← 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: -19.4%. 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 →

#327 · Flow: Range flow

Full-history NAV৳2,622

Net return -97.4% · drawdown 97.9% · 371 closed positions

2024 onward NAV৳29,457

Net return -70.5% · drawdown 70.5% · 64 closed positions

2024 stress NAV৳19,289

Net return -80.7% · drawdown 80.7% · 53 closed positions

Variant 0; fixed stop 18.0%; maximum 5 sessions; gate None; continuous signal; exit stop/time only; trailing arms at 8.0%, distance 3.5%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳1
Unsettled৳0
Holdings৳2,621
NAV৳2,622
Realized P&L৳-97,325
Unrealized P&L৳-53
Fees৳99,681
Friction৳45,910

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳5.00e-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 #327

747 fills, including partial sales. Page 1.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2010-12-02BUY429231.4436.79200.74-99,908.140
2010-12-09SELL429223.8422.44194.3795,393.39-4,514.75
2010-12-15BUY434218.6417.44192.51-95,482.340
2010-12-21SELL217284.3271.45124.3661,297.2913,556.12
2010-12-22SELL217269.9257.7117.7358,192.8710,451.7
2010-12-26BUY243249.7266.98121.89-61,065.970
2011-01-02SELL243247.8264.95120.9159,829.54-1,236.43
2011-01-04BUY245236.5254.95116.32-58,313.770
2011-01-11SELL245252.2271.87124.0661,393.073,079.3
2011-01-13BUY253234.8261.38119.22-59,7850
2011-01-20SELL253207.9231.43105.752,261.57-7,523.43
2011-01-25BUY270226268.49122.78-61,411.270
2011-02-01SELL270229.5272.65124.6961,567.67156.39
2011-02-02BUY228228.3229.03104.61-52,386.040
2011-02-09SELL228210.8211.4796.5347,754.39-4,631.65
2011-02-10BUY296206.3268.69122.78-61,456.270
2011-02-24SELL296162.2211.2596.4947,703.46-13,752.81
2011-02-27BUY317149.8208.9495.44-47,790.980
2011-03-02SELL317144.4201.4191.9745,481.43-2,309.55
2011-03-03BUY312152.1208.895.37-47,759.370
2011-03-08SELL156175.5120.4654.9427,202.63,322.91
2011-03-10SELL156189.2129.8759.2529,326.085,446.39
2011-03-14BUY392184.2317.71145.78-72,669.890
2011-03-22SELL392171.7296.15135.9166,874.34-5,795.55
2011-03-24BUY178163.8128.2958.58-29,343.260
2011-03-31SELL178173.9136.262.2230,755.781,412.51
2011-04-04BUY390170.1291.89134.13-66,765.020
2011-04-11SELL390166.4285.54131.3564,479.1-2,285.92
2011-04-12BUY181168.8134.4361.47-30,748.710
2011-04-20SELL181162.9129.7359.3529,295.81-1,452.89
2011-04-21BUY393163.1282.03130.01-64,510.340
2011-04-28SELL393157.2271.83125.361,382.47-3,127.87
2011-05-05BUY585154.2396.91184.56-90,788.470
2011-05-12SELL585148.5382.24178.5686,311.7-4,476.77
2011-05-18BUY565151.6376.88176.83-86,207.70
2011-05-25SELL565139.1345.8162.6778,083.03-8,124.68
2011-06-02BUY526147.6341.61161.02-78,140.230
2011-06-09SELL526147.6341.61161.2577,134.74-1,005.48
2011-06-15BUY542141.3336.97158.57-77,080.140
2011-06-22SELL542141.8338.16158.7376,358.71-721.43
