← 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: -26.1%. 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 →

#350 · Flow: Range flow

Full-history NAV৳608

Net return -99.4% · drawdown 99.4% · 455 closed positions

2024 onward NAV৳38,530

Net return -61.5% · drawdown 67.6% · 78 closed positions

2024 stress NAV৳30,525

Net return -69.5% · drawdown 71.1% · 57 closed positions

Variant 0; fixed stop 6.0%; maximum 10 sessions; gate None; continuous signal; exit any bearish; trailing arms at 8.0%, distance 3.5%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳131
Unsettled৳0
Holdings৳477
NAV৳608
Realized P&L৳-99,382
Unrealized P&L৳-10
Fees৳49,591
Friction৳22,693

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳5.46e-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 #350

911 fills, including partial sales. Page 6.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2018-07-30BUY15390.225.7511.72-5,890.480
2018-08-02SELL1539025.7411.725,812.54-77.94
2018-08-07BUY1637626.4712.05-6,054.520
2018-08-12SELL1636425.6311.675,786.71-267.81
2018-08-16BUY15369.524.3911.1-5,577.990
2018-08-26SELL1537524.7511.275,588.9810.99
2018-08-29BUY14391.524.1210.99-5,516.10
2018-09-04SELL14385.623.7510.825,363.83-152.27
2018-09-09BUY1438423.6510.77-5,410.430
2018-09-12SELL14380.223.4210.675,288.71-121.72
2018-09-18BUY15368.124.2911.07-5,556.870
2018-09-23SELL15358.223.6410.775,338.59-218.28
2018-09-26BUY1436722.6110.3-5,170.90
2018-10-01SELL14372.422.9410.455,180.219.31
2018-10-04BUY14374.923.0910.52-5,282.210
2018-10-09SELL14359.622.1510.095,002.16-280.05
2018-10-14BUY13365.520.919.52-4,781.930
2018-10-17SELL13362.620.749.444,683.62-98.31
2018-10-24BUY1337221.289.69-4,866.970
2018-10-29SELL1338421.96104,960.0393.06
2018-11-04BUY1338221.859.95-4,997.80
2018-11-07SELL1337521.459.774,843.78-154.02
2018-11-12BUY1337921.689.88-4,958.560
2018-11-15SELL1336821.059.594,753.36-205.2
2018-11-22BUY13358.220.499.33-4,686.420
2018-11-27SELL13362.820.759.454,686.19-0.23
2018-12-05BUY13362.420.739.45-4,741.380
2018-12-10SELL13362.120.719.444,677.15-64.23
2018-12-17BUY13356.320.389.29-4,661.570
2018-12-20SELL1335620.369.284,598.36-63.21
2018-12-27BUY1236119.068.69-4,359.750
2019-01-03SELL1236519.278.794,351.94-7.81
2019-01-09BUY1238220.179.19-4,613.360
2019-01-14SELL1239120.649.44,661.9548.6
2019-01-21BUY1238720.439.3-4,673.740
2019-01-24SELL12391.320.669.44,665.54-8.2
2019-01-29BUY1141119.899.05-4,549.940
2019-02-03SELL11398.219.278.774,352.16-197.78
2019-02-06BUY11403.619.538.89-4,468.020
2019-02-11SELL1140519.68.924,426.48-41.54
2019-02-14BUY1139519.128.7-4,372.810
2019-02-19SELL1137618.28.284,109.52-263.29
2019-02-25BUY10386.817.027.74-3,892.760
2019-03-03SELL10393.517.317.873,909.8117.05
2019-03-06BUY10391.617.237.84-3,941.070
2019-03-11SELL10385.816.987.723,833.3-107.77
2019-03-19BUY1038917.127.79-3,914.90
2019-03-24SELL1039817.517.973,954.5239.62
2019-03-28BUY941016.247.39-3,713.620
2019-04-02SELL941716.517.513,728.9715.35
2019-04-09BUY1137318.058.21-4,129.270
2019-04-15SELL11369.817.98.144,041.76-87.51
2019-04-18BUY10372.516.397.46-3,748.850
2019-04-24SELL10374.816.497.53,724.01-24.84
2019-04-29BUY10365.516.087.32-3,678.40
2019-05-05SELL10361.915.927.253,595.83-82.57
2019-05-15BUY1134616.757.63-3,830.370
2019-05-20SELL11350.116.947.723,826.44-3.94
2019-05-28BUY11341.816.547.54-3,783.880
2019-06-13SELL11360.317.447.953,937.91154.03
2019-06-19BUY11363.917.618.03-4,028.540
2019-06-24SELL11359.217.397.923,925.89-102.65
2019-06-27BUY10363.515.997.29-3,658.280
2019-07-03SELL10364.916.067.313,625.63-32.65
2019-07-08BUY11351.717.027.76-3,893.480
2019-07-11SELL1133316.127.343,639.54-253.94
2019-07-17BUY1133015.977.27-3,653.240
2019-07-22SELL11325.315.747.173,555.39-97.86
2019-07-25BUY1132315.637.12-3,575.750
2019-07-30SELL11326.815.827.23,571.78-3.97
2019-08-18BUY1131815.397.01-3,520.40
2019-08-22SELL1132415.687.143,541.1820.78
2019-08-27BUY11314.515.226.93-3,481.650
2019-09-01SELL11312.115.116.883,411.12-70.54
2019-09-08BUY11295.514.36.51-3,271.310
2019-09-12SELL11305.114.776.723,334.6163.3
2019-09-17BUY11309.9156.83-3,430.730
2019-09-22SELL1136417.628.023,978.36547.63
2019-09-25BUY1135817.337.89-3,963.210
2019-09-30SELL11357.917.327.883,911.69-51.52
2019-10-06BUY1134716.797.64-3,841.440
2019-10-10SELL11333.516.147.353,645.01-196.42
2019-10-20BUY1231716.747.62-3,828.350
2019-10-23SELL12321.616.987.733,834.496.13
2019-10-30BUY12321.216.967.72-3,879.080
2019-11-04SELL12315.116.647.583,756.99-122.1
2019-11-11BUY11315.915.296.96-3,497.150
2019-11-14SELL11310.115.016.833,389.26-107.9
2019-11-19BUY11311.515.086.87-3,448.440
2019-11-25SELL1131215.16.873,410.03-38.42
2019-11-28BUY1132015.497.05-3,542.540
2019-12-03SELL11311.415.076.863,403.47-139.07
2019-12-08BUY11309.814.996.82-3,429.620
2019-12-11SELL11298.414.446.573,261.39-168.23
2019-12-17BUY11297.214.386.55-3,290.130
2019-12-22SELL1129314.186.463,202.36-87.77
2019-12-29BUY11284.313.766.27-3,147.330
2020-01-02SELL11281.813.646.213,079.95-67.38
2020-01-13BUY1225313.366.09-3,055.440
2020-01-16SELL12231.512.225.572,760.21-295.23