← 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 4.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2016-06-15SELL123255138.0164.3131,162.69-528.35
2016-06-22BUY123252136.3863.74-31,196.120
2016-06-29SELL123253.9137.4164.2231,028.07-168.06
2016-07-11BUY122253135.8163.27-31,065.080
2016-07-17SELL122256.2137.5364.1131,054.76-10.32
2016-07-20BUY117263135.3962.83-30,969.230
2016-07-27SELL117278143.1165.9532,316.941,347.71
2016-08-07BUY116277.4141.5864.98-32,384.960
2016-08-14SELL116272.5139.0863.7631,407.15-977.81
2016-08-22BUY115270.5136.8762.8-31,307.170
2016-08-30SELL115264.7133.9461.8230,244.75-1,062.42
2016-09-04BUY114263.7132.2761.21-30,255.280
2016-09-18SELL114265132.9261.7630,015.31-239.97
2016-09-21BUY113264131.2661.19-30,024.450
2016-09-27SELL113269.2133.8562.5230,223.24198.79
2016-10-02BUY112268.5132.3261.82-30,266.140
2016-10-09SELL112270.4133.2561.9930,089.55-176.58
2016-10-16BUY111269.7131.7261.29-30,129.710
2016-10-23SELL111277.5135.5362.7630,604.2474.49
2016-11-02BUY109278.5133.5761.65-30,551.720
2016-11-09SELL109281.3134.9162.230,464.59-87.13
2016-11-14BUY108280133.0661.29-30,434.340
2016-11-21SELL108287.1136.4362.7830,807.59373.25
2016-11-24BUY105292134.962-30,856.90
2016-12-01SELL105283.9131.1660.229,618.14-1,238.76
2016-12-06BUY102287.9129.2159.29-29,554.30
2016-12-14SELL102283127.0158.2828,680.71-873.58
2016-12-20BUY100285125.457.59-28,682.990
2016-12-28SELL100283124.5257.328,118.18-564.82
2017-01-04BUY98286.1123.3756.74-28,217.90
2017-01-11SELL98288124.1957.0828,042.74-175.16
2017-01-17BUY95292.1122.156.02-27,927.620
2017-01-24SELL95298.5124.7757.1828,175.55247.93
2017-01-29BUY92305.5123.6756.57-28,286.240
2017-02-05SELL92306.5124.0756.7828,017.15-269.08
2017-02-08BUY91304.6121.9655.82-27,896.380
2017-02-15SELL91320128.1358.6728,933.21,036.82
2017-02-20BUY91318.8127.6558.44-29,196.890
2017-02-28SELL91308.2123.456.5627,866.23-1,330.66
2017-03-05BUY88311.9120.7755.34-27,623.310
2017-03-12SELL88318.7123.456.5427,865.66242.35
2017-03-15BUY87317.8121.6555.74-27,825.990
2017-03-22SELL87314120.255.227,142.6-683.39
2017-03-28BUY86316.6119.855.08-27,402.490
2017-04-04SELL86349.9132.460.7529,898.252,495.76
2017-04-13BUY86342129.4159.34-29,600.760
2017-04-20SELL86336.9127.4858.4828,787.44-813.32
2017-05-07BUY85340127.1658.71-29,085.870
2017-05-15SELL85335.6125.5157.9528,342.53-743.34
2017-05-24BUY85331.1123.8357.24-28,324.570
2017-05-31SELL85329.2123.1257.1327,801.75-522.82
2017-06-05BUY82336121.2356.11-27,729.340
2017-06-12SELL82330.9119.3955.1926,959.22-770.12
2017-06-19BUY79340118.1854.55-27,032.740
2017-06-29SELL79341118.5354.4926,765.97-266.76
2017-07-04BUY75351.1115.8653.16-26,501.520
2017-07-11SELL75348.3114.9452.5625,955-546.53
2017-07-16BUY71365.1114.0652.08-26,088.240
2017-07-23SELL71367.9114.9352.4425,953.53-134.71
2017-07-26BUY70371114.2752.14-26,136.410
2017-08-06SELL70373.2114.9552.4325,956.62-179.79
2017-08-10BUY68376.2112.5651.36-25,745.520
2017-08-21SELL68391.5117.1453.5126,451.35705.83
2017-08-29BUY68388.9116.3653.19-26,614.750
2017-09-06SELL68401.7120.1955.0427,140.37525.62
2017-09-11BUY62430117.353.64-26,830.940
2017-09-18SELL62414.5113.0851.6725,534.25-1,296.69
2017-09-25BUY62410.4111.9651.15-25,607.910
2017-10-03SELL62410111.8551.0825,257.07-350.84
2017-10-10BUY60422111.4150.92-25,482.330
2017-10-17SELL60426112.4651.4725,396.07-86.26
2017-10-22BUY58430109.7450.23-25,099.970
2017-10-29SELL58445.3113.6451.9625,661.8561.83
2017-11-05BUY58440.8112.4951.45-25,730.340
2017-11-12SELL58457.5116.7553.3826,364.86634.52
2017-11-15BUY52500114.452.22-26,166.620
2017-11-22SELL52473.5108.3449.4224,464.24-1,702.38
2017-11-30BUY52475108.6849.57-24,858.250
2017-12-07SELL52480.8110.0150.1724,841.43-16.82
2017-12-19BUY52468.2107.1248.91-24,502.430
2017-12-27SELL52465.3106.4648.6324,040.51-461.92
2018-01-02BUY51472.2105.9648.42-24,236.580
2018-01-09SELL51472.6106.0548.4823,948.06-288.51
2018-01-14BUY50477104.9448-24,002.940
2018-01-21SELL50484106.4848.6824,044.8441.91
2018-01-24BUY47503.8104.1947.58-23,830.360
2018-01-31SELL47506.9104.8347.8223,671.66-158.71
2018-02-06BUY48495104.5447.68-23,912.230
2018-02-13SELL48507.9107.2748.9324,223310.77
2018-02-26BUY50475.5104.6147.74-23,927.350
2018-03-05SELL50485.4106.7948.8124,114.4187.05
2018-03-15BUY50482106.0448.54-24,254.580
2018-03-22SELL50477104.9448.0923,696.97-557.61
2018-04-02BUY50474.9104.4847.87-23,897.350
2018-04-09SELL50477104.9448.0923,696.97-200.38
2018-04-12BUY48484.1102.2446.82-23,385.860
2018-04-19SELL48493104.1247.6823,512.2126.34
2018-04-24BUY49485104.5747.85-23,917.410
2018-05-06SELL49468100.946.1122,784.99-1,132.42
2018-05-09BUY4945998.9645.2-22,635.160