← 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: -2.7%. 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 →

#225 · Support rebound

Full-history NAV৳63,104

Net return -36.9% · drawdown 67.5% · 40 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 18.0%; 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৳193
Unsettled৳0
Holdings৳62,911
NAV৳63,104
Realized P&L৳-35,369
Unrealized P&L৳-1,527
Fees৳35,647
Friction৳16,757

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 #225

81 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
2011-10-11SELL731141.29454.43212.55102,613.08-24,150.67
2011-10-20BUY705144.5448.24210.23-102,530.970
2011-10-25SELL705167518.03243.16116,973.8114,442.84
2011-12-19BUY747155.7511.75238.99-117,058.640
2012-01-09SELL747175.6577.16269.54130,326.513,267.86
2012-05-29BUY644201.1569.84264.61-130,342.850
2012-07-22SELL644164.9467.27217.6105,512.02-24,830.83
2012-09-09BUY594176.4461.04213.97-105,456.610
2013-03-03SELL594141368.52173.2483,212.24-22,244.37
2013-03-10BUY580142.5363.66172.76-83,186.420
2013-05-15SELL580154.59394.52199.3289,070.15,883.68
2013-09-25BUY469188.6389.19178.59-89,021.190
2013-11-10SELL469196.8406.12191.4791,701.622,680.43
2013-12-19BUY456199.9401.08186.02-91,741.50
2014-01-28SELL456210.9423.15197.3795,549.883,808.38
2014-02-09BUY457207.9418.05194.1-95,622.450
2014-04-09SELL457245.3493.26227.87111,382.3415,759.9
2014-07-17BUY388285.1486.72225.42-111,330.940
2014-08-07SELL388323.9552.96255.06124,865.1813,534.23
2014-11-03BUY343361.6545.73250.78-124,825.310
2015-05-04SELL343324.5489.74228.49110,585.27-14,240.04
2015-05-14BUY336326.9483.29226.25-110,547.940
2015-10-07SELL336268.06396.3184.5889,486.61-21,061.33
2015-10-15BUY349254.9391.42182.13-89,533.650
2015-12-07SELL349266.05408.55195.792,247.382,713.73
2015-12-10BUY363252.7403.61192.04-92,325.750
2016-01-28SELL363264.41422.32202.1195,356.43,030.65
2016-02-09BUY366258.6416.45198.67-95,262.720
2016-07-28SELL366275.99444.45208.56100,359.325,096.61
2016-08-24BUY373267.1438.36205.21-100,271.880
2017-01-01SELL373281.78462.46220.16104,421.334,149.45
2017-01-04BUY363286.1456.96216.78-104,528.040
2017-02-26SELL363315.2503.44236.04113,678.129,150.08
2017-05-16BUY340332496.67239.56-113,616.230
2017-09-11SELL340419.78627.98294.64141,800.8828,184.65
2017-12-13BUY300470620.4288.31-141,908.710
2018-01-31SELL300495.14653.59303.66147,585.25,676.49
2018-02-22BUY296494.9644.56299.24-147,434.20
2018-06-03SELL296405.82528.54248.31119,345.28-28,088.92
2018-06-06BUY291407521.12244.99-119,203.120
2018-12-05SELL291362.4464.02223.16104,771.22-14,431.9
2018-12-12BUY293355.5458.31219.56-104,839.370
2019-01-16SELL293381.18491.41232.26110,960.616,121.23
2019-02-19BUY293376484.74223.97-110,876.710
2019-04-03SELL293405.01522.14244.48117,901.467,024.75
2019-04-30BUY325361516.23241.66-118,082.890
2019-09-03SELL325296.02423.31201.8895,581.31-22,501.58
2019-10-22BUY297320418.18196.96-95,655.130
2020-01-08SELL297262.4342.9165.3177,424.58-18,230.55
2020-01-13BUY304253338.41162.57-77,412.980
2020-01-21SELL304276.18369.42174.3983,415.826,002.84
2020-03-11BUY325255364.65168.21-83,407.860
2020-08-10SELL325266.34380.87176.0486,003.592,595.73
2020-10-08BUY262326.1375.93175.34-85,989.470
2020-12-17SELL262345.37398.15186.8989,902.823,913.35
2021-02-03BUY242369.7393.66183.02-90,044.080
2021-08-12SELL242366389.72181.4188,000.87-2,043.21
2021-08-22BUY240362.9383.22178.45-87,657.670
2021-09-13SELL240382.91404.36189.3191,305.223,647.55
2021-10-06BUY236384.8399.58185.98-91,398.360
2022-03-08SELL236315.54327.65156.0673,982.79-17,415.57
2022-04-07BUY230320.4324.24157.93-74,174.170
2024-03-04SELL230246.3249.26128.5356,271.21-17,902.96
2024-03-11BUY223250245.3115.66-56,110.960
2024-08-15SELL223381373.84171.3984,417.7728,306.81
2024-09-19BUY255328.6368.69168.97-84,330.660
2024-10-02SELL255342.67384.48176.3786,820.382,489.72
2024-10-08BUY264327.8380.77174.73-87,094.710
2025-04-09SELL264321.7373.69182.7484,372.37-2,722.34
2025-04-15BUY262320368.9180.17-84,389.060
2025-10-15SELL262292.4337.08173.3776,098.35-8,290.72
2025-10-20BUY246287.1310.76158.35-71,095.70
2026-04-23SELL246243.9264127.2259,608.18-11,487.52
2026-05-05BUY264242.5281.69136.73-64,438.420