← 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 3.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2020-01-21SELL146279.9179.8183.2640,602.336,583.97
2020-03-10SELL147252162.9974.5836,806.432,555.06
2020-03-11BUY158255177.2881.16-40,548.440
2020-03-16SELL158242.8168.7977.2338,116.37-2,432.07
2020-03-18BUY157233.2161.0973.69-36,847.190
2020-05-31SELL157239.1165.1776.0137,297.52450.33
2020-07-09BUY314238.8329.93182.08-75,495.210
2020-08-09SELL157274.62189.7187.0142,838.625,091.01
2020-10-06SELL157328.8227.14104.6551,289.8113,542.2
2020-10-08BUY130326.1186.5385.89-42,665.410
2020-11-22SELL130327187.0486.8242,236.13-429.28
2020-11-25BUY287324.7410.03194.83-93,793.760
2021-01-04SELL143373.41234.95108.3653,053.616,320.13
2021-02-22SELL144359.7227.91105.1251,463.774,403.49
2021-02-25BUY300345.7456.32213.39-104,379.710
2021-03-31SELL300331.87438.07207.6298,915.91-5,463.81
2021-04-06BUY305322432.12203.96-98,846.090
2021-07-07SELL305347.7466.61223.54105,358.356,512.26
2021-07-13BUY293357.4460.76219.89-105,398.850
2021-10-10SELL293372.3479.97224.61108,379.322,980.47
2021-10-17BUY293367.1473.27222.4-108,255.970
2021-10-21SELL293362.1466.82219.38105,409.1-2,846.87
2021-10-28BUY296353.9460.92216.82-105,432.140
2021-12-01SELL296359467.56235.28105,561.15129.02
2021-12-06BUY289362.8461.34230.14-105,540.680
2021-12-20SELL289348.29442.88220.1199,992.24-5,548.43
2021-12-23BUY284349.9437.24214.79-100,023.620
2022-02-27SELL284345431.11210.6797,338.22-2,685.4
2022-03-02BUY284340.5425.49208.21-97,335.70
2022-03-07SELL284327.9409.74197.8992,515.97-4,819.73
2022-03-10BUY284324404.87194.24-92,615.110
2022-05-12SELL284316394.87189.5589,159.58-3,455.53
2022-05-23BUY288307.5389.66185.06-89,134.730
2022-05-26SELL288300.1380.29181.0185,867.51-3,267.22
2022-05-31BUY275310375.1178.64-85,803.740
2022-06-30SELL275294.9356.83171.2280,569.45-5,234.29
2022-07-06BUY275292353.32167.39-80,820.710
2024-03-04SELL275246.3298.02157.2567,277.23-13,543.48
2024-03-07BUY259258.1294.13140.55-67,282.580
2024-03-12SELL259251286.04135.3264,587.64-2,694.95
2024-03-18BUY267240281.95132.25-64,494.210
2024-03-31SELL267235.8277.02128.9462,552.64-1,941.56
2024-04-03BUY259239.9273.39127.61-62,535.10
2024-04-23SELL259233.6266.21128.2760,107.92-2,427.18
2024-04-28BUY254235262.64126.74-60,079.370
2024-05-19SELL254225.6252.13120.2556,930.02-3,149.35
2024-05-23BUY244231.8248.86118.45-56,926.510
2024-05-30SELL244222.53238.91113.9653,943.97-2,982.54
2024-06-04BUY235228235.75112.82-53,928.580
2024-08-11SELL117345.6177.9182.7240,174.5713,325.02
2024-09-10SELL118340176.5380.3939,863.0812,784.05
2024-09-12BUY118337.9175.4479.94-40,127.570
2024-10-08SELL118324.38168.4276.8838,032.01-2,095.56
2024-10-09BUY120331174.7779.79-39,974.560
2024-10-24SELL120322.4170.2377.838,439.97-1,534.59
2024-10-29BUY249305334.16154.28-76,433.430
2025-01-26SELL249331.8363.52170.5282,084.165,650.73
2025-01-29BUY246331.7359.03168.29-82,125.520
2025-03-02SELL246327.4354.38163.7880,022.24-2,103.28
2025-03-05BUY244325.5349.46161.73-79,933.190
2025-03-18SELL244322.3346.02160.6878,134.5-1,798.69
2025-03-23BUY243319.6341.72160.15-78,164.660
2025-04-27SELL243306.82328.05161.3474,066.9-4,097.77
2025-04-30BUY243302.3323.22157.3-73,939.420
2025-05-21SELL243290.21310.29151.6570,058.6-3,880.82
2025-05-27BUY258270306.5151.48-70,117.980
2025-07-21SELL129310.5176.2482.7439,795.524,736.53
2025-08-24SELL129300170.2878.7238,4513,392
2025-08-26BUY133298174.3980.93-39,889.320
2025-10-08SELL133296.4173.4583.4739,164.27-725.04
2025-10-09BUY130294.5168.4581.12-38,534.580
2025-10-16SELL130290165.8880.3237,453.8-1,080.78
2025-10-20BUY135287.1170.5482.66-39,011.70
2025-10-28SELL135282.7167.9281.337,915.27-1,096.43
2025-11-02BUY264283.4329.2171.06-75,317.850
2025-11-11SELL173276.4210.4106.1847,500.62-1,855.4
2025-11-12SELL91278.7111.5953.825,196.31-765.53
2025-11-16BUY170279208.69105.89-47,744.590
2025-11-19SELL170277.5207.57103.6746,863.76-880.82
2025-11-20BUY90277.4109.8552.38-25,128.230
2025-12-11SELL90266.3105.4649.6723,812.24-1,316
2025-12-14BUY176264.8205.0698.85-46,908.710
2025-12-18SELL176260.3201.5896.8345,514.39-1,394.31
2025-12-21BUY91258.1103.3448.39-23,638.830
2026-01-05SELL91253.3101.4247.322,901.58-737.26
2026-01-06BUY178254.8199.5695.23-45,649.190
2026-03-05SELL178245.3192.1289.0343,382.25-2,266.94
2026-03-08BUY92245.999.5445.71-22,768.050
2026-05-11SELL92241.897.8845.5922,102.13-665.92
2026-05-13BUY180239.7189.8490.19-43,426.030
2026-05-18SELL180238.3188.7389.5342,615.74-810.29
2026-05-19BUY92238.196.3844.79-22,046.370
2026-05-23SELL9223896.3444.8121,754.85-291.52
2026-05-24BUY176241.4186.9488.81-42,762.150
2026-08-16SELL176251.5194.7690.7643,978.481,216.33
2026-08-17BUY8625295.3643.9-21,811.250
2026-08-23SELL86247.693.6943.1121,156.79-654.46
2026-08-27BUY263245.9284.56134.47-65,090.720
2026-09-01SELL263244.9283.4134.5763,990.73-1,100
2026-09-06BUY260244.1279.25133.02-63,878.270