← 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: 2.2%. 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 →

#155 · Support rebound

Full-history NAV৳145,520

Net return 45.5% · drawdown 54.2% · 98 closed positions

2024 onward NAV৳63,460

Net return -36.5% · drawdown 37.1% · 17 closed positions

2024 stress NAV৳54,043

Net return -46.0% · drawdown 46.1% · 19 closed positions

Variant 3; fixed stop 8.0%; maximum 90 sessions; gate None; fresh signal only; exit any bearish; trailing arms at 18.0%, distance 6.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳76,175
Unsettled৳0
Holdings৳69,345
NAV৳145,520
Realized P&L৳47,065
Unrealized P&L৳-1,545
Fees৳119,174
Friction৳57,231

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳8.73e-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 #155

204 fills, including partial sales. Page 2.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2019-02-13BUY462388788.73368.81-180,413.530
2019-04-08SELL462376764.33360.67172,587-7,826.54
2019-04-15BUY463369.8753.36353.94-172,324.690
2019-05-08SELL463356725.24348.52163,754.24-8,570.45
2019-05-16BUY470346.4716.36354.79-163,879.140
2019-05-26SELL470340703.12350.61158,746.27-5,132.87
2019-07-07BUY440358.8694.64345.56-158,912.20
2019-07-10SELL440330.1639.07315.04144,288.14-14,624.07
2019-07-17BUY434330630.17305.68-144,155.850
2019-07-23SELL434322614.89296.42138,836.69-5,319.16
2019-08-06BUY429321.8607.43292.13-138,951.760
2019-08-27SELL429314.5593.65287.81134,039.04-4,912.72
2019-09-08BUY450295.5585.09283.23-133,843.320
2019-10-03SELL450343.01679.15322.69153,350.8519,507.54
2019-10-20BUY481317670.9318.91-153,466.810
2019-11-17SELL481311658.2324.58148,608.22-4,858.59
2019-11-25BUY473312649.33312.55-148,537.890
2019-12-11SELL421298.4552.76262.24124,811.41-7,396.73
2019-12-12SELL52298.468.2731.215,417.32-912.43
2019-12-17BUY417297.2545.3259.12-124,736.820
2019-12-22SELL417293537.6260.23121,383.17-3,353.65
2019-12-24BUY5428567.7231.09-15,488.810
2020-01-07SELL5427565.3430.0414,754.62-734.19
2020-01-08BUY439274.7530.61263.81-121,387.720
2020-01-13SELL439253488.69240.36110,337.94-11,049.77
2020-01-16BUY537231.5546.99269.19-125,131.670
2020-01-21SELL537269.03635.66308.1143,524.2818,392.6
2020-02-19BUY535266.8628.05297.27-143,663.320
2020-02-24SELL535302.12711.18333.71160,587.1716,923.86
2020-03-08BUY605263.5701.44328.33-160,447.260
2020-03-11SELL605255678.81317.08153,279.11-7,168.16
2020-03-18BUY653233.2670.03312.64-153,262.270
2020-05-31SELL653239.1686.98328.47155,116.851,854.58
2020-10-01BUY469329678.92319.79-155,299.710
2020-10-07SELL469328.8678.51322.03153,206.66-2,093.05
2020-11-25BUY468324.7668.62326.4-152,954.620
2021-01-25SELL468367.54756.84356.34170,895.5517,940.93
2021-02-02BUY459370.1747.45353.72-170,977.070
2021-02-22SELL459359.7726.45345.71164,030.14-6,946.93
2021-02-25BUY471345.7716.43340.37-163,881.490
