← 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: -2.6%. 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 →

#223 · Support rebound

Full-history NAV৳63,999

Net return -36.0% · drawdown 65.9% · 38 closed positions

2024 onward NAV৳120,737

Net return 20.7% · drawdown 26.1% · 5 closed positions

2024 stress NAV৳122,008

Net return 22.0% · drawdown 23.4% · 5 closed positions

Variant 0; fixed stop 22.0%; maximum 120 sessions; gate None; continuous signal; exit stop/time only; trailing arms at 8.0%, distance 3.5%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳63,522
Unsettled৳0
Holdings৳477
NAV৳63,999
Realized P&L৳-35,990
Unrealized P&L৳-11
Fees৳28,059
Friction৳13,108

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳2.91e-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 #223

77 fills, including partial sales. Page 1.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2010-12-19BUY467212.6436.85201.65-99,922.70
2010-12-22SELL467269.9554.59254.84125,233.8725,311.17
2011-02-14BUY721172.6547.56251.9-125,244.060
2011-02-24SELL721162.2514.56236.69116,194.94-9,049.11
2011-04-24BUY720160.3507.83236.81-116,160.640
2011-07-17SELL720177.1561.05259.75126,691.210,530.56
2011-09-08BUY731172.3554.19258.27-126,763.750
2012-03-11SELL731155498.54231.4112,575.05-14,188.7
2012-05-29BUY556201.1491.97227.79-112,531.370
2012-07-22SELL556156.86383.74177.9486,651.37-25,879.99
2012-09-09BUY488176.4378.77175.14-86,637.110
2013-03-07SELL488143.7308.55145.0969,671.96-16,965.15
2013-03-12BUY480144.1304.34144.37-69,616.710
2013-05-15SELL480154.59326.5162.173,716.044,099.32
2013-09-25BUY389188.6322.81147.89-73,836.10
2013-11-10SELL389196.8336.84157.8476,060.522,224.42
2013-12-19BUY378199.9332.47153.68-76,048.350
2014-01-28SELL378210.9350.77162.979,206.543,158.18
2014-02-09BUY378207.9345.78159.96-79,091.940
2014-04-09SELL378245.3407.99187.9692,128.5913,036.65
2014-07-17BUY321285.1402.68185.9-92,105.670
2014-08-07SELL321323.9457.48210.49103,303.9411,198.27
2014-11-03BUY284361.6451.86207.26-103,353.510
2015-05-04SELL284324.5405.5188.3591,564.15-11,789.36
2015-05-14BUY278326.9399.86186.26-91,464.320
2015-10-11SELL278254.98311.89144.3370,428.77-21,035.55
2015-10-15BUY275254.9308.43142.81-70,548.740
2015-12-07SELL275266.05321.92152.5372,689.432,140.7
2015-12-10BUY286252.7318149.87-72,740.070
2016-01-28SELL286264.41332.73157.5575,130.982,390.91
2016-02-09BUY288258.6327.7154.76-74,959.250
2016-07-28SELL288275.99349.73163.0278,972.374,013.11
2016-08-24BUY294267.1345.52160.75-79,033.680
2017-01-01SELL294281.78364.51171.8782,306.943,273.27
2017-01-04BUY286286.1360.03169.28-82,353.910
2017-02-26SELL286315.2396.65184.7789,565.787,211.87
2017-05-16BUY268332391.49186.53-89,554.020
2017-09-11SELL268419.78495230.71111,773.9922,219.97
2017-12-13BUY236470488.05225.75-111,633.790
2018-01-31SELL236495.14514.15237.78116,101.464,467.67
2018-02-22BUY233494.9507.37234.5-116,053.580
2018-06-11SELL233386.02395.75184.389,363.08-26,690.5
2018-06-19BUY232382.6390.56181.06-89,334.810
2018-06-26SELL232400.47408.8188.892,312.592,977.78
2018-07-04BUY243378404.16186.37-92,444.530
2019-01-02SELL243368393.47189.1188,841.43-3,603.11
2019-02-19BUY235376388.78179.06-88,927.840
2019-04-03SELL235405.01418.78194.9594,563.745,635.9
2019-04-30BUY260361412.98192.21-94,465.190
2019-11-04SELL260315.1360.47170.9581,394.58-13,070.61
2019-11-07BUY259312.1355.67168.61-81,358.180
2020-01-13SELL259243.44277.42131.9862,641.04-18,717.13
2020-01-16BUY269231.5274129.71-62,677.210
2020-01-21SELL269276.18326.89153.6573,812.6811,135.47
2020-03-11BUY288255323.14148.81-73,911.950
2020-08-10SELL288266.34337.51155.7176,212.712,300.76
2020-10-08BUY232326.1332.88154.81-76,142.890
2020-12-17SELL232345.37352.56164.8979,609.213,466.31
2021-02-03BUY214369.7348.11161.43-79,625.340
2021-08-12SELL214366344.63159.9877,819.39-1,805.95
2021-08-22BUY213362.9340.11157.95-77,795.760
2021-09-13SELL213382.91358.87167.4681,033.933,238.17
2021-10-06BUY209384.8353.86164.26-80,941.320
2022-03-29SELL209330.9304.3145.1368,708.68-12,232.65
2022-04-07BUY213320.4300.28145.54-68,691.010
2024-03-04SELL213246.3230.83117.9952,113.08-16,577.94
2024-03-11BUY208250228.8107.62-52,336.420
2024-08-15SELL208381348.69159.7778,739.5426,403.11
2024-09-19BUY238328.6344.11157.62-78,708.530
2024-10-02SELL238342.67358.85164.5281,032.462,323.93
2024-10-08BUY245327.8353.37162.05-80,826.420
2025-04-09SELL245321.7346.79168.7378,300.98-2,525.44
2025-04-10BUY13221.420.64-324.060
2025-10-13SELL1293.51.290.59291.62-32.44
2025-10-14BUY263294.9341.26175.84-78,075.790
2026-04-19SELL263243281.2135.8763,491.93-14,583.86
2026-04-20BUY2242.32.130.97-487.70