← 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: -25.3%. 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 →

#346 · Flow: Range flow

Full-history NAV৳717

Net return -99.3% · drawdown 99.3% · 411 closed positions

2024 onward NAV৳29,034

Net return -71.0% · drawdown 71.0% · 75 closed positions

2024 stress NAV৳19,289

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

Variant 0; fixed stop 10.0%; maximum 5 sessions; gate None; continuous signal; exit EMA 200 break; trailing arms at 12.0%, distance 4.5%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳241
Unsettled৳0
Holdings৳477
NAV৳717
Realized P&L৳-99,273
Unrealized P&L৳-10
Fees৳63,001
Friction৳28,882

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.49e-10. 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 #346

823 fills, including partial sales. Page 6.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2019-05-15BUY1734625.8811.8-5,919.680
2019-05-20SELL17350.126.1911.955,913.57-6.11
2019-05-28BUY17341.825.5711.66-5,847.830
2019-06-09SELL17355.126.5612.125,998.02150.19
2019-06-12BUY1636525.711.73-5,877.420
2019-06-17SELL16358.125.2111.55,692.89-184.53
2019-06-27BUY16363.525.5911.67-5,853.260
2019-07-03SELL16364.925.6911.725,801-52.27
2019-07-08BUY16351.724.7611.29-5,663.250
2019-07-11SELL1633323.4410.695,293.87-369.39
2019-07-17BUY1633023.2310.59-5,313.820
2019-07-22SELL16325.322.910.435,171.46-142.35
2019-07-25BUY1632322.7410.36-5,201.10
2019-07-30SELL16326.823.0110.485,195.31-5.79
2019-08-18BUY1631822.3910.2-5,120.580
2019-08-21SELL1632723.0210.495,198.4977.9
2019-08-27BUY17314.523.5210.72-5,380.750
2019-09-01SELL17312.123.3510.645,271.71-109.03
2019-09-08BUY17295.522.110.07-5,055.680
2019-09-12SELL17305.122.8210.45,153.4897.8
2019-09-17BUY17309.923.1810.56-5,302.050
2019-09-22SELL1736427.2312.426,148.36846.31
2019-09-25BUY1735826.7812.2-6,124.970
2019-09-30SELL17357.926.7712.196,045.34-79.64
2019-10-06BUY1734725.9611.82-5,936.770
2019-10-10SELL17333.524.9511.365,633.2-303.58
2019-10-20BUY1831725.1111.43-5,742.540
2019-10-23SELL18321.625.4711.615,751.729.19
2019-10-30BUY18321.225.4411.6-5,818.640
2019-11-04SELL18315.124.9611.385,635.47-183.17
2019-11-11BUY17315.923.6310.77-5,404.70
2019-11-14SELL17310.123.210.575,237.93-166.77
2019-11-19BUY17311.523.310.62-5,329.420
2019-11-24SELL17328.924.611.215,555.49226.07
2019-11-28BUY1732023.9410.9-5,474.840
2019-12-03SELL17311.423.2910.615,259.9-214.94
2019-12-08BUY17309.823.1710.55-5,300.330
2019-12-11SELL17298.422.3210.165,040.32-260.01
2019-12-17BUY17297.222.2310.12-5,084.750
2019-12-22SELL1729321.929.994,949.1-135.66
2019-12-29BUY17284.321.279.7-4,864.070
2020-01-02SELL17281.821.089.624,759.9-104.16
2020-01-13BUY1925321.159.65-4,837.80
2020-01-16SELL19231.519.358.824,370.32-467.48
2020-01-21BUY16279.919.78.98-4,507.080
2020-01-26SELL1627419.298.784,355.93-151.15
2020-01-29BUY16269.718.998.64-4,342.830
2020-02-03SELL16258.518.28.284,109.52-233.31
2020-02-09BUY15260.717.217.83-3,935.540
2020-02-12SELL15261.917.297.873,903.35-32.19
2020-02-20BUY1428017.257.85-3,945.10
2020-02-25SELL1429217.998.184,061.83116.73
2020-03-09BUY16262.118.458.39-4,220.450
2020-03-12SELL16258.518.28.284,109.52-110.92
2020-03-22BUY1723917.888.13-4,089.010
2020-05-31SELL17239.117.888.144,038.67-50.33
2020-06-11BUY17238.817.868.13-4,085.60
2020-07-09SELL17238.817.868.214,033.52-52.07
2020-07-20BUY16244.517.217.84-3,937.050
2020-07-23SELL16246.117.337.893,912.39-24.67
2020-07-30BUY1525516.837.66-3,849.490
2020-08-09SELL1525516.837.663,800.51-48.97
2020-08-13BUY1329016.597.55-3,794.130
2020-08-20SELL1328516.37.413,681.28-112.85
2020-08-25BUY12301.715.937.24-3,643.570
2020-09-02SELL12322177.733,839.27195.69
2020-09-08BUY12326.917.267.85-3,947.910
2020-09-15SELL12350.618.518.424,180.27232.36
2020-09-24BUY12337.817.848.11-4,079.550
2020-10-01SELL1232917.377.93,922.73-156.82
2020-10-11BUY12327.317.287.87-3,952.750
2020-10-18SELL1234218.068.224,077.72124.98
2020-10-27BUY12332.217.547.99-4,011.930
2020-11-03SELL1233017.427.933,934.64-77.29
2020-11-08BUY12336.217.758.08-4,060.230
2020-11-15SELL12330.217.437.943,937.03-123.21
2020-11-18BUY12329.717.417.93-3,981.740
2020-11-25SELL12324.717.147.813,871.45-110.29
2020-11-30BUY12318.216.87.65-3,842.850
2020-12-07SELL12325.117.177.823,876.2233.36
2020-12-10BUY11334.916.217.38-3,707.490
2020-12-20SELL11348.516.877.683,808.96101.47
2020-12-24BUY11337.516.347.44-3,736.270
2021-01-03SELL1134816.847.663,803.4967.22
2021-01-11BUY11373.618.088.23-4,135.910
2021-01-18SELL1137718.258.34,120.45-15.46
2021-01-26BUY1136917.868.12-4,084.980
2021-02-02SELL11370.117.918.154,045.04-39.95
2021-02-07BUY1038516.947.71-3,874.650
2021-02-14SELL1037316.417.473,706.12-168.53
2021-03-03BUY11341.516.537.52-3,780.550
2021-03-10SELL1135217.047.753,847.2166.66
2021-03-15BUY1134716.797.64-3,841.440
2021-03-23SELL11341.716.547.533,734.63-106.8
2021-03-29BUY1134016.467.49-3,763.950
2021-04-04SELL1132015.497.053,497.46-266.49
2021-04-07BUY10336.514.816.74-3,386.540
2021-04-12SELL1033014.526.613,278.87-107.68
2021-04-18BUY10343.915.136.89-3,461.020
2021-04-25SELL10337.314.846.763,351.4-109.62