← 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: -13.1%. 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 →

#299 · Support rebound

Full-history NAV৳9,342

Net return -90.7% · drawdown 93.1% · 203 closed positions

2024 onward NAV৳55,382

Net return -44.6% · drawdown 44.7% · 51 closed positions

2024 stress NAV৳44,964

Net return -55.0% · drawdown 55.0% · 37 closed positions

Variant 0; fixed stop 6.0%; maximum 5 sessions; gate None; continuous signal; exit EMA 200 break; trailing arms at 0.0%, distance 0.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳205
Unsettled৳9,137
Holdings৳0
NAV৳9,342
Realized P&L৳-90,658
Unrealized P&L৳0
Fees৳82,545
Friction৳38,577

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.04e-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 #299

406 fills, including partial sales. Page 3.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2019-07-25BUY105323149.2368.84-34,133.060
2019-07-30SELL105326.8150.9869.6934,093.33-39.73
2019-08-06BUY106321.8150.0969.2-34,330.090
2019-08-18SELL106318148.3268.3733,491.31-838.77
2019-08-25BUY104319.7146.2967.6-33,462.70
2019-08-28SELL104320.1146.4867.733,076.22-386.47
2019-10-22BUY103320145.0266.75-33,171.770
2019-10-27SELL103327.6148.4768.4433,525.9354.13
2019-11-05BUY106313.1146.0367.52-33,402.150
2019-11-11SELL106315.9147.3468.1933,269.87-132.28
2019-11-14BUY107310.114667.56-33,394.250
2019-11-19SELL107311.5146.6567.9533,115.89-278.36
2019-11-26BUY107306144.0666.28-32,952.350
2019-12-01SELL107318149.7168.8633,807.43855.08
2019-12-05BUY110306148.168.1-33,876.20
2019-12-10SELL110304147.1467.6633,225.21-650.99
2019-12-17BUY111297.2145.1566.78-33,201.130
2019-12-22SELL111293143.166.1732,313.73-887.4
2020-01-08BUY117274.7141.4265.89-32,347.20
2020-01-13SELL117253130.2460.529,410.26-2,936.94
2020-01-16BUY126231.5128.3459.47-29,356.810
2020-01-21SELL126279.9155.1871.6835,040.555,683.73
2020-03-11BUY137255153.7170.31-35,159.020
2020-03-16SELL137242.8146.3666.9133,050.33-2,108.69
2020-07-09BUY137238.8143.9571.55-32,931.090
2020-07-14SELL137240.6145.0367.832,749.37-181.72
2020-07-19BUY134243143.2766.4-32,771.670
2020-07-22SELL134246.5145.3467.0932,818.5846.9
2020-10-08BUY100326.1143.4865.87-32,819.350
2020-10-15SELL100335147.467.8333,284.77465.42
2020-10-22BUY100331.3145.7767.26-33,343.030
2020-11-01SELL100329.7145.0766.8632,758.07-584.96
2020-11-04BUY99329143.3166.1-32,780.420
2020-11-11SELL99332144.6266.832,656.58-123.83
2020-11-16BUY98330142.365.77-32,548.060
2020-11-23SELL98323.1139.3264.3331,460.15-1,087.91
2020-11-26BUY98319137.5563.63-31,463.180
2020-12-03SELL98318137.1263.3430,963.54-499.64
2021-02-03BUY83369.7135.0161.85-30,881.970
2021-02-10SELL83377.7137.9463.231,147.97266
2021-02-15BUY83374136.5862.6-31,241.190
2021-02-22SELL83351.56128.3958.8428,992.25-2,248.94
2021-02-25BUY83345.7126.2557.84-28,877.190
2021-03-04SELL83344.1125.6757.5928,377.04-500.15
2021-03-22BUY83339123.856.84-28,317.650
2021-03-29SELL83340124.1757.1328,038.71-278.94
2021-04-06BUY87322123.2656.64-28,193.90
2021-04-11SELL87328125.5657.8928,352.55158.64
2021-06-16BUY81348124.0357.11-28,369.140
2021-06-23SELL81345.2123.0356.6727,781.5-587.63
2021-06-28BUY80345121.4455.93-27,777.370
2021-07-07SELL80347.7122.3956.4227,637.19-140.18
2021-08-22BUY76362.9121.3555.59-27,757.340
2021-08-29SELL76367122.7256.2527,713.03-44.31
2021-09-02BUY76362.5121.2255.55-27,726.770
2021-09-09SELL76384.3128.5158.9629,019.331,292.56
2021-10-06BUY74384.8125.2957.38-28,657.870
2021-10-13SELL74368.3119.9254.9427,079.34-1,578.53
2021-10-17BUY1367.11.620.73-369.450
2021-10-25SELL13601.580.72357.7-11.75
2021-10-28BUY77353.9119.955-27,425.20
2021-11-04SELL77352.2119.3354.8426,945.23-479.96
2021-12-21BUY76350.5117.2154.49-26,809.70
2021-12-26SELL76350117.0454.3226,428.64-381.06
2021-12-29BUY75350115.553.58-26,419.080
2022-01-03SELL75350.6115.753.9426,125.36-293.73
2022-01-06BUY75346.5114.3553.09-26,154.940
2022-01-11SELL75350115.553.5126,080.99-73.94
2022-01-30BUY74352114.6153.03-26,215.640
2022-02-02SELL74355115.5953.5426,100.87-114.77
2022-02-20BUY72358.8113.6752.85-26,000.120
2022-02-27SELL72345109.350.6324,680.08-1,320.04
2022-03-02BUY72340.5107.8749.98-24,673.850
2022-03-07SELL72327.9103.8847.9723,456.96-1,216.9
2022-03-10BUY72324102.6447.31-23,477.960
2022-03-15SELL72334105.8148.7623,893.42415.47
2022-04-07BUY74320.4104.3248.51-23,862.430
2022-04-12SELL74321.6104.7148.8623,644.83-217.61
2022-04-19BUY73320102.7847.92-23,510.710
2022-04-24SELL73324.1104.148.3323,506.87-3.84
2022-04-28BUY73322.9103.7248.03-23,723.440
2022-05-09SELL73321.1103.1447.6723,289.49-433.95
2022-05-17BUY74311.9101.5546.74-23,228.90
2022-05-22SELL74303.298.7245.3922,292.69-936.2
2022-05-25BUY72305.196.6644.48-22,108.330
2022-05-30SELL7231098.2145.222,176.5968.26
2022-06-05BUY72306.997.2344.83-22,238.860
2022-06-08SELL7230897.5744.9422,033.48-205.38
2022-06-14BUY7230696.9444.84-22,173.780
2022-06-19SELL7230797.2645.0821,961.66-212.11
2022-06-22BUY71306.995.8844.38-21,930.160
2022-06-27SELL71305.595.4444.2121,550.85-379.31
2022-08-14BUY7428893.7743.03-21,448.80
2022-08-21SELL7428793.4542.8221,101.73-347.07
2022-08-24BUY7328892.5142.41-21,158.920
2022-08-29SELL7329093.1542.6821,034.17-124.75
2022-09-01BUY7229091.8742.09-21,013.960
2022-09-06SELL72288.191.2741.8120,610.12-403.84
2022-09-11BUY7128889.9741.23-20,579.20
2022-09-14SELL71286.689.5341.0420,218.03-361.17