← 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 4.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2022-02-28BUY1340.51.50.68-342.680
2022-03-03SELL1338.71.490.68336.53-6.15
2022-03-10BUY80324114.0552.65-26,086.70
2022-03-15SELL80334117.5754.2626,548.17461.47
2022-03-21BUY81326.2116.2653.7-26,592.160
2022-04-11SELL81324.9115.7954.1526,146.96-445.21
2022-04-17BUY81320.6114.2653.41-26,136.270
2022-05-12SELL81316112.6252.0125,431.37-704.9
2022-05-23BUY82307.5110.9551.07-25,377.020
2022-05-26SELL82300.1108.2849.8824,450.05-926.97
2022-05-31BUY78310106.3949.02-24,335.410
2022-06-21SELL78304.1104.3748.4223,567.02-768.39
2022-06-26BUY77304.5103.1647.84-23,597.510
2022-06-30SELL77294.999.9146.1222,561.27-1,036.24
2022-07-06BUY7729298.9345.5-22,628.430
2022-07-31SELL77287.397.3444.6121,980.15-648.28
2022-08-14BUY7628896.3144.21-22,028.510
2022-09-06SELL76288.196.3444.1621,755.1-273.41
2022-09-11BUY7528895.0443.57-21,738.610
2022-10-02SELL75286.694.5843.6121,356.81-381.8
2024-03-06BUY84252.693.3643.31-21,355.070
2024-03-13SELL84244.490.3341.5520,397.72-957.35
2024-03-19BUY8424189.0740.87-20,373.950
2024-03-31SELL84235.887.1539.9119,680.13-693.81
2024-04-03BUY82239.986.5639.68-19,798.030
2024-04-23SELL82233.684.2839.0419,031.88-766.16
2024-04-28BUY8023582.7238.33-18,921.050
2024-05-20SELL80224.979.1636.5417,876.3-1,044.75
2024-05-26BUY78228.578.4236.17-17,937.590
2024-06-02SELL78226.977.8735.9617,584.36-353.22
2024-06-05BUY77225.176.2635.32-17,444.290
2024-06-30SELL77237.1680.3537.1818,143.79699.5
2024-09-12BUY53337.978.835.86-18,023.350
2024-09-26SELL5334881.1536.9618,325.78302.43
2024-10-03BUY5334480.2236.53-18,348.760
2024-10-24SELL53322.475.1834.2616,977.76-1,371
2024-10-29BUY5630575.1534.28-17,189.430
2024-11-10SELL56318.578.4835.8517,721.67532.24
2024-11-26BUY56315.377.6935.51-17,7700
2024-12-18SELL5632078.8536.1517,80535
2024-12-23BUY54325.677.3635.44-17,695.210
2025-01-15SELL54334.379.4336.3317,936.44241.24
2025-01-20BUY53333.577.7735.58-17,788.860
2025-02-10SELL53339.579.1736.217,878.1389.27
2025-02-13BUY53336.178.3835.9-17,927.570
2025-03-02SELL53327.476.3534.8317,241.02-686.55
2025-03-05BUY53325.575.9134.64-17,362.050
2025-03-18SELL53322.375.1634.3216,972.42-389.63
2025-03-23BUY53319.674.5334.11-17,047.440
2025-04-22SELL53322.975.334.7817,003.62-43.82
2025-04-27BUY5331573.4634-16,802.460
2025-04-30SELL53302.370.532.5415,918.87-883.6
2025-05-06BUY5230469.5632.09-15,909.650
2025-05-22SELL52293.167.0630.9715,143.17-766.48
2025-05-27BUY5627066.5330.81-15,217.340
2025-06-01SELL5628670.4732.7315,912.8695.46
2025-07-17BUY53298.969.732.21-15,943.610
2025-07-22SELL53309.1972.133.1616,281.8338.2
2025-08-17BUY5330671.3632.64-16,3220
2025-08-24SELL5330069.9632.0215,798.02-523.98
2025-08-27BUY52298.868.3731.34-15,637.310
2025-09-17SELL52301.168.8931.7215,556.59-80.72
2025-09-22BUY52300.368.7131.69-15,715.990
2025-10-08SELL52296.467.8231.5315,313.45-402.54
2025-10-13BUY52293.567.1531.33-15,360.480
2025-10-16SELL5229066.3530.9514,982.7-377.78
2025-10-21BUY5129065.0830.34-14,885.420
2025-10-28SELL51282.763.4429.5514,324.72-560.7
2025-11-02BUY50283.462.3529.11-14,261.460
2025-11-11SELL50276.460.8128.5213,730.67-530.79
2025-11-16BUY4927960.1528.26-13,759.410
2025-12-07SELL49278.560.0428.0513,558.41-201
2025-12-10BUY49274.959.2727.61-13,556.980
2025-12-15SELL49258.755.7825.7612,594.77-962.21
2025-12-21BUY49258.155.6525.7-12,728.250
2026-01-05SELL49253.354.6125.1712,331.92-396.33
2026-01-08BUY4825453.6424.68-12,270.320
2026-01-29SELL48271.557.3426.2812,948.38678.06
2026-02-05BUY4926356.725.96-12,969.660
2026-02-17SELL49270.158.2326.6413,150.03180.37
2026-02-22BUY49266.257.3926.26-13,127.450
2026-03-05SELL49245.352.8924.1711,942.64-1,184.81
2026-03-10BUY49240.551.8523.7-11,860.050
2026-03-15SELL4925554.9825.1412,414.88554.83
2026-03-29BUY50249.354.8525.11-12,544.950
2026-04-20SELL50242.353.3124.5312,037.16-507.79
2026-04-23BUY49243.952.5824.19-12,027.870
2026-05-11SELL49241.852.1324.0111,772.06-255.81
2026-05-19BUY49238.151.3323.61-11,741.850
2026-05-23SELL4923851.3123.6111,587.08-154.77
2026-06-02BUY48240.650.8123.39-11,6230
2026-06-23SELL48254.453.7324.6212,132.85509.85
2026-07-12BUY47256.653.0624.26-12,137.530
2026-08-02SELL4726053.7724.6312,141.64.07
2026-08-06BUY4625952.4224.02-11,990.440
2026-08-16SELL46251.550.923.2911,494.81-495.63
2026-08-19BUY46248.550.323.02-11,504.310
2026-08-24SELL46245.249.6322.7111,206.86-297.45
2026-08-30BUY46245.149.6122.71-11,346.920
2026-09-02SELL46244.549.4922.6811,174.84-172.08