← 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: -20.6%. 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 →

#337 · Flow: Range flow

Full-history NAV৳2,015

Net return -98.0% · drawdown 98.4% · 372 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 20.0% (0 = off).

Account reconciliation

Cash৳109
Unsettled৳0
Holdings৳1,906
NAV৳2,015
Realized P&L৳-97,946
Unrealized P&L৳-39
Fees৳98,602
Friction৳45,439

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳5.82e-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 #337

748 fills, including partial sales. Page 3.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2014-04-06SELL264230.5267.75123.460,460.854,186.51
2014-04-17BUY236254.6264.38120.9-60,470.880
2014-04-24SELL236270.3280.68128.2963,381.832,910.95
2014-04-29BUY235267.9277.01126.49-63,3600
2014-05-07SELL235276.4285.8130.5164,537.71,177.69
2014-05-12BUY237270.5282.08128.87-64,519.450
2014-05-20SELL237261.3272.48124.661,531.02-2,988.44
2014-05-22BUY1255.31.120.51-256.930
2014-05-29SELL1266.31.170.53264.67.66
2014-06-01BUY222275.4269.01123.37-61,531.180
2014-06-08SELL222284277.41127.1862,643.411,112.23
2014-06-11BUY211295.1273.97125.61-62,665.680
2014-06-18SELL211303.3281.58128.963,585.82920.13
2014-06-23BUY208304.7278.86127.61-63,784.070
2014-06-30SELL208300.3274.83125.7162,061.86-1,722.21
2014-07-06BUY211291.9271124.1-61,9860
2014-07-13SELL211294.1273.04125.2161,656.84-329.16
2014-07-16BUY211290.7269.89124-61,731.590
2014-07-23SELL211297.7276.38126.9562,411.37679.78
2014-08-04BUY199310.8272.14124.78-62,246.120
2014-08-11SELL199340297.7136.2867,226.014,979.89
2014-08-14BUY194344.2293.81134.36-67,202.970
2014-08-24SELL194325.3277.68126.8262,703.7-4,499.26
2014-08-27BUY192325.5274.98125.56-62,896.540
2014-09-03SELL192337.9285.46130.4264,460.921,564.38
2014-09-08BUY192333.2281.49128.7-64,384.590
2014-09-15SELL192344.2290.78133.1765,662.451,277.85
2014-09-24BUY172379.7287.36131.51-65,727.270
2014-10-01SELL172384.2290.76132.9365,658.71-68.56
2014-10-14BUY175372.6286.9131.08-65,622.980
2014-10-21SELL175373.6287.67131.464,960.93-662.05
2014-10-28BUY170379.7284.02129.78-64,962.790
2014-11-05SELL170358.5268.16122.5560,554.29-4,408.5
2014-11-10BUY172348.7263.9120.72-60,361.020
2014-11-17SELL172344.3260.57119.3958,839.65-1,521.37
2014-11-23BUY178328.9257.59118.11-58,919.90
2014-11-30SELL178318.7249.61114.7256,364.27-2,555.63
2014-12-04BUY159352.6246.68113.46-56,423.540
2014-12-11SELL159363.1254.02117.0257,361.85938.31
2014-12-22BUY159357.6250.18115.41-57,223.990
2014-12-30SELL159361.9253.19117.1157,171.8-52.19
2015-01-06BUY154368.6249.76115.51-57,129.670
2015-01-13SELL15436624811556,001-1,128.67
2015-01-22BUY158352244.71113.47-55,974.180
2015-01-29SELL158328.6228.44105.7151,584.65-4,389.53
2015-02-03BUY156330226.51104.81-51,811.320
2015-02-10SELL156343235.44108.9553,163.611,352.29
2015-02-23BUY155339.6231.61106.96-52,976.570
2015-03-02SELL155334.6228.2105.4351,529.37-1,447.19
2015-03-09BUY156328.1225.21104.11-51,512.920
2015-03-16SELL156334229.26105.9451,768.8255.88
2015-03-25BUY153338227.54104.89-52,046.430
2015-04-02SELL153353237.64109.0753,662.291,615.86
2015-04-08BUY151352233.87107.24-53,493.10
2015-04-16SELL151343.6228.29104.6451,550.67-1,942.43
2015-04-29BUY155331.8226.29103.89-51,759.180
2015-05-07SELL155328.6224.11103.2350,605.67-1,153.51
2015-05-17BUY155324.1221.04101.9-50,558.440
2015-05-24SELL155326222.33102.5250,205.15-353.28
2015-06-11BUY153325218.79100.31-50,044.10
2015-06-18SELL153330.1222.22101.7850,181.29137.2
2015-06-28BUY153326219.46100.56-50,198.020
2015-07-06SELL153328.2220.94101.3849,892.27-305.75
2015-07-09BUY149333.5218.64100.25-50,010.390
2015-07-22SELL149335.2219.76100.7149,624.33-386.06
2015-07-27BUY145338.6216.0398.91-49,411.940
2015-08-03SELL145328.5209.5895.8847,327.04-2,084.9
2015-08-19BUY148318.9207.6795.15-47,500.020
2015-08-26SELL148318.7207.5495.3646,864.71-635.31
2015-09-03BUY148315.1205.1994.63-46,934.620
2015-09-10SELL148309.1201.2992.9445,452.58-1,482.04
2015-09-21BUY151298.2198.1291.53-45,317.860
2015-10-01SELL151285.1189.4287.2442,773.44-2,544.42
2015-10-12BUY159267186.7985.82-42,725.610
2015-10-19SELL159245171.478.6738,704.92-4,020.69
2015-10-26BUY152253169.2177.68-38,702.880
2015-11-02SELL152249.8167.0776.8337,725.7-977.18
2015-11-08BUY15025016575.97-37,740.970
2015-11-15SELL150250.2165.1376.2237,288.64-452.33
2015-11-18BUY146254.5163.4975.68-37,396.170
2015-11-25SELL146252161.8875.1236,554.99-841.18
2015-11-30BUY142256.1160.0174.33-36,600.550
2015-12-07SELL142267.4167.0777.6137,726.121,125.57
2015-12-17BUY149251.2164.6976.24-37,669.730
2015-12-24SELL149253.5166.1977.0337,528.27-141.45
2016-01-03BUY147253.4163.976.43-37,490.120
2016-01-10SELL147252162.9976.6836,804.33-685.79
2016-01-14BUY143256.6161.4575.92-36,931.170
2016-01-21SELL143269.8169.7678.9938,332.651,401.48
2016-01-26BUY143266.5167.6877.86-38,355.040
2016-02-02SELL143256.3161.2674.7136,414.93-1,940.11
2016-02-09BUY139258.6158.1673.24-36,176.80
2016-02-16SELL139258157.7973.0535,631.15-545.65
2016-02-23BUY137259156.1372.61-35,711.740
2016-03-02SELL137244.1147.1468.133,226.46-2,485.28
2016-03-07BUY134246145.0466.93-33,175.970
2016-03-14SELL134243143.2766.2532,352.48-823.49
2016-03-21BUY134240.5141.865.58-32,434.380
2016-03-28SELL134234.1138.0363.9331,167.44-1,266.93
2016-04-04BUY133233.1136.4163.89-31,202.60