← 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 8.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2024-09-03BUY7342.910.564.8-2,415.660
2024-09-08SELL7340.910.54.772,371.03-44.64
2024-09-11BUY7340.310.484.76-2,397.350
2024-09-19SELL7328.610.124.62,285.48-111.87
2024-09-24BUY63459.114.14-2,083.250
2024-09-29SELL63509.244.22,086.563.31
2024-10-09BUY733110.194.64-2,331.830
2024-10-16SELL7335.510.334.72,333.471.64
2024-10-23BUY7330.710.194.63-2,329.720
2024-10-28SELL73079.464.32,135.24-194.47
2024-10-31BUY63198.423.83-1,926.250
2024-11-07SELL63208.453.841,907.71-18.54
2024-11-12BUY6325.78.63.91-1,966.710
2024-11-17SELL63278.633.931,949.44-17.27
2024-11-20BUY6321.28.483.86-1,939.540
2024-11-27SELL63208.453.841,907.71-31.83
2024-12-02BUY6318.98.423.83-1,925.650
2024-12-05SELL6320.28.453.841,908.9-16.75
2024-12-15BUY6315.18.323.78-1,902.70
2024-12-19SELL6322.948.533.881,925.2222.52
2024-12-30BUY6320.18.453.84-1,932.90
2025-01-07SELL6325.88.63.911,942.289.39
2025-01-12BUY6332.58.783.99-2,007.770
2025-01-15SELL6334.38.834.011,992.96-14.81
2025-01-20BUY6333.58.84-2,013.810
2025-01-27SELL63318.743.981,973.29-40.52
2025-01-30BUY6331.98.763.99-2,004.150
2025-02-04SELL6340.18.984.082,027.5423.39
2025-02-12BUY6336.68.894.04-2,032.530
2025-02-18SELL6343.049.064.122,045.0312.51
2025-02-23BUY6345.79.134.15-2,087.480
2025-03-02SELL6327.48.643.931,951.83-135.65
2025-03-17BUY6324.98.583.9-1,961.880
2025-03-24SELL6319.98.453.841,907.11-54.77
2025-04-07BUY5320.17.043.21-1,610.750
2025-04-15SELL53207.043.21,589.76-20.99
2025-04-21BUY5321.17.063.22-1,615.780
2025-04-27SELL5301.836.643.021,499.51-116.27
2025-05-05BUY5300.56.613.01-1,512.120
2025-05-13SELL5298.16.562.991,480.96-31.16
2025-05-18BUY52966.512.96-1,489.480
2025-05-24SELL52856.272.851,415.88-73.6
2025-05-27BUY62707.133.25-1,630.370
2025-06-01SELL62867.553.441,705.0174.63
2025-06-15BUY62857.523.43-1,720.950
2025-06-19SELL6292.057.713.511,741.0820.12
2025-06-24BUY52976.532.98-1,494.510
2025-07-02SELL5302.46.653.031,502.327.81
2025-07-08BUY53006.63.01-1,509.610
2025-07-15SELL52996.5831,485.43-24.18
2025-07-20BUY5300.26.63.01-1,510.610
2025-07-23SELL5313.26.893.141,555.9745.36
2025-07-31BUY5312.76.883.13-1,573.510
2025-08-06SELL5318.787.013.191,583.710.19
2025-08-11BUY53146.913.14-1,580.050
2025-08-18SELL53066.733.061,520.21-59.84
2025-08-26BUY52986.562.98-1,499.540
2025-09-01SELL5308.786.793.091,534.0234.48
2025-09-08BUY5308.56.793.09-1,552.370
2025-09-15SELL5299.96.631,489.9-62.48
2025-09-18BUY5302.76.663.03-1,523.190
2025-09-25SELL5298.56.572.991,482.94-40.25
2025-10-12BUY5296.46.522.97-1,491.490
2025-10-19SELL52906.382.911,440.71-50.78
2025-10-23BUY5286.56.32.87-1,441.670
2025-10-30SELL52786.122.791,381.1-60.58
2025-11-04BUY52846.252.85-1,429.10
2025-11-11SELL5276.46.082.771,373.15-55.95
2025-11-16BUY52796.142.8-1,403.940
2025-11-23SELL5273.36.012.741,357.75-46.19
2025-11-26BUY5277.56.112.78-1,396.390
2025-12-03SELL52806.162.811,391.03-5.36
2025-12-14BUY5264.85.832.65-1,332.480
2025-12-22SELL5258.35.682.591,283.23-49.25
2025-12-28BUY52635.792.63-1,323.420
2026-01-05SELL5253.35.572.541,258.39-65.03
2026-01-14BUY5251.25.532.52-1,264.040
2026-01-19SELL5259.35.72.61,288.224.16
2026-01-22BUY52655.832.65-1,333.480
2026-01-29SELL5271.55.972.721,348.8115.33
2026-02-03BUY5264.85.832.65-1,332.480
2026-02-15SELL52705.942.71,341.368.88
2026-02-24BUY5266.45.862.67-1,340.530
2026-03-05SELL5245.35.42.451,218.65-121.88
2026-03-10BUY5240.55.292.41-1,210.20
2026-03-15SELL52555.612.551,266.8456.64
2026-04-02BUY52445.372.44-1,227.810
2026-04-09SELL52485.462.481,232.064.25
2026-04-26BUY5245.25.392.45-1,233.850
2026-04-30SELL52475.432.471,227.09-6.76
2026-05-24BUY5241.45.312.42-1,214.730
2026-06-07SELL52435.352.431,207.22-7.51
2026-06-10BUY52495.482.49-1,252.970
2026-06-17SELL5250.95.522.511,246.47-6.5
2026-06-22BUY5257.55.672.58-1,295.740
2026-06-29SELL5259.55.712.61,289.19-6.55
2026-07-05BUY5258.35.682.58-1,299.770
2026-07-12SELL5256.65.652.571,274.79-24.98
2026-07-21BUY4257.54.532.06-1,036.590
2026-07-28SELL4259.84.572.081,032.55-4.05