← 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: -13.2%. 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 →

#301 · Support rebound

Full-history NAV৳9,161

Net return -90.8% · drawdown 92.8% · 230 closed positions

2024 onward NAV৳42,517

Net return -57.5% · drawdown 57.9% · 50 closed positions

2024 stress NAV৳29,679

Net return -70.3% · drawdown 70.4% · 42 closed positions

Variant 3; fixed stop 8.0%; maximum 10 sessions; gate None; continuous signal; exit any bearish; trailing arms at 12.0%, distance 4.5%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳106
Unsettled৳0
Holdings৳9,055
NAV৳9,161
Realized P&L৳-90,685
Unrealized P&L৳-154
Fees৳87,529
Friction৳40,607

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.60e-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 #301

461 fills, including partial sales. Page 4.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2021-02-02BUY86370.1140.0564.15-32,032.790
2021-02-16SELL86377.914365.6232,290.79257.99
2021-02-25BUY93345.7141.4664.87-32,356.430
2021-03-11SELL93345.6141.4264.8931,934.49-421.94
2021-03-16BUY91346138.5463.63-31,688.170
2021-04-01SELL91330132.1360.8129,837.06-1,851.11
2021-04-06BUY93322131.7660.59-30,138.360
2021-04-21SELL93340.2139.2164.5231,434.871,296.52
2021-05-06BUY93335137.0863.86-31,355.940
2021-05-24SELL93340.5139.3364.3431,462.83106.88
2021-05-30BUY89348.4136.4362.91-31,206.940
2021-06-13SELL89351137.4563.3731,038.18-168.77
2021-06-15BUY1347.41.530.69-349.620
2021-06-29SELL1346.21.520.69343.98-5.64
2021-06-30BUY88346.9134.3262-30,723.520
2021-07-19SELL88364140.9465.0131,826.051,102.53
2021-08-11BUY89360140.9864.67-32,245.650
2021-08-26SELL89365.1142.9765.6132,285.3239.67
2021-09-01BUY88364.9141.2964.83-32,317.320
2021-09-15SELL88379146.7567.3833,137.87820.55
2021-10-04BUY87380145.4666.68-33,272.140
2021-10-10SELL87372.3142.5265.3532,182.24-1,089.91
2021-10-17BUY87367.1140.5364.52-32,142.740
2021-10-21SELL87362.1138.6163.6431,300.45-842.29
2021-10-28BUY88353.9137.0362.93-31,343.160
2021-11-11SELL88354.7137.3463.5231,012.74-330.42
2021-11-16BUY85361.9135.3562.69-30,959.540
2021-11-30SELL85363135.7663.8530,655.38-304.16
2021-12-05BUY85359134.2762.76-30,712.030
2021-12-20SELL85353.2132.161.7229,828.19-883.84
2021-12-23BUY84349.9129.3260.19-29,581.110
2022-01-06SELL84346.5128.0759.6128,918.32-662.79
2022-01-11BUY82350126.2858.6-28,884.880
2022-01-25SELL82359129.5360.1429,248.33363.45
2022-01-30BUY83352128.5559.61-29,404.160
2022-02-13SELL83358130.7461.1929,522.06117.91
2022-02-16BUY82357128.8160.14-29,462.950
2022-02-27SELL82345124.4857.8128,107.72-1,355.23
2022-03-02BUY82340.5122.8557.08-28,100.930
2022-03-07SELL82327.9118.3154.7526,714.75-1,386.18
2022-03-10BUY82324116.953.99-26,738.890
2022-03-27SELL82325.8117.5554.426,543.65-195.23
2022-03-30BUY80329.8116.0953.77-26,553.860
2022-04-13SELL80326114.7553.7125,911.54-642.32
2022-04-19BUY81320114.0553.32-26,087.370
2022-05-09SELL81321.1114.4452.9925,841.67-245.7
2022-05-17BUY82311.9112.5351.87-25,740.20
2022-05-22SELL82303.2109.3950.3524,702.65-1,037.55
2022-05-25BUY80305.1107.449.48-24,564.880
2022-05-30SELL80310109.1250.2924,640.5975.71
2022-06-02BUY80309.5108.9450.27-24,919.210
2022-06-16SELL80304.5107.1849.7724,203.05-716.17
2022-06-21BUY79304.1105.7149.05-24,178.660
2022-06-30SELL79294.9102.5147.3423,147.25-1,031.4
2022-07-06BUY78292100.2146.1-22,922.310
2022-07-24SELL78289.599.3645.5422,436.1-486.21
2022-07-27BUY7828698.1644.97-22,451.130
2022-08-14SELL7828898.8445.3822,319.78-131.35
2022-08-21BUY7828798.545.15-22,529.650
2022-09-04SELL78295101.2446.4222,862.34332.68
2022-09-07BUY78288.599.0145.4-22,647.420
2022-09-21SELL78286.998.4645.2722,234.46-412.95
2022-10-02BUY77286.697.144.79-22,210.090
2024-03-04SELL77246.383.4539.6418,842.02-3,368.07
2024-03-06BUY1252.61.110.51-254.220
2024-03-13SELL1244.41.080.49242.84-11.38
2024-03-18BUY7824082.3737.79-18,840.160
2024-03-31SELL78235.880.9337.0418,274.43-565.73
2024-04-01BUY1242.81.070.49-244.350
2024-04-21SELL1234.71.030.47233.2-11.16
2024-04-22BUY76237.479.3936.68-18,158.470
2024-04-25SELL76232.577.7535.9917,556.26-602.21
2024-04-28BUY12351.030.47-236.50
2024-05-13SELL1237.21.040.47235.68-0.82
2024-05-14BUY7323976.7735.42-17,559.190
2024-05-20SELL73224.972.2433.316,312.16-1,247.02
2024-05-23BUY1231.81.020.46-233.280
2024-06-02SELL1226.910.45225.45-7.84
2024-06-03BUY71227.971.232.87-16,284.960
2024-06-20SELL71223.969.9532.3915,794.56-490.4
2024-06-23BUY1228.81.010.46-230.260
2024-07-08SELL12511.10.5249.3919.13
2024-09-12BUY47337.969.8831.79-15,982.970
2024-09-29SELL4735072.3832.9616,344.66361.69
2024-10-03BUY4734471.1432.39-16,271.530
2024-10-21SELL47333.168.8931.3715,555.44-716.09
2024-10-29BUY5130568.4431.21-15,654.650
2024-11-12SELL51325.773.0933.3816,504.23849.58
2024-11-26BUY52315.372.1432.96-16,500.70
2024-12-10SELL52319.973.1933.4916,528.1227.41
2024-12-15BUY52315.172.0933.03-16,490.320
2025-01-01SELL52323.574.0233.9316,714.05223.73
2025-01-06BUY51325.673.0633.52-16,712.190
2025-01-20SELL51333.574.8434.2316,899.43187.24
2025-01-26BUY51331.874.4634.07-17,030.320
2025-02-09SELL51337.375.6934.5917,092.0261.7
2025-02-12BUY50336.674.0533.9-16,937.960
2025-03-02SELL50327.472.0332.8516,265.12-672.83
2025-03-05BUY50325.571.6132.67-16,379.280
2025-03-18SELL50322.370.9132.3716,011.72-367.56