← 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: -21.8%. 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 →

#340 · Flow: Range flow

Full-history NAV৳1,549

Net return -98.5% · drawdown 98.7% · 404 closed positions

2024 onward NAV৳44,321

Net return -55.7% · drawdown 62.0% · 68 closed positions

2024 stress NAV৳19,289

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

Variant 0; fixed stop 12.0%; maximum 5 sessions; gate None; continuous signal; exit stop/time only; trailing arms at 2.0%, distance 1.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳119
Unsettled৳0
Holdings৳1,430
NAV৳1,549
Realized P&L৳-98,422
Unrealized P&L৳-29
Fees৳89,561
Friction৳41,250

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳5.09e-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 #340

809 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
2010-12-22SELL434269.9515.4236.65116,384.5520,902.21
2010-12-27BUY447258.4508.22232.87-116,245.890
2010-12-30SELL447245.8483.44221.34109,167.82-7,078.06
2011-01-04BUY459236.5477.64218.64-109,249.780
2011-01-09SELL459232.2468.95214.63105,896.21-3,353.56
2011-01-13BUY448234.8462.84211.67-105,864.910
2011-01-18SELL448228.7450.81206.21101,800.58-4,064.33
2011-01-25BUY447226444.5204.08-101,670.580
2011-01-30SELL447225.8444.1204.1100,284.4-1,386.18
2011-02-02BUY437228.3438.98201.4-100,407.470
2011-02-09SELL437210.8405.33185.7491,528.53-8,878.94
2011-02-14BUY527172.6400.22183.53-91,543.950
2011-02-24SELL527162.2376.11172.4684,930.84-6,613.12
2011-03-03BUY555152.1371.43170.29-84,957.220
2011-03-08SELL555175.5428.57197.1596,776.7811,819.56
2011-03-14BUY522184.2423.07194.73-96,770.20
2011-03-20SELL522178.3409.52188.5392,474.55-4,295.65
2011-03-24BUY561163.8404.32186.4-92,482.520
2011-03-29SELL561165.5408.52188.4792,248.51-234.01
2011-04-04BUY539170.1403.41186.14-92,273.450
2011-04-10SELL539170.4404.12186.6791,254.81-1,018.65
2011-04-17BUY535169.5399184.73-91,266.230
2011-04-20SELL535162.9383.47177.6586,590.38-4,675.85
2011-04-25BUY562153.1378.59175.45-86,596.230
2011-04-28SELL562157.2388.72180.2587,777.431,181.2
2011-05-05BUY565154.2383.34178.11-87,684.450
2011-05-10SELL565146.2363.45169.1582,070.4-5,614.06
2011-05-16BUY538151.6358.87167.96-82,087.630
2011-05-24SELL538142.5337.33158.3376,169.34-5,918.29
2011-05-29BUY520145.5332.9156.79-76,149.690
2011-06-01SELL520145.9333.82157.275,376.98-772.71
2011-06-06BUY511146.5329.39155.31-75,346.20
2011-06-09SELL511147.6331.86156.4974,935.25-410.95
2011-06-15BUY527141.3327.65154.04-74,946.780
2011-06-22SELL527141.8328.81154.274,245.6-701.19
2011-07-05BUY452163.2324.57149.94-74,240.910
2011-07-12SELL452174346.05159.478,142.553,901.64
2011-07-17BUY439177.1342.09157.25-78,246.240
2011-07-21SELL439215.8416.84191.3894,127.9815,881.74
2011-07-26BUY455205.5411.41188.38-94,102.290
2011-08-01SELL455181.6363.56166.1682,098.28-12,004.01
2011-08-07BUY469174359.07164.09-82,129.160
2011-08-10SELL469184.7381.15174.2986,068.873,939.71
2011-08-16BUY472181.1376.11171.98-86,027.280
2011-08-21SELL472177.6368.84168.7683,289.6-2,737.69
2011-08-25BUY460179.7363.71166.82-83,192.540
2011-09-08SELL460172.3348.74161.0478,748.23-4,444.31
2011-09-13BUY458171344.6159.49-78,822.090
2011-09-20SELL458161.7325.86151.3173,581.43-5,240.66
2011-09-25BUY449162.7321.43149.35-73,523.080
2011-09-28SELL449163322.02149.5372,715.44-807.64
2011-10-03BUY453159.8318.51147.99-72,855.90
2011-10-09SELL453147.7294.4136.4366,477.27-6,378.63
2011-10-12BUY461143.2290.47134.46-66,440.130
2011-10-17SELL461143.7291.48135.1165,819.11-621.02
2011-10-20BUY452144.5287.38133.29-65,734.670
2011-10-25SELL452167332.13154.1374,997.749,263.07
2011-10-31BUY468159.3328.03151.61-75,032.040
2011-11-03SELL468162.9335.44154.8475,746.91714.88
2011-11-15BUY511147.3331.19152.89-75,754.380
2011-11-20SELL511166.6374.58173.0684,584.968,830.58
2011-11-24BUY505166.3369.52170.11-84,521.120
2011-12-01SELL505161.6359.08165.4781,083.45-3,437.67
2011-12-07BUY508158.7354.73163.7-81,138.030
2011-12-14SELL508155.8348.24160.9278,637.24-2,500.79
2011-12-26BUY486160.8343.85160.24-78,652.890
2011-12-29SELL486163.35349.31163.3278,875.47222.58
2012-01-08BUY434180.4344.49159.38-78,797.470
2012-01-15SELL434172.3329.02151.4674,297.72-4,499.75
2012-01-19BUY440168.1325.44149.66-74,439.110
2012-01-26SELL440157.7305.31140.2368,942.46-5,496.65
2012-02-01BUY453151.1301.17138.42-68,887.890
2012-02-07SELL453161.7322.3148.3972,779.413,891.52
2012-02-15BUY470153.9318.27146.53-72,797.80
2012-02-23SELL470152.4315.16145.0671,167.78-1,630.02
2012-02-28BUY454155.8311.23143.18-71,187.610
2012-03-04SELL454156.2312.03143.4970,459.29-728.32
2012-03-08BUY452154.8307.87141.7-70,419.170
2012-03-14SELL452157.71313.65144.7870,825.14405.97
2012-03-21BUY408172.4309.49142.73-70,791.420
2012-03-27SELL408184.3330.86152.4174,711.133,919.71
2012-04-01BUY379196326.85150.13-74,760.980
2012-04-08SELL379194.2323.85148.4973,129.46-1,631.52
2012-04-16BUY342212.1319.17145.92-73,003.280
2012-04-19SELL342214322.03147.1372,718.84-284.44
2012-04-26BUY328220.2317.79145.12-72,688.510
2012-05-07SELL328214.1308.99141.0969,774.72-2,913.79
2012-05-08BUY1209.40.920.42-210.740
2012-05-13SELL1205.20.90.41203.89-6.85
2012-05-14BUY332208.5304.58139.15-69,665.720
2012-05-21SELL332208.1303.99139.1768,646.04-1,019.68
2012-05-23BUY1205.20.90.41-206.510
2012-05-30SELL1202.90.890.41201.6-4.91
2012-05-31BUY330206.4299.69137.95-68,549.650
2012-06-05SELL330205.9298.97137.8767,510.16-1,039.48
2012-06-07BUY1206.90.910.41-208.220
2012-06-14SELL1202.40.890.4201.1-7.12