← 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: -23.3%. 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 →

#344 · Flow: Range flow

Full-history NAV৳1,133

Net return -98.9% · drawdown 99.1% · 405 closed positions

2024 onward NAV৳43,722

Net return -56.3% · drawdown 62.5% · 69 closed positions

2024 stress NAV৳19,289

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

Variant 0; fixed stop 6.0%; 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৳180
Unsettled৳0
Holdings৳953
NAV৳1,133
Realized P&L৳-98,847
Unrealized P&L৳-19
Fees৳68,578
Friction৳31,490

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳7.46e-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 #344

811 fills, including partial sales. Page 1.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2010-12-02BUY429231.4436.79200.74-99,908.140
2010-12-08SELL429217.52410.58188.7892,715.01-7,193.13
2010-12-13BUY416221.6405.62186.74-92,777.960
2010-12-21SELL416284.3520.38240.11117,508.324,730.34
2010-12-26BUY467249.7513.08235.21-117,358.190
2010-12-29SELL467247.4508.36232.85114,794.6-2,563.59
2011-01-04BUY483236.5502.61230.16-114,962.270
2011-01-09SELL483232.2493.47225.94111,433.19-3,529.08
2011-01-13BUY471234.8486.6222.61-111,300.010
2011-01-18SELL471228.7473.96216.86107,026.88-4,273.13
2011-01-25BUY471226468.36215.16-107,129.520
2011-01-30SELL471225.8467.95215.18105,668.67-1,460.85
2011-02-02BUY460228.3462.08212.1-105,692.180
2011-02-07SELL460209.7424.43194.5795,843-9,849.18
2011-02-10BUY461206.3418.46191.8-95,714.550
2011-02-15SELL461185.5376.27172.4584,966.79-10,747.77
2011-02-27BUY564149.8371.74170.44-85,029.380
2011-03-02SELL564144.4358.34164.280,919.06-4,110.32
2011-03-14BUY436184.2353.37162.31-80,826.880
2011-03-20SELL436178.3342.05157.1477,239.61-3,587.27
2011-03-21BUY1174.80.770.35-175.920
2011-03-24SELL1163.80.720.33162.75-13.17
2011-03-27BUY469163.3336.99154.99-77,079.680
2011-03-30SELL469166.8344.21158.4777,726.53646.85
2011-04-04BUY455170.1340.54156.77-77,892.810
2011-04-10SELL455170.4341.14157.1977,033.67-859.14
2011-04-17BUY452169.5337.1155.63-77,106.730
2011-04-20SELL452162.9323.98149.6573,157.17-3,949.56
2011-04-25BUY475153.1319.98147.85-73,190.330
2011-04-28SELL475157.2328.55151.8874,189.57999.25
2011-05-05BUY478154.2324.31150.18-74,182.10
2011-05-10SELL478146.2307.49142.5969,433.52-4,748.57
2011-05-16BUY455151.6303.5141.42-69,422.920
2011-05-23SELL455140.8281.88131.5963,650.53-5,772.39
2011-05-26BUY443142.7278.15130.14-63,624.390
2011-05-31SELL443148.5289.46135.965,360.141,735.76
2011-06-05BUY441147.4286.01134.17-65,423.580
2011-06-12SELL441140.3272.24127.4161,472.65-3,950.93
2011-06-15BUY432141.3268.58125.51-61,435.70
2011-06-22SELL432141.8269.53125.760,862.37-573.33
2011-07-05BUY370163.2265.69122.38-60,772.070
2011-07-12SELL370174283.27130.1763,966.563,194.49
2011-07-17BUY359177.1279.75128.33-63,986.980
2011-07-21SELL359215.8340.88156.2276,975.112,988.12
2011-07-26BUY372205.5336.36153.81-76,936.170
2011-08-01SELL372181.6297.24135.7167,122.24-9,813.93
2011-08-07BUY384174293.99134.22-67,244.210
2011-08-10SELL384184.7312.07142.5470,470.193,225.98
2011-08-16BUY386181.1307.58140.49-70,352.670
2011-08-21SELL386177.6301.64137.8568,114.12-2,238.55
2011-08-25BUY377179.7298.09136.5-68,181.490
2011-09-08SELL377172.3285.81131.6164,539.68-3,641.81
2011-09-13BUY375171282.15130.16-64,537.310
2011-09-19SELL375160.74265.22122.559,889.78-4,647.54
2011-09-22BUY378157.7262.29121.37-59,994.260
2011-09-27SELL378164.9274.26126.9961,930.951,936.69
2011-10-03BUY385159.8270.7125.36-61,919.060
2011-10-09SELL385147.7250.2115.6256,498.68-5,420.39
2011-10-12BUY392143.2246.99114.03-56,495.420
2011-10-17SELL392143.7247.85114.5555,967.99-527.43
2011-10-20BUY384144.5244.15112.9-55,845.050
2011-10-25SELL384167282.16130.5463,715.37,870.25
2011-10-31BUY398159.3278.97128.61-63,808.980
2011-11-03SELL398162.9285.27131.3864,417.55608.57
2011-11-15BUY434147.3281.28129.55-64,339.040
2011-11-20SELL434166.6318.14146.6271,839.647,500.6
2011-11-24BUY429166.3313.91144.23-71,800.840
2011-11-29SELL429160302.02138.7268,199.27-3,601.57
2011-12-04BUY424160298.5137.29-68,275.790
2011-12-12SELL424154.4288.05132.6665,044.89-3,230.89
2011-12-15BUY413156.7284.76131.22-65,133.080
2011-12-22SELL413162.8295.84137.1166,803.451,670.38
2012-01-08BUY367180.4291.31134.41-66,632.520
2012-01-15SELL367172.3278.23127.8362,828.04-3,804.48
2012-01-16BUY1166.50.730.33-167.570
2012-01-22SELL11630.720.33161.96-5.61
2012-01-23BUY387161274.15125.81-62,706.960
2012-01-26SELL387157.7268.53123.1960,638.18-2,068.78
2012-01-29BUY1150.40.660.3-151.360
2012-02-01SELL1151.10.660.3150.13-1.23
2012-02-02BUY392154265.62121.94-60,755.560
2012-02-08SELL392147.1253.72116.5357,292.96-3,462.6
2012-02-09BUY1153.10.670.31-154.080
2012-02-14SELL1154.90.680.31153.91-0.17
2012-02-15BUY369153.9249.87114.73-57,153.70
2012-02-23SELL369152.4247.44113.5855,874.58-1,279.12
2012-02-28BUY358155.8245.42112.62-56,134.440
2012-03-04SELL358156.2246.05112.8755,560.68-573.75
2012-03-08BUY356154.8242.48111.31-55,462.590
2012-03-14SELL356157.71247.03113.6655,783320.41
2012-03-21BUY322172.4244.26112.3-55,869.360
2012-03-27SELL322184.3261.12119.9558,963.533,094.18
2012-04-01BUY299196257.86118.18-58,980.040
2012-04-05SELL299184.24242.39110.9254,734.45-4,245.59
2012-04-16BUY256212.1238.91109.07-54,645.570
2012-04-19SELL256214241.05109.9954,432.96-212.61
2012-04-26BUY246220.2238.34108.72-54,516.260
2012-05-07SELL246214.1231.74105.752,331.16-2,185.1
2012-05-10BUY249208.6228.54104.24-52,274.180
2012-05-15SELL249205.7225.36102.8550,891.09-1,383.09