← 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 8.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2021-11-28BUY53607.923.61-1,811.530
2021-12-01SELL53597.93.61,783.51-28.02
2021-12-06BUY4362.86.392.91-1,460.490
2021-12-09SELL4361.86.372.91,437.93-22.56
2021-12-14BUY43586.32.87-1,441.170
2021-12-20SELL4353.26.222.831,403.75-37.41
2021-12-21BUY1350.51.540.7-352.740
2021-12-26SELL13501.540.7347.76-4.98
2021-12-27BUY4348.56.132.79-1,402.920
2021-12-30SELL4348.56.132.791,385.07-17.85
2022-01-05BUY4350.36.172.81-1,410.170
2022-01-10SELL4350.16.162.81,391.43-18.74
2022-01-13BUY4357.16.282.86-1,437.540
2022-01-18SELL43606.342.881,430.78-6.76
2022-01-24BUY4359.86.332.88-1,448.410
2022-01-27SELL4351.46.182.811,396.6-51.81
2022-02-01BUY4356.96.282.86-1,436.740
2022-02-06SELL4354.56.242.841,408.92-27.82
2022-02-09BUY4359.56.332.88-1,447.210
2022-02-15SELL43586.32.871,422.83-24.38
2022-02-20BUY4358.86.312.87-1,444.390
2022-02-27SELL43456.072.761,371.17-73.22
2022-03-13BUY43235.682.59-1,300.270
2022-03-16SELL4330.15.812.641,311.9511.68
2022-03-22BUY43275.762.62-1,316.370
2022-03-27SELL4325.85.732.611,294.86-21.52
2022-04-03BUY4328.95.792.63-1,324.020
2022-04-06SELL4323.35.692.591,284.92-39.1
2022-04-18BUY4323.15.692.59-1,300.680
2022-04-21SELL4322.15.672.581,280.15-20.52
2022-04-26BUY43275.762.62-1,316.370
2022-05-05SELL4320.15.632.561,272.2-44.17
2022-05-23BUY4307.55.412.46-1,237.870
2022-05-26SELL4300.15.282.41,192.72-45.16
2022-06-02BUY4309.55.452.48-1,245.930
2022-06-07SELL4307.35.412.461,221.33-24.59
2022-06-13BUY43075.42.46-1,235.860
2022-06-16SELL4304.55.362.441,210.2-25.66
2022-06-27BUY4305.55.382.45-1,229.820
2022-06-30SELL4294.95.192.361,172.05-57.77
2022-07-05BUY42774.882.22-1,115.090
2022-07-12SELL42945.172.351,168.4753.38
2022-07-17BUY4289.95.12.32-1,167.020
2022-07-20SELL4286.35.042.291,137.87-29.15
2022-07-25BUY4286.95.052.3-1,154.950
2022-07-28SELL4289.45.092.321,150.19-4.76
2022-08-02BUY4298.95.262.39-1,203.250
2022-08-07SELL43005.282.41,192.32-10.93
2022-08-28BUY42895.092.31-1,163.40
2022-08-31SELL4295.75.22.371,175.2311.83
2022-09-25BUY4286.65.042.29-1,153.740
2022-10-02SELL4286.65.042.291,139.06-14.68
2024-03-05BUY4257.24.532.06-1,035.390
2024-03-10SELL42554.492.041,013.47-21.92
2024-03-18BUY52405.282.4-1,207.680
2024-03-21SELL52415.32.411,197.29-10.39
2024-04-03BUY5239.95.282.4-1,207.180
2024-04-09SELL52415.32.411,197.29-9.89
2024-04-28BUY52355.172.35-1,182.520
2024-05-02SELL52365.192.361,172.45-10.08
2024-05-14BUY52395.262.39-1,202.650
2024-05-19SELL5232.35.112.331,154.06-48.59
2024-05-27BUY52264.972.26-1,137.230
2024-05-30SELL52285.022.281,132.7-4.53
2024-06-04BUY52285.022.28-1,147.30
2024-06-09SELL5225.64.962.261,120.78-26.52
2024-06-23BUY4228.84.031.83-921.060
2024-07-03SELL4239.714.221.92952.6931.63
2024-07-08BUY42514.422.01-1,010.430
2024-07-11SELL42474.351.98981.68-28.75
2024-07-16BUY42474.351.98-994.320
2024-07-25SELL4248.14.371.99986.05-8.28
2024-08-01BUY4254.74.482.04-1,025.320
2024-08-11SELL4345.66.082.771,373.55348.23
2024-08-15BUY33815.032.29-1,150.320
2024-08-20SELL33534.662.121,052.22-98.09
2024-08-25BUY33544.672.12-1,068.80
2024-08-29SELL3348.94.612.091,040-28.8
2024-09-03BUY3342.94.532.06-1,035.280
2024-09-08SELL3340.94.52.051,016.15-19.13
2024-09-11BUY3340.34.492.04-1,027.430
2024-09-17SELL3334.34.412.01996.48-30.95
2024-09-22BUY33464.572.08-1,044.640
2024-09-25SELL3347.14.582.081,034.64-10.01
2024-10-01BUY3351.94.652.11-1,062.460
2024-10-06SELL3338.14.462.031,007.81-54.65
2024-10-09BUY33314.371.99-999.360
2024-10-16SELL3335.54.432.011,000.060.7
2024-10-23BUY3330.74.371.98-998.450
2024-10-28SELL33074.051.84915.11-83.34
2024-10-31BUY33194.211.91-963.130
2024-11-05SELL3316.64.181.9943.72-19.4
2024-11-10BUY33244.281.94-978.220
2024-11-13SELL3329.34.351.98981.583.36
2024-11-20BUY3321.24.241.93-969.770
2024-11-25SELL33174.181.9944.91-24.85
2024-11-28BUY3322.94.261.94-974.90
2024-12-03SELL3319.24.211.92951.47-23.43
2024-12-09BUY3318.24.21.91-960.710
2024-12-12SELL3312.54.131.88931.5-29.21