← 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: -12.2%. 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 →

#297 · Support rebound

Full-history NAV৳10,984

Net return -89.0% · drawdown 91.4% · 202 closed positions

2024 onward NAV৳52,725

Net return -47.3% · drawdown 47.8% · 43 closed positions

2024 stress NAV৳39,691

Net return -60.3% · drawdown 60.4% · 39 closed positions

Variant 3; fixed stop 8.0%; maximum 15 sessions; gate None; continuous signal; exit any bearish; trailing arms at 5.0%, distance 2.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳164
Unsettled৳10,820
Holdings৳0
NAV৳10,984
Realized P&L৳-89,016
Unrealized P&L৳0
Fees৳59,561
Friction৳27,470

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.20e-10. 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 #297

404 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
2011-01-30SELL532225.8528.55243.42119,353.63-1,650.74
2011-02-09BUY563210.8522.19239.85-119,442.440
2011-02-14SELL563172.6427.56196.1896,550.05-22,892.39
2011-02-24BUY592162.2422.5193.93-96,638.830
2011-03-01SELL592153.8400.62183.7590,465.23-6,173.6
2011-04-10BUY527170.4395.12182.45-90,378.380
2011-04-25SELL527153.1355.01164.3280,164.37-10,214.01
2011-04-28BUY507157.2350.68162.29-80,213.380
2011-05-09SELL507144.62322.63149.572,852.24-7,361.14
2011-05-12BUY487148.5318.21147.97-72,785.680
2011-06-05SELL487147.4315.85148.6471,319.31-1,466.37
2011-06-14BUY501141.6312.14146.54-71,400.290
2011-06-27SELL501149.45329.45153.6574,391.352,991.06
2011-08-24BUY417177324.76148.65-74,282.410
2011-09-18SELL417161.4296.14136.866,870.87-7,411.54
2011-09-19BUY1163.50.720.33-164.550
2011-10-09SELL1147.70.650.3146.75-17.79
2011-10-10BUY449147.9292.19135.36-66,834.650
2011-10-19SELL449136.07268.82124.560,701.22-6,133.43
2011-10-20BUY1144.50.640.29-145.420
2011-10-25SELL11670.730.33165.9320.51
2011-12-18BUY389155.3265.81122.45-60,799.960
2011-12-26SELL389160.62274.92127.4862,079.561,279.59
2012-01-24BUY393157271.48124.57-62,097.050
2012-01-29SELL393150.4260.07119.2758,727.85-3,369.2
2012-02-02BUY379154256.81117.85-58,740.660
2012-02-08SELL379147.1245.3112.6255,392.97-3,347.69
2012-02-22BUY371148.2241.92111.02-55,335.140
2012-02-27SELL371153.08249.88114.756,426.621,091.48
2012-03-07BUY371151.4247.15113.43-56,529.970
2012-03-19SELL371168.46275126.6162,097.795,567.82
2012-05-15BUY300205.7271.52124.02-62,105.540
2012-06-05SELL300205.9271.79125.1761,373.04-732.5
2012-06-12BUY300203267.96123.69-61,291.650
2012-06-26SELL300204.3269.68124.8560,895.48-396.17
2012-07-04BUY302200.7266.69123.19-61,001.280
2012-07-12SELL302198.9264.3121.9859,681.52-1,319.77
2012-07-17BUY305194.4260.88120.32-59,673.20
2012-07-22SELL305199.4267.59123.3460,426.06752.86
2012-09-04BUY339176.8263.71121.22-60,320.140
2012-09-25SELL339171.6255.96117.6157,798.84-2,521.3
2012-09-30BUY346166.3253.18116.44-57,909.410
2012-10-03SELL346168.3256.22117.8957,857.69-51.72
2012-10-08BUY345166.3252.44116.19-57,742.130
2012-10-15SELL345162.5246.68114.0155,701.81-2,040.31
2012-10-18BUY342161.9243.63112.99-55,726.420
2012-10-23SELL342172.2259.13120.9958,512.282,785.87
2012-11-13BUY347167.5255.74119.63-58,497.870
2012-11-19SELL347172.1262.76122.2459,333.7835.83
2012-11-28BUY356165.8259.71120.83-59,405.340
2012-12-20SELL356169.9266.13126.1860,092.09686.75
2012-12-26BUY343174262.6124.15-60,068.760
2013-01-17SELL343170.4257.17121.5358,068.5-2,000.25
2013-01-22BUY341169.1253.72120.41-58,037.220
2013-02-12SELL341165.1247.72115.5855,935.8-2,101.42
2013-02-17BUY334166.6244.84113.98-56,003.220
2013-02-25SELL334150.6221.32102.649,976.48-6,026.74
2013-02-28BUY337147.1218.12101.09-49,891.910
2013-03-05SELL337145.6215.9100.1848,751.12-1,140.79
2013-03-10BUY340142.5213.1899.46-48,762.640
2013-04-03SELL340148.6222.31106.9650,194.731,432.09
2013-04-16BUY345144.7219.65105.62-50,246.780
2013-05-08SELL345147.2223.45109.0350,451.52204.74
2013-07-24BUY268186.7220.16100.42-50,356.170
2013-07-31SELL268184.2217.2199.0849,049.31-1,306.86
2013-08-12BUY274177.9214.4897.83-49,056.910
2013-08-19SELL274183.95221.77101.2950,078.151,021.25
2013-09-19BUY255195.1218.999.94-50,069.340
2013-09-24SELL255190.4213.6397.5848,240.79-1,828.55
2013-09-29BUY258185.9211.0396.51-48,269.750
2013-10-10SELL258181.4205.9394.9846,500.3-1,769.45
2013-10-22BUY255181.4203.5394.32-46,554.860
2013-10-29SELL255187.2210.0497.9347,428.04873.18
2013-12-03BUY230204.8207.2695.04-47,406.30
2013-12-26SELL230199.8202.293.2945,658.51-1,747.78
2014-01-01BUY225202199.9892.46-45,742.440
2014-01-13SELL225205.9203.8494.246,029.46287.02
2014-01-22BUY219208.7201.192.76-45,999.160
2014-02-12SELL219207.4199.8591.6945,129.06-870.1
2014-02-17BUY219204.7197.2590.48-45,117.030
2014-02-27SELL219211.29203.693.4245,975.06858.03
2014-03-20BUY215211.7200.2791.79-45,807.560
2014-04-09SELL215247.9234.51107.4352,956.567,149
2014-05-27BUY198266231.74106.09-53,005.830
2014-06-03SELL198280.67244.52111.9755,216.572,210.74
2014-07-09BUY184297.6240.94110.31-55,109.640
2014-08-07SELL184323.9262.23120.0359,215.344,105.7
2014-10-26BUY156377.7259.25118.4-59,298.850
2014-11-09SELL156344.9236.74108.2153,459.45-5,839.41
2014-11-12BUY150354.2233.77106.92-53,470.690
2014-11-24SELL150316.7209.0295.747,200.27-6,270.42
2014-11-27BUY150313206.5894.71-47,251.290
2014-12-03SELL150351.43231.94106.5952,375.675,124.38
2015-01-12BUY146355.9228.63105.85-52,295.880
2015-01-26SELL146340218.42101.0749,320.51-2,975.37
2015-01-29BUY149328.6215.4399.59-49,276.420
2015-02-09SELL149338.69222.04102.6450,139.82863.41