← 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 3.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2020-01-21SELL254279.9312.82146.8370,634.9511,453.03
2020-03-11BUY275255308.55142.01-70,575.560
2020-03-16SELL275242.8293.79135.0866,341.13-4,234.43
2020-07-09BUY276238.8290156.63-66,355.430
2020-07-14SELL276240.6292.18140.4165,973.01-382.42
2020-07-19BUY270243288.68136.4-66,035.090
2020-07-22SELL270246.5292.84137.2866,124.8889.79
2020-10-08BUY201326.1288.4133.72-65,968.220
2021-01-04SELL100375.02165.0175.7837,260.724,440.71
2021-01-05SELL101370.6164.6975.5937,190.314,042.1
2021-02-03BUY200369.7325.34150.67-74,416.010
2021-02-22SELL200359.7316.54146.8271,476.64-2,939.37
2021-02-25BUY206345.7313.34145.24-71,672.790
2021-03-31SELL206331.87300.81140.7467,924.08-3,748.7
2021-04-06BUY210322297.53138.82-68,056.340
2021-04-11SELL210328303.07142.5568,434.38378.03
2021-06-16BUY195348298.58139.97-68,298.550
2021-09-23SELL195383.9329.39152.7374,378.396,079.83
2021-10-06BUY192384.8325.08150.65-74,357.320
2021-10-11SELL192372.4314.6145.9671,040.24-3,317.09
2021-10-17BUY192367.1310.13144.09-70,937.420
2021-10-26SELL192352.42297.72138.3967,227.76-3,709.65
2021-11-02BUY184364294.69137.2-67,407.890
2021-11-07SELL184355.8288.06134.6465,044.5-2,363.39
2021-12-21BUY184350.5283.76136.11-64,911.870
2021-12-26SELL184350283.36135.3663,981.28-930.59
2021-12-29BUY182350280.28133.79-64,114.070
2022-01-03SELL182350.6280.76135.5963,392.85-721.21
2022-01-06BUY182346.5277.48132.71-63,473.190
2022-01-11SELL182350280.28133.3263,286.4-186.78
2022-01-30BUY178352275.69130.72-63,062.40
2022-02-02SELL178355278.04132.1662,779.81-282.6
2022-02-20BUY174358.8274.7131.78-62,837.670
2022-02-27SELL174345264.13125.5859,640.29-3,197.39
2022-03-02BUY174340.5260.69124.05-59,631.740
2022-03-07SELL174327.9251.04118.4856,685.08-2,946.66
2022-03-10BUY174324248.05116.58-56,740.640
2022-03-15SELL174334255.71120.1357,740.16999.52
2022-04-07BUY179320.4252.35121.09-57,725.040
2022-04-12SELL179321.6253.29122.5357,190.58-534.46
2022-04-19BUY178320250.62121.07-57,331.70
2022-04-24SELL178324.1253.84121.4257,314.55-17.15
2022-04-28BUY176322.9250.05118.8-57,199.250
2022-05-09SELL176321.1248.66117.6156,147.33-1,051.92
2022-05-17BUY179311.9245.65115.06-56,190.810
2022-05-22SELL179303.2238.8111.5453,922.46-2,268.36
2022-05-25BUY175305.1234.93109.98-53,737.410
2022-05-30SELL175310238.7111.7953,899.51162.1
2022-06-05BUY175306.9236.31111.19-54,0550
2022-06-08SELL175308237.16111.2953,551.55-503.45
2022-06-14BUY174306234.27111.01-53,589.280
2022-06-19SELL174307235.04111.9253,071.04-518.24
2022-06-22BUY172306.9232.26110.28-53,129.340
2022-06-27SELL172305.5231.2109.9552,204.84-924.5
2022-08-14BUY180288228.1106.09-52,174.190
2022-08-21SELL180287227.3105.3551,327.34-846.85
2022-08-24BUY177288224.29104.09-51,304.380
2022-08-29SELL177290225.85104.6850,999.46-304.92
2022-09-01BUY174290222.02102.84-50,784.860
2022-09-06SELL174288.1220.57102.1749,806.66-978.2
2022-09-11BUY172288217.96101.03-49,854.980
2022-09-14SELL172286.6216.9100.648,977.7-877.29
2022-09-19BUY166293.5214.3799.88-49,035.260
2022-09-25SELL166286.6209.3397.7147,268.56-1,766.7
2022-10-02BUY164286.6206.8196.96-47,306.170
2024-03-04SELL164246.3177.7388.5340,126.94-7,179.24
2024-03-11BUY16025017682.14-40,258.140
2024-03-14SELL160243.5171.4279.4938,709.08-1,549.06
2024-03-21BUY159241168.677.96-38,565.560
2024-03-27SELL159244170.778.8638,546.44-19.12
2024-04-01BUY158242.8168.7977.84-38,609.040
2024-04-04SELL158239.6166.5777.137,613.13-995.9
2024-04-16BUY157238.5164.7676.74-37,6860
2024-04-21SELL157234.7162.1376.0536,609.72-1,076.28
2024-04-24BUY156232.5159.5975.25-36,504.840
2024-04-29SELL156244167.4879.0337,817.481,312.65
2024-05-16BUY161233.6165.4877.68-37,852.770
2024-05-21SELL161224.5159.0474.4535,911.01-1,941.76
2024-05-27BUY158226157.1273.51-35,938.630
2024-05-30SELL158228158.5174.4135,791.09-147.54
2024-06-04BUY156228156.573.63-35,798.130
2024-06-09SELL156225.6154.8573.9734,964.77-833.36
2024-06-12BUY156222152.3872.61-34,856.990
2024-06-20SELL156223.9153.6872.7434,701.98-155.02
2024-09-19BUY105328.6151.8169.24-34,724.050
2024-10-24SELL105315.46145.7466.5632,910.58-1,813.47
2024-10-29BUY107305143.5965.71-32,844.30
2025-01-26SELL107331.8156.2171.9835,274.412,430.1
2025-03-04BUY107327.115470.52-35,224.220
2025-04-27SELL107314.02147.8469.6833,382.19-1,842.03
2025-05-08BUY112298146.8568.85-33,591.70
2025-05-14SELL112295.4145.5768.3132,870.92-720.78
2025-05-18BUY110296143.2667.31-32,770.570
2025-05-21SELL110294.3142.4466.9832,163.58-606.99
2025-05-27BUY118270140.1866.26-32,066.450
2025-06-01SELL118286148.4970.6133,528.91,462.45
2025-08-20BUY110303146.6567.57-33,544.220
2025-08-25SELL110300.9145.6467.2832,886.09-658.13
2025-08-28BUY109299.6143.6966.53-32,866.620
2025-09-02SELL109309148.268.6533,464.16597.54