← 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: -7.5%. 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 →

#272 · Support rebound

Full-history NAV৳26,840

Net return -73.2% · drawdown 80.8% · 174 closed positions

2024 onward NAV৳53,819

Net return -46.2% · drawdown 46.7% · 36 closed positions

2024 stress NAV৳35,873

Net return -64.1% · drawdown 64.2% · 32 closed positions

Variant 3; fixed stop 22.0%; maximum 20 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৳151
Unsettled৳0
Holdings৳26,690
NAV৳26,840
Realized P&L৳-72,626
Unrealized P&L৳-534
Fees৳109,026
Friction৳51,141

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 #272

349 fills, including partial sales. Page 1.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2010-12-14BUY452219.8437.14201.5-99,988.240
2010-12-22SELL452269.9536.78246.57121,211.4621,223.21
2011-01-25BUY532226529.02243.35-121,004.370
2011-02-14SELL532172.6404.02185.2991,233.89-29,770.48
2011-02-24BUY560162.2399.66183.35-91,415.010
2011-03-01SELL560153.8378.96173.7485,575.3-5,839.71
2011-04-10BUY499170.4374.13172.62-85,576.350
2011-05-10SELL499146.2321148.9872,483.82-13,092.53
2011-05-22BUY500144316.8148.12-72,464.920
2011-06-19SELL500139.1306.02143.3769,100.61-3,364.31
2011-06-22BUY484141.8301.98141.26-69,074.440
2011-07-21SELL484215.8459.57211.21103,776.4234,701.98
2011-08-24BUY583177454.04208.4-103,853.440
2011-09-28SELL583163418.13195.3994,415.49-9,437.96
2011-10-05BUY611153.4412.4192.92-94,332.720
2011-11-03SELL611162.9437.94203.198,890.864,558.14
2011-12-18BUY633155.3432.54200.92-98,938.360
2012-01-16SELL633166.5463.74214.47104,716.295,777.93
2012-01-24BUY662157457.31211.18-104,602.490
2012-01-29SELL662150.4438.09202.1498,924.58-5,677.91
2012-02-02BUY639154432.99200-99,038.990
2012-03-05SELL639151.4425.68196.6296,122.3-2,916.69
2012-03-11BUY616155420.11194.36-96,094.480
2012-04-03SELL616187.34507.77234.27114,660.6318,566.15
2012-05-15BUY554205.7501.41229.95-114,689.160
2012-06-12SELL554203494.83231.38111,735.79-2,953.37
2012-06-17BUY555200.1488.64228.75-111,772.890
2012-06-26SELL555204.3498.9234.53112,653.07880.18
2012-07-04BUY557200.7491.88230.28-112,512.060
2012-07-12SELL557198.9487.46227.86110,071.97-2,440.09
2012-07-17BUY563194.4481.57224.8-110,153.570
2012-07-22SELL563151.63375.62174.184,819.09-25,334.47
2012-09-04BUY477176.8371.07171.35-84,876.010
2012-10-02SELL477167.3351.13162.2479,288.73-5,587.28
2012-10-07BUY470167.6346.6160.22-79,278.810
2012-10-15SELL470162.5336.05156.2575,882.7-3,396.11
2012-10-18BUY465161.9331.25154.73-75,769.470
2012-10-23SELL465172.2352.32166.0779,554.613,785.13
2012-11-13BUY472167.5347.86164.38-79,572.250
2012-12-12SELL472166.2345.16162.6677,938.58-1,633.67
2012-12-18BUY464167.1341.15162.14-78,037.690
2013-01-17SELL464170.4347.89166.6278,551.1513.4
2013-01-22BUY461169.1343165.2-78,463.30
2013-02-19SELL461163.4331.44155.4174,840.55-3,622.75
2013-02-26BUY491151.4327.08153.07-74,817.560
2013-03-04SELL491148.2320.17149.9572,296.08-2,521.48
2013-03-07BUY500143.7316.14148.78-72,314.920
2013-04-09SELL500146.5322.3159.0572,768.65453.73
2013-04-16BUY500144.7318.34156.84-72,825.180
2013-05-15SELL500154.7340.34169.5876,840.084,014.9
2013-07-24BUY409186.7335.99153.52-76,849.810
2013-07-31SELL409184.2331.49151.4974,854.83-1,994.98
2013-08-12BUY418177.9327.19149.51-74,838.910
2013-08-27SELL418206.8380.35174.9685,887.111,048.19
2013-09-19BUY437195.1375.14171.79-85,805.630
2013-09-24SELL437190.4366.1167.8282,670.88-3,134.75
2013-09-29BUY442185.9361.54166.06-82,695.40
2013-10-10SELL442181.4352.79164.3979,661.62-3,033.78
2013-10-22BUY436181.4348163.47-79,601.870
2013-11-19SELL436206.5396.15184.9689,452.899,851.02
2013-12-03BUY434204.8391.09180.72-89,455.010
2014-01-06SELL434206.4394.14184.8788,998.59-456.42
2014-01-16BUY430206389.75182.52-89,152.270
2014-02-12SELL430207.4392.4181.6488,607.96-544.31
2014-02-17BUY430204.7387.29179.22-88,587.510
2014-03-18SELL430211.3399.78184.7990,274.431,686.92
2014-03-23BUY428209.3394.15182.14-90,156.690
2014-04-16SELL428255.68481.5221.43108,728.1218,571.42
2014-05-27BUY406266475.18219.18-108,690.370
2014-06-24SELL406300.9537.53247.39121,380.4912,690.12
2014-07-09BUY405297.6530.32244.88-121,303.20
2014-08-13SELL405339.2604.45278.24136,493.3115,190.11
2014-10-26BUY359377.7596.61274.13-136,465.050
2014-11-10SELL359348.7550.81253.71124,378.78-12,086.26
2014-11-13BUY354349.6544.54251.31-124,554.240
2014-11-25SELL354315.6491.58227.42111,003.4-13,550.85
2014-11-30BUY346318.7485.19225.32-110,980.710
2014-12-30SELL346361.9550.96260.04124,406.4113,425.7
2015-01-12BUY347355.9543.39257.88-124,298.570
2015-01-26SELL347340519.11246.08117,214.81-7,083.76
2015-01-29BUY355328.6513.27242.76-117,409.030
2015-02-26SELL355337.9527.8248.81119,177.891,768.85
2015-03-03BUY358330519.82244.86-118,904.680
2015-03-10SELL358328.9518.08244.39116,983.73-1,920.96
2015-03-12BUY13261.430.65-328.090
2015-03-18SELL13401.50.68337.829.74
2015-03-19BUY346335510239.15-116,659.150
2015-04-20SELL346340517.62240.14116,882.25223.09
2015-04-22BUY1332.11.460.66-334.230
2015-04-27SELL1318.51.40.64316.46-17.76
2015-04-29BUY350331.8510.97237.52-116,878.490
2015-05-28SELL350327.9504.97236.29114,023.74-2,854.75
2015-05-31BUY1328.51.450.66-330.60
2015-06-29SELL1325.81.430.65323.71-6.89
2015-06-30BUY348326499.17231.32-114,178.50
2015-08-04SELL348329.8504.99233.12114,032.29-146.2
2015-08-05BUY13291.450.66-331.110
2015-08-10SELL1323.31.420.65321.23-9.87
2015-08-11BUY349324.8498.76230.25-114,084.220
2015-08-16SELL349316.9486.63224.91109,886.56-4,197.66