← 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 →

#276 · Support rebound

Full-history NAV৳23,364

Net return -76.6% · drawdown 81.7% · 195 closed positions

2024 onward NAV৳55,884

Net return -44.1% · drawdown 44.7% · 43 closed positions

2024 stress NAV৳45,391

Net return -54.6% · drawdown 54.8% · 39 closed positions

Variant 3; fixed stop 8.0%; maximum 15 sessions; gate None; continuous signal; exit any bearish; trailing arms at 8.0%, distance 3.5%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳42
Unsettled৳23,322
Holdings৳0
NAV৳23,364
Realized P&L৳-76,636
Unrealized P&L৳0
Fees৳103,553
Friction৳48,294

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳3.64e-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 #276

390 fills, including partial sales. Page 3.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2018-11-26BUY160361.1254.21118.73-58,148.940
2018-12-18SELL160360.5253.79118.8357,307.38-841.57
2018-12-23BUY160356.1250.69118.34-57,345.030
2019-01-16SELL160387.1272.52126.6161,536.884,191.84
2019-02-13BUY157388268.03123.02-61,307.050
2019-03-10SELL157387267.34123.0760,368.59-938.46
2019-03-14BUY156385264.26121.74-60,4460
2019-04-03SELL156405.01278128.3962,775.252,329.25
2019-04-15BUY169369.8274.98126.52-62,897.710
2019-05-08SELL169356264.72122.8459,776.44-3,121.27
2019-05-13BUY169351.5261.38122.14-59,787.010
2019-05-16SELL169346.4257.58120.8558,163.16-1,623.85
2019-05-21BUY166347.1253.52119.31-57,991.430
2019-05-26SELL166340248.34116.7556,074.92-1,916.52
2019-05-29BUY159350244.86115.11-56,009.970
2019-06-26SELL159360251.86118.5956,869.55859.58
2019-07-07BUY158358.8249.44117.23-57,057.060
2019-07-10SELL158330.1229.48107.4851,818.21-5,238.86
2019-07-15BUY149344.7225.99105.56-51,691.850
2019-07-18SELL149330216.35100.5348,853.12-2,838.73
2019-07-24BUY150323.2213.3198.97-48,792.280
2019-08-21SELL150327215.82100.3448,733.84-58.44
2019-08-26BUY153316.7213.299.28-48,767.580
2019-08-29SELL153316.8213.2799.3648,157.77-609.81
2019-09-08BUY162295.5210.6397.98-48,179.610
2019-09-25SELL162352.13251116.1356,677.698,498.08
2019-10-20BUY178317248.27114.76-56,789.040
2019-11-11SELL178315.9247.41115.9155,866.88-922.16
2019-11-14BUY179310.1244.23114.37-55,866.50
2019-11-19SELL179311.5245.34115.1455,398.03-468.47
2019-11-25BUY176312241.61112.23-55,265.850
2019-12-11SELL176298.4231.08106.9652,180.36-3,085.48
2019-12-17BUY175297.2228.84106-52,344.850
2019-12-22SELL175293225.61105.3450,944.05-1,400.8
2019-12-26BUY175288221.76104.58-50,726.340
2020-01-07SELL175275211.7599.8447,813.41-2,912.93
2020-01-08BUY1274.71.210.55-276.460
2020-01-13SELL12531.110.51251.38-25.08
2020-01-16BUY206231.5209.8398.4-47,997.230
2020-01-21SELL206276.18250.33116.7656,526.618,529.37
2020-02-19BUY210266.8246.52113.87-56,388.40
2020-02-24SELL210310.15286.58131.9664,713.178,324.78
2020-03-08BUY244263.5282.89130.13-64,707.030
2020-03-11SELL244255273.77125.8361,820.4-2,886.62
2020-03-18BUY264233.2270.89124.45-61,960.140
2020-05-31SELL264239.1277.74128.8962,715.77755.63
2020-07-09BUY261238.8274.24146.84-62,747.880
2020-07-30SELL261255292.84135.6266,126.533,378.65
2020-10-01BUY199329288.07132.96-65,892.030
2020-10-07SELL199328.8287.9133.3165,009.99-882.04
2020-10-12BUY196330.9285.37132.52-65,274.290
2020-11-03SELL196330284.59133.0564,262.36-1,011.93
2020-11-08BUY189336.2279.58130.71-63,952.090
2020-11-22SELL189327271.93127.4161,403.65-2,548.44
2020-11-25BUY188324.7268.59125.71-61,437.910
2020-12-17SELL188356.7295.06137.3766,627.175,189.27
2021-02-02BUY179370.1291.49134.62-66,674.010
2021-02-22SELL179359.7283.3131.1363,971.87-2,702.14
2021-02-25BUY184345.7279.88129.46-64,018.140
2021-03-21SELL184342276.88128.6662,522.46-1,495.69
2021-03-24BUY181344273.96127.59-62,665.560
2021-04-01SELL181330262.81122.4259,344.76-3,320.79
2021-04-06BUY183322259.27120.57-59,305.840
2021-04-28SELL183338.8272.8129.0561,598.552,292.71
2021-05-06BUY182335268.27127.88-61,366.140
2021-06-01SELL182346.3277.32129.662,619.681,253.54
2021-06-08BUY181345274.76128.25-62,848.010
2021-06-29SELL181346.2275.71129.2262,257.26-590.75
2021-07-06BUY177348.4271.33127.2-62,065.330
2021-08-03SELL177372289.71134.6965,419.63,354.26
2021-08-11BUY181360286.7132.76-65,579.460
2021-09-05SELL181363.3289.33134.1665,333.81-245.65
2021-10-04BUY171380285.91132.12-65,398.030
2021-10-10SELL171372.3280.12129.5263,253.66-2,144.37
2021-10-17BUY171367.1276.21128.03-63,178.330
2021-10-21SELL171362.1272.44126.2961,520.37-1,657.97
2021-10-28BUY173353.9269.39124.95-61,619.030
2021-11-18SELL173362275.55130.7862,219.66600.63
2021-11-23BUY172359271.69129.4-62,149.090
2021-12-01SELL172359271.69131.1861,345.13-803.96
2021-12-06BUY168362.8268.18128.81-61,347.390
2021-12-28SELL168349.2258.13122.8258,284.65-3,062.74
2022-01-02BUY165350254.1121.63-58,125.730
2022-01-23SELL165356.2258.6122.6158,391.79266.07
2022-01-26BUY163356255.32120.93-58,404.260
2022-02-16SELL163357256.04122.6857,812.28-591.98
2022-02-22BUY162355.8253.61121-58,014.210
2022-02-27SELL162345245.92116.5655,527.52-2,486.69
2022-03-02BUY162340.5242.71115.14-55,518.850
2022-03-07SELL162327.9233.73110.0352,776.05-2,742.8
2022-03-10BUY162324230.95108.3-52,827.240
2022-04-03SELL162328.9234.44110.9152,936.45109.2
2022-04-06BUY162323.3230.45109.84-52,714.890
2022-04-28SELL162322.9230.16108.9751,970.67-744.22
2022-05-09BUY161321.1227.47107.23-52,031.80
2022-05-12SELL161316223.85104.9950,547.16-1,484.64
2022-05-23BUY163307.5220.54102.79-50,445.830
2022-05-26SELL163300.1215.23100.4448,600.63-1,845.2
2022-05-31BUY156310212.7899.34-48,672.120
2022-06-21SELL156304.1208.7398.7947,132.07-1,540.05