← 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: -8.2%. 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 →

#275 · Support rebound

Full-history NAV৳23,457

Net return -76.5% · drawdown 82.7% · 176 closed positions

2024 onward NAV৳59,642

Net return -40.4% · drawdown 40.4% · 47 closed positions

2024 stress NAV৳40,598

Net return -59.4% · drawdown 59.4% · 32 closed positions

Variant 0; fixed stop 4.0%; maximum 60 sessions; gate None; continuous signal; exit EMA 200 break; trailing arms at 0.0%, distance 0.0%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳135
Unsettled৳23,322
Holdings৳0
NAV৳23,457
Realized P&L৳-76,543
Unrealized P&L৳0
Fees৳102,390
Friction৳48,128

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 #275

356 fills, including partial sales. Page 2.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2015-12-29BUY309254345.34163.78-78,995.120
2016-01-03SELL309253.4344.52165.1177,790.97-1,204.15
2016-01-06BUY307252340.4165.18-77,869.580
2016-01-11SELL307254343.1168.1977,466.71-402.87
2016-02-09BUY297258.6337.94159.78-77,301.920
2016-02-14SELL297255.5333.89157.5275,392.09-1,909.82
2016-02-15BUY12551.120.51-256.630
2016-02-18SELL12561.130.51254.36-2.27
2016-02-22BUY293255.3329.13157.16-75,289.190
2016-02-25SELL293256330.04157.1374,520.83-768.36
2016-02-28BUY1256.21.130.51-257.840
2016-03-02SELL1244.11.070.49242.54-15.3
2016-03-06BUY306241.6325.29152.88-74,407.770
2016-03-09SELL306245.5330.54155.4574,637229.23
2016-03-10BUY12441.070.49-245.560
2016-03-15SELL1242.11.070.48240.55-5.01
2016-03-16BUY309240.6327.12154.51-74,827.030
2016-03-22SELL309240326.3154.2773,679.42-1,147.61
2016-03-24BUY1235.21.030.47-236.710
2016-03-29SELL1230.41.010.46228.93-7.78
2016-06-09BUY287255.1322.14155.16-73,6910
2016-06-14SELL287255.7322.9155.4672,907.54-783.46
2016-06-19BUY288252.1319.46153.2-73,077.460
2016-06-22SELL288252319.33154.7472,101.92-975.53
2016-06-27BUY286250314.6153.31-71,967.910
2016-06-30SELL286251.7316.74152.8371,516.63-451.28
2016-08-24BUY266267.1312.61145.13-71,506.340
2016-09-20SELL266262306.64147.8469,237.51-2,268.83
2016-09-24BUY261263.7302.83145.98-69,274.510
2016-12-20SELL261285327.29152.8273,904.894,630.37
2016-12-26BUY257286323.41151.46-73,976.870
2017-03-21SELL257316357.33167.580,687.176,710.3
2017-05-16BUY241332352.05166.96-80,531.010
2017-07-27SELL120381.8201.5992.2345,522.185,423.75
2017-08-13SELL121381.6203.169345,877.445,444.86
2017-12-13BUY193470399.12184.03-91,293.160
2018-03-12SELL193485411.86191.6993,001.451,708.29
2018-03-25BUY195474.9407.46191.72-93,204.690
2018-05-08SELL195455.9391.17181.3188,328.8-4,875.89
2018-05-24BUY204429.9385.88178.59-88,264.070
2018-05-29SELL204432387.76180.3387,559.91-704.16
2018-06-05BUY213409383.31178.49-87,678.810
2018-06-10SELL213395370.19172.1683,592.65-4,086.16
2018-06-19BUY217382.6365.31169.14-83,558.640
2018-06-24SELL217405386.69178.6587,319.653,761.01
2018-07-04BUY229378380.87175.49-87,118.360
2018-07-09SELL229389391.96180.7888,508.271,389.9
2018-07-12BUY229385387.93179.02-88,731.950
2018-07-17SELL229392394.98182.2289,190.8458.85
2018-08-09BUY237374.2390.22181.74-89,257.350
2018-08-14SELL237359.6374.99174.2584,675.96-4,581.4
2018-09-19BUY230364.6368.98174.6-84,401.570
2018-09-24SELL230368372.42175.1484,092.44-309.13
2018-10-09BUY233359.6368.66172.77-84,328.230
2018-10-14SELL233365.5374.71175.5484,611.25283.02
2018-10-23BUY230365369.38174.26-84,493.640
2018-10-28SELL230383387.6182.1687,520.243,026.6
2018-11-15BUY236368382.13181.18-87,411.310
2018-11-20SELL236359.9373.72176.2584,386.43-3,024.88
2018-12-12BUY236355.5369.15175.09-84,442.240
2018-12-18SELL236360.5374.34177.7184,525.9583.71
2018-12-23BUY236356.1369.77177.63-84,5870
2018-12-27SELL236361374.86180.5884,640.5553.55
2019-02-19BUY224376370.59170.57-84,765.160
2019-02-25SELL224386.8381.23175.4886,086.491,321.33
2019-04-07BUY222385376.07174.31-86,020.380
2019-04-10SELL222363354.58163.880,067.62-5,952.76
2019-04-30BUY220361349.45162.05-79,931.50
2019-05-06SELL220362.1350.51163.279,148.29-783.21
2019-05-09BUY220358.7347.22162.48-79,423.70
2019-05-14SELL220350.5339.28160.4776,610.25-2,813.45
2019-05-19BUY218348.3334.09158.55-76,422.040
2019-05-22SELL218344.1330.06156.9474,526.8-1,895.24
2019-05-27BUY219338.6326.27155.18-74,634.850
2019-05-30SELL219350337.26160.5976,152.151,517.29
2019-07-08BUY215351.7332.71158.35-76,106.560
2019-07-11SELL215333315.02149.0571,130.93-4,975.62
2019-07-17BUY214330310.73145.92-71,076.650
2019-07-22SELL214325.3306.3143.5969,164.31-1,912.34
2019-07-25BUY213323302.72141.75-69,243.460
2019-07-30SELL213326.8306.28143.5869,158.55-84.92
2019-08-06BUY213321.8301.59141.04-68,986.030
2019-08-18SELL213318298.03139.3267,296.65-1,689.38
2019-08-25BUY210319.7295.4138.78-67,571.180
2019-08-28SELL210320.1295.7713966,786.22-784.96
2019-10-22BUY207320291.46135.82-66,667.280
2019-10-27SELL207327.6298.38139.4667,375.36708.08
2019-11-05BUY214313.1294.81138.66-67,436.880
2019-11-11SELL214315.9297.45140.1967,164.96-271.92
2019-11-14BUY215310.1293.35138.18-67,103.030
2019-11-19SELL215311.5294.68139.1766,538.65-564.38
2019-11-26BUY216306290.82135.46-66,522.280
2019-12-01SELL216318302.23140.6668,245.121,722.84
2019-12-05BUY222306298.9139.03-68,369.930
2019-12-10SELL222304296.95138.1467,052.92-1,317.01
2019-12-17BUY224297.2292.92136.39-67,002.110
2019-12-22SELL224293288.78135.8465,207.38-1,794.74
2020-01-08BUY236274.7285.25136.2-65,250.640
2020-01-13SELL236253262.72124.6859,320.6-5,930.04
2020-01-16BUY254231.5258.72122.2-59,181.930