← 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 3.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2018-10-21BUY80363.2127.8558.81-29,242.660
2018-10-30SELL80379.26133.561.3830,145.92903.26
2018-11-07BUY8037513260.83-30,192.830
2018-11-20SELL80359.9126.6858.3228,607-1,585.83
2018-11-26BUY79361.1125.5257.83-28,710.250
2018-12-18SELL79360.5125.3157.8128,296.38-413.86
2018-12-23BUY79356.1123.7857.33-28,313.010
2019-01-01SELL79370128.6159.5529,041.84728.82
2019-01-06BUY78367.7126.1958.41-28,865.20
2019-01-15SELL78387.1132.8561.0529,999.91,134.7
2019-02-13BUY77388131.4560.04-30,067.490
2019-03-10SELL77387131.1259.9729,607.91-459.58
2019-03-14BUY77385130.4459.68-29,835.120
2019-04-02SELL77411.31139.3563.8731,467.341,632.22
2019-04-07BUY81385137.2162.82-31,385.030
2019-04-10SELL81363129.3759.1629,214.47-2,170.56
2019-04-17BUY77375.8127.3258.2-29,122.120
2019-05-08SELL77356120.6155.3527,236.04-1,886.08
2019-05-13BUY77351.5119.0954.82-27,239.410
2019-05-16SELL77346.4117.3654.1326,501.31-738.1
2019-05-21BUY76347.1116.0753.61-26,549.280
2019-05-26SELL76340113.752.4925,673.81-875.47
2019-05-29BUY73350112.4251.9-25,714.320
2019-06-26SELL73360115.6353.4326,110.94396.62
2019-07-07BUY72358.8113.6752.47-25,999.730
2019-07-10SELL72330.1104.5748.1923,614.15-2,385.59
2019-07-15BUY68344.7103.1347.47-23,590.210
2019-07-18SELL6833098.7445.3422,295.93-1,294.28
2019-07-24BUY69323.298.1245.03-22,443.950
2019-08-21SELL6932799.2845.622,418.12-25.83
2019-08-26BUY70316.797.5444.83-22,311.380
2019-08-29SELL70316.897.5744.8622,033.57-277.81
2019-09-08BUY74295.596.2144.2-22,007.420
2019-09-12SELL74305.199.3445.6322,432.43425.01
2019-10-20BUY7031797.6444.68-22,332.310
2019-11-11SELL70315.997.344.7621,970.94-361.37
2019-11-12BUY13151.390.63-317.020
2019-11-17SELL13111.370.62309.01-8.01
2019-11-18BUY70310.795.744.06-21,888.750
2019-11-24SELL70326.34100.5146.122,697.18808.43
2019-11-25BUY13121.370.62-3140
2019-12-11SELL1298.41.310.6296.49-17.51
2019-12-12BUY75298.498.4745.12-22,523.590
2019-12-18SELL7529296.3644.1621,759.48-764.1
2019-12-19BUY1291.11.280.58-292.960
2019-12-24SELL12851.250.57283.18-9.79
2019-12-26BUY7528895.0443.89-21,738.930
2020-01-07SELL7527590.7541.9120,492.34-1,246.59
2020-01-08BUY2274.72.421.1-552.920
2020-01-13SELL22532.231.01502.76-50.16
2020-01-16BUY90231.591.6742.25-20,968.920
2020-01-21SELL90279.9110.8450.9625,029.194,060.27
2020-02-19BUY93266.8109.1749.98-24,971.560
2020-02-24SELL93319.8130.8659.8429,550.74,579.15
2020-03-08BUY111263.5128.6958.82-29,436.010
2020-03-11SELL111255124.5456.928,123.56-1,312.45
2020-03-18BUY120233.2123.1356.24-28,163.370
2020-05-31SELL120239.1126.2457.9328,507.82344.45
2020-07-09BUY119238.8125.0461.45-28,603.680
2020-07-27SELL119253.72132.856129,999.071,395.39
2020-10-01BUY90329130.2859.63-29,799.920
2020-10-07SELL90328.8130.259.6929,402.11-397.81
2020-10-12BUY89330.9129.5859.48-29,639.160
2020-11-03SELL89330129.2359.529,181.27-457.89
2020-11-08BUY86336.2127.2258.58-29,098.990
2020-11-22SELL86327123.7457.0327,941.23-1,157.76
2020-11-25BUY85324.7121.4455.94-27,776.880
2020-12-17SELL85356.7133.4161.330,124.792,347.91
2021-02-02BUY81370.1131.960.39-30,170.390
2021-02-22SELL81359.7128.258.7528,948.75-1,221.65
2021-02-25BUY83345.7126.2557.84-28,877.190
2021-03-21SELL83342124.957.3428,203.76-673.43
2021-03-24BUY82344124.1257.05-28,389.160
2021-04-01SELL82330119.0654.7326,886.21-1,502.95
2021-04-06BUY83322117.5954.01-26,897.60
2021-04-11SELL83328119.7955.227,049.02151.41
2021-05-06BUY80335117.9254.75-26,972.670
2021-06-01SELL80346.3121.956.0927,526.01553.34
2021-06-08BUY79345119.9255.15-27,430.070
2021-06-29SELL79346.2120.3455.4427,174.02-256.05
2021-07-06BUY78348.4119.5755.1-27,349.870
2021-08-02SELL78372.4127.8158.7428,860.661,510.78
2021-08-11BUY79360125.1457.34-28,622.480
2021-09-05SELL79363.3126.2857.928,516.51-105.97
2021-10-04BUY75380125.457.42-28,682.820
2021-10-10SELL75372.3122.8656.2727,743.37-939.44
2021-10-17BUY75367.1121.1455.54-27,709.180
2021-10-21SELL75362.1119.4954.7926,983.22-725.96
2021-10-28BUY76353.9118.3454.27-27,069.020
2021-11-18SELL76362121.0556.0927,334.86265.84
2021-11-23BUY75359118.4754.97-27,098.440
2021-12-01SELL75359118.4755.3126,751.22-347.22
2021-12-02BUY13551.560.71-357.270
2021-12-26SELL13501.540.7347.76-9.51
2021-12-27BUY76348.5116.5454.09-26,656.630
2022-01-17SELL76360120.3855.7127,183.9527.27
2022-01-18BUY13601.580.72-362.30
2022-02-08SELL1357.41.570.72355.11-7.19
2022-02-09BUY75359.5118.6455.18-27,136.320
2022-02-27SELL75345113.8552.7825,708.37-1,427.95