← 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 3.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2014-01-16BUY143206129.6259.51-29,647.120
2014-01-21SELL143207.5130.5659.9329,482.01-165.11
2014-01-26BUY136215.3128.8459.07-29,468.70
2014-02-02SELL136211.4126.557.9128,565.99-902.71
2014-02-05BUY139205.4125.6257.49-28,733.710
2014-02-10SELL139206125.9957.6328,450.38-283.33
2014-02-13BUY136207.2123.9956.69-28,359.880
2014-02-24SELL136207.9124.4156.8928,093.1-266.77
2014-02-27BUY131214123.3556.39-28,213.740
2014-03-04SELL131214.2123.4656.427,880.34-333.4
2014-03-11BUY130212.8121.7255.6-27,841.320
2014-03-19SELL130211.3120.8655.2227,292.92-548.4
2014-03-24BUY130208118.9854.36-27,213.340
2014-03-30SELL130211.8121.1555.3827,357.47144.14
2014-04-17BUY107254.6119.8754.63-27,416.70
2014-04-22SELL107251.6118.4553.9826,748.77-667.94
2014-04-28BUY101262.8116.7953.19-26,712.780
2014-05-04SELL101262.9116.8353.2126,382.86-329.92
2014-05-07BUY95276.4115.5452.61-26,426.150
2014-05-15SELL95264.5110.5650.3624,966.58-1,459.57
2014-05-22BUY97255.3108.9649.65-24,922.710
2014-05-27SELL97266113.5351.7925,636.69713.97
2014-06-01BUY92275.4111.4850.86-25,499.140
2014-06-04SELL92295.9119.7854.6327,048.391,549.24
2014-06-09BUY93289.3118.3854.01-27,077.290
2014-06-15SELL93299.97122.7555.9927,718.47641.18
2014-06-18BUY91303.3121.4455.37-27,777.110
2014-06-25SELL91301.4120.6855.0127,251.71-525.4
2014-06-30BUY90300.3118.9254.2-27,200.120
2014-07-08SELL90297.9117.9753.8126,639.22-560.9
2014-07-13BUY90294.1116.4653.14-26,638.60
2014-07-20SELL90279.3110.650.4924,975.91-1,662.69
2014-08-04BUY80310.8109.449.9-25,023.30
2014-08-10SELL80327.69115.3552.5826,047.271,023.96
2014-08-13BUY76339.2113.4351.68-25,944.310
2014-08-19SELL76338.2113.0951.5225,538.59-405.72
2014-08-24BUY78325.3111.6450.84-25,535.890
2014-08-27SELL78325.5111.7150.8725,226.42-309.47
2014-09-03BUY74337.9110.0250.11-25,164.730
2014-09-08SELL74333.2108.4949.4324,498.88-665.84
2014-09-11BUY73337.8108.549.45-24,817.350
2014-09-16SELL73345.7111.0450.6225,074.44257.09
2014-09-24BUY65379.7108.5949.49-24,838.580
2014-09-29SELL65392.2112.1751.1125,329.72491.14
2014-10-14BUY68372.6111.4850.77-25,499.060
2014-10-19SELL68371.8111.2450.6625,120.5-378.56
2014-10-28BUY65379.7108.5949.46-24,838.550
2014-11-02SELL65370.7106.0248.2923,941.19-897.36
2014-11-06BUY68353.3105.7148.16-24,178.270
2014-11-11SELL68351.4105.1447.9223,742.14-436.13
2014-11-16BUY68347.1103.8547.35-23,7540
2014-11-23SELL68328.998.4144.8822,221.91-1,532.09
2014-11-26BUY70312.996.3743.98-22,043.350
2014-12-02SELL70339.57104.5947.7823,617.541,574.19
2014-12-08BUY67352.6103.9547.51-23,775.650
2014-12-11SELL67363.1107.0448.9324,171.73396.07
2014-12-22BUY67357.6105.4248.22-24,112.840
2014-12-30SELL67361.9106.6948.8524,091.76-21.08
2015-01-06BUY65368.6105.4248.27-24,112.690
2015-01-13SELL65366104.6847.9823,637.34-475.35
2015-01-22BUY67352103.7747.57-23,735.340
2015-01-27SELL6732996.9944.4421,901.57-1,833.77
2015-02-03BUY6633095.8343.89-21,919.720
2015-02-08SELL66339.998.7145.2122,289.49369.76
2015-02-11BUY63347.996.4444.16-22,058.290
2015-02-16SELL63349.696.9144.3521,883.54-174.76
2015-02-23BUY64339.695.6343.76-21,873.790
2015-03-02SELL64334.694.2243.1221,277.06-596.73
2015-03-09BUY65328.193.8442.96-21,463.290
2015-03-12SELL6532693.2442.6621,054.1-409.19
2015-03-18BUY6134091.2641.73-20,872.980
2015-03-25SELL6133890.7241.4720,485.81-387.17
2015-03-31BUY58354.990.5741.34-20,716.110
2015-04-07SELL58348.388.8940.5420,071.97-644.14
2015-04-29BUY60331.887.639.97-20,035.570
2015-05-07SELL60328.686.7539.6419,589.61-445.95
2015-05-17BUY60324.185.5639.11-19,570.670
2015-05-20SELL60333.6388.0840.2619,889.46318.79
2015-05-26BUY5933486.7139.63-19,832.340
2015-06-02SELL59329.585.5439.0319,315.93-516.4
2015-06-11BUY5932584.3738.48-19,297.850
2015-06-16SELL59332.686.3439.3619,497.69199.85
2015-06-28BUY5932684.6338.59-19,357.220
2015-07-02SELL59329.6785.5839.0419,325.91-31.31
2015-07-07BUY59328.685.338.92-19,511.620
2015-07-14SELL59347.790.2641.1820,382.86871.24
2015-07-26BUY5934088.2640.25-20,188.510
2015-08-02SELL5933085.6739.0519,345.29-843.22
2015-08-05BUY5932985.4138.92-19,535.330
2015-08-12SELL59322.183.6238.1118,882.17-653.16
2015-08-19BUY59318.982.7937.75-18,935.640
2015-08-26SELL59318.782.7337.7718,682.8-252.84
2015-09-03BUY59315.181.837.4-18,710.10
2015-09-10SELL59309.180.2436.718,119.95-590.14
2015-09-21BUY60298.278.7236.02-18,006.740
2015-10-01SELL60285.175.2734.3916,996.34-1,010.4
2015-10-12BUY6326774.0133.78-16,928.80
2015-10-15SELL63250.9869.5731.7615,710.41-1,218.39
2015-10-20BUY62253.269.0731.52-15,798.990
2015-10-26SELL6225369.0231.515,585.48-213.51