← 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: -26.3%. 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 →

#351 · Flow: Range flow

Full-history NAV৳570

Net return -99.4% · drawdown 99.4% · 459 closed positions

2024 onward NAV৳31,587

Net return -68.4% · drawdown 68.4% · 78 closed positions

2024 stress NAV৳19,289

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

Variant 0; fixed stop 18.0%; maximum 5 sessions; gate None; continuous signal; exit any bearish; trailing arms at 5.0%, distance 2.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳94
Unsettled৳0
Holdings৳477
NAV৳570
Realized P&L৳-99,420
Unrealized P&L৳-10
Fees৳55,912
Friction৳25,640

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳8.82e-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 #351

919 fills, including partial sales. Page 5.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2016-10-24BUY31281.238.3617.52-8,773.080
2016-10-27SELL31279.938.1817.438,621.29-151.79
2016-11-02BUY31278.537.9917.34-8,688.830
2016-11-07SELL3127837.9217.318,562.77-126.06
2016-11-10BUY31279.138.0717.37-8,707.540
2016-11-15SELL31279.138.0717.378,596.66-110.88
2016-11-20BUY30282.537.2917.01-8,529.30
2016-11-23SELL30288.638.117.378,602.5373.23
2016-12-04BUY30283.337.417.05-8,553.440
2016-12-07SELL30286.237.7817.228,531-22.44
2016-12-14BUY3028337.3617.03-8,544.380
2016-12-19SELL30285.237.6517.178,501.19-43.19
2016-12-22BUY29286.136.5116.65-8,350.050
2016-12-28SELL2928336.1116.478,154.42-195.64
2017-01-04BUY29286.136.5116.65-8,350.060
2017-01-09SELL292903716.888,356.126.06
2017-01-12BUY28290.735.8116.33-8,191.750
2017-01-17SELL28292.135.9916.48,126.41-65.33
2017-01-22BUY2729835.416.13-8,097.530
2017-01-25SELL27306.336.3916.588,217.14119.6
2017-02-01BUY2830137.0816.89-8,481.970
2017-02-06SELL2830437.4517.068,457.49-24.48
2017-02-09BUY2730836.5916.67-8,369.260
2017-02-16SELL2731837.7817.218,531.01161.76
2017-02-26BUY27315.237.4517.06-8,564.910
2017-03-01SELL27309.236.7316.748,294.93-269.98
2017-03-07BUY26310.635.5316.19-8,127.330
2017-03-12SELL26318.736.4616.618,233.13105.8
2017-03-15BUY26317.836.3616.57-8,315.720
2017-03-21SELL2631636.1516.488,163.37-152.36
2017-03-27BUY26316.136.1616.49-8,271.260
2017-04-02SELL26332.23817.338,581.87310.61
2017-04-13BUY2534237.6217.14-8,604.760
2017-04-18SELL2533536.8516.798,321.36-283.41
2017-05-07BUY2434035.916.39-8,212.30
2017-05-11SELL2433835.6916.38,060.01-152.29
2017-05-24BUY24331.134.9615.97-7,997.330
2017-05-29SELL24331.735.0316.027,909.75-87.58
2017-06-01BUY24329.234.7615.88-7,951.450
2017-06-06SELL24337.135.616.278,038.5387.09
2017-06-19BUY2334034.4115.71-7,870.120
2017-06-22SELL23338.834.2915.647,742.47-127.65
2017-07-02BUY23344.334.8415.89-7,969.630
2017-07-05SELL2335535.9316.378,112.7143.07
2017-07-11BUY23348.335.2516.05-8,062.20
2017-07-16SELL23365.136.9516.828,343.53281.33
2017-07-20BUY2237035.8216.3-8,192.120
2017-07-25SELL2236935.7216.268,066.03-126.09
2017-07-30BUY22376.736.4616.59-8,340.460
2017-08-06SELL22373.236.1316.448,157.84-182.62
2017-08-10BUY21376.234.7615.82-7,950.780
2017-08-17SELL2138835.8516.328,095.83145.05
2017-08-22BUY21391.136.1416.45-8,265.690
2017-08-27SELL2139036.0416.418,137.56-128.13
2017-08-31BUY2039134.4115.67-7,870.080
2017-09-06SELL20401.735.3516.17,982.55112.47
2017-09-11BUY1943035.9516.37-8,222.320
2017-09-14SELL19423.135.3716.17,987.43-234.89
2017-09-20BUY1941234.4415.68-7,878.120
2017-09-25SELL19410.434.3115.627,747.67-130.45
2017-09-28BUY1941534.6915.79-7,935.490
2017-10-04SELL1941534.6915.797,834.51-100.97
2017-10-10BUY1842233.4215.22-7,644.640
2017-10-15SELL1842933.9815.477,672.5527.91
2017-10-22BUY1843034.0615.51-7,789.570
2017-10-25SELL1844034.8515.877,869.2879.71
2017-11-05BUY17440.832.9715.01-7,541.590
2017-11-08SELL1744233.0615.067,465.88-75.7
2017-11-13BUY16472.933.2915.16-7,614.850
2017-11-16SELL1648434.0715.517,694.4279.57
2017-11-23BUY164833415.47-7,777.480
2017-11-28SELL1647133.1615.097,487.75-289.72
2017-12-04BUY1547731.4814.32-7,200.810
2017-12-07SELL15480.831.7314.447,165.83-34.98
2017-12-19BUY16468.232.9615-7,539.160
2017-12-24SELL16460.132.3914.747,314.46-224.7
2017-12-28BUY15469.430.9814.1-7,086.080
2018-01-07SELL15477.231.514.347,112.1626.08
2018-01-10BUY1547231.1514.18-7,125.340
2018-01-16SELL1547531.3514.277,079.38-45.96
2018-01-21BUY1548431.9414.54-7,306.490
2018-01-28SELL1551033.6615.327,601.02294.53
2018-02-01BUY1550433.2615.14-7,608.40
2018-02-06SELL1549532.6714.877,377.46-230.94
2018-02-11BUY1450130.8614.04-7,058.90
2018-02-14SELL14508.831.3414.267,077.618.69
2018-02-26BUY15475.531.3814.28-7,178.170
2018-03-01SELL15478.931.6114.397,137.51-40.66
2018-03-07BUY15487.932.214.66-7,365.360
2018-03-12SELL1548532.0114.587,228.41-136.95
2018-03-15BUY1548231.8114.49-7,276.30
2018-03-22SELL1547731.4814.347,109.17-167.13
2018-04-02BUY14474.929.2513.33-6,691.180
2018-04-05SELL1447729.3813.396,635.23-55.95
2018-04-11BUY14483.229.7713.56-6,808.120
2018-04-16SELL14484.229.8313.596,735.39-72.74
2018-04-19BUY1449330.3713.83-6,946.20
2018-04-24SELL1448529.8813.616,746.52-199.68
2018-05-09BUY1445928.2712.87-6,467.140
2018-05-15SELL1446628.7113.076,482.2315.08