← 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 5.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2017-08-06BUY27373.244.3420.18-10,140.920
2017-08-13SELL27381.645.3320.6410,237.2396.31
2017-08-20BUY25391.643.0819.62-9,852.690
2017-08-27SELL2539042.919.549,687.56-165.13
2017-08-31BUY2539143.0119.6-9,837.610
2017-09-06SELL25399.7643.9720.049,930.0392.43
2017-09-11BUY2343043.5219.82-9,953.340
2017-09-18SELL23414.541.9519.19,472.45-480.89
2017-09-25BUY23410.441.5318.91-9,499.650
2017-10-03SELL2341041.4918.899,369.61-130.03
2017-10-10BUY2242240.8518.61-9,343.460
2017-10-15SELL2242941.5318.929,377.5534.1
2017-10-22BUY2243041.6218.97-9,520.590
2017-10-25SELL22437.5842.3619.39,565.1144.51
2017-11-05BUY21440.840.7318.55-9,316.080
2017-11-12SELL21457.542.2719.269,545.97229.89
2017-11-15BUY1950041.819.03-9,560.830
2017-11-22SELL19473.539.5818.028,938.9-621.93
2017-11-30BUY1947539.7118.07-9,082.780
2017-12-06SELL1948740.7118.539,193.76110.98
2017-12-19BUY19468.239.1417.82-8,952.760
2017-12-27SELL19465.338.917.718,784.09-168.67
2018-01-02BUY19472.239.4817.98-9,029.250
2018-01-07SELL19477.239.8918.179,008.73-20.52
2018-01-10BUY1947239.4617.97-9,025.430
2018-01-16SELL1947539.7118.098,967.2-58.23
2018-01-21BUY1848438.3317.46-8,767.790
2018-01-25SELL18504.939.9918.219,030.01262.21
2018-01-30BUY1851140.4718.42-9,256.890
2018-02-06SELL1849539.217.848,852.95-403.94
2018-02-11BUY1750137.4717.05-8,571.530
2018-02-14SELL17508.838.0617.328,594.2222.69
2018-02-26BUY18475.537.6617.14-8,613.80
2018-03-05SELL18485.438.4417.518,681.2567.44
2018-03-15BUY1848238.1717.4-8,731.570
2018-03-22SELL1847737.7817.228,531-200.57
2018-04-02BUY18474.937.6117.15-8,602.960
2018-04-09SELL1847737.7817.228,531-71.96
2018-04-12BUY18484.138.3417.48-8,769.620
2018-04-19SELL1849339.0517.88,817.1647.54
2018-04-24BUY1848538.4117.5-8,785.910
2018-05-06SELL1846837.0716.888,370.05-415.86
2018-05-09BUY1845936.3516.55-8,314.910
2018-05-15SELL18463.7236.7316.728,293.44-21.47
2018-05-24BUY19429.935.9416.36-8,220.40
2018-05-29SELL1943236.1216.458,155.43-64.97
2018-06-05BUY2040935.9916.4-8,232.390
2018-06-11SELL20384.4633.8315.417,639.96-592.43
2018-06-19BUY20382.633.6715.33-7,7010
2018-06-25SELL20408.935.9816.388,125.64424.64
2018-07-08BUY2038734.0615.5-7,789.560
2018-07-11SELL2038033.4415.227,551.34-238.22
2018-07-18BUY19401.933.615.29-7,684.990
2018-07-25SELL19396.933.1815.117,492.81-192.18
2018-07-30BUY19390.232.6214.86-7,461.280
2018-08-07SELL1937631.4314.327,098.25-363.03
2018-08-14BUY20359.631.6414.41-7,238.060
2018-08-20SELL2037432.91157,432.09194.03
2018-08-28BUY19383.532.0614.62-7,333.180
2018-09-03SELL1938732.3514.757,305.9-27.28
2018-09-06BUY19388.532.4814.81-7,428.780
2018-09-13SELL1937831.614.417,135.99-292.79
2018-09-18BUY19368.130.7714.04-7,038.710
2018-09-25SELL19363.130.3613.846,854.71-184
2018-10-01BUY18372.429.4913.44-6,746.140
2018-10-08SELL18364.828.8913.176,524.34-221.8
2018-10-14BUY18365.528.9513.19-6,621.140
2018-10-21SELL18363.228.7713.116,495.72-125.41
2018-10-24BUY1737227.8312.68-6,364.510
2018-10-29SELL1738428.7213.096,486.19121.68
2018-11-04BUY1738228.5713.02-6,535.590
2018-11-08SELL17376.528.1612.846,359.5-176.1
2018-11-14BUY17376.528.1612.84-6,441.50
2018-11-20SELL17353.9126.4712.065,977.93-463.57
2018-11-28BUY16366.225.7811.75-5,896.730
2018-12-05SELL16362.425.5111.635,761.25-135.48
2018-12-17BUY16356.325.0811.44-5,737.320
2018-12-24SELL1636025.3411.575,723.09-14.23
2019-01-02BUY1636825.9111.82-5,925.730
2019-01-09SELL1638226.8912.266,072.85147.12
2019-01-15BUY1539025.7411.72-5,887.460
2019-01-22SELL1538425.3411.545,723.11-164.35
2019-01-27BUY1539726.211.93-5,993.130
2019-01-30SELL15414.427.3512.456,176.2183.07
2019-02-05BUY1540326.612.1-6,083.70
2019-02-11SELL1540526.7312.166,036.11-47.59
2019-02-14BUY1539526.0711.86-5,962.930
2019-02-19SELL1537624.8211.295,603.89-359.04
2019-02-25BUY14386.823.8310.84-5,449.870
2019-03-03SELL14393.524.2411.035,473.7323.87
2019-03-06BUY14391.624.1210.98-5,517.50
2019-03-13SELL14391.724.1310.985,448.69-68.81
2019-03-19BUY1438923.9610.91-5,480.870
2019-03-24SELL1439824.5211.165,536.3255.45
2019-03-28BUY1441025.2611.5-5,776.750
2019-04-02SELL14415.525.5911.655,779.83.04
2019-04-09BUY1537324.6211.2-5,630.820
2019-04-17SELL15375.824.811.295,600.91-29.91
2019-04-23BUY15372.424.5811.19-5,621.760
2019-04-30SELL1536123.8310.845,380.33-241.43