← 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 3.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2021-12-29BUY271350417.34203.86-95,471.20
2022-01-03SELL271350.6418.06207.6994,386.85-1,084.35
2022-01-06BUY271346.5413.17202.4-94,517.060
2022-01-11SELL271350417.34202.8294,229.84-287.23
2022-01-30BUY266352411.98199.34-94,243.320
2022-02-02SELL266355415.49201.7693,812.75-430.57
2022-02-20BUY260358.8410.47202.02-93,900.480
2022-02-27SELL260345394.68191.7389,113.59-4,786.89
2022-03-02BUY260340.5389.53189.47-89,1090
2022-03-07SELL260327.9375.12180.2784,698.62-4,410.38
2022-03-10BUY260324370.66177.04-84,787.690
2022-03-15SELL260334382.1182.3986,275.511,487.82
2022-04-07BUY267320.4376.41185.31-86,108.510
2022-04-12SELL267321.6377.82188.1885,301.2-807.31
2022-04-19BUY265320373.12185.45-85,358.570
2022-04-24SELL265324.1377.9185.1585,323.45-35.13
2022-04-28BUY262322.9372.24180.58-85,152.620
2022-05-09SELL262321.1370.16178.4283,579.62-1,573
2022-05-17BUY267311.9366.42174.12-83,817.840
2022-05-22SELL267303.2356.2168.5880,429.62-3,388.22
2022-05-25BUY262305.1351.72167.03-80,454.950
2022-05-30SELL262310357.37169.8380,692.81237.85
2022-06-05BUY261306.9352.44168.6-80,621.940
2022-06-08SELL261308353.71168.5379,865.76-756.19
2022-06-14BUY259306348.72168.52-79,771.240
2022-06-19SELL259307349.86170.2978,992.85-778.39
2022-06-22BUY256306.9345.69167.56-79,079.660
2022-06-27SELL256305.5344.12167.1877,696.7-1,382.96
2022-08-14BUY268288339.61159.72-77,683.330
2022-08-21SELL268287338.43158.3476,419.23-1,264.1
2022-08-24BUY264288334.54156.81-76,523.360
2022-08-29SELL264290336.86157.6276,065.52-457.84
2022-09-01BUY260290331.76155.08-75,886.840
2022-09-06SELL260288.1329.59154.0874,422.33-1,464.51
2022-09-11BUY257288325.67152.39-74,494.060
2022-09-14SELL257286.6324.09151.8173,180.3-1,313.76
2022-09-19BUY248293.5320.27151.03-73,259.30
2022-09-25SELL248286.6312.74147.8670,616.2-2,643.1
2022-10-02BUY244286.6307.69146.41-70,384.50
2024-03-04SELL244246.3264.43137.3459,695.43-10,689.07
2024-03-11BUY238250261.8123.74-59,885.540
2024-03-14SELL238243.5254.99119.3957,578.62-2,306.92
2024-03-21BUY237241251.31117.17-57,485.480
2024-03-27SELL237244254.44118.4757,455.08-30.4
2024-04-01BUY235242.8251.06116.58-57,425.640
2024-04-04SELL235239.6247.75115.6755,942.58-1,483.05
2024-04-16BUY233238.5244.51115.22-55,930.230
2024-04-21SELL233234.7240.61114.5554,329.94-1,600.3
2024-04-24BUY233232.5238.36114.39-54,525.250
2024-04-29SELL233244250.15120.1956,481.671,956.41
2024-05-16BUY240233.6246.68117.61-56,428.290
2024-05-21SELL240224.5237.07112.5753,530.36-2,897.93
2024-05-27BUY235226233.68110.86-53,454.540
2024-05-30SELL235228235.75112.3853,231.86-222.68
2024-06-04BUY232228232.74111.31-53,240.050
2024-06-09SELL232225.6230.29112.6151,996.3-1,243.76
2024-06-12BUY233222227.59110.93-52,064.520
2024-06-20SELL233223.9229.54110.7651,828.4-236.12
2024-09-19BUY156328.6225.55103.04-51,590.190
2024-10-24SELL156315.46216.5399.1148,895.49-2,694.7
2024-10-29BUY160305214.7298.59-49,113.310
2025-04-28SELL160309.7218.03103.8749,230.1116.8
2025-05-08BUY164298215.04102.24-49,189.270
2025-05-14SELL164295.4213.16101.4748,130.97-1,058.31
2025-05-18BUY161296209.6999.99-47,965.680
2025-05-21SELL161294.3208.4899.5647,074.26-891.42
2025-05-27BUY174270206.7199.49-47,286.20
2025-06-01SELL174286218.96106.2949,438.752,152.54
2025-08-20BUY162303215.98100.15-49,402.120
2025-08-25SELL162300.9214.4899.8348,431.49-970.64
2025-08-28BUY161299.6212.2499.12-48,546.960
2025-09-02SELL161309218.9102.349,427.8880.85
2025-09-10BUY163301215.88101.16-49,380.040
2025-09-15SELL163299.9215.09101.3948,567.22-812.82
2025-09-18BUY159302.7211.77100.18-48,441.250
2025-09-23SELL159300209.8899.747,390.42-1,050.83
2025-09-28BUY157300207.2498.65-47,405.890
2025-10-05SELL157298.4206.1399.5346,543.13-862.76
2025-10-09BUY157294.5203.4499.12-46,539.060
2025-10-14SELL157294.9203.7299.9845,995.6-543.46
2025-10-20BUY159287.1200.8698.44-45,948.190
2025-10-23SELL159286.5200.4498.1145,254.96-693.24
2025-11-03BUY159282.8197.8597.64-45,260.690
2025-11-06SELL159283.8198.5599.3844,826.27-434.42
2025-11-12BUY160278.7196.298.69-44,886.90
2025-11-17SELL160270190.0894.4842,915.44-1,971.46
2025-12-14BUY161264.8187.5889.98-42,910.370
2025-12-18SELL161260.3184.488.1741,635.73-1,274.63
2025-12-23BUY160259.2182.4887.34-41,741.810
2025-12-29SELL160260.3183.2587.7841,376.97-364.85
2026-01-04BUY160256.4180.5186.13-41,290.640
2026-01-07SELL160253.5178.4684.5540,296.99-993.65
2026-01-12BUY158252.8175.7582.77-40,200.920
2026-01-15SELL158253.5176.2383.6839,793.09-407.83
2026-02-25BUY150264174.2480.93-39,855.170
2026-03-02SELL150260.2171.7379.6138,778.66-1,076.51
2026-03-09BUY161240170.0278.63-38,888.650
2026-03-12SELL161250177.182.0239,990.881,102.23
2026-04-06BUY165240174.2480.98-39,855.220
2026-04-09SELL165248180.0584.240,655.75800.53