← 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: 0.0%. 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 →

#188 · Support rebound

Full-history NAV৳100,349

Net return 0.3% · drawdown 59.5% · 114 closed positions

2024 onward NAV৳73,439

Net return -26.6% · drawdown 27.3% · 28 closed positions

2024 stress NAV৳61,260

Net return -38.7% · drawdown 38.9% · 27 closed positions

Variant 3; fixed stop 15.0%; maximum 120 sessions; gate None; continuous signal; exit any bearish; trailing arms at 18.0%, distance 6.0%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳76,995
Unsettled৳0
Holdings৳23,353
NAV৳100,349
Realized P&L৳667
Unrealized P&L৳-319
Fees৳105,962
Friction৳50,257

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 #188

247 fills, including partial sales. Page 2.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2017-12-10BUY369478.3776.57361.3-177,630.570
2018-02-25SELL369484.9787.28368.04177,772.78142.21
2018-02-28BUY370478778.18365.26-178,003.440
2018-03-29SELL370462.2752.46360.92169,900.62-8,102.82
2018-04-03BUY354477742.98356.38-169,957.350
2018-05-06SELL354468728.96344.12164,598.92-5,358.43
2018-05-10BUY356459.4719.6338.31-164,604.320
2018-05-17SELL356453709.58334.01160,224.41-4,379.91
2018-05-24BUY370429.9699.88328.62-160,091.50
2018-06-03SELL370415.2675.95320.44152,627.61-7,463.88
2018-06-06BUY373407667.97316.96-152,795.930
2018-06-11SELL373394.1646.8305.78146,046.72-6,749.21
2018-06-19BUY379382.6638.02299.43-145,942.860
2018-08-07SELL379376627.02296.47141,580.51-4,362.34
2018-08-14BUY391359.6618.66291.55-141,513.810
2018-09-20SELL391361.5621.92301.95140,422.62-1,091.19
2018-09-25BUY384363.1613.49294.28-140,338.170
2018-11-20SELL384359.9608.09293.27137,300.24-3,037.93
2018-11-26BUY378361.1600.58290.72-137,387.10
2019-04-08SELL378376625.36293.12141,209.513,822.41
2019-04-15BUY380369.8618.31288.8-141,431.10
2019-05-08SELL380356595.23283.26134,401.5-7,029.6
2019-05-13BUY379351.5586.16283.19-134,087.850
2019-05-16SELL379346.4577.66281.54130,426.4-3,661.45
2019-05-21BUY374347.1571.19280.32-130,666.910
2019-05-26SELL374340559.5273.96126,326.54-4,340.37
2019-05-29BUY358350551.32269.9-126,121.220
2019-07-11SELL358333524.54254.67118,434.79-7,686.43
2019-07-17BUY357330518.36248.64-118,5770
2019-07-23SELL357322505.8241.36114,206.84-4,370.16
2019-07-28BUY350324.6499.88238.47-114,348.350
2019-08-27SELL350314.5484.33232.11109,358.56-4,989.79
2019-09-01BUY348312.1477.89229.27-109,317.960
2019-09-04SELL348294.7451.24215.35101,889-7,428.96
2019-10-20BUY319317444.94208.38-101,776.330
2019-11-17SELL319311436.52209.5998,562.89-3,213.43
2019-11-25BUY314312431.06203.6-98,602.660
2019-12-11SELL314298.4412.27193.5193,091.83-5,510.84
2019-12-17BUY311297.2406.69191.12-93,027.010
2019-12-22SELL311293400.94191.0790,530.99-2,496.02
2019-12-26BUY312288395.37191.72-90,443.090
2020-01-07SELL312275377.52183.0185,239.47-5,203.62
2020-01-08BUY1274.71.210.55-276.460
2020-01-13SELL12531.110.51251.38-25.08
2020-01-16BUY366231.5372.81179.01-85,280.810
2020-01-21SELL366269.03433.24205.8397,825.1712,544.36
2020-02-19BUY365266.8428.48200.25-98,010.730
2020-02-24SELL365302.12485.2225.4109,561.7411,551
2020-03-08BUY413263.5478.83222.07-109,526.410
2020-03-11SELL413255463.39214.61104,637.01-4,889.4
2020-03-18BUY446233.2457.63211.78-104,676.610
2020-05-31SELL446239.1469.21220.84105,948.551,271.94
2020-07-09BUY366238.8384.56218.44-88,003.80
2020-08-12SELL183286.56230.74105.9652,103.798,101.88
2020-08-18SELL183280.12225.55103.4150,9336,931.1
2020-10-01BUY365329528.37246.95-120,860.320
2020-10-07SELL365328.8528.05248.27119,235.68-1,624.64
2020-10-12BUY358330.9521.23246.29-119,229.730
2020-11-22SELL358327515.09247.79116,303.12-2,926.61
2020-11-25BUY356324.7508.61244.19-116,3460
2021-01-18SELL178389.64305.17140.9468,909.8210,736.82
2021-01-25SELL178367.54287.86132.6365,001.646,828.64
2021-02-02BUY359370.1584.61274.27-133,724.780
2021-02-22SELL359359.7568.18267.75128,296.37-5,428.41
2021-02-25BUY369345.7561.28264.16-128,388.740
2021-04-01SELL369330535.79255.86120,978.35-7,410.39
2021-04-06BUY373322528.47251.49-120,885.960
2021-08-11SELL373357.2586.24276.66132,372.711,486.74
2021-08-17BUY365361579.77272.82-132,617.590
2021-10-10SELL365372.3597.91281.78135,009.812,392.22
2021-10-17BUY365367.1589.56279.28-134,860.340
2021-10-21SELL365362.1581.53275.5131,309.47-3,550.87
2021-10-28BUY369353.9574.59272.54-131,436.230
2021-12-01SELL369359582.87300.31131,587.82151.59
2021-12-06BUY360362.8574.68292.93-131,475.610
2022-02-27SELL360345546.48272.03123,381.49-8,094.12
2022-03-02BUY360340.5539.35268.95-123,388.30
2022-03-07SELL360327.9519.39254.79117,269.81-6,118.49
2022-03-10BUY360324513.22249.68-117,402.90
2022-05-12SELL360316500.54243.68113,015.77-4,387.13
2022-05-23BUY365307.5493.85237.24-112,968.580
2022-05-26SELL365300.1481.96232.16108,822.38-4,146.2
2022-05-31BUY349310476.04229.5-108,895.530
2022-06-30SELL349294.9452.85220.38102,246.87-6,648.66
2022-07-06BUY347292445.83213.46-101,983.290
2024-03-04SELL347246.3376.05205.6184,884.44-17,098.85
2024-03-06BUY1252.61.110.51-254.220
2024-03-13SELL1244.41.080.49242.84-11.38
2024-03-18BUY351240370.66175.55-84,786.210
2024-03-31SELL351235.8364.17170.7582,230.88-2,555.34
2024-04-01BUY1242.81.070.49-244.350
2024-04-23SELL1233.61.030.47232.1-12.25
2024-04-24BUY351232.5359.07176.94-82,143.510
2024-05-20SELL351224.9347.34168.5678,424.01-3,719.51
2024-05-23BUY1231.81.020.46-233.280
2024-06-02SELL1226.910.45225.45-7.84
2024-06-03BUY342227.9342.94167.6-78,452.340
2024-08-11SELL171345.6260.03122.1458,715.4319,489.26
2024-08-15SELL171381286.66131.1664,733.1725,507
2024-09-12BUY364337.9541.18247.82-123,784.60