← 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 5.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2017-08-31BUY3639161.9328.25-14,166.180
2017-09-06SELL36399.7663.3228.914,299.21133.03
2017-09-11BUY3343062.4428.47-14,280.910
2017-09-18SELL33414.560.1927.4313,590.88-690.03
2017-09-25BUY33410.459.5927.16-13,629.950
2017-10-03SELL3341059.5327.1313,443.34-186.61
2017-10-10BUY3142257.5626.24-13,165.80
2017-10-15SELL3142958.5226.6813,213.848
2017-10-22BUY3143058.6526.76-13,415.410
2017-10-25SELL31437.5859.6927.2113,478.0862.67
2017-11-05BUY30440.858.1926.53-13,308.720
2017-11-12SELL30457.560.3927.5313,637.08328.36
2017-11-15BUY2750059.427.06-13,586.460
2017-11-22SELL27473.556.2525.6212,702.63-883.83
2017-11-30BUY2747556.4325.7-12,907.130
2017-12-06SELL2748757.8626.3413,064.8157.68
2017-12-19BUY27468.255.6225.34-12,722.360
2017-12-27SELL27465.355.2825.1912,482.63-239.73
2018-01-02BUY27472.256.125.57-12,831.070
2018-01-07SELL27477.256.6925.8512,801.86-29.21
2018-01-10BUY2747256.0725.56-12,825.640
2018-01-16SELL2747556.4325.7212,742.85-82.79
2018-01-21BUY2648455.3725.24-12,664.610
2018-01-25SELL26504.957.7626.3213,043.32378.71
2018-01-30BUY2551156.2125.6-12,856.810
2018-02-06SELL2549554.4524.7912,295.76-561.06
2018-02-11BUY2550155.1125.09-12,605.20
2018-02-14SELL25508.855.9725.4912,638.5533.34
2018-02-26BUY26475.554.424.78-12,442.180
2018-03-05SELL26485.455.5325.3112,539.5697.38
2018-03-15BUY2648255.1425.16-12,612.30
2018-03-22SELL2647754.5724.9112,322.52-289.77
2018-04-02BUY26474.954.3324.8-12,426.530
2018-04-09SELL2647754.5724.9112,322.52-104
2018-04-12BUY25484.153.2524.3-12,180.050
2018-04-19SELL2549354.2324.7512,246.0265.97
2018-04-24BUY2548553.3524.33-12,202.680
2018-05-06SELL2546851.4823.4611,625.06-577.63
2018-05-09BUY2545950.4923.01-11,548.50
2018-05-15SELL25463.7251.0123.2511,518.65-29.85
2018-05-24BUY27429.951.0723.27-11,681.640
2018-05-29SELL2743251.3223.411,589.28-92.36
2018-06-05BUY2840950.3922.98-11,525.370
2018-06-12SELL2838146.9421.3910,599.67-925.7
2018-06-21BUY2738545.7420.84-10,461.570
2018-06-26SELL274044821.8610,838.15376.57
2018-07-08BUY2838747.6821.71-10,905.390
2018-07-11SELL2838046.8221.3210,571.87-333.52
2018-07-18BUY26401.945.9820.94-10,516.310
2018-07-25SELL26396.945.4120.6910,253.31-263.01
2018-07-30BUY26390.244.6420.35-10,210.190
2018-08-07SELL2637643.0119.619,713.38-496.81
2018-08-08BUY1381.51.680.76-383.940
2018-08-16SELL1369.51.630.74367.14-16.81
2018-08-19BUY2537541.2518.81-9,435.060
2018-08-29SELL25391.543.0719.659,724.78289.73
2018-09-03BUY13871.70.77-389.480
2018-09-10SELL13801.670.76377.57-11.91
2018-09-12BUY26380.243.4919.85-9,948.540
2018-09-19SELL26364.641.7119.059,418.84-529.7
2018-09-23BUY1358.21.580.72-360.490
2018-09-26SELL13671.610.73364.654.16
2018-09-27BUY25366.240.2818.38-9,213.660
2018-10-02SELL2537240.9218.679,240.4126.75
2018-10-04BUY1374.91.650.75-377.30
2018-10-11SELL1362.31.590.72359.98-17.32
2018-10-14BUY25365.540.2118.34-9,196.040
2018-10-21SELL25363.239.9518.239,021.82-174.22
2018-10-24BUY2537240.9218.67-9,359.590
2018-10-29SELL2538442.2419.279,538.49178.9
2018-11-04BUY2538242.0219.17-9,611.190
2018-11-08SELL25376.541.4218.919,352.18-259.01
2018-11-14BUY25376.541.4218.91-9,472.830
2018-11-22SELL25358.239.417.988,897.62-575.21
2018-11-28BUY24366.238.6717.66-8,845.130
2018-12-05SELL24362.438.2717.488,641.85-203.28
2018-12-17BUY24356.337.6317.18-8,606.010
2018-12-24SELL2436038.0217.398,584.6-21.41
2019-01-02BUY2336837.2417.02-8,518.260
2019-01-09SELL2338238.6617.658,729.7211.43
2019-01-15BUY2239037.7517.21-8,634.970
2019-01-22SELL2238437.1716.948,393.89-241.08
2019-01-27BUY2139736.6816.71-8,390.40
2019-01-30SELL21414.438.2917.448,646.67256.28
2019-02-05BUY2240339.0117.76-8,922.770
2019-02-11SELL2240539.217.858,852.95-69.82
2019-02-14BUY2239538.2417.4-8,745.640
2019-02-24SELL2238637.36178,437.63-308.01
2019-03-04BUY2238937.6617.14-8,612.80
2019-03-11SELL22385.837.3517.018,433.25-179.55
2019-03-19BUY2138935.9416.37-8,221.320
2019-03-24SELL2139836.7816.758,304.4783.16
2019-03-28BUY2041036.0816.43-8,252.510
2019-04-02SELL20415.536.5616.668,256.844.33
2019-04-09BUY2237336.1116.44-8,258.550
2019-04-17SELL22375.836.3816.568,214.66-43.89
2019-04-23BUY22372.436.0516.41-8,245.260
2019-04-30SELL2236134.9415.927,891.14-354.12
2019-05-06BUY22362.135.0515.97-8,017.220
2019-05-13SELL22351.534.0315.527,683.45-333.77