← 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: -18.9%. 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 →

#323 · Flow: Range flow

Full-history NAV৳2,924

Net return -97.1% · drawdown 97.1% · 343 closed positions

2024 onward NAV৳69,812

Net return -30.2% · drawdown 45.4% · 59 closed positions

2024 stress NAV৳20,089

Net return -79.9% · drawdown 79.9% · 44 closed positions

Variant 1; fixed stop 12.0%; maximum 10 sessions; gate None; fresh signal only; exit any bearish; trailing arms at 0.0%, distance 0.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳64
Unsettled৳0
Holdings৳2,860
NAV৳2,924
Realized P&L৳-97,018
Unrealized P&L৳-58
Fees৳60,830
Friction৳27,904

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.62e-10. 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 #323

687 fills, including partial sales. Page 6.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2021-04-05BUY18319.125.2711.51-5,780.590
2021-04-20SELL18336.326.6312.156,014.62234.03
2021-04-27BUY1834026.9312.29-6,159.220
2021-05-02SELL1834127.0112.336,098.66-60.56
2021-05-11BUY1834026.9312.29-6,159.220
2021-05-20SELL1834327.1712.396,134.45-24.77
2021-05-25BUY17341.125.5111.63-5,835.840
2021-05-31SELL17345.525.8411.785,835.880.03
2021-06-03BUY17346.925.9511.82-5,935.070
2021-06-08SELL1734525.8111.765,827.43-107.64
2021-06-24BUY17346.225.911.8-5,923.10
2021-07-13SELL17357.426.7312.196,036.88113.78
2021-07-19BUY1636425.6311.68-5,861.30
2021-08-03SELL1637226.1911.935,913.8852.58
2021-08-12BUY1636625.7711.73-5,893.50
2021-08-18SELL16359.225.2911.515,710.4-183.1
2021-08-23BUY1636425.6311.67-5,861.290
2021-08-26SELL16365.125.711.75,804.19-57.1
2021-09-06BUY16369.926.0411.86-5,956.30
2021-09-13SELL16389.727.4312.56,195.27238.97
2021-09-16BUY16379.226.712.16-6,106.050
2021-09-21SELL1638126.8212.216,056.96-49.09
2021-09-28BUY15384.925.411.56-5,810.470
2021-10-03SELL15380.225.0911.425,666.48-143.98
2021-10-06BUY15384.825.411.56-5,808.960
2021-10-11SELL15372.424.5811.195,550.23-258.73
2021-10-18BUY1536924.3511.09-5,570.440
2021-10-24SELL15363.824.0110.935,422.06-148.39
2021-10-28BUY15353.923.3610.64-5,342.490
2021-11-02SELL1536424.0210.945,425.0382.54
2021-11-09BUY15355.523.4610.69-5,366.660
2021-11-14SELL15361.923.8910.895,393.7227.07
2021-11-17BUY1536123.8310.87-5,449.70
2021-11-22SELL1536023.7610.845,365.4-84.3
2021-11-29BUY15360.423.7910.87-5,440.660
2021-12-02SELL1535523.4310.715,290.86-149.79
2021-12-26BUY1535023.110.54-5,283.640
2021-12-30SELL15348.52310.55,193.99-89.65
2022-01-05BUY15350.323.1210.56-5,288.180
2022-01-10SELL15350.123.1110.545,217.85-70.33
2022-01-18BUY1436022.1810.12-5,072.290
2022-01-23SELL14356.221.9410.014,954.85-117.44
2022-01-31BUY14356.221.9410.01-5,018.750
2022-02-03SELL14356.921.9910.034,964.58-54.17
2022-02-09BUY14359.522.1510.11-5,065.260
2022-02-15SELL1435822.0510.074,979.87-85.38
2022-03-14BUY15329.921.779.93-4,980.20
2022-03-20SELL1532621.529.814,858.68-121.52
2022-03-28BUY14329.920.329.27-4,648.190
2022-03-31SELL14329.720.319.264,586.23-61.96
2022-04-10BUY14324.7209.13-4,574.940
2022-04-13SELL1432620.089.184,534.74-40.19
2022-04-20BUY14322.819.889.08-4,548.160
2022-04-28SELL14322.919.899.074,491.64-56.52
2022-05-23BUY15307.520.39.25-4,642.040
2022-05-26SELL15300.119.819.034,472.67-169.37
2022-06-06BUY14313.419.318.8-4,415.70
2022-06-09SELL1430818.978.654,284.38-131.32
2022-06-19BUY1430718.918.63-4,325.540
2022-06-22SELL14306.918.918.624,269.07-56.47
2022-06-27BUY14305.518.828.59-4,304.410
2022-06-30SELL14294.918.178.284,102.15-202.25
2022-07-17BUY14289.917.868.13-4,084.590
2022-07-27SELL1428617.628.023,978.36-106.23
2022-08-01BUY13294.116.827.66-3,847.780
2022-08-04SELL13299.117.117.793,863.415.62
2022-08-30BUY13295.216.897.69-3,862.170
2022-09-04SELL1329516.877.683,810.44-51.73
2022-09-25BUY14286.617.658.04-4,038.10
2022-10-02SELL14286.617.658.053,986.7-51.4
2024-03-05BUY15257.216.987.76-3,882.730
2024-03-10SELL1525516.837.673,800.5-82.23
2024-03-18BUY1624016.97.69-3,864.590
2024-03-21SELL1624116.977.733,831.31-33.28
2024-04-03BUY16239.916.897.69-3,862.980
2024-04-15SELL1624116.977.733,831.3-31.68
2024-04-28BUY1623516.547.55-3,784.090
2024-05-02SELL1623616.617.583,751.8-32.29
2024-05-14BUY1623916.837.67-3,848.50
2024-05-19SELL16232.316.357.463,692.99-155.51
2024-05-27BUY1622615.917.25-3,639.160
2024-05-30SELL1622816.057.323,624.63-14.54
2024-06-09BUY16225.615.887.26-3,632.740
2024-06-12SELL1622215.637.143,529.23-103.51
2024-06-23BUY15228.815.16.89-3,453.990
2024-07-08SELL1525116.577.553,740.88286.89
2024-07-15BUY15245.916.237.4-3,712.130
2024-07-24SELL15248.216.387.473,699.15-12.97
2024-08-01BUY15254.716.817.66-3,844.970
2024-08-11SELL15345.622.8110.45,150.791,305.82
2024-08-15BUY1338121.799.91-4,984.70
2024-08-20SELL1335320.199.184,559.63-425.08
2024-08-25BUY1335420.259.21-4,631.460
2024-08-29SELL13348.919.969.074,506.67-124.79
2024-09-17BUY13334.319.128.69-4,373.720
2024-09-22SELL1334619.7994,469.2195.49
2024-10-01BUY13351.920.139.15-4,603.980
2024-10-06SELL13338.119.348.794,367.17-236.82
2024-10-09BUY1333118.938.61-4,330.540
2024-10-16SELL13335.519.198.734,333.583.04