2021-04-01SELL471330683.89330.94154,415.17-9,466.32
2021-04-06BUY477322675.81325.64-154,595.450
2021-08-11SELL477357.2749.69357.43169,277.2814,681.83
2021-10-04BUY442380739.02350.37-169,049.390
2021-10-10SELL442372.3724.05343.77163,488.78-5,560.61
2021-10-11BUY1372.41.640.74-374.780
2021-10-14SELL13681.620.74365.64-9.14
2021-10-17BUY442367.1713.94341.08-163,313.220
2021-10-21SELL442362.1704.21336.47159,007.52-4,305.7
2021-10-28BUY447353.9696.05333.05-159,222.40
2021-12-01SELL447359706.08372.84159,394.08171.67
2022-02-28BUY465340.5696.66354.81-159,383.970
2022-03-03SELL465338.7692.98352.61156,449.91-2,934.06
2022-03-10BUY480324684.29340.2-156,544.490
2022-05-12SELL480316667.39332.1150,680.51-5,863.98
2022-05-23BUY487307.5658.91322.22-150,733.630
2022-05-26SELL487300.1643.05315.6145,190.05-5,543.59
2022-07-06BUY494292634.69310.41-145,193.10
2024-03-04SELL399246.3432.4242.497,598.9-19,672.46
2024-03-05SELL95257.2107.5150.4524,276.04-3,645.71
2024-03-18BUY505240533.28257.04-121,990.320
2024-03-31SELL353235.8366.24171.7682,699.4-2,573.05
2024-04-01SELL152242.8162.3874.8436,668.37-49.51
2024-04-24BUY510232.5521.73266.13-119,362.860
2024-05-20SELL510224.9504.68251.94113,942.38-5,420.47
2024-06-03BUY451227.9452.24225.94-103,461.080
2024-08-15SELL451381756.06349.66170,725.2867,264.2
2024-09-12BUY533337.9792.44364.12-181,257.260
2024-10-24SELL533322.4756.09352.12170,730.99-10,526.27
2024-10-29BUY556305746.15351.05-170,677.210
2025-03-02SELL556327.4800.95377.84180,855.6110,178.4
2025-03-23BUY562319.6790.31385.02-180,790.520
2025-04-27SELL562294.03727.08390.58164,128.32-16,662.2
2025-05-27BUY604270717.55392.81-164,190.360
2025-08-17SELL604306813.23395.77183,615.0119,424.65
2025-08-26BUY612298802.45399.9-183,578.350
2025-10-08SELL427296.4556.88300.87125,705.06-2,379.84
2025-10-09SELL185294.5239.72118.1954,124.59-1,368.87
2025-10-20BUY246287.1310.76158.35-71,095.70
2025-10-28SELL246282.7305.99155.6169,082.6-2,013.11
2025-11-02BUY291283.4362.87190.97-83,023.230
2025-11-11SELL173276.4210.4106.1847,500.62-1,856.83
2025-11-12SELL118278.7144.770.9532,670.95-994.82
2025-12-10BUY493274.9596.31338.68-136,460.690
2025-12-15SELL493258.7561.17296.05126,681.87-9,778.82
2025-12-18BUY147260.3168.3680.16-38,512.620
2026-01-05SELL147253.3163.8377.6136,993.66-1,518.96
2026-01-06BUY494254.8553.83286.55-126,711.580
2026-03-05SELL494245.3533.18255.48120,389.53-6,322.05
2026-03-08BUY149245.9161.2174.51-36,874.820
2026-05-11SELL149241.8158.5274.9335,794.74-1,080.08
2026-05-13BUY499239.7526.29269.14-120,405.730
2026-05-18SELL499238.3523.21266.56118,121.93-2,283.8
2026-05-19BUY150238.1157.1574.03-35,946.180
2026-05-23SELL150238157.0874.135,468.82-477.35
2026-06-14BUY615248671.09346.19-153,537.280
2026-08-16SELL615251.5680.56336.54153,655.4118.12
2026-08-27BUY329245.9355.96169.82-81,426.890
2026-09-01SELL293244.9315.73150.6671,289.32-1,227.64
2026-09-02SELL36244.538.7317.728,745.56-164.38