← 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: -12.0%. 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 →

#296 · Support rebound

Full-history NAV৳11,453

Net return -88.5% · drawdown 91.0% · 197 closed positions

2024 onward NAV৳54,664

Net return -45.3% · drawdown 45.9% · 41 closed positions

2024 stress NAV৳35,788

Net return -64.2% · drawdown 64.3% · 39 closed positions

Variant 3; fixed stop 22.0%; maximum 10 sessions; gate None; continuous signal; exit stop/time only; trailing arms at 8.0%, distance 3.5%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳194
Unsettled৳11,259
Holdings৳0
NAV৳11,453
Realized P&L৳-88,547
Unrealized P&L৳0
Fees৳62,762
Friction৳29,084

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳6.37e-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 #296

394 fills, including partial sales. Page 1.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2010-12-14BUY452219.8437.14201.5-99,988.240
2010-12-22SELL452269.9536.78246.57121,211.4621,223.21
2011-01-25BUY532226529.02243.35-121,004.370
2011-02-08SELL532219.1512.87235.46115,812.87-5,191.5
2011-02-09BUY1210.80.930.42-212.150
2011-02-24SELL1162.20.710.32161.16-50.99
2011-02-27BUY768149.8506.2232.8-115,785.410
2011-03-02SELL768144.4487.96224.24110,187-5,598.41
2011-04-10BUY643170.4482.1223.38-110,272.670
2011-04-25SELL643153.1433.15201.2997,808.86-12,463.81
2011-04-28BUY618157.2427.46198.6-97,775.660
2011-05-15SELL618151.5411.96193.1493,021.9-4,753.76
2011-05-22BUY642144406.77191.7-93,046.470
2011-06-05SELL642147.4416.38198.0894,016.35969.88
2011-06-14BUY660141.6411.21195-94,062.210
2011-06-28SELL660154.5448.67210.83101,310.517,248.3
2011-08-24BUY569177443.14203.35-101,359.490
2011-09-14SELL569168.1420.86195.6295,032.43-6,327.06
2011-09-19BUY577163.5415.09193.45-94,948.050
2011-10-03SELL577159.8405.7189.6191,609.29-3,338.76
2011-10-09BUY616147.7400.33186.8-91,570.330
2011-10-23SELL616155.6421.74197.5795,230.293,659.96
2011-12-18BUY610155.3416.83193.47-95,343.290
2012-01-02SELL610173.8466.48219.25105,332.279,988.98
2012-01-24BUY666157460.07212.48-105,234.550
2012-02-08SELL666147.1431.06199.497,338.14-7,896.41
2012-02-22BUY653148.2425.81196.81-97,397.220
2012-03-04SELL653156.14448.61207.34101,301.513,904.29
2012-03-07BUY665151.4443204.86-101,328.860
2012-03-21SELL665172.4504.44234.73113,906.8312,577.97
2012-05-15BUY550205.7497.79228.27-113,861.070
2012-05-29SELL550201.1486.66225.29109,893.05-3,968.02
2012-06-06BUY527207.1480.22223.66-109,845.580
2012-06-20SELL527197456.8213.89103,148.31-6,697.27
2012-06-25BUY513200451.44211.66-103,263.10
2012-07-10SELL513192.7434.96202.9798,217.17-5,045.94
2012-07-17BUY502194.4429.39199.87-98,218.060
2012-07-22SELL502151.63334.92154.9175,629.43-22,588.64
2012-09-04BUY425176.8330.62152.41-75,623.020
2012-09-18SELL425178.3333.42153.8175,290.27-332.75
2012-09-23BUY431173.5329.03151.59-75,259.120
2012-10-07SELL431167.6317.84146.7271,771.05-3,488.07
2012-10-10BUY436163.6313.85145.16-71,788.610
2012-10-30SELL436177.3340.13159.9976,802.675,014.06
2012-11-13BUY455167.5335.34158.24-76,706.080
2012-11-19SELL455172.1344.54161.4377,799.531,093.45
2012-11-28BUY467165.8340.69159.64-77,928.930
2012-12-12SELL467166.2341.51160.8777,113.02-815.91
2012-12-18BUY458167.1336.74159.96-77,028.50
2013-01-03SELL458171.6345.81164.978,082.091,053.59
2013-01-08BUY453171.4341.63162.86-78,148.690
2013-01-22SELL453169.1337.05162.1776,103.08-2,045.61
2013-01-27BUY449168.4332.69161.1-76,105.40
2013-02-10SELL449168.3332.49157.3775,076.84-1,028.55
2013-02-13BUY447166.6327.67154.04-74,951.910
2013-02-28SELL447147.1289.32134.9365,329.46-9,622.46
2013-03-03BUY11410.620.28-141.90
2013-03-18SELL1144.80.640.29143.871.97
2013-03-24BUY447145.3285.78137.91-65,372.790
2013-04-08SELL447145.9286.96140.3964,789.95-582.84
2013-04-16BUY445144.7283.32138.4-64,813.220
2013-04-30SELL445143.8281.56138.963,570.54-1,242.68
2013-05-06BUY433145.9277.97138.04-63,590.710
2013-05-15SELL433154.59294.53145.0266,499.222,908.51
2013-07-24BUY354186.7290.8132.78-66,515.390
2013-08-13SELL354179.1278.97127.3862,995.05-3,520.34
2013-09-19BUY321195.1275.56125.94-63,028.60
2013-10-03SELL321187.8265.25121.9859,896.57-3,132.03
2013-10-08BUY332178.8261.19120.65-59,743.440
2013-10-29SELL332187.2273.46128.4661,748.482,005.04
2013-12-03BUY300204.8270.34124.29-61,834.630
2013-12-18SELL300200.2264.26121.6159,674.13-2,160.5
2013-12-23BUY295200.9260.77120.54-59,646.810
2014-01-09SELL295208.7270.89125.8261,169.791,522.97
2014-01-16BUY295206267.39124.06-61,161.450
2014-01-30SELL295212.3275.57127.2862,225.661,064.21
2014-02-09BUY297207.9271.68125.22-62,143.20
2014-02-24SELL297207.9271.68125.1161,349.5-793.69
2014-03-20BUY288211.7268.27123.3-61,361.170
2014-04-06SELL288230.5292.09134.7965,957.124,595.96
2014-05-27BUY247266289.09132.59-66,123.670
2014-06-05SELL247285.9310.72142.5370,164.064,040.38
2014-07-09BUY234297.6306.41140.55-70,085.360
2014-07-23SELL234297.7306.51140.9469,214.34-871.02
2014-10-26BUY182377.7302.46138.24-69,182.10
2014-11-10SELL182348.7279.24127.7963,056.38-6,125.73
2014-11-13BUY179349.6275.34126.13-62,979.870
2014-11-27SELL179313246.52113.2155,667.27-7,312.6
2015-01-12BUY155355.9242.72112.5-55,519.730
2015-01-26SELL155340231.88107.4252,360.7-3,159.02
2015-01-28BUY13361.480.67-338.150
2015-02-11SELL1347.91.530.7345.677.52
2015-02-22BUY157333.1230.11106.26-52,633.070
2015-03-08SELL157329.8227.83105.2751,445.5-1,187.56
2015-03-11BUY154331.4224.56103.74-51,363.890
2015-03-29SELL154348235.8108.6153,247.581,883.69
2015-04-19BUY155342233.24106.98-53,350.220
2015-05-05SELL155327223.01102.6450,359.34-2,990.88
2015-05-10BUY152329220.04101.32-50,329.350
2015-05-24SELL152326218.03100.549,233.47-1,095.89