← 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 2.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2015-08-17BUY1316.61.390.63-318.630
2015-08-20SELL13141.380.63311.99-6.64
2015-08-23BUY346315479.56222.49-109,692.050
2015-09-13SELL346304.1462.96218.09104,537.55-5,154.5
2015-09-14BUY1307.11.350.61-309.070
2015-09-20SELL1301.11.320.6299.17-9.89
2015-09-22BUY348299.1457.98215.85-104,760.630
2015-09-30SELL348290.8445.27209.55100,543.58-4,217.05
2015-10-04BUY12861.260.57-287.830
2015-10-07SELL12791.230.56277.21-10.62
2015-10-12BUY375267440.55205.31-100,770.860
2015-10-18SELL375245404.25188.0991,282.66-9,488.21
2015-10-27BUY363250399.3185.7-91,3350
2015-11-24SELL363252.9403.93193.2191,205.56-129.44
2015-11-29BUY354255.8398.43191.11-91,142.740
2015-12-28SELL354253.7395.16188.3389,226.31-1,916.44
2015-12-31BUY350253389.62186.78-89,126.40
2016-01-28SELL350265408.1194.9892,146.923,020.52
2016-02-02BUY358256.3403.72192.32-92,351.450
2016-03-02SELL358244.1384.51183.0986,820.2-5,531.24
2016-03-07BUY350246378.84179.02-86,657.860
2016-03-20SELL350239.5368.83175.1583,281.02-3,376.84
2016-03-24BUY352235.2364.28173.31-83,327.990
2016-03-29SELL352230.4356.84170.1980,573.77-2,754.22
2016-04-04BUY344233.1352.82172.96-80,712.180
2016-05-04SELL344246372.35181.5284,070.143,357.96
2016-06-02BUY325256.7367.08177.8-83,972.380
2016-06-20SELL325252360.36174.1781,365.47-2,606.91
2016-06-23BUY323250.2355.58174.19-81,344.370
2016-07-27SELL323278395.09186.4189,212.57,868.13
2016-08-22BUY328270.5390.39182.19-89,296.570
2016-09-26SELL328268.1386.92189.8487,360.04-1,936.54
2016-09-29BUY322269381.12187.76-87,186.880
2016-10-31SELL322275389.62185.0787,975.31788.44
2016-11-03BUY315278.1385.45182.7-88,169.650
2016-12-01SELL315283.9393.49184.188,850.92681.27
2016-12-06BUY306287.9387.63181.19-88,666.220
2017-01-05SELL306290390.46184.0188,165.54-500.68
2017-01-10BUY302290.1385.48181.53-88,177.220
2017-02-07SELL302303.8403.69187.5491,156.372,979.15
2017-02-27BUY288315.1399.29186.34-91,334.430
2017-03-28SELL288316.6401.2189.4290,590.19-744.24
2017-04-30BUY267337.1396.03185.66-90,587.390
2017-05-30SELL267331.5389.45188.8287,932.23-2,655.15
2017-06-04BUY262333.5384.46185.13-87,946.580
2017-07-05SELL262355409.24191.5692,409.194,462.61
2017-07-10BUY270340403.92187.74-92,391.660
2017-08-07SELL270379.4450.73207.97101,779.39,387.65
2017-10-10BUY239422443.78206.23-101,508.010
2017-11-07SELL239444.5467.44217.84105,550.224,042.21
2017-12-10BUY219478.3460.89212.42-105,421.010
2018-01-09SELL219472.6455.4212.16102,831.85-2,589.17
2018-01-14BUY215477451.24210.61-103,216.850
2018-02-11SELL215501473.95218.7107,022.363,805.5
2018-02-22BUY214494.9466215.09-106,589.690
2018-02-27SELL214472.4444.81205.94100,442.84-6,146.84
2018-02-28BUY14782.10.96-481.060
2018-03-29SELL1462.22.030.92459.24-21.82
2018-04-01BUY214464.9437.75205.62-100,131.970
2018-04-30SELL214474.1446.41207.81100,803.18671.21
2018-05-03BUY14702.070.94-473.010
2018-05-08SELL1463.12.040.93460.14-12.87
2018-05-10BUY218459.4440.66204.51-100,794.360
2018-05-17SELL218453434.52201.8198,117.67-2,676.69
2018-05-24BUY228429.9431.28200.02-98,648.50
2018-06-03SELL228415.2416.53194.3494,054.73-4,593.76
2018-06-06BUY230407411.88192.29-94,214.180
2018-06-11SELL230394.1398.83185.7790,058.41-4,155.77
2018-06-19BUY234382.6393.92182.65-90,104.970
2018-07-18SELL234401.9413.8191.1393,439.673,334.7
2018-07-26BUY237391407.73189.6-93,264.330
2018-08-07SELL237376392.09182.7188,537.2-4,727.13
2018-08-14BUY245359.6387.65180.27-88,669.910
2018-09-18SELL245368.1396.81188.2589,599.43929.52
2018-09-24BUY242368391.85184.6-89,632.450
2018-10-22SELL242363.8387.37182.8687,469.36-2,163.08
2018-11-07BUY231375381.15180.17-87,186.320
2018-11-20SELL231359.9365.8172.3882,598.72-4,587.6
2018-11-26BUY228361.1362.26171.11-82,864.170
2018-12-26SELL228360.5361.65173.7981,658.56-1,205.61
2019-01-02BUY220368356.22170.33-81,486.550
2019-01-30SELL220414.4401.14185.7690,581.19,094.55
2019-02-13BUY232388396.07182.63-90,594.70
2019-03-18SELL232385.5393.52182.6388,859.86-1,734.84
2019-04-04BUY221399387.99180.17-88,747.160
2019-04-09SELL221373362.71167.6981,902.6-6,844.56
2019-04-15BUY220369.8357.97165.31-81,879.280
2019-05-08SELL220356344.61160.977,814.49-4,064.78
2019-05-13BUY220351.5340.25160.3-77,830.560
2019-05-16SELL220346.4335.32158.8175,713.88-2,116.68
2019-05-21BUY217347.1331.41157.61-75,809.720
2019-05-26SELL217340324.63154.1773,301.2-2,508.52
2019-05-29BUY208350320.32152.12-73,272.440
2019-07-04SELL208364333.13158.1975,220.681,948.24
2019-07-09BUY216346328.84156.27-75,221.110
2019-07-14SELL216333316.48149.571,462.02-3,759.09
2019-07-17BUY215330312.18146.62-71,408.80
2019-07-23SELL215322304.61142.6168,782.77-2,626.03
2019-07-24BUY1323.21.420.65-325.270
2019-08-27SELL1314.51.380.63312.49-12.78