← 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 4.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2022-06-26BUY154304.5206.3397.59-47,196.920
2022-06-30SELL154294.9199.8293.6645,121.12-2,075.8
2022-07-06BUY154292197.8692.07-45,257.930
2022-07-31SELL154287.3194.6789.9643,959.56-1,298.36
2022-08-14BUY151288191.3588.67-43,768.020
2022-09-06SELL151288.1191.4188.4543,223.24-544.78
2022-09-11BUY149288188.8187.29-43,188.10
2022-10-02SELL149286.6187.8987.8542,427.66-760.45
2024-03-06BUY167252.6185.6187.81-42,457.620
2024-03-13SELL167244.4179.5983.5840,551.64-1,905.98
2024-03-19BUY168241178.1582.52-40,748.670
2024-03-31SELL168235.8174.380.4339,359.67-1,389
2024-04-03BUY163239.9172.0679.53-39,355.290
2024-04-23SELL163233.6167.5479.0337,830.23-1,525.06
2024-04-28BUY159235164.4177.61-37,607.020
2024-05-20SELL159224.9157.3473.7135,528.05-2,078.97
2024-05-26BUY155228.5155.8472.89-35,646.230
2024-06-02SELL155226.9154.7572.5834,942.17-704.06
2024-06-05BUY154225.1152.5371.96-34,889.890
2024-07-02SELL154247.6167.7778.9837,883.652,993.76
2024-09-12BUY111337.9165.0375.18-37,747.110
2024-10-06SELL111338.1165.1375.3637,288.61-458.5
2024-10-09BUY112331163.1274.45-37,309.560
2024-10-24SELL112322.4158.8872.5935,877.33-1,432.23
2024-10-29BUY117305157.0171.9-35,913.910
2024-11-17SELL117321.34165.4375.9737,355.971,442.06
2024-11-26BUY118315.3163.775.29-37,444.40
2024-12-18SELL118320166.1476.9137,516.9572.55
2024-12-23BUY114325.6163.3275.48-37,357.20
2025-01-15SELL114334.3167.6877.2137,865.3508.11
2025-01-20BUY113333.5165.8276.43-37,927.740
2025-02-10SELL113339.5168.877.6938,117.01189.27
2025-02-13BUY113336.1167.1177.18-38,223.590
2025-03-02SELL113327.4162.7874.5636,758.86-1,464.74
2025-03-05BUY112325.5160.4173.52-36,689.930
2025-03-18SELL112322.3158.8372.9135,865.86-824.07
2025-03-23BUY112319.6157.572.61-36,025.310
2025-04-22SELL112322.9159.1374.7935,930.89-94.43
2025-04-27BUY113315156.6273.98-35,825.60
2025-04-30SELL113302.3150.370.5733,939.03-1,886.56
2025-05-06BUY111304148.4769.66-33,962.140
2025-05-22SELL111293.1143.1567.332,323.65-1,638.49
2025-05-27BUY119270141.3766.85-32,338.220
2025-06-01SELL119284.68149.0670.8933,656.381,318.16
2025-07-17BUY112298.9147.369.29-33,693.390
2025-07-29SELL112316.52155.9872.1635,222.11,528.71
2025-08-17BUY114306153.4970.7-35,108.190
2025-08-24SELL114300150.4869.4333,980.09-1,128.1
2025-08-27BUY113298.8148.5668.78-33,981.740
2025-09-17SELL113301.1149.7169.9633,804.63-177.11
2025-09-22BUY112300.3147.9969.37-33,850.960
2025-10-08SELL112296.4146.0769.6832,981.06-869.91
2025-10-13BUY112293.5144.6469.49-33,086.120
2025-10-16SELL112290142.9168.6132,268.47-817.65
2025-10-21BUY110290140.3667.33-32,107.690
2025-10-28SELL110282.7136.8365.530,894.68-1,213.02
2025-11-02BUY109283.4135.9265.43-31,091.950
2025-11-11SELL109276.4132.5664.4429,930.6-1,161.36
2025-11-16BUY106279130.1363.44-29,767.560
2025-12-07SELL106278.5129.8962.5729,328.54-439.02
2025-12-10BUY106274.9128.2161.41-29,329.020
2025-12-15SELL106258.7120.6656.7427,244.8-2,084.21
2025-12-21BUY105258.1119.2456.08-27,275.830
2026-01-05SELL105253.3117.0254.7926,424.68-851.14
2026-01-08BUY103254115.1153.68-26,330.80
2026-01-29SELL103271.5123.0456.927,784.551,453.76
2026-02-05BUY105263121.5156.07-27,792.570
2026-03-02SELL105260.2120.2155.427,145.39-647.19
2026-03-08BUY110245.9119.0254.77-27,222.780
2026-04-06SELL110240116.1653.5926,230.25-992.54
2026-04-09BUY105248114.5853.04-26,207.610
2026-05-03SELL105243112.2752.3925,350.34-857.27
2026-05-06BUY105241111.3451.98-25,468.320
2026-05-11SELL105241.8111.7152.2125,225.08-243.24
2026-05-19BUY105238.111051.28-25,161.780
2026-05-23SELL105238109.9651.324,828.74-333.03
2026-06-02BUY103240.6109.0450.9-24,941.740
2026-06-23SELL103254.4115.2953.326,034.611,092.87
2026-07-12BUY100256.6112.951.95-25,824.860
2026-08-02SELL100260114.452.8725,832.737.87
2026-08-06BUY99259112.8252.15-25,805.970
2026-08-16SELL99251.5109.5550.524,738.44-1,067.52
2026-08-19BUY99248.5108.2549.92-24,759.670
2026-08-24SELL99245.2106.8149.2424,118.75-640.92
2026-08-30BUY98245.1105.6948.78-24,174.270
2026-09-02SELL98244.5105.4348.7523,806.82-367.45
2026-09-07BUY97245104.5748.41-23,917.980
2026-09-10SELL97243103.7148.123,419.19-498.79
2026-09-16BUY97240102.4347.99-23,430.420
2026-10-11SELL97242103.2948.9323,321.79-108.63