← 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: -0.9%. 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 →

#199 · Support rebound

Full-history NAV৳86,500

Net return -13.5% · drawdown 52.8% · 119 closed positions

2024 onward NAV৳72,359

Net return -27.6% · drawdown 28.3% · 28 closed positions

2024 stress NAV৳60,257

Net return -39.7% · drawdown 39.9% · 27 closed positions

Variant 3; fixed stop 10.0%; maximum 60 sessions; gate None; continuous signal; exit any bearish; trailing arms at 0.0%, distance 0.0%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳77,207
Unsettled৳0
Holdings৳9,294
NAV৳86,500
Realized P&L৳-13,373
Unrealized P&L৳-126
Fees৳89,951
Friction৳42,551

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 #199

257 fills, including partial sales. Page 2.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2017-01-02SELL327282405.74192.6591,615.612,417.62
2017-01-05BUY313290399.39188.37-91,357.760
2017-04-03SELL313338.3465.91219.71105,202.2813,844.53
2017-04-30BUY310337.1459.8216.62-105,177.420
2017-07-30SELL310376.7513.82237.34116,025.8410,848.42
2017-10-10BUY273422506.91236.3-115,949.210
2017-11-14SELL136506.4303.03139.5768,427.810,665.56
2018-01-04SELL137487.6293.93135.7666,371.528,184.55
2018-01-07BUY143477.2300.25138.73-68,678.580
2018-02-25SELL143484.9305.1140.2168,895.39216.81
2018-02-27BUY139472.4288.92132.91-66,085.430
2018-03-29SELL139462.2282.68131.1663,831.96-2,253.47
2018-04-01BUY148464.9302.74140.79-69,248.730
2018-05-06SELL148468304.76140.7668,818.48-430.25
2018-05-07BUY136464.1277.72128.08-63,523.40
2018-05-10SELL136459.4274.9126.5962,076.9-1,446.49
2018-05-13BUY147466301.41138.98-68,942.390
2018-05-17SELL147453293135.1466,162.86-2,779.53
2018-05-24BUY296429.9559.9261.22-128,071.520
2018-06-03SELL296415.2540.76254.24122,104.2-5,967.32
2018-06-06BUY299407535.45251.96-122,480.410
2018-06-11SELL299394.1518.48243.24117,074.18-5,406.23
2018-06-19BUY304382.6511.77238.68-117,060.850
2018-08-07SELL304376502.94235.98113,565.08-3,495.77
2018-08-14BUY313359.6495.24231.74-113,281.780
2018-09-20SELL313361.5497.86238.64112,413-868.78
2018-09-25BUY308363.1492.07233.59-112,560.460
2018-11-20SELL308359.9487.74232.55110,128.91-2,431.55
2018-11-26BUY303361.1481.42230.22-110,124.930
2019-02-25SELL303386.8515.68238.41116,446.36,321.37
2019-03-10BUY299387509.14237.06-116,459.20
2019-04-08SELL299376494.67230.4111,698.94-4,760.26
2019-04-15BUY300369.8488.14226.71-111,654.840
2019-05-08SELL300356469.92221.52106,108.56-5,546.28
2019-05-13BUY300351.5463.98221.4-106,135.380
2019-05-16SELL300346.4457.25219.72103,243.03-2,892.35
2019-05-21BUY296347.1452.06218.44-103,412.10
2019-05-26SELL296340442.82213.5899,983.6-3,428.5
2019-05-29BUY283350435.82210.16-99,695.980
2019-07-11SELL283333414.65198.6393,625.72-6,070.26
2019-07-17BUY282330409.46194.24-93,663.710
2019-07-23SELL282322399.54188.7590,215.71-3,448
2019-07-28BUY276324.6394.19186.17-90,169.970
2019-08-27SELL276314.5381.93181.0486,239.03-3,930.94
2019-08-29BUY1316.81.390.63-318.830
2019-09-03SELL13001.320.6298.08-20.75
2019-09-08BUY290295.5377.06178.57-86,250.620
2019-09-22SELL145364232.23108.4352,439.349,314.02
2019-11-17SELL145311198.4292.544,804.081,678.77
2019-11-18BUY168310.7229.67107.63-52,534.90
2019-12-11SELL168298.4220.58102.0149,808.61-2,726.28
2019-12-12BUY149298.4195.6390.33-44,747.560
2019-12-18SELL149292191.4488.4243,228.14-1,519.42
2019-12-19BUY170291.1217.74101.12-49,805.870
2019-12-24SELL170285213.18100.0248,136.8-1,669.07
2019-12-26BUY149288188.8188.56-43,189.380
2020-01-07SELL149275180.2984.5540,710.16-2,479.22
2020-01-08BUY175274.7211.5299.74-48,383.760
2020-01-13SELL175253194.8191.4543,988.74-4,395.02
2020-01-16BUY363231.5369.75177.46-84,581.710
2020-01-21SELL181279.9222.91103.6850,335.318,160.95
2020-03-10SELL182252201.892.4845,569.713,162.35
2020-03-11BUY196255219.91100.86-50,300.770
2020-03-16SELL196242.8209.3995.9647,283.45-3,017.32
2020-03-18BUY194233.2199.0691.19-45,531.050
2020-05-31SELL194239.1204.194.246,087.1556.05
2020-07-09BUY366238.8384.56218.44-88,003.80
2020-08-12SELL183286.56230.74105.9652,103.798,101.88
2020-10-06SELL183328.8264.75122.2659,783.3915,781.49
2020-10-08BUY175326.1251.1116.13-57,434.720
2020-11-22SELL175327251.79117.7156,855.5-579.23
2020-11-25BUY357324.7510.04244.92-116,672.850
2021-01-18SELL178389.64305.17140.9468,909.8210,736.8
2021-02-22SELL179359.7283.3131.1363,971.875,472.04
2021-02-25BUY382345.7581.05273.79-132,912.250
2021-04-01SELL382330554.66265.33125,240.01-7,672.24
2021-04-06BUY387322548.3261.37-125,423.670
2021-07-07SELL387347.7592.06287.54133,680.38,256.63
2021-07-13BUY371357.4583.42281.95-133,460.770
2021-10-10SELL371372.3607.74286.58137,228.983,768.21
2021-10-17BUY372367.1600.87284.86-137,446.930
2021-10-21SELL372362.1592.69281133,827.52-3,619.41
2021-10-28BUY375353.9583.94277.15-133,573.590
2021-12-01SELL375359592.35305.77133,726.88153.29
2021-12-06BUY366362.8584.25298.35-133,667.410
2022-02-27SELL366345555.59276.96125,437.45-8,229.96
2022-03-02BUY366340.5548.34273.83-125,445.170
2022-03-07SELL366327.9528.05259.36119,223.99-6,221.18
2022-03-10BUY366324521.77254.12-119,359.890
2022-05-12SELL366316508.89248.02114,899.09-4,460.8
2022-05-23BUY371307.5501.96241.35-114,825.810
2022-05-26SELL371300.1489.88236.2110,611.02-4,214.79
2022-05-31BUY355310484.22233.67-110,767.890
2022-06-30SELL355294.9460.63224.42104,004.45-6,763.45
2022-07-06BUY354292454.82217.99-104,040.810
2024-03-04SELL354246.3383.64210.4786,596.09-17,444.72
2024-03-07BUY333258.1378.17183.23-86,508.70
2024-03-13SELL333244.4358.09170.5180,856.59-5,652.11
2024-03-19BUY334241354.17167.09-81,015.260
2024-03-31SELL334235.8346.53162.2478,248.42-2,766.84