2719.789,770.55-196.96
2022-06-13BUY3130741.8719.17-9,578.040
2022-06-16SELL31304.541.5319.049,378.93-199.11
2022-06-27BUY31305.541.6719.1-9,531.270
2022-06-30SELL31294.940.2218.49,083.28-447.99
2022-07-17BUY31289.939.5418.04-9,044.480
2022-07-20SELL31286.339.0517.818,818.44-226.04
2022-07-31BUY30287.337.9217.29-8,674.220
2022-08-03SELL30301.239.7618.138,978.11303.89
2022-08-28BUY3128939.4217.98-9,016.40
2022-08-31SELL31295.740.3318.49,107.9791.57
2022-09-25BUY32286.640.3518.44-9,229.990
2022-10-02SELL32286.640.3518.459,112.39-117.6
2024-03-05BUY35257.239.6118.22-9,059.830
2024-03-10SELL3525539.2717.968,867.77-192.06
2024-03-18BUY3724039.0717.84-8,936.910
2024-03-21SELL3724139.2317.918,859.86-77.05
2024-04-03BUY37239.939.0617.82-8,933.180
2024-04-09SELL3724139.2317.938,859.83-73.34
2024-04-28BUY3723538.2617.55-8,750.80
2024-05-02SELL3723638.4217.628,675.96-74.85
2024-05-14BUY3623937.8617.34-8,659.190
2024-05-19SELL36232.336.816.858,309.16-350.04
2024-05-27BUY3722636.7916.84-8,415.630
2024-05-30SELL3722837.12178,381.88-33.75
2024-06-04BUY3622836.1216.55-8,260.660
2024-06-09SELL36225.635.7416.438,069.43-191.23
2024-06-23BUY35228.835.2416.16-8,059.40
2024-06-26SELL35229.935.416.247,994.86-64.54
2024-07-07BUY3324335.2816.15-8,070.430
2024-07-10SELL3325036.316.68,197.1126.67
2024-07-15BUY33245.935.716.32-8,166.730
2024-07-24SELL33248.236.0416.478,138.09-28.64
2024-08-01BUY32254.735.8616.39-8,202.650
2024-08-11SELL32345.648.6622.2610,988.282,785.63
2024-08-15BUY2838146.9421.36-10,736.30
2024-08-20SELL28350.5243.1819.649,751.73-984.57
2024-08-25BUY2835443.6119.84-9,975.450
2024-09-09SELL28341.942.1219.169,511.92-463.53
2024-09-17BUY28334.341.1918.73-9,420.320
2024-09-26SELL2834842.8719.519,681.56261.24
2024-10-01BUY27351.941.8119.02-9,562.130
2024-10-17SELL2733840.1518.279,067.57-494.55
2024-10-23BUY28330.740.7418.54-9,318.890
2024-10-28SELL2830737.8217.228,540.96-777.93
2024-11-05BUY26316.636.2216.5-8,284.320
2024-11-13SELL26326.3437.3317.018,430.5146.18
2024-11-20BUY27321.238.1617.38-8,727.940
2024-12-04SELL27324.538.5517.578,705.38-22.57
2024-12-09BUY27318.237.817.24-8,646.440
2024-12-24SELL27324.238.5117.588,697.3150.87
2024-12-30BUY27320.138.0317.36-8,698.090
2025-01-14SELL2734040.3918.429,121.19423.1
2025-01-19BUY27332.839.5418.03-9,043.160
2025-02-02SELL27336.74018.249,032.66-10.51
2025-02-12BUY27336.639.9918.25-9,146.440
2025-03-02SELL27327.438.917.718,783.19-363.24
2025-03-17BUY26324.937.1716.93-8,501.50
2025-04-08SELL26322.536.8916.898,331.21-170.29
2025-04-16BUY2632136.7216.81-8,399.540
2025-04-27SELL26295.3233.7815.497,629.05-770.49
2025-05-05BUY26300.534.3815.74-7,863.120
2025-05-08SELL2629834.0915.617,698.3-164.82
2025-05-15BUY25295.432.4914.88-7,432.370
2025-05-19SELL2529732.6714.967,377.37-55
2025-05-26BUY28270.133.2815.27-7,611.340
2025-05-29SELL28275.533.9415.597,664.4753.12
2025-06-15BUY2628532.614.99-7,457.590
2025-06-18SELL2628532.615.017,362.39-95.21
2025-06-24BUY2529732.6715.02-7,472.690
2025-06-29SELL25302.733.315.317,518.8946.2
2025-07-10BUY2529932.8915.09-7,522.980