← Strategy Research Lab
Experiment log · GP

Searching for profit that survives costs

80,738 unique configurations in this batch; 80 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: 4.0%. This annualized figure describes the historical raw-price simulation.

This batch was tuned on 2024–2026 stress results. Those results are in-sample and cannot validate future profitability. No global maximum across all possible strategies has been established. Corporate-action adjustments remain incomplete.

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% return100.5% net return0 positions463 positions

Teal: positive recent stress return. Rose: zero or negative recent stress return.

#54 · RSI corridor + Flow: RVOL percentile + Flow: Accumulation streak

Full-history NAV৳194,323

Net return 94.3% · drawdown 40.9% · 30 closed positions

2024 onward NAV৳165,884

Net return 65.9% · drawdown 8.3% · 4 closed positions

2024 stress NAV৳157,721

Net return 57.7% · drawdown 8.3% · 4 closed positions

Variant 2; fixed stop 12.0%; maximum 30 sessions; gate None; continuous signal; exit stop/time only; trailing arms at 18.0%, distance 6.0%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳194,323
Unsettled৳0
Holdings৳0
NAV৳194,323
Realized P&L৳94,323
Unrealized P&L৳0
Fees৳28,975
Friction৳13,867

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳2.91e-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 #54

66 fills, including partial sales. Page 1.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2012-07-10BUY515192.7436.66203.78-99,880.940
2012-07-22SELL515169.58384.26178.1886,769.2-13,111.74
2013-10-31BUY449192379.32180.75-86,768.060
2013-12-12SELL449202.1399.27184.6990,158.943,390.88
2014-07-17BUY314285.1393.89181.78-90,097.080
2014-08-07SELL157327.87226.49103.5751,144.746,096.2
2014-08-21SELL157329.38227.53103.8451,380.666,332.12
2015-03-18BUY300340448.8209.98-102,658.780
2015-05-05SELL300327431.64200.9797,467.39-5,191.39
2015-05-19BUY290333.8425.93199.09-97,427.020
2015-07-02SELL290330.1421.21194.895,112.99-2,314.03
2015-07-09BUY283333.5415.27191.89-94,987.660
2015-08-26SELL283318.7396.85184.1289,611.14-5,376.53
2016-01-17BUY347257392.39192.95-89,764.340
2016-03-02SELL347244.1372.69177.2284,152.79-5,611.55
2016-04-21BUY344243367.8182.93-84,142.730
2016-06-06SELL344255.2386.27188.1287,214.413,071.68
2016-06-29BUY341253.9380.95186.71-87,147.560
2016-08-17SELL341272408.11190.1992,153.75,006.13
2016-09-26BUY341268.1402.26197.94-92,022.30
2016-11-09SELL341281.3422.06200.3995,300.853,278.55
2016-11-21BUY330287.1416.87196.63-95,356.50
2017-01-04SELL330286.1415.42196.3393,801.26-1,555.24
2017-01-15BUY321291411.01193.02-94,015.030
2017-02-27SELL321315.1445.05208.31100,493.756,478.72
2017-06-05BUY297336439.08212.84-100,443.920
2017-07-20SELL297370483.52223.41109,183.078,739.15
2017-10-11BUY252429.5476.23221.72-108,931.950
2017-11-13SELL126493.92273.83126.1361,834.597,368.61
2017-11-16SELL126476.49264.16121.2159,651.875,185.89
2017-12-05BUY250484532.4245.69-121,778.090
2018-01-18SELL250482.5530.75248.18119,846.07-1,932.02
2018-01-23BUY240496523.78244.51-119,808.280
2018-03-07SELL240487.9515.22240.84116,339.94-3,468.35
2018-10-25BUY303381507.95241.78-116,192.730
2018-12-09SELL303363.6484.75233.38109,452.67-6,740.06
2019-03-27BUY265410.1478.18223.54-109,378.220
2019-04-09SELL265360.89420.8195.0795,019.45-14,358.77
2019-06-09BUY266355.1415.61200.5-95,072.70
2019-07-22SELL266325.3380.73179.7985,969.27-9,103.43
2019-10-24BUY264324376.36177.29-86,089.640
2019-12-08SELL264309.8359.86168.2481,259.09-4,830.55
2020-01-21BUY288279.9354.69167.19-81,133.080
2020-02-24SELL144321.88203.9593.5646,053.935,487.39
2020-02-27SELL144282.7179.1282.0140,447.52-119.01
2020-07-13BUY352244.2378.22186.36-86,522.970
2020-08-12SELL176280.83217.4799.8149,108.85,847.31
2020-08-18SELL176280.12216.9299.4248,984.775,723.29
2020-12-08BUY297327.8428.37204.22-97,989.190
2021-01-05SELL148376.97245.48113.2155,432.876,603.24
2021-01-21SELL149377247.16113.6455,812.26,652.64
2021-04-21BUY325340.2486.49236.29-111,287.770
2021-06-07SELL325349.5499.79237.92112,849.81,562.02
2021-06-13BUY320351494.21236.2-113,050.410
2021-08-03SELL320372523.78247.89118,268.335,217.92
2021-12-05BUY327359516.53260.39-118,169.920
2022-01-17SELL327360517.97253.8116,948.23-1,221.68
2024-06-24BUY508228.9511.64263.57-117,056.40
2024-08-11SELL254345.6386.24184.2787,211.8928,683.68
2024-08-15SELL254381425.81195.4596,152.7437,624.54
2024-11-10BUY562324801.19382.78-183,271.970
2024-12-23SELL562325.6805.14396.09181,785.97-1,486
2025-07-21BUY596303794.59414.66-181,797.250
2025-09-02SELL596309810.32406.73182,946.941,149.7
2026-06-01BUY752241.5799.08433.72-182,840.80
2026-07-14SELL752259.8859.63425.7194,084.2811,243.48