← 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 4.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2022-06-26BUY66304.588.4340.89-20,226.320
2022-07-12SELL6629485.3839.1519,279.47-946.85
2022-07-13BUY12901.280.58-291.860
2022-07-27SELL12861.260.57284.17-7.69
2022-07-28BUY67289.485.3239.06-19,514.170
2022-08-14SELL6728884.938.9319,172.17-342
2022-08-16BUY1288.91.270.58-290.750
2022-08-31SELL1295.71.30.59293.813.06
2022-09-01BUY6529082.9437.97-18,970.910
2022-09-15SELL6528782.0837.6518,535.27-435.64
2022-09-18BUY1288.41.270.58-290.250
2022-10-02SELL1286.61.260.57284.77-5.48
2024-03-06BUY74252.682.2538.06-18,812.710
2024-03-21SELL7424178.4735.9517,719.58-1,093.13
2024-03-24BUY1243.91.070.49-245.460
2024-04-09SELL12411.060.48239.46-6
2024-04-15BUY7324177.4135.58-17,705.990
2024-04-29SELL7324478.3736.2617,697.37-8.62
2024-04-30BUY12391.050.48-240.530
2024-05-15SELL1238.51.050.48236.97-3.56
2024-05-16BUY75233.677.0935.57-17,632.660
2024-06-02SELL75226.974.8834.5616,908.06-724.6
2024-06-03BUY1227.910.46-229.360
2024-06-20SELL1223.90.990.45222.47-6.89
2024-06-23BUY73228.873.4934.05-16,809.940
2024-07-03SELL73239.7176.9935.5417,386.01576.07
2024-09-12BUY52337.977.3135.18-17,683.290
2024-09-29SELL5235080.0836.4718,083.45400.16
2024-10-03BUY5234478.7135.84-18,002.550
2024-10-21SELL52333.176.2134.7217,210.27-792.28
2024-10-29BUY5630575.1534.28-17,189.430
2024-11-12SELL56325.780.2536.6718,122.28932.84
2024-11-26BUY57315.379.0836.15-18,087.330
2024-12-10SELL57319.980.2336.7418,117.3330.01
2024-12-15BUY57315.179.0336.23-18,075.960
2025-01-01SELL57323.581.1337.2318,321.14245.19
2025-01-06BUY56325.680.2336.84-18,350.670
2025-01-20SELL56333.582.1737.6118,556.21205.54
2025-01-26BUY56331.881.7637.43-18,699.980
2025-02-09SELL56337.383.113818,767.6867.7
2025-02-12BUY55336.681.4637.32-18,631.780
2025-03-02SELL55327.479.2336.1517,891.62-740.16
2025-03-05BUY55325.578.7735.95-18,017.220
2025-03-19SELL55324.478.535.917,727.59-289.63
2025-03-24BUY55319.977.4235.47-17,707.380
2025-04-16SELL5532177.6835.8617,541.46-165.92
2025-04-21BUY54321.176.2935.25-17,450.940
2025-05-06SELL5430472.2333.3516,310.42-1,140.52
2025-05-12BUY55298.172.1433.3-16,500.940
2025-05-24SELL5528568.9731.8515,574.18-926.76
2025-05-27BUY5727067.7231.37-15,489.090
2025-06-01SELL57284.6871.433.1716,121.91632.82
2025-07-17BUY54298.971.0232.82-16,244.440
2025-07-29SELL54316.5275.2134.4816,982.4737.96
2025-08-17BUY5530674.0533.88-16,937.930
2025-08-31SELL5530774.2934.116,776.6-161.32
2025-09-03BUY53311.572.6433.32-16,615.460
2025-09-17SELL53301.170.2232.3415,855.75-759.72
2025-09-22BUY53300.370.0332.3-16,018.230
2025-10-08SELL53296.469.1232.1515,607.93-410.31
2025-10-13BUY53293.568.4431.95-15,655.890
2025-10-27SELL53286.166.7231.1415,065.44-590.45
2025-11-02BUY52283.464.8430.3-14,831.950
2025-11-16SELL5227963.8430.0514,414.12-417.83
2025-11-19BUY52277.563.4929.73-14,523.220
2025-12-03SELL5228064.0629.9714,465.96-57.26
2025-12-10BUY52274.962.929.34-14,387.040
2025-12-28SELL5226360.1727.8513,587.98-799.06
2026-01-01BUY5226059.4927.5-13,606.990
2026-01-15SELL52253.55826.7513,097.25-509.74
2026-01-20BUY5026057.226.3-13,083.50
2026-02-03SELL50264.858.2626.6813,155.0671.56
2026-02-09BUY50262.457.7326.43-13,204.160
2026-02-25SELL5026458.0826.5913,115.33-88.83
2026-03-02BUY50260.257.2426.19-13,093.440
2026-03-16SELL50254.956.0825.6512,663.27-430.16
2026-03-29BUY51249.355.9425.61-12,795.860
2026-04-12SELL51245.955.1825.3312,460.39-335.47
2026-04-16BUY51242.754.4625.04-12,457.210
2026-04-30SELL5124755.4325.5212,516.0558.85
2026-05-05BUY51242.554.4225.06-12,446.980
2026-05-19SELL51238.153.4324.5912,065.08-381.89
2026-05-23BUY5023852.3624.1-11,976.460
2026-06-11SELL5025155.2225.3712,469.41492.95
2026-07-12BUY49256.655.3225.3-12,654.020
2026-07-26SELL49258.955.8225.5412,604.74-49.28
2026-07-29BUY4826054.9125.15-12,560.060
2026-08-16SELL48251.553.1224.3111,994.57-565.49
2026-08-19BUY48248.552.4824.03-12,004.510
2026-09-03SELL48245.451.8323.7611,703.61-300.9
2026-09-10BUY4824351.3223.56-11,738.880
2026-09-24SELL4824451.5323.8711,636.59-102.29
2026-09-29BUY47242.450.1323.21-11,466.140
2026-10-13SELL47241.149.8623.2311,258.61-207.52