← 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: -2.9%. 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 →

#229 · Support rebound

Full-history NAV৳60,933

Net return -39.1% · drawdown 60.0% · 142 closed positions

2024 onward NAV৳63,571

Net return -36.4% · drawdown 37.0% · 31 closed positions

2024 stress NAV৳59,765

Net return -40.2% · drawdown 40.4% · 30 closed positions

Variant 3; fixed stop 4.0%; maximum 60 sessions; gate None; continuous signal; exit any bearish; trailing arms at 0.0%, distance 0.0%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳167
Unsettled৳0
Holdings৳60,767
NAV৳60,933
Realized P&L৳-37,844
Unrealized P&L৳-1,223
Fees৳76,829
Friction৳35,983

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 #229

304 fills, including partial sales. Page 2.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2015-03-16SELL129334189.5887.3642,809.06-216.31
2015-03-18BUY124340185.585.34-42,430.850
2015-04-21SELL124337183.8784.1841,519.95-910.89
2015-04-22BUY128332.1187.0485.63-42,781.470
2015-04-27SELL128318.5179.3882.1440,506.48-2,274.99
2015-04-29BUY125331.8182.4983.62-41,741.110
2015-05-05SELL125327179.8582.5840,612.57-1,128.54
2015-05-06BUY120333.9176.380.97-40,325.270
2015-08-06SELL120324171.0778.1838,630.75-1,694.52
2015-08-09BUY125323.9178.1581.43-40,747.070
2015-08-12SELL125322.1177.1680.9840,004.37-742.71
2015-08-17BUY247316.6344.08158.38-78,702.660
2015-08-20SELL247314341.26157.3377,059.42-1,643.24
2015-08-25BUY240318.7336.55155.54-76,980.090
2015-09-10SELL240305.95323.09150.5872,954.82-4,025.27
2015-09-15BUY236307.4319.2148.96-73,014.560
2015-09-20SELL236301.1312.66145.8770,601.07-2,413.49
2015-09-28BUY233300.1307.66143.34-70,374.310
2015-10-01SELL233285.1292.28135.5766,000.45-4,373.86
2015-10-04BUY12861.260.57-287.830
2015-10-07SELL12791.230.56277.21-10.62
2015-10-12BUY246267289133.54-66,104.540
2015-10-15SELL246254.9275.9127.562,301.99-3,802.55
2015-10-27BUY248250272.8125.96-62,398.760
2016-01-20SELL248274298.99141.9367,511.085,112.32
2016-01-31BUY255262.5294.53138.74-67,370.770
2016-03-02SELL255244.1273.88128.7161,842.91-5,527.86
2016-03-07BUY250246270.6126.48-61,897.080
2016-03-20SELL250239.5263.45123.5859,487.97-2,409.11
2016-03-24BUY252235.2260.79122.5-59,653.690
2016-03-29SELL252230.4255.47120.2157,685.12-1,968.58
2016-04-04BUY245233.1251.28120.6-57,481.380
2016-06-20SELL245252271.66129.3761,338.973,857.59
2016-06-23BUY244250.2268.61129.26-61,446.680
2016-09-29SELL244269288.8139.6165,207.593,760.91
2016-10-04BUY239271284.98136.93-65,190.920
2017-01-02SELL239282296.55139.1966,962.261,771.34
2017-01-05BUY229290292.2136.47-66,838.680
2017-03-30SELL114333.5167.2877.1937,774.534,501.13
2017-04-03SELL115338.3171.1878.8838,654.445,089.16
2017-04-30BUY225337.1333.73155.71-76,336.940
2017-07-30SELL225376.7372.93171.5184,213.067,876.12
2017-10-10BUY199422369.5171.09-84,518.590
2017-11-13SELL99485.3211.497.0847,736.235,689.29
2018-01-04SELL100487.6214.5498.6748,446.795,975.14
2018-01-07BUY99477.2207.8795.56-47,546.230
2018-02-25SELL99484.9211.2296.7447,697.13150.9
2018-02-27BUY102472.4212.0197.22-48,494.040
2018-03-29SELL102462.2207.4495.7246,841.24-1,652.8
2018-04-01BUY102464.9208.6596.35-47,724.80
2018-05-06SELL102468210.0496.5347,429.43-295.37
2018-05-07BUY100464.1204.293.82-46,708.020
2018-05-10SELL100459.4202.1492.7745,645.1-1,062.92
2018-05-13BUY101466207.0995.07-47,368.160
2018-05-17SELL101453201.3192.4345,459.26-1,908.9
2018-05-24BUY211429.9399.12184.83-91,292.850
2018-05-31SELL211412.7383.15178.4386,518.96-4,773.89
2018-06-05BUY210409377.92175.92-86,443.840
2018-06-10SELL210395364.98169.6882,415.34-4,028.5
2018-06-19BUY214382.6360.26166.76-82,403.410
2018-08-07SELL214376354.04164.5879,945.38-2,458.04
2018-08-14BUY221359.6349.68162.25-79,983.520
2018-09-20SELL221361.5351.52165.9479,374.04-609.48
2018-09-25BUY217363.1346.69162.51-79,301.90
2018-11-20SELL217359.9343.63161.5877,593.08-1,708.81
2018-11-26BUY214361.1340.01160.23-77,775.640
2019-01-29SELL107415.27195.5189.7644,148.095,260.26
2019-02-25SELL107386.8182.1183.2841,122.222,234.4
2019-03-10BUY219387372.91172.53-85,298.440
2019-04-08SELL219376362.31167.6681,814.02-3,484.42
2019-04-15BUY219369.8356.34164.55-81,507.080
2019-05-07SELL219355.01342.09159.4977,245.18-4,261.91
2019-05-09BUY1358.71.580.72-3610
2019-05-14SELL1350.51.540.7348.26-12.74
2019-05-16BUY221346.4336.84159.56-77,050.80
2019-05-26SELL221340330.62157.1474,652.25-2,398.55
2019-05-27BUY1338.61.490.68-340.770
2019-07-11SELL13331.470.67330.87-9.9
2019-07-14BUY223333326.74154.54-74,740.280
2019-07-17SELL223330323.8152.2673,113.94-1,626.33
2019-07-18BUY13301.450.66-332.110
2019-07-23SELL13221.420.64319.94-12.17
2019-07-24BUY225323.2319.97149.96-73,189.920
2019-08-26SELL225310.27307.17144.5469,359.49-3,830.43
2019-08-28BUY1320.11.410.64-322.150
2019-09-02SELL1312.11.370.62310.1-12.05
2019-09-08BUY234295.5304.25142.97-69,594.210
2019-09-22SELL117364187.3987.0542,313.577,516.46
2019-11-17SELL117311160.174.2836,152.621,355.51
2019-11-18BUY135310.7184.5685.98-42,215.030
2019-12-10SELL135298.27177.1781.6640,007.89-2,207.14
2019-12-12BUY121298.4158.8773.14-36,338.410
2019-12-18SELL121292155.4671.5935,104.95-1,233.46
2019-12-19BUY136291.1174.1980.56-39,844.350
2019-12-24SELL136285170.5479.5238,509.94-1,334.41
2019-12-26BUY121288153.3371.5-35,072.830
2020-01-06SELL121276.48147.268.6633,238.22-1,834.61
2020-01-08BUY140274.7169.2279.22-38,706.430
2020-01-13SELL140253155.8572.6935,191.46-3,514.97
2020-01-16BUY293231.5298.45141.78-68,269.730