← 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: -6.9%. 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 →

#267 · Support rebound

Full-history NAV৳29,721

Net return -70.3% · drawdown 79.8% · 166 closed positions

2024 onward NAV৳57,864

Net return -42.1% · drawdown 42.2% · 46 closed positions

2024 stress NAV৳40,868

Net return -59.1% · drawdown 59.1% · 32 closed positions

Variant 0; fixed stop 22.0%; 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৳149
Unsettled৳29,572
Holdings৳0
NAV৳29,721
Realized P&L৳-70,279
Unrealized P&L৳0
Fees৳112,856
Friction৳53,397

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳4.37e-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 #267

332 fills, including partial sales. Page 2.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2016-02-17BUY361256406.63195.25-93,017.880
2016-02-23SELL361259411.4198.4292,889.19-128.7
2016-02-28BUY360256.2405.82195.35-92,833.170
2016-03-02SELL360244.1386.65184.1687,305.19-5,527.99
2016-03-06BUY1241.61.060.48-243.150
2016-03-09SELL1245.51.080.49243.930.78
2016-03-10BUY355244381.13180.57-87,181.70
2016-03-15SELL355242.1378.16179.5485,387.8-1,793.9
2016-03-16BUY1240.61.060.48-242.140
2016-03-22SELL12401.060.48238.46-3.68
2016-03-24BUY361235.2373.59177.95-85,458.740
2016-03-29SELL361230.4365.97174.7582,633.69-2,825.06
2016-06-09BUY322255.1361.43175.28-82,678.90
2016-06-14SELL322255.7362.28175.6181,797.52-881.39
2016-06-19BUY323252.1358.28172.9-81,959.490
2016-06-22SELL323252358.14174.8580,863-1,096.48
2016-06-27BUY321250353.1173.48-80,776.580
2016-06-30SELL321251.7355.5172.7580,267.45-509.14
2016-08-24BUY299267.1351.4163.55-80,377.850
2016-09-20SELL299262344.69167.3677,825.95-2,551.9
2016-09-24BUY293263.7339.96165.02-77,769.090
2017-03-16SELL293315.2406.36189.8791,757.3813,988.29
2017-05-16BUY274332400.26190.9-91,559.160
2017-11-09SELL274457550.96257.51124,409.5332,850.37
2017-12-13BUY263470543.88252.07-124,405.960
2018-05-20SELL263445514.95239.96116,280.09-8,125.87
2018-05-24BUY269429.9508.83236.83-116,388.760
2018-05-29SELL269432511.32239.5115,457.19-931.58
2018-06-05BUY281409505.69237.27-115,671.960
2018-06-10SELL281395488.38228.76110,277.86-5,394.1
2018-06-19BUY286382.6481.46224.21-110,129.280
2018-06-24SELL286405509.65236.67115,083.684,954.41
2018-07-04BUY302378502.29232.43-114,890.720
2018-07-09SELL302389516.9239.5116,721.591,830.88
2018-07-12BUY302385511.59237.22-117,018.810
2018-07-17SELL302392520.89241.44117,621.67602.86
2018-08-09BUY312374.2513.7241.07-117,505.170
2018-08-14SELL312359.6493.66230.98111,470.56-6,034.61
2018-09-19BUY304364.6487.69233.7-111,559.790
2018-09-24SELL304368492.24233.98111,145.78-414.01
2018-10-09BUY307359.6485.75229.81-111,112.760
2018-10-14SELL307365.5493.72233.47111,481.31368.55
2018-10-23BUY303365486.62232.23-111,313.850
2018-10-28SELL303383510.62242.48115,295.93,982.06
2018-11-15BUY312368505.19242.71-115,563.90
2018-11-20SELL312359.9494.07235.71111,559.01-4,004.89
2018-12-12BUY311355.5486.47233.79-111,280.750
2018-12-18SELL311360.5493.31237.35111,384.84104.09
2018-12-23BUY311356.1487.29238.07-111,472.460
2018-12-27SELL311361493.99242.24111,534.7762.31
2019-02-19BUY295376488.05225.52-111,633.570
2019-02-25SELL295386.8502.07232.02113,371.921,738.35
2019-04-07BUY292385494.65230.67-113,145.320
2019-04-10SELL292363466.38216.54105,313.08-7,832.24
2019-04-30BUY290361460.64214.96-105,365.60
2019-05-06SELL290362.1462.04216.75104,330.21-1,035.39
2019-05-09BUY289358.7456.12215.36-104,335.780
2019-05-14SELL289350.5445.7213.37100,635.44-3,700.34
2019-05-19BUY287348.3439.83211.51-100,613.450
2019-05-22SELL287344.1434.53209.4998,112.68-2,500.77
2019-05-27BUY288338.6429.07206.92-98,152.790
2019-05-30SELL288350443.52214.21100,142.271,989.48
2019-07-08BUY283351.7437.94211.4-100,180.430
2019-07-11SELL283333414.65198.6393,625.72-6,554.71
2019-07-17BUY282330409.46194.24-93,663.710
2019-07-22SELL282325.3403.63191.0491,139.93-2,523.78
2019-07-25BUY280323397.94188.05-91,025.990
2019-07-30SELL280326.8402.62190.5490,910.84-115.15
2019-08-06BUY281321.8397.87187.73-91,011.40
2019-08-18SELL281318393.18185.4288,779.4-2,232
2019-08-25BUY276319.7388.24184.25-88,809.70
2019-08-28SELL276320.1388.73184.5787,774.3-1,035.4
2019-10-22BUY273320384.38180.53-87,924.910
2019-10-27SELL273327.6393.51185.5488,855.75930.83
2019-11-05BUY281313.1387.12183.99-88,552.210
2019-11-11SELL281315.9390.58186.1388,191.19-361.01
2019-11-14BUY283310.1386.14183.89-88,328.330
2019-11-19SELL283311.5387.88185.3687,581.26-747.06
2019-11-26BUY284306382.38179.45-87,465.830
2019-12-01SELL284318397.37186.389,728.332,262.5
2019-12-05BUY292306393.15184.18-89,929.330
2019-12-10SELL292304390.5818388,194.42-1,734.91
2019-12-17BUY295297.2385.77180.98-88,240.740
2019-12-22SELL295293380.31180.8185,873.87-2,366.87
2020-01-08BUY310274.7374.69181.59-85,713.280
2020-01-13SELL310253345.09165.9577,918.96-7,794.33
2020-01-16BUY335231.5341.23163.1-78,056.840
2020-01-21SELL335279.9412.57195.6193,158.3215,101.49
2020-03-11BUY363255407.29188.2-93,160.490
2020-03-16SELL363242.8387.8178.9687,569.64-5,590.85
2020-07-09BUY364238.8382.46217.01-87,522.670
2020-07-14SELL364240.6385.34188.3787,004.68-517.99
2020-07-19BUY356243380.64182.03-87,070.660
2020-07-22SELL356246.5386.12182.7587,185.13114.47
2020-10-08BUY265326.1380.23177.4-86,974.130
2021-04-01SELL265330384.78181.2686,883.96-90.17
2021-04-06BUY268322379.7178.42-86,854.120
2021-04-11SELL268328386.78183.6187,333.61479.49
2021-06-16BUY250348382.8180.98-87,563.780
2021-10-27SELL250356391.6183.3288,425.08861.29