← 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: -21.2%. 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 →

#339 · Flow: Range flow

Full-history NAV৳1,771

Net return -98.2% · drawdown 98.6% · 402 closed positions

2024 onward NAV৳42,813

Net return -57.2% · drawdown 63.3% · 68 closed positions

2024 stress NAV৳19,289

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

Variant 0; fixed stop 15.0%; maximum 5 sessions; gate None; continuous signal; exit stop/time only; trailing arms at 2.0%, distance 1.0%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳103
Unsettled৳0
Holdings৳1,668
NAV৳1,771
Realized P&L৳-98,195
Unrealized P&L৳-34
Fees৳94,920
Friction৳43,752

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳6.82e-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 #339

807 fills, including partial sales. Page 7.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2021-06-09BUY16346.924.4211.13-5,585.950
2021-06-16SELL1634824.511.165,532.34-53.61
2021-06-23BUY16345.224.311.08-5,558.580
2021-06-30SELL16346.924.4211.135,514.85-43.73
2021-07-08BUY1635024.6411.23-5,635.870
2021-07-14SELL16358.225.2211.495,694.4958.62
2021-07-19BUY1536424.0210.95-5,494.970
2021-07-29SELL1537524.7511.285,588.9794
2021-08-12BUY1536624.1611-5,525.150
2021-08-22SELL15362.923.9510.95,408.64-116.51
2021-08-25BUY15369.924.4111.11-5,584.030
2021-09-02SELL15362.523.9310.895,402.68-181.35
2021-09-07BUY14372.522.9510.45-5,248.390
2021-09-12SELL1438623.7810.835,369.4121
2021-09-16BUY14379.223.3610.63-5,342.790
2021-09-23SELL14383.923.6510.765,340.19-2.61
2021-09-28BUY14384.923.7110.79-5,423.10
2021-10-05SELL14378.223.310.65,260.9-162.2
2021-10-10BUY14372.322.9310.44-5,245.570
2021-10-17SELL14367.122.6110.35,106.49-139.08
2021-10-24BUY14363.822.4110.2-5,125.810
2021-10-31SELL1435822.0510.044,979.91-145.91
2021-11-09BUY14355.521.99.98-5,008.880
2021-11-15SELL14360.0622.1810.115,008.59-0.29
2021-11-18BUY1436222.310.17-5,100.470
2021-11-25SELL14360.122.1810.135,009.09-91.38
2021-12-02BUY1435521.879.99-5,001.860
2021-12-08SELL14359.3722.1410.114,998.93-2.92
2021-12-13BUY1435822.0510.07-5,044.130
2021-12-21SELL14350.521.599.864,875.55-168.57
2021-12-26BUY1435021.569.84-4,931.40
2022-01-02SELL1435021.569.844,868.6-62.8
2022-01-05BUY13350.320.049.15-4,583.080
2022-01-12SELL1335420.259.234,572.52-10.57
2022-01-18BUY1336020.599.39-4,709.980
2022-01-25SELL1335920.539.374,637.1-72.88
2022-01-31BUY13356.220.379.29-4,660.260
2022-02-07SELL13355.320.329.274,589.3-70.96
2022-02-10BUY1335720.429.32-4,670.740
2022-02-17SELL1335720.429.324,611.26-59.48
2022-03-13BUY1432319.99.07-4,550.970
2022-03-16SELL14330.120.339.274,591.840.83
2022-03-22BUY1432720.149.18-4,607.330
2022-03-29SELL14330.920.389.34,602.92-4.41
2022-04-03BUY14328.920.269.24-4,634.10
2022-04-10SELL14324.7209.134,516.66-117.44
2022-04-18BUY14323.119.99.09-4,552.40
2022-04-25SELL14327.220.169.24,551.45-0.95
2022-05-23BUY14307.518.948.63-4,332.570
2022-05-30SELL1431019.18.74,312.2-20.37
2022-06-02BUY14309.519.078.69-4,360.750
2022-06-09SELL1430818.978.654,284.38-76.37
2022-06-19BUY1430718.918.63-4,325.540
2022-06-26SELL14304.518.768.564,235.69-89.85
2022-06-29BUY14302.818.658.51-4,266.360
2022-07-06SELL1429217.998.194,061.82-204.54
2022-07-17BUY14289.917.868.13-4,084.590
2022-07-24SELL14289.517.838.124,027.05-57.54
2022-07-31BUY14287.317.78.06-4,047.950
2022-08-03SELL14297.218.318.334,134.1386.18
2022-08-08BUY14302.918.668.5-4,267.760
2022-08-17SELL1428717.688.053,992.27-275.48
2022-08-28BUY1328916.537.52-3,781.060
2022-08-31SELL13292.3516.727.613,776.18-4.88
2022-09-25BUY13286.616.397.47-3,749.660
2022-10-02SELL13286.616.397.473,701.94-47.72
2024-03-05BUY15257.216.987.76-3,882.730
2024-03-12SELL1525116.577.553,740.89-141.84
2024-03-18BUY1524015.847.21-3,623.050
2024-03-21SELL1524115.917.243,591.85-31.2
2024-04-03BUY15239.915.837.21-3,621.540
2024-04-16SELL15238.515.747.173,554.59-66.95
2024-04-28BUY1523515.517.08-3,547.590
2024-05-02SELL1523615.587.113,517.32-30.27
2024-05-14BUY1523915.777.19-3,607.970
2024-05-21SELL15224.514.826.753,345.93-262.04
2024-05-27BUY1422613.926.34-3,184.270
2024-05-30SELL1422814.046.43,171.55-12.71
2024-06-04BUY1422814.046.4-3,212.450
2024-06-09SELL14225.613.96.353,138.16-74.29
2024-06-23BUY14228.814.096.43-3,223.720
2024-06-30SELL14240.114.796.753,339.86116.14
2024-07-07BUY1424314.976.82-3,423.790
2024-07-10SELL1425015.47.023,477.5853.79
2024-07-15BUY14245.915.156.9-3,464.650
2024-07-24SELL14248.215.296.973,452.54-12.1
2024-07-29BUY1325714.76.7-3,362.40
2024-08-11SELL13345.619.779.014,464.021,101.63
2024-08-15BUY1138118.448.39-4,217.830
2024-08-22SELL1132415.687.133,541.19-676.64
2024-08-25BUY13541.560.71-356.270
2024-09-02SELL1344.11.510.69341.9-14.37
2024-09-03BUY10342.915.096.86-3,450.950
2024-09-08SELL10340.9156.823,387.18-63.77
2024-09-11BUY11340.316.477.49-3,767.260
2024-09-19SELL11328.615.97.233,591.46-175.79
2024-09-24BUY1034515.186.9-3,472.080
2024-09-29SELL1035015.473,477.65.51
2024-10-09BUY1033114.566.62-3,331.190
2024-10-16SELL10335.514.766.713,333.532.34