← 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 3.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2024-04-03BUY324239.9342160.69-78,230.290
2024-04-23SELL324233.6333.02162.7475,190.64-3,039.65
2024-04-28BUY317235327.78160.45-74,983.220
2024-05-20SELL317224.9313.69151.370,828.31-4,154.91
2024-05-26BUY308228.5309.66148.88-70,836.540
2024-06-02SELL308226.9307.49148.6369,429.08-1,407.46
2024-06-05BUY307225.1304.07148.66-69,558.430
2024-08-11SELL153345.6232.66108.9152,535.2317,869.3
2024-09-11SELL154340.3230.59105.1152,070.517,178
2024-09-12BUY154337.9228.96104.4-52,369.960
2024-10-24SELL154322.4218.4610049,331.14-3,038.82
2024-10-29BUY331305444.2206.13-101,605.330
2025-01-26SELL331331.8483.23228.98109,113.597,508.26
2025-01-29BUY326331.7475.79225.22-108,835.210
2025-03-02SELL326327.4469.62218.2106,044.58-2,790.63
2025-03-05BUY324325.5464.03216.02-106,142.050
2025-03-18SELL324322.3459.47214.84103,750.89-2,391.16
2025-03-23BUY323319.6454.22214.98-103,899.990
2025-04-28SELL323309.7440.15219.4899,373.47-4,526.52
2025-05-04BUY329299.6433.7215.96-99,218.070
2025-05-22SELL329293.1424.29212.4895,793.13-3,424.93
2025-05-27BUY353270419.36213.38-95,942.750
2025-07-23SELL176324250.91118.5256,654.578,819.1
2025-08-24SELL177300233.64108.6952,757.674,650.4
2025-08-26BUY189298247.82116-56,685.810
2025-10-08SELL189296.4246.49121.3955,651.72-1,034.09
2025-10-09BUY178294.5230.65113.38-52,765.030
2025-10-16SELL178290227.13112.4751,280.4-1,484.63
2025-10-20BUY192287.1242.54120.66-55,486.40
2025-10-28SELL192282.7238.82118.6253,920.95-1,565.45
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
2025-11-13BUY7927996.9846.45-22,184.430
2025-12-15SELL79258.789.9241.9320,305.45-1,878.98
2025-12-18BUY306260.3350.47175.04-80,177.310
2026-01-05SELL306253.3341.04168.6277,000.13-3,177.17
2026-01-06BUY79254.888.5741.15-20,258.920
2026-03-05SELL79245.385.2739.0919,254.34-1,004.58
2026-03-08BUY312245.9337.57158.84-77,217.210
2026-05-11SELL312241.8331.94163.574,946.16-2,271.05
2026-05-13BUY79239.783.3238.62-19,058.240
2026-05-18SELL79238.382.8338.3718,704.5-353.75
2026-05-19BUY313238.1327.91160.37-75,013.580
2026-05-23SELL313238327.77160.7374,005.5-1,008.08
2026-05-24BUY77241.481.7937.91-18,707.50
2026-08-16SELL77251.585.2139.1619,241.13533.64
2026-08-17BUY292252323.77153.53-74,061.30
2026-08-23SELL292247.6318.12150.6871,830.4-2,230.9
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
2026-09-03BUY39245.442.1119.28-9,631.990
2026-09-08SELL39244.441.9419.219,470.45-161.54
2026-09-10BUY327243349.63169.79-79,980.420
2026-09-15SELL327237341170.2176,987.8-2,992.62
2026-09-16BUY3924041.1818.95-9,420.130