2011-07-05BUY465163.2333.91154.32-76,376.230
2011-07-12SELL465174356164.0580,389.954,013.72
2011-07-17BUY451177.1351.44161.6-80,385.130
2011-07-21SELL225215.8213.6497.6148,243.758,140.3
2011-07-25SELL226205.6204.4593.2946,167.865,886.18
2011-07-26BUY233205.5210.6896.12-48,188.30
2011-08-02SELL233176.7181.1582.5740,907.38-7,280.92
2011-08-03BUY249184.7202.3692.26-46,284.920
2011-08-10SELL249184.7202.3692.2745,695.67-589.25
2011-08-14BUY221183.6178.5381.37-40,835.510
2011-08-23SELL221179174.0679.3839,305.56-1,529.95
2011-08-24BUY257177200.1591.37-45,780.520
2011-09-07SELL257173.1195.7489.744,201.26-1,579.27
2011-09-11BUY230169.5171.5378.62-39,235.150
2011-09-18SELL230161.4163.3474.9136,883.75-2,351.4
2011-09-19BUY269163.5193.5289-44,264.020
2011-09-26SELL269168.4199.3291.8745,008.41744.39
2011-09-28BUY225163161.3774.14-36,910.510
2011-10-05SELL225153.4151.8769.7734,293.36-2,617.15
2011-10-09BUY302147.7196.2690.37-44,892.040
2011-10-16SELL302143.5190.6887.7743,058.55-1,833.49
2011-10-17BUY237143.7149.8568.81-34,275.560
2011-10-24SELL237154.8161.4374.1636,452.022,176.46
2011-10-27BUY486162.8348.13161.28-79,630.210
2011-11-03SELL486162.9348.35160.8978,660.16-970.05
2011-11-15BUY530147.3343.5158.67-78,571.170
2011-11-22SELL530172.5402.27185.7890,836.9512,265.78
2011-11-27BUY572157.7396.9182.8-90,784.10
2011-12-04SELL572160402.69185.9790,931.34147.24
2011-12-11BUY586154.3397.85184.09-91,001.740
2011-12-18SELL586155.3400.43185.790,419.67-582.07
2011-12-26BUY559160.8395.5184.98-90,467.690
2012-01-02SELL559173.8427.48200.3696,526.366,058.67
2012-01-08BUY531180.4421.49195.76-96,409.650
2012-01-15SELL531172.3402.56185.8390,902.91-5,506.74
2012-01-19BUY538168.1397.93183.47-91,019.20
2012-01-26SELL538157.7373.31171.8784,297.43-6,721.77
2012-02-01BUY554151.1368.32169.7-84,247.420
2012-02-09SELL554153.1373.2172.2284,271.9824.56
2012-02-15BUY544153.9368.38169.95-84,259.920
2012-02-23SELL544152.4364.78168.2382,372.59-1,887.33
2012-02-28BUY525155.8359.9165.88-82,320.780
2012-03-06SELL525153.4354.35163.2780,017.38-2,303.41
2012-03-13BUY502158.6350.32161.94-80,129.460
2012-03-20SELL502172.8381.68176.5686,187.366,057.9
2012-04-01BUY437196376.87173.38-86,202.250
2012-04-08SELL437194.2373.41171.4484,320.55-1,881.7
2012-04-16BUY395212.1368.63168.68-84,316.810
2012-04-23SELL395221.5384.97176.0586,931.482,614.67
2012-04-26BUY392220.2379.8173.59-86,871.790
2012-05-07SELL392214.1369.28168.7783,389.15-3,482.64
2012-05-10BUY397208.6364.38166.53-83,345.110
2012-05-17SELL397206.9361.41165.4981,612.4-1,732.71
2012-05-23BUY395205.2356.64163.55-81,574.190
2012-05-30SELL395202.9352.64162.5879,630.28-1,943.91
2012-06-05BUY385205.9348.79161.23-79,781.530
2012-06-12SELL385203343.88159.4377,651.69-2,129.84
2012-06-18BUY388198.8339.39157.46-77,631.250
2012-06-25SELL388200341.44158.977,099.66-531.59
2012-07-03BUY376203.8337.17156.27-77,122.230