← 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 →

#263 · Support rebound

Full-history NAV৳34,325

Net return -65.7% · drawdown 80.3% · 164 closed positions

2024 onward NAV৳58,773

Net return -41.2% · drawdown 41.3% · 46 closed positions

2024 stress NAV৳39,005

Net return -61.0% · drawdown 61.0% · 31 closed positions

Variant 0; fixed stop 4.0%; maximum 120 sessions; gate None; continuous signal; exit EMA 200 break; trailing arms at 0.0%, distance 0.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳186
Unsettled৳34,140
Holdings৳0
NAV৳34,325
Realized P&L৳-65,675
Unrealized P&L৳0
Fees৳128,617
Friction৳61,180

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 #263

328 fills, including partial sales. Page 2.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2016-02-17BUY408256459.57222.2-105,129.780
2016-02-23SELL408259464.96225.93104,981.11-148.67
2016-02-28BUY407256.2458.8222.46-104,954.670
2016-03-02SELL407244.1437.13209.4498,702.12-6,252.54
2016-03-09BUY400245.5432.08205.3-98,837.380
2016-03-14SELL400243427.68204.4196,567.91-2,269.47
2016-03-21BUY399240.5422.22201.89-96,583.610
2016-03-24SELL399235.2412.92197.6393,234.26-3,349.35
2016-06-09BUY363255.1407.45199.17-93,207.920
2016-06-14SELL363255.7408.4199.5492,211.16-996.76
2016-06-19BUY363252.1402.65195.71-92,110.670
2016-06-22SELL363252402.49198.1990,875.32-1,235.35
2016-06-27BUY361250397.1196.92-90,844.020
2016-06-30SELL361251.7399.8195.8490,268.06-575.96
2016-08-24BUY336267.1394.88184.32-90,324.80
2016-09-20SELL336262387.34189.5687,455.1-2,869.7
2016-09-24BUY330263.7382.89187.36-87,591.250
2017-03-16SELL330315.2457.67214.58103,343.7515,752.5
2017-05-16BUY309332451.39216.57-103,255.960
2017-11-09SELL309457621.34291.43140,300.2437,044.27
2017-12-13BUY296470612.13284.39-140,016.510
2018-05-16SELL296451.2587.64275.27132,692.29-7,324.23
2018-05-24BUY307429.9580.71271.18-132,831.190
2018-05-29SELL307432583.55274.47131,765.98-1,065.21
2018-06-05BUY320409575.87271.38-131,727.250
2018-06-10SELL320395556.16261.58125,582.26-6,144.99
2018-06-19BUY326382.6548.8256.43-125,532.830
2018-06-24SELL326405580.93270.56131,178.55,645.68
2018-07-04BUY345378573.8266.19-131,2500
2018-07-09SELL345389590.5274.35133,340.152,090.16
2018-07-12BUY344385582.74270.96-133,293.690
2018-07-17SELL344392593.33275.76133,978.91685.22
2018-08-09BUY356374.2586.15276.29-134,077.630
2018-08-14SELL356359.6563.28264.61127,189.71-6,887.92
2018-09-19BUY347364.6556.67268.7-127,341.570
2018-09-24SELL347368561.86268.73126,865.41-476.16
2018-10-09BUY350359.6553.78263.44-126,677.230
2018-10-14SELL350365.5562.87267.62127,094.51417.28
2018-10-23BUY346365555.68266.97-127,112.650
2018-10-28SELL346383583.08278.58131,656.344,543.7
2018-11-15BUY356368576.44279.05-131,863.480
2018-11-20SELL356359.9563.75270.75127,289.9-4,573.58
2018-12-12BUY355355.5555.29268.91-127,026.70
2018-12-18SELL355360.5563.1273.05127,141.35114.65
2018-12-23BUY355356.1556.23274.43-127,246.160
2018-12-27SELL355361563.88279.37127,311.7565.59
2019-02-19BUY336376555.88257.45-127,149.320
2019-02-25SELL336386.8571.85264.87129,128.091,978.77
2019-04-07BUY334385565.8264.81-129,420.60
2019-04-10SELL334363533.46248.43120,460.1-8,960.5
2019-04-30BUY331361525.76246.25-120,263.010
2019-05-06SELL331362.1527.36248.49119,079.25-1,183.76
2019-05-09BUY330358.7520.83247.21-119,139.050
2019-05-14SELL330350.5508.93245.38114,910.69-4,228.35
2019-05-19BUY328348.3502.67243.62-114,988.690
2019-05-22SELL328344.1496.61241.38112,126.82-2,861.87
2019-05-27BUY329338.6490.16238.31-112,127.870
2019-05-30SELL329350506.66246.75114,396.592,268.72
2019-07-08BUY323351.7499.84243.27-114,342.20
2019-07-11SELL323333473.26228.34106,857.4-7,484.8
2019-07-17BUY322330467.54223.11-106,950.660
2019-07-22SELL322325.3460.89219.36104,066.35-2,884.3
2019-07-25BUY320323454.78216.09-104,030.870
2019-07-30SELL320326.8460.13218.99103,896.87-134
2019-08-06BUY321321.8454.51215.57-103,967.880
2019-08-18SELL321318449.14212.91101,415.95-2,551.93
2019-08-25BUY315319.7443.1211.54-101,360.150
2019-08-28SELL315320.1443.66211.93100,175.91-1,184.23
2019-10-22BUY311320437.89206.58-100,164.470
2019-10-27SELL311327.6448.29212.42101,222.891,058.42
2019-11-05BUY321313.1442.22211.49-101,158.810
2019-11-11SELL321315.9446.18214.02100,743.7-415.11
2019-11-14BUY323310.1440.71211.23-100,814.250
2019-11-19SELL323311.5442.7213.0199,958.78-855.46
2019-11-26BUY324306436.23205.63-99,785.870
2019-12-01SELL324318453.34213.45102,365.212,579.35
2019-12-05BUY333306448.35210.92-102,557.270
2019-12-10SELL333304445.42209.57100,577.01-1,980.26
2019-12-17BUY336297.2439.38207.02-100,505.60
2019-12-22SELL336293433.17207.297,807.63-2,697.97
2020-01-08BUY354274.7427.87209.2-97,880.870
2020-01-13SELL354253394.07190.9888,976.95-8,903.92
2020-01-16BUY382231.5389.11187.27-89,009.370
2020-01-21SELL382279.9470.46224.34106,22717,217.63
2020-03-11BUY414255464.51215.14-106,249.640
2020-03-16SELL414242.8442.28204.5399,872.38-6,377.26
2020-07-09BUY366238.8384.56218.44-88,003.80
2020-07-14SELL366240.6387.46189.4887,482.66-521.14
2020-07-15BUY4824351.3223.55-11,738.870
2020-07-20SELL48244.551.6423.6311,660.73-78.13
2020-10-08BUY302326.1433.32202.9-99,118.420
2021-04-01SELL302330438.5207.5799,013.92-104.5
2021-04-06BUY306322433.54204.66-99,170.20
2021-04-11SELL306328441.62210.9199,715.47545.27
2021-06-16BUY284348434.86206.68-99,473.540
2021-10-27SELL284356444.86209.08100,450.07976.53
2021-11-02BUY274364438.84206.67-100,381.50
2021-11-07SELL274355.8428.95203.296,857.05-3,524.46
2021-12-21BUY275350.5424.11208.69-97,020.30
2021-12-26SELL275350423.5207.1595,619.35-1,400.95