← 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: -6.1%. 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 →

#261 · Support rebound

Full-history NAV৳34,794

Net return -65.2% · drawdown 73.8% · 150 closed positions

2024 onward NAV৳60,500

Net return -39.5% · drawdown 40.1% · 33 closed positions

2024 stress NAV৳42,944

Net return -57.1% · drawdown 57.2% · 31 closed positions

Variant 3; fixed stop 4.0%; maximum 45 sessions; gate None; continuous signal; exit any bearish; trailing arms at 18.0%, distance 6.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳3
Unsettled৳0
Holdings৳34,792
NAV৳34,794
Realized P&L৳-64,509
Unrealized P&L৳-697
Fees৳81,316
Friction৳37,887

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 #261

301 fills, including partial sales. Page 2.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2015-07-23BUY258334.6379.84175.1-86,881.740
2015-08-06SELL258324367.8169.183,055.09-3,826.65
2015-08-11BUY254324.8363166.88-83,029.070
2015-08-16SELL254316.9354.17162.9579,975.48-3,053.59
2015-08-19BUY249318.9349.39160.95-79,916.440
2015-09-10SELL249306.14335.41156.4775,737.98-4,178.46
2015-09-15BUY245307.4331.38154.79-75,799.170
2015-09-20SELL245301.1324.59151.5873,293.33-2,505.83
2015-09-28BUY242300.1319.55149.02-73,092.770
2015-10-01SELL242285.1303.57140.9168,549.71-4,543.06
2015-10-12BUY255267299.57138.51-68,523.090
2015-10-15SELL255254.9286132.2564,581.26-3,941.83
2015-10-19BUY12451.080.49-246.570
2015-12-23SELL1253.51.120.51251.885.31
2015-12-24BUY253253.5282.2132.57-64,550.260
2016-02-28SELL253256.2285.2135.0164,398.38-151.88
2016-03-06BUY266241.6282.77132.33-64,680.690
2016-03-20SELL266239.5280.31131.7463,294.94-1,385.75
2016-03-24BUY267235.2276.31130.05-63,204.760
2016-03-29SELL267230.4270.67127.6361,118.5-2,086.26
2016-04-04BUY260233.1266.67128.4-61,001.070
2016-06-09SELL260255.1291.83139.8265,894.354,893.28
2016-06-14BUY256255.7288.02137.83-65,885.050
2016-06-20SELL256252283.85135.4664,092.69-1,792.36
2016-06-23BUY255250.2280.72135.43-64,217.150
2016-09-04SELL255263.7295.87139.966,807.732,590.58
2016-09-07BUY249266291.43138.14-66,663.570
2016-11-17SELL249281.8308.74144.8669,714.63,051.03
2016-11-29BUY243285.2304.94141.86-69,750.390
2017-02-02SELL243306.5327.71151.674,000.194,249.8
2017-02-27BUY234315.1324.43150.66-74,208.490
2017-05-03SELL234338348163.5278,580.484,371.99
2017-05-08BUY229340342.58162.34-78,364.920
2017-05-31SELL229326.4328.88157.8374,258.89-4,106.04
2017-06-05BUY220336325.25155.11-74,400.360
2017-08-10SELL220376.2364.16167.6482,232.27,831.84
2017-10-10BUY193422358.36165.84-81,970.20
2017-11-16SELL193476.49404.63186.5891,370.599,400.39
2017-12-10BUY190478.3399.86183.96-91,460.820
2018-02-13SELL190507.9424.6195.7195,880.694,419.87
2018-02-22BUY193494.9420.27193.69-96,129.660
2018-02-27SELL193472.4401.16185.490,586.64-5,543.03
2018-03-04BUY185485.5395.2183.06-90,395.760
2018-03-27SELL185466.08379.39178.2985,667.12-4,728.63
2018-04-01BUY183464.9374.34175.01-85,626.050
2018-05-06SELL183468376.83174.785,092.46-533.59
2018-05-10BUY184459.4371.93172.06-85,073.590
2018-05-17SELL184453366.75169.7782,815.48-2,258.11
2018-05-24BUY192429.9363.18167.91-83,071.890
2018-05-31SELL192412.7348.65162.0178,728.5-4,343.38
2018-06-05BUY191409343.72159.66-78,622.390
2018-06-10SELL191395331.96154.0274,959.02-3,663.36
2018-06-19BUY194382.6326.59150.92-74,701.90
2018-08-07SELL194376320.95148.8972,474.16-2,227.75
2018-08-14BUY201359.6318.03147.29-72,744.920
2018-09-20SELL201361.5319.71150.4172,191.38-553.55
2018-09-25BUY197363.1314.74147.12-71,992.550
2018-11-20SELL197359.9311.96146.2470,442.1-1,550.46
2018-11-26BUY194361.1308.23144.78-70,506.410
2019-02-03SELL194398.2339.9156.5976,754.316,247.9
2019-02-13BUY197388336.32154.74-76,927.060
2019-02-19SELL197376325.92149.7973,596.3-3,330.76
2019-02-25BUY189386.8321.66147.77-73,574.630
2019-04-08SELL189376312.68144.3470,606.97-2,967.66
2019-04-15BUY189369.8307.53141.7-70,341.430
2019-05-07SELL189355.01295.22137.1766,664.12-3,677.31
2019-05-12BUY187356292.92137.05-67,001.970
2019-05-15SELL187346284.69133.8964,283.42-2,718.55
2019-05-20BUY182350.1280.36132.21-64,130.770
2019-05-26SELL182340272.27128.4161,479.32-2,651.45
2019-05-29BUY174350267.96126.36-61,294.320
2019-07-10SELL174336257.24120.9158,085.85-3,208.47
2019-07-14BUY13331.470.67-335.130
2019-07-17SELL13301.450.66327.89-7.24
2019-07-18BUY174330252.65117.83-57,790.480
2019-07-23SELL174322246.52114.7855,666.7-2,123.78
2019-07-24BUY1323.21.420.65-325.270
2019-08-26SELL1310.271.370.62308.29-16.98
2019-08-28BUY173320.1243.66113.85-55,734.810
2019-09-02SELL173312.1237.57111.0353,644.7-2,090.11
2019-09-08BUY182295.5236.64110.39-54,128.020
2019-10-03SELL182343.01274.68127.1462,025.277,897.25
2019-10-20BUY194317270.59125.27-61,893.860
2019-11-14SELL194304.32259.77121.8758,656.45-3,237.41
2019-11-19BUY187311.5256.3120.45-58,627.250
2019-12-10SELL187299.04246.05114.0155,560.42-3,066.83
2019-12-17BUY186297.2243.23112.8-55,635.230
2019-12-22SELL186293239.79112.1554,146.06-1,489.17
2019-12-26BUY187288236.97112.03-54,204.990
2020-01-06SELL187276.48227.49107.5951,366.68-2,838.31
2020-01-13BUY202253224.87106.07-51,436.940
2020-01-16SELL202231.5205.7696.4346,460.81-4,976.13
2020-02-19BUY173266.8203.0993.55-46,453.030
2020-02-24SELL173302.12229.97105.6251,930.475,477.44
2020-03-08BUY195263.5226.08103.75-51,712.330
2020-03-11SELL195255218.79100.3449,405.87-2,306.46
2020-03-18BUY211233.2216.599.25-49,520.960
2020-05-31SELL211239.1221.98102.5950,125.53604.57
2020-07-09BUY209238.8219.6114.05-50,242.850
2020-08-18SELL209280.12257.6118.2558,169.247,926.39