← 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 5.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2025-03-23BUY50319.670.3132.16-16,082.480
2025-04-15SELL5032070.432.4515,897.15-185.33
2025-04-20BUY49319.468.8631.76-15,751.230
2025-04-27SELL49293.8563.3529.2514,305.95-1,445.28
2025-04-30BUY47302.362.5228.8-14,299.420
2025-05-17SELL47294.960.9928.113,771.21-528.21
2025-05-20BUY4729460.828.03-13,906.830
2025-05-24SELL4728558.9427.1613,308.9-597.93
2025-05-27BUY4927058.2126.9-13,315.110
2025-06-18SELL4928561.4528.613,874.95559.84
2025-07-17BUY46298.960.527.89-13,837.790
2025-07-31SELL46312.763.2928.9714,291.94454.15
2025-08-17BUY4630661.9328.3-14,166.240
2025-08-24SELL4630060.7227.7713,711.51-454.73
2025-08-27BUY46298.860.4827.7-13,832.970
2025-09-10SELL4630160.9227.9313,757.14-75.83
2025-09-15BUY45299.959.3827.27-13,582.150
2025-09-29SELL45299.259.2427.3213,377.43-204.71
2025-10-06BUY4430258.4727.07-13,373.540
2025-10-09SELL44294.557.0226.4412,874.55-498.99
2025-10-12BUY1296.41.30.59-298.30
2025-10-16SELL12901.280.58288.14-10.15
2025-10-20BUY44287.155.5825.81-12,713.790
2025-10-28SELL44282.754.7325.4112,358.66-355.13
2025-11-02BUY44283.454.8725.53-12,5500
2025-11-11SELL44276.453.5125.0112,083.08-466.92
2025-11-16BUY4327952.7924.7-12,074.490
2025-11-30SELL43278.452.6724.5311,893.99-180.49
2025-12-10BUY43274.952.0124.16-11,896.870
2025-12-15SELL43258.748.9522.5611,052.59-844.27
2025-12-18BUY1260.31.150.52-261.970
2026-01-05SELL1253.31.110.51251.68-10.29
2026-01-06BUY43254.848.2122.18-11,026.780
2026-01-20SELL4326049.1922.5811,108.2281.44
2026-02-02BUY43261.849.5322.67-11,329.60
2026-02-19SELL4326750.5223.0911,407.477.8
2026-02-24BUY42266.449.2322.52-11,260.550
2026-03-05SELL42245.345.3320.710,236.57-1,023.98
2026-03-10BUY43240.545.520.78-10,407.790
2026-04-01SELL4324546.3521.210,467.4559.66
2026-04-06BUY4324045.4120.76-10,386.170
2026-04-21SELL43241.845.7521.0210,330.64-55.53
2026-04-26BUY42245.245.3120.81-10,364.520
2026-05-10SELL42242.944.8920.6510,136.26-228.25
2026-05-13BUY42239.744.320.35-10,132.040
2026-05-18SELL42238.344.0420.229,944.34-187.7
2026-05-23BUY4123842.9419.72-9,820.650
2026-06-11SELL4125145.2820.7610,224.96404.3
2026-07-12BUY40256.645.1620.63-10,329.790
2026-07-26SELL40258.945.5720.8310,289.61-40.18
2026-07-29BUY3926044.6220.4-10,205.020
2026-08-16SELL39251.543.1619.739,745.62-459.4
2026-08-19BUY39248.542.6419.49-9,753.640
2026-08-24SELL39245.242.0819.239,501.49-252.15
2026-08-30BUY39245.142.0619.24-9,620.190
2026-09-02SELL39244.541.9619.29,474.34-145.85
2026-09-07BUY3824540.9618.76-9,369.720
2026-09-10SELL3824340.6318.619,174.76-194.96
2026-09-16BUY3824040.1318.46-9,178.590
2026-09-30SELL38242.440.5318.79,151.97-26.62
2026-10-05BUY38240.840.2618.57-9,209.240