← 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: -25.4%. 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 →

#347 · Flow: Range flow

Full-history NAV৳713

Net return -99.3% · drawdown 99.3% · 415 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 8.0%, distance 3.5%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳236
Unsettled৳0
Holdings৳477
NAV৳713
Realized P&L৳-99,277
Unrealized P&L৳-10
Fees৳62,763
Friction৳28,774

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.55e-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 #347

831 fills, including partial sales. Page 7.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2021-04-07BUY9336.513.336.06-3,047.890
2021-04-12SELL933013.075.952,950.98-96.91
2021-04-18BUY9343.913.626.2-3,114.920
2021-04-25SELL9337.313.366.083,016.26-98.66
2021-04-28BUY9338.813.426.11-3,068.730
2021-05-05SELL933713.356.083,013.57-55.15
2021-05-11BUY934013.466.13-3,079.60
2021-05-19SELL9344.113.636.23,077.07-2.53
2021-05-25BUY9341.113.516.15-3,089.560
2021-06-02SELL9346.513.726.253,098.538.98
2021-06-07BUY8349.512.35.6-2,813.90
2021-06-14SELL8352.812.425.652,804.33-9.57
2021-06-23BUY8345.212.155.53-2,779.280
2021-06-30SELL8346.912.215.562,757.43-21.85
2021-07-08BUY835012.325.61-2,817.930
2021-07-18SELL835812.65.742,845.6627.73
2021-07-26BUY8363.512.85.82-2,926.620
2021-08-03SELL837213.095.962,956.9530.33
2021-08-12BUY836612.885.86-2,946.740
2021-08-22SELL8362.912.775.812,884.61-62.13
2021-08-25BUY8369.913.025.92-2,978.140
2021-09-02SELL8362.512.765.812,881.43-96.71
2021-09-07BUY8372.513.115.97-2,999.080
2021-09-14SELL8385.213.566.173,061.8762.79
2021-09-19BUY7384.911.855.39-2,711.550
2021-09-26SELL738111.735.342,649.93-61.62
2021-10-06BUY7384.811.855.39-2,710.840
2021-10-13SELL7368.311.345.162,561.6-149.25
2021-10-18BUY736911.375.17-2,599.540
2021-10-26SELL73571152,483-116.53
2021-11-09BUY7355.510.954.98-2,504.430
2021-11-16SELL7361.911.155.072,517.0812.65
2021-11-24BUY7359.611.085.05-2,533.320
2021-12-01SELL735911.065.042,496.9-36.42
2021-12-06BUY7362.811.175.09-2,555.870
2021-12-13SELL735811.035.022,489.95-65.92
2021-12-21BUY7350.510.84.92-2,469.210
2021-12-26SELL735010.784.912,434.31-34.9
2021-12-29BUY735010.784.91-2,465.690
2022-01-03SELL7350.610.84.922,438.48-27.21
2022-01-09BUY7350.110.784.91-2,466.390
2022-01-12SELL735410.94.962,462.13-4.26
2022-01-18BUY736011.095.05-2,536.140
2022-01-25SELL735911.065.042,496.91-39.23
2022-01-31BUY7356.210.975-2,509.370
2022-02-07SELL7355.310.944.982,471.17-38.19
2022-02-10BUY63579.424.29-2,155.720
2022-02-17SELL63579.424.292,128.28-27.43
2022-03-13BUY73239.954.53-2,275.480
2022-03-16SELL7330.110.174.632,295.9120.43
2022-03-22BUY732710.074.58-2,303.660
2022-03-27SELL7325.810.034.572,266-37.66
2022-04-03BUY7328.910.134.61-2,317.040
2022-04-06SELL7323.39.964.542,248.61-68.44
2022-04-18BUY7323.19.954.54-2,276.190
2022-04-21SELL7322.19.924.522,240.26-35.93
2022-04-26BUY732710.074.59-2,303.660
2022-05-05SELL7320.19.864.492,226.35-77.31
2022-05-23BUY7307.59.474.31-2,166.280
2022-05-26SELL7300.19.244.212,087.25-79.03
2022-06-02BUY7309.59.534.34-2,180.370
2022-06-07SELL7307.39.464.312,137.33-43.04
2022-06-13BUY63078.13.69-1,853.790
2022-06-16SELL6304.58.043.661,815.3-38.49
2022-06-27BUY6305.58.073.67-1,844.740
2022-06-30SELL6294.97.793.541,758.07-86.67
2022-07-05BUY72778.533.88-1,951.420
2022-07-12SELL72949.064.122,044.8293.41
2022-07-17BUY7289.98.934.06-2,042.290
2022-07-20SELL7286.38.824.011,991.27-51.02
2022-07-25BUY7286.98.844.02-2,021.160
2022-07-28SELL7289.48.914.052,012.83-8.32
2022-08-02BUY6298.97.893.59-1,804.880
2022-08-07SELL63007.923.61,788.48-16.4
2022-08-28BUY72898.94.05-2,035.950
2022-08-31SELL7295.79.114.142,056.6520.7
2022-09-25BUY7286.68.834.02-2,019.040
2022-10-02SELL7286.68.834.021,993.35-25.69
2024-03-05BUY7257.27.923.61-1,811.930
2024-03-10SELL72557.853.571,773.57-38.36
2024-03-18BUY82408.453.84-1,932.290
2024-03-21SELL82418.483.861,915.66-16.63
2024-04-03BUY8239.98.443.84-1,931.490
2024-04-09SELL82418.483.861,915.66-15.83
2024-04-28BUY82358.273.77-1,892.040
2024-05-02SELL82368.313.781,875.91-16.13
2024-05-14BUY82398.413.83-1,924.240
2024-05-19SELL8232.38.183.721,846.5-77.74
2024-05-27BUY82267.963.62-1,819.580
2024-05-30SELL82288.033.651,812.32-7.26
2024-06-04BUY82288.033.65-1,835.680
2024-06-09SELL8225.67.943.621,793.24-42.44
2024-06-23BUY7228.87.053.21-1,611.860
2024-06-26SELL7229.97.083.221,598.99-12.86
2024-07-02BUY7247.67.633.47-1,744.30
2024-07-07SELL72437.483.411,690.11-54.19
2024-07-10BUY62506.63-1,509.60
2024-07-15SELL6245.96.492.951,465.95-43.65
2024-07-16BUY12471.090.49-248.580
2024-07-25SELL1248.11.090.5246.51-2.07