← 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 3.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2019-08-28BUY213320.1300141.06-68,622.350
2019-09-02SELL213312.1292.5137.5766,047.23-2,575.12
2019-09-08BUY223295.5289.94136.04-66,322.480
2019-10-03SELL223343.01336.56156.4275,997.369,674.88
2019-10-20BUY238317331.96154.31-75,932.270
2019-11-17SELL238311325.68154.2573,538.07-2,394.21
2019-11-25BUY235312322.61150.93-73,793.540
2019-12-11SELL235298.4308.55143.6769,671.78-4,121.76
2019-12-17BUY232297.2303.38141.38-69,395.170
2019-12-22SELL232293299.09140.8667,536.04-1,859.12
2019-12-26BUY233288295.26140.91-67,540.160
2020-01-07SELL233275281.93134.5163,658.56-3,881.61
2020-01-08BUY1274.71.210.55-276.460
2020-01-13SELL12531.110.51251.38-25.08
2020-01-16BUY274231.5279.1132.21-63,842.310
2020-01-21SELL274269.03324.34152.4273,236.929,394.61
2020-02-19BUY273266.8320.48148.74-73,305.620
2020-02-24SELL273302.12362.9167.6781,947.098,641.47
2020-03-08BUY309263.5358.25165.32-81,945.070
2020-03-11SELL309255346.7159.8278,288.49-3,656.59
2020-03-18BUY333233.2341.68157.41-78,154.70
2020-05-31SELL333239.1350.33163.4579,106.52951.82
2020-07-09BUY329238.8345.69192.39-79,103.280
2020-08-09SELL329255369.14170.7583,355.114,251.83
2020-10-01BUY252329364.8169.05-83,441.840
2020-10-07SELL252328.8364.57169.6482,323.38-1,118.46
2020-10-12BUY247330.9359.62167.92-82,259.850
2020-11-10SELL247333361.9170.8581,718.24-541.6
2020-11-15BUY246330.2357.41168.88-81,755.490
2020-11-22SELL246327353.94167.3379,920.72-1,834.77
2020-11-25BUY244324.7348.6164.56-79,739.960
2020-12-24SELL244337.5362.34169.6481,818.022,078.06
2021-02-02BUY220370.1358.26166.05-81,946.310
2021-02-22SELL220359.7348.19161.8378,623.98-3,322.33
2021-02-25BUY226345.7343.76159.64-78,631.610
2021-03-28SELL226338336.11157.5575,894.34-2,737.27
2021-04-06BUY234322331.53155.14-75,834.670
2021-05-05SELL234337346.98168.878,342.222,507.56
2021-05-11BUY229340342.58164.08-78,366.670
2021-06-10SELL229347.1349.74164.6578,971.51604.84
2021-06-15BUY226347.4345.45162.73-79,020.580
2021-07-18SELL226358356167.9180,384.091,363.51
2021-08-11BUY222360351.65163.51-80,435.150
2021-09-12SELL222386377.04176.1485,138.824,703.66
2021-10-04BUY222380371.18172.36-84,903.550
2021-10-10SELL222372.3363.6616982,117.94-2,785.61
2021-10-17BUY223367.1360.2167.94-82,391.440
2021-10-21SELL223362.1355.29165.6680,227.34-2,164.1
2021-10-28BUY225353.9350.36163.48-80,141.340
2021-11-25SELL225360.1356.5174.5480,491.46350.12
2021-11-30BUY220363351.38174.08-80,385.460
2021-12-05SELL220359347.51169.5578,462.94-1,922.52
2021-12-08BUY215362.2342.64167.53-78,383.170
2022-01-06SELL215346.5327.79158.1874,011.53-4,371.64
2022-01-11BUY210350323.4154.88-73,978.280
2022-02-08SELL210357.4330.24159.6874,564.08585.8
2022-02-13BUY207358326.07159.2-74,591.260
2022-02-27SELL207345314.23150.6470,950.13-3,641.13
2022-03-02BUY207340.5310.13148.83-70,942.460
2022-03-07SELL207327.9298.65141.9467,434.71-3,507.75
2022-03-10BUY207324295.1139.56-67,502.660
2022-04-10SELL207324.7295.74143.866,773.37-729.29
2022-04-13BUY204326292.62143.06-66,939.670
2022-05-12SELL204316283.64134.1264,046.24-2,893.43
2022-05-23BUY207307.5280.07131.41-64,063.980
2022-05-26SELL207300.1273.33128.4561,718.92-2,345.06
2022-05-31BUY197310268.71126.32-61,465.030
2022-06-28SELL197303.1262.73125.1659,322.81-2,142.21
2022-06-29BUY1302.81.330.61-304.740
2022-07-05SELL12771.220.55275.23-29.51
2022-07-06BUY201292258.24121.01-59,071.260
2022-08-07SELL201300265.32123.8659,910.82839.56
2022-08-14BUY208288263.58123.03-60,290.610
2022-09-13SELL208287262.66122.4259,310.92-979.69
2022-09-18BUY204288.4258.87121.27-59,213.740
2024-03-04SELL204246.3221.08112.4849,911.64-9,302.09
2024-03-07BUY193258.1219.18103.43-50,135.910
2024-03-13SELL193244.4207.5496.9446,864.72-3,271.2
2024-03-19BUY193241204.6695.06-46,812.720
2024-03-31SELL193235.8200.2492.645,216.56-1,596.16
2024-04-03BUY187239.9197.3991.47-45,150.160
2024-04-23SELL187233.6192.2191.1543,399.84-1,750.31
2024-04-28BUY184235190.2690.34-43,520.60
2024-05-20SELL184224.9182.0885.741,113.82-2,406.77
2024-05-26BUY178228.5178.9684.06-40,936.020
2024-06-02SELL178226.9177.7183.7340,126.76-809.26
2024-06-05BUY178225.1176.383.65-40,327.750
2024-07-09SELL178248.8194.8691.6643,999.883,672.13
2024-09-12BUY129337.9191.7987.41-43,868.30
2024-10-15SELL129335.5190.4386.9843,002.09-866.21
2024-10-20BUY126338187.3985.62-42,8610
2024-10-24SELL126322.4178.7481.7240,361.95-2,499.06
2024-10-29BUY132305177.1481.19-40,518.330
2024-11-26SELL132315.3183.1384.3441,352.13833.8
2024-12-01BUY129318.5180.7883.27-41,350.550
2025-01-01SELL129323.5183.6285.2441,462.64112.09
2025-01-06BUY126325.6180.5183.96-41,290.070
2025-02-03SELL126332184.0684.9241,563.02272.95
2025-02-06BUY123338182.9384.19-41,841.110
2025-03-02SELL123327.4177.1981.2140,011.8-1,829.32