← 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: 1.8%. 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 →

#162 · Support rebound

Full-history NAV৳136,102

Net return 36.1% · drawdown 50.3% · 102 closed positions

2024 onward NAV৳65,675

Net return -34.3% · drawdown 34.9% · 19 closed positions

2024 stress NAV৳55,284

Net return -44.7% · drawdown 44.9% · 20 closed positions

Variant 3; fixed stop 12.0%; maximum 60 sessions; gate None; fresh signal only; exit any bearish; trailing arms at 18.0%, distance 6.0%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳66,757
Unsettled৳0
Holdings৳69,345
NAV৳136,102
Realized P&L৳37,648
Unrealized P&L৳-1,545
Fees৳112,200
Friction৳53,693

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳5.82e-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 #162

226 fills, including partial sales. Page 2.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2018-03-29SELL405462.2823.64397.01185,970.35-8,476.38
2018-04-24BUY381485813.05388.64-185,986.690
2018-05-06SELL381468784.56371.42177,152.03-8,834.66
2018-05-10BUY383459.4774.18364.89-177,089.270
2018-05-17SELL383453763.4360.28172,375.32-4,713.95
2018-05-24BUY398429.9752.84354.34-172,207.380
2018-06-03SELL398415.2727.1345.76164,176.74-8,030.65
2018-06-19BUY427382.6718.83338.7-164,427.730
2018-08-07SELL427376706.43335.65159,509.92-4,917.81
2018-08-14BUY440359.6696.19329.55-159,249.730
2018-09-20SELL440361.5699.86342.51158,017.63-1,232.11
2018-10-07BUY430365.1690.77333.48-158,017.250
2018-11-20SELL430359.9680.93330.67153,745.4-4,271.85
2019-02-13BUY394388672.64313.23-153,857.870
2019-04-08SELL394376651.83305.92147,186.24-6,671.62
2019-04-15BUY395369.8642.71300.51-147,014.230
2019-05-08SELL395356618.73294.97139,706.31-7,307.92
2019-05-16BUY401346.4611.19299.05-139,816.640
2019-05-26SELL401340599.9295.25135,444.85-4,371.78
2019-07-07BUY375358.8592.02290.76-135,432.780
2019-07-11SELL375333549.45267.57124,057.98-11,374.8
2019-07-17BUY374330543.05261.13-124,224.180
2019-07-23SELL374322529.88253.43119,644.69-4,579.49
2019-08-06BUY369321.8522.47249.35-119,516.020
2019-08-27SELL369314.5510.62245.39115,294.48-4,221.54
2019-09-08BUY388295.5504.48242.15-115,400.630
2019-09-22SELL194364310.71146.3770,158.9212,458.6
2019-10-03SELL194343.01292.79135.6966,114.698,414.37
2019-10-20BUY427317595.58281.72-136,236.30
2019-11-17SELL427311584.31285.61131,927.08-4,309.21
2019-11-25BUY420312576.58275.8-131,892.370
2019-12-11SELL420298.4551.44261.59124,514.97-7,377.41
2019-12-17BUY416297.2543.99258.47-124,437.660
2019-12-22SELL416293536.31259.57121,092.12-3,345.54
2020-01-08BUY438274.7529.4263.15-121,111.150
2020-01-13SELL438253487.58239.77110,086.64-11,024.51
2020-01-16BUY473231.5481.8234.95-110,216.240
2020-01-21SELL473269.03559.9269.37126,420.9716,204.73
2020-02-19BUY471266.8552.92260.47-126,476.180
2020-02-24SELL471302.12626.11292.69141,377.8414,901.66
2020-03-08BUY533263.5617.96288.26-141,351.720
2020-03-11SELL533255598.03278.45135,038.52-6,313.2
2020-03-18BUY575233.2590274.44-134,954.440
2020-05-31SELL575239.1604.92287.53136,590.051,635.61
2020-10-01BUY412329596.41279.73-136,424.140
2020-10-07SELL412328.8596.05281.43134,588.12-1,836.02
2020-10-08BUY1326.11.430.65-328.190
2020-11-22SELL13271.440.65324.91-3.28
2020-11-25BUY412324.7588.62284.97-134,649.990
2021-01-18SELL206389.64353.17163.5179,749.1612,424.16
2021-01-25SELL206367.54333.14153.8175,226.297,901.29
2021-02-02BUY416370.1677.43319.39-154,958.420
2021-02-22SELL416359.7658.39312148,664.8-6,293.62
2021-02-25BUY428345.7651.02308.07-148,918.690
2021-04-01SELL428330621.46299.06140,319.49-8,599.21
2021-04-06BUY433322613.47294.05-140,333.530
2021-07-07SELL433347.7662.44324.16149,567.59,233.97
2021-08-11BUY412360652.61309.27-149,281.880
2021-10-10SELL412372.3674.91319.51152,393.183,111.3
2021-10-17BUY413367.1667.09317.69-152,597.080
2021-10-21SELL413362.1658.01313.39148,575.91-4,021.18
2021-10-28BUY417353.9649.34309.66-148,535.290
2021-12-01SELL417359658.69344.57148,699.74164.44
2022-02-28BUY434340.5650.22328.78-148,7560
2022-03-03SELL434338.7646.78326.76146,022.26-2,733.74
2022-03-10BUY447324637.24314.94-145,780.190
2022-05-12SELL447316621.51307.43140,323.07-5,457.12
2022-05-17BUY1311.91.370.62-313.90
2022-05-22SELL1303.21.330.61301.26-12.64
2022-05-23BUY453307.5612.91298.25-140,208.660
2022-05-26SELL453300.1598.16292.05135,055.09-5,153.57
2022-05-29BUY1304.91.340.61-306.850
2022-06-30SELL1294.91.30.59293.01-13.84
2022-07-06BUY460292591.01287.64-135,198.650
2024-03-04SELL399246.3432.4242.497,598.9-19,671.24
2024-03-05SELL61257.269.0332.0315,588.14-2,340.38
2024-03-06BUY1252.61.110.51-254.220
2024-03-13SELL1244.41.080.49242.84-11.38
2024-03-18BUY468240494.21237.22-113,051.430
2024-03-31SELL353235.8366.24171.7682,699.4-2,572.3
2024-04-01SELL115242.8122.8656.4427,742.71-37.02
2024-04-24BUY473232.5483.88244.87-110,701.250
2024-05-20SELL473224.9468.06232.15105,677.49-5,023.76
2024-06-03BUY451227.9452.24225.94-103,461.080
2024-08-11SELL225345.6342.14162.3577,255.525,639.66
2024-08-15SELL226381378.87173.7285,553.4133,708.17
2024-09-12BUY485337.9721.08331.01-164,933.580
2024-10-24SELL485322.4688319.71155,356.28-9,577.3
2024-10-29BUY506305679.05318.51-155,327.560
2025-01-26SELL506331.8738.72357.58166,794.511,466.93
2025-02-19BUY482343.7728.92347.03-166,739.350
2025-03-02SELL482327.4694.35325.97156,786.48-9,952.86
2025-03-23BUY488319.6686.25331.37-156,982.420
2025-04-28SELL488309.7664.99346.58150,122.03-6,860.39
2025-05-27BUY552270655.78353.74-150,049.520
2025-07-23SELL276324393.47189.8588,840.6913,815.93
2025-08-17SELL276306371.61174.3783,910.038,885.27
2025-08-26BUY576298755.25374.43-172,777.680
2025-10-08SELL427296.4556.88300.87125,705.06-2,378.4
2025-10-09SELL149294.5193.0793.7443,593.68-1,100.54