← 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: -14.9%. 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 →

#303 · Support rebound

Full-history NAV৳6,550

Net return -93.5% · drawdown 94.4% · 245 closed positions

2024 onward NAV৳44,477

Net return -55.5% · drawdown 55.9% · 66 closed positions

2024 stress NAV৳26,689

Net return -73.3% · drawdown 73.4% · 40 closed positions

Variant 3; fixed stop 12.0%; maximum 250 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৳116
Unsettled৳0
Holdings৳6,434
NAV৳6,550
Realized P&L৳-93,308
Unrealized P&L৳-142
Fees৳61,645
Friction৳28,454

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.02e-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 #303

491 fills, including partial sales. Page 3.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2018-07-10BUY103390.6177.0281.01-40,489.830
2018-07-15SELL103390176.7580.8939,912.36-577.47
2018-07-26BUY102391175.4880.55-40,138.030
2018-07-31SELL102388.1174.1880.0539,331.97-806.07
2018-08-08BUY102381.5171.2278.68-39,162.90
2018-08-13SELL102353.9158.8372.8735,866.1-3,296.79
2018-09-17BUY97369157.4972.81-36,023.30
2018-09-20SELL97361.5154.2971.3234,839.9-1,183.4
2018-09-25BUY95363.1151.7869.93-34,716.210
2018-09-30SELL95367.1153.4570.7634,650.29-65.92
2018-10-07BUY95365.1152.6170.32-34,907.430
2018-10-10SELL95363151.7369.8434,263.42-644.01
2018-10-15BUY93364148.9568.53-34,069.480
2018-10-18SELL93364148.9568.5633,634.5-434.98
2018-10-23BUY92365147.7568.18-33,795.930
2018-10-28SELL92383155.0471.4335,009.531,213.6
2018-11-07BUY92375151.870.1-34,721.90
2018-11-12SELL92379153.4270.9534,643.63-78.27
2018-11-15BUY94368152.270.37-34,814.580
2018-11-20SELL94359.9148.8568.6733,613.07-1,201.5
2018-11-26BUY92361.1146.1767.49-33,434.870
2018-11-29SELL92366.7148.4468.6833,519.2884.41
2018-12-04BUY93360.1147.3568.21-33,704.870
2018-12-09SELL93363.6148.7968.8633,597.16-107.71
2018-12-12BUY94355.5147.0367.99-33,632.030
2018-12-18SELL94360.5149.168.9733,668.9236.9
2018-12-23BUY94356.1147.2868.46-33,689.140
2018-12-27SELL94361149.3169.4833,715.2126.06
2019-01-03BUY92365147.7568.65-33,796.40
2019-01-08SELL92374151.470.0434,186.56390.16
2019-02-13BUY87388148.5367.88-33,972.40
2019-02-19SELL87376143.9365.7432,502.32-1,470.08
2019-02-25BUY84386.8142.9665.29-32,699.450
2019-03-04SELL84389143.7765.732,466.52-232.93
2019-03-10BUY83387141.3364.68-32,327.010
2019-03-13SELL83391.7143.0565.4932,302.56-24.45
2019-04-04BUY80399140.4564.34-32,124.790
2019-04-09SELL80373131.360.0529,648.65-2,476.13
2019-04-15BUY80369.8130.1759.51-29,773.680
2019-04-18SELL80372.5131.1259.9529,608.93-164.75
2019-04-24BUY79374.8130.2859.59-29,799.070
2019-04-29SELL79365.5127.0558.1728,689.29-1,109.78
2019-05-05BUY78361.9124.256.92-28,409.320
2019-05-08SELL78356122.1856.0727,589.75-819.57
2019-05-13BUY78351.5120.6355.54-27,593.180
2019-05-16SELL78346.4118.8854.8426,845.47-747.7
2019-05-21BUY77347.1117.654.33-26,898.630
2019-05-26SELL77340115.1953.1926,011.62-887.01
2019-05-29BUY74350113.9652.62-26,066.580
2019-06-10SELL74355.1115.6253.4626,108.3241.74
2019-07-07BUY72358.8113.6752.47-25,999.730
2019-07-10SELL72341.5108.1949.8824,429.93-1,569.8
2019-07-15BUY71344.7107.6849.59-24,630.980
2019-07-18SELL71330103.0947.3623,279.55-1,351.43
2019-07-24BUY71323.2100.9746.34-23,094.510
2019-07-29SELL71325.2101.5946.6622,940.95-153.57
2019-08-06BUY71321.8100.5346.13-22,994.460
2019-08-18SELL7131899.3445.5822,433.07-561.39
2019-08-21BUY6832797.8444.93-22,378.770
2019-08-26SELL68316.794.7643.5421,397.3-981.47
2019-08-29BUY68316.894.7943.56-21,680.750
2019-09-03SELL6830089.7641.2320,269.01-1,411.74
2019-09-08BUY68295.588.4140.58-20,2230
2019-09-12SELL68305.191.2941.920,613.62390.62
2019-10-20BUY6431789.2740.82-20,418.090
2019-10-23SELL64321.690.5641.5220,450.3132.22
2019-10-28BUY6332690.3741.46-20,669.830
2019-10-31SELL63319.688.5940.6820,005.53-664.3
2019-11-05BUY63313.186.7939.85-19,851.950
2019-11-11SELL63315.987.5740.2419,773.9-78.05
2019-11-14BUY63310.185.9639.49-19,661.750
2019-11-19SELL63311.586.3539.719,498.45-163.29
2019-11-25BUY6331286.4939.62-19,782.110
2019-11-28SELL6332088.740.620,030.69248.58
2019-12-03BUY63311.486.3239.51-19,744.030
2019-12-08SELL63309.885.8839.319,392.22-351.8
2019-12-10BUY13041.340.61-305.950
2019-12-15SELL1296.91.310.59295-10.95
2019-12-17BUY64297.283.6938.31-19,142.80
2019-12-22SELL6429382.5137.8818,631.61-511.18
2019-12-24BUY12851.250.57-286.820
2019-12-30SELL1285.81.260.57283.97-2.85
2020-01-01BUY6728082.5438.07-18,880.620
2020-01-06SELL67285.884.2538.8719,025.47144.86
2020-01-08BUY1274.71.210.55-276.460
2020-01-13SELL12531.110.51251.38-25.08
2020-01-16BUY82231.583.5338.45-19,104.970
2020-01-21SELL82279.9100.9946.3922,804.423,699.45
2020-02-19BUY85266.899.7845.65-22,823.440
2020-02-24SELL85319.8119.6154.6627,008.734,185.3
2020-03-08BUY102263.5118.2654.02-27,049.280
2020-03-11SELL102255114.4452.2625,843.29-1,205.99
2020-03-18BUY110233.2112.8751.53-25,816.40
2020-05-31SELL110239.1115.7253.0626,132.21315.81
2020-07-09BUY109238.8114.5355.93-26,199.660
2020-07-14SELL109240.6115.3953.6426,056.37-143.28
2020-07-19BUY106243113.3452.31-25,923.650
2020-07-22SELL106246.5114.9752.925,961.1337.48
2020-10-01BUY79329114.3652.3-26,157.660
2021-04-01SELL79330114.7152.725,902.59-255.07