← 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: 1.9%. 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 →

#160 · Support rebound

Full-history NAV৳138,379

Net return 38.4% · drawdown 48.2% · 101 closed positions

2024 onward NAV৳63,698

Net return -36.3% · drawdown 36.9% · 18 closed positions

2024 stress NAV৳53,456

Net return -46.5% · drawdown 46.7% · 20 closed positions

Variant 3; fixed stop 15.0%; maximum 60 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৳69,034
Unsettled৳0
Holdings৳69,345
NAV৳138,379
Realized P&L৳39,924
Unrealized P&L৳-1,545
Fees৳110,585
Friction৳52,956

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 #160

211 fills, including partial sales. Page 2.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2018-09-20SELL421361.5669.64326.71151,195.14-1,177.36
2018-10-07BUY411365.1660.25317.93-151,034.270
2018-11-20SELL411359.9650.84315.16146,952.89-4,081.38
2019-02-13BUY377388643.61299.41-147,219.020
2019-04-08SELL377376623.71292.33140,835.97-6,383.06
2019-04-15BUY378369.8615.05287.23-140,686.690
2019-05-08SELL378356592.1281.71133,694.19-6,992.49
2019-05-16BUY383346.4583.75284.71-133,539.670
2019-05-26SELL383340572.97281.03129,366-4,173.67
2019-05-27BUY1338.61.490.68-340.770
2019-07-11SELL13331.470.67330.87-9.9
2019-07-14BUY385333564.1274.35-129,043.450
2019-07-17SELL385330559.02269.24126,221.74-2,821.71
2019-07-24BUY390323.2554.61265.67-126,868.280
2019-08-27SELL390314.5539.68260.16121,855.16-5,013.12
2019-09-08BUY409295.5531.78255.99-121,647.270
2019-10-03SELL409343.01617.27292.13139,380.0517,732.77
2019-10-20BUY437317609.53288.58-139,427.110
2019-11-17SELL437311597.99292.78135,016.23-4,410.88
2019-11-25BUY430312590.3282.7-135,0330
2019-12-11SELL421298.4552.76262.24124,811.41-7,395.32
2019-12-12SELL9298.411.825.382,668.41-157.87
2019-12-17BUY417297.2545.3259.12-124,736.820
2019-12-22SELL417293537.6260.23121,383.17-3,353.65
2019-12-24BUY1028512.545.71-2,868.250
2020-01-07SELL1027512.15.512,732.39-135.86
2020-01-08BUY439274.7530.61263.81-121,387.720
2020-01-13SELL439253488.69240.36110,337.94-11,049.77
2020-01-16BUY485231.5494.02241.32-113,012.840
2020-01-21SELL485269.03574.11276.59129,627.8916,615.04
2020-02-19BUY483266.8567267.34-129,698.740
2020-02-24SELL483302.12642.06300.35144,979.6215,280.87
2020-03-08BUY546263.5633.03295.47-144,799.50
2020-03-11SELL546255612.61285.41138,331.98-6,467.53
2020-03-18BUY590233.2605.39281.77-138,475.160
2020-05-31SELL590239.1620.7295.37140,152.931,677.77
2020-10-01BUY423329612.33287.43-140,066.770
2020-10-07SELL423328.8611.96289.24138,181.2-1,885.57
2020-11-25BUY423324.7604.33293.06-138,245.490
2021-01-25SELL423367.54684.07321154,464.3516,218.86
2021-02-02BUY414370.1674.17317.8-154,213.380
2021-02-22SELL414359.7655.23310.44147,950.13-6,263.25
2021-02-25BUY426345.7647.98306.57-148,222.750
2021-04-01SELL426330618.55297.58139,663.86-8,558.89
2021-04-06BUY431322610.64292.63-139,685.270
2021-07-07SELL431347.7659.38322.56148,876.769,191.5
2021-08-11BUY410360649.44307.71-148,557.150
2021-10-10SELL410372.3671.63317.9151,653.473,096.32
2021-10-17BUY411367.1663.86316.08-151,858.040
2021-10-21SELL411362.1654.82311.8147,856.48-4,001.56
2021-10-28BUY415353.9646.22308.1-147,822.820
2021-12-01SELL415359655.53342.7147,986.76163.94
2022-02-28BUY432340.5647.22327.12-148,070.340
2022-03-03SELL432338.7643.8325.1145,349.5-2,720.84
2022-03-10BUY445324634.39313.42-145,127.810
2022-05-12SELL445316618.73305.94139,695.33-5,432.48
2022-05-17BUY1311.91.370.62-313.90
2022-05-22SELL1303.21.330.61301.26-12.64
2022-05-23BUY451307.5610.2296.85-139,589.550
2022-05-26SELL451300.1595.52290.67134,458.91-5,130.64
2022-05-29BUY1304.91.340.61-306.850
2022-06-30SELL1294.91.30.59293.01-13.84
2022-07-06BUY458292588.44286.31-134,610.750
2024-03-04SELL399246.3432.4242.497,598.9-19,671.17
2024-03-05SELL59257.266.7730.9615,077.07-2,263.61
2024-03-18BUY467240493.15236.68-112,809.840
2024-03-31SELL353235.8366.24171.7682,699.4-2,572.28
2024-04-01SELL114242.8121.7955.9427,501.47-36.69
2024-04-24BUY471232.5481.83243.73-110,233.060
2024-05-20SELL471224.9466.08231.08105,230.73-5,002.33
2024-06-03BUY451227.9452.24225.94-103,461.080
2024-08-15SELL451381756.06349.66170,725.2867,264.2
2024-09-12BUY507337.9753.79346.17-172,415.260
2024-10-24SELL507322.4719.21334.55162,403.04-10,012.22
2024-10-29BUY529305709.92333.46-162,388.380
2025-01-26SELL529331.8772.3374.87174,375.0311,986.65
2025-02-19BUY504343.7762.19363.62-174,350.610
2025-03-02SELL504327.4726.04341.34163,942.22-10,408.39
2025-03-23BUY510319.6717.18347.23-164,060.410
2025-04-28SELL510309.7694.97364.3156,887.74-7,172.67
2025-05-27BUY577270685.48372.4-156,847.880
2025-08-17SELL577306776.87376.96175,408.1718,560.29
2025-08-26BUY585298767.05380.77-175,477.830
2025-10-08SELL427296.4556.88300.87125,705.06-2,378.76
2025-10-09SELL158294.5204.7499.7946,226.47-1,167.54
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
2025-12-18BUY117260.313463.21-30,652.310
2026-01-05SELL117253.3130.461.2629,444.44-1,207.87
2026-01-06BUY493254.8552.71285.9-126,455.010
2026-03-05SELL493245.3532.1254.94120,145.86-6,309.16
2026-03-08BUY119245.9128.7559.31-29,450.160
2026-05-11SELL119241.8126.6159.3828,588.21-861.95
2026-05-13BUY498239.7525.23268.54-120,164.370
2026-05-18SELL498238.3522.16265.97117,885.27-2,279.11