← 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 4.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2021-04-06BUY80322113.3452.04-25,925.380
2021-04-11SELL80328115.4653.1826,071.37145.99
2021-05-06BUY77335113.552.65-25,961.150
2021-10-27SELL77356120.6155.3327,236.061,274.91
2021-11-01BUY75359118.4754.37-27,097.840
2021-11-04SELL75352.2116.2353.426,245.37-852.46
2021-11-09BUY74355.5115.7553.28-26,476.030
2021-12-01SELL74359116.8954.5526,394.56-81.48
2021-12-06BUY72362.8114.9453.51-26,290.050
2021-12-15SELL72357.3113.1952.7225,559.69-730.36
2021-12-21BUY72350.5111.0451.56-25,398.60
2021-12-26SELL72350110.8851.425,037.72-360.89
2021-12-29BUY71350109.3450.67-25,010.010
2022-01-03SELL71350.6109.535124,732.07-277.94
2022-01-06BUY71346.5108.2550.2-24,759.950
2022-01-11SELL71350109.3450.624,690.06-69.89
2022-01-16BUY68359.9107.6849.76-24,630.640
2022-01-30SELL68352105.3248.6623,782.02-848.62
2022-02-02BUY67355104.6548.39-23,938.040
2022-02-22SELL67355.8104.8948.6623,685.05-252.99
2022-02-28BUY69340.5103.3847.83-23,645.70
2022-03-03SELL69338.7102.8347.5723,219.9-425.8
2022-03-10BUY71324101.2246.65-23,151.860
2022-03-15SELL71334104.3448.0823,561.58409.72
2022-03-21BUY72326.2103.3447.65-23,637.390
2022-03-24SELL72325.1102.9947.5223,256.69-380.71
2022-03-30BUY70329.8101.5846.94-23,234.520
2022-04-04SELL70329.9101.6147.0822,944.31-290.21
2022-04-07BUY71320.4100.0946.5-22,894.990
2022-04-12SELL71321.6100.4746.8322,686.3-208.69
2022-04-18BUY70323.199.5146.41-22,762.930
2022-04-21SELL70322.199.2146.0422,401.75-361.18
2022-04-26BUY6832797.8445.35-22,379.190
2022-05-05SELL68320.195.7744.2121,626.82-752.37
2022-05-10BUY68319.195.4744.05-21,838.330
2022-05-16SELL68310.392.8442.7220,964.83-873.49
2022-05-23BUY67307.590.6541.63-20,734.790
2022-05-26SELL67300.188.4740.6519,977.58-757.21
2022-05-31BUY6431087.340.12-19,967.420
2022-06-05SELL64306.986.4239.7919,515.39-452.03
2022-06-08BUY6330885.3839.26-19,528.640
2022-06-13SELL6330785.139.2219,216.68-311.96
2022-06-16BUY63304.584.4139.02-19,306.920
2022-06-21SELL63304.184.338.9519,035.05-271.87
2022-06-26BUY62304.583.0738.37-19,000.440
2022-06-29SELL62302.882.638.0818,652.92-347.53
2022-07-06BUY6429282.2337.74-18,807.970
2022-07-13SELL6429081.6637.4318,440.91-367.06
2022-07-18BUY63289.880.3336.8-18,374.530
2022-07-21SELL63287.579.736.4717,996.34-378.19
2022-07-26BUY62289.478.9536.12-18,057.870
2022-07-31SELL62287.378.3835.8617,698.36-359.51
2022-08-14BUY6128877.335.41-17,680.710
2022-08-21SELL6128777.0335.2517,394.72-285.99
2022-08-24BUY6028876.0334.81-17,390.840
2022-08-29SELL6029076.5635.0317,288.41-102.43
2022-09-01BUY5929075.2834.44-17,219.720
2022-09-06SELL59288.174.7934.2216,888.89-330.83
2022-09-11BUY5828873.533.63-16,811.130
2022-09-14SELL58286.673.1433.4716,516.19-294.94
2022-09-19BUY56293.572.3233.15-16,541.470
2022-09-25SELL56286.670.6232.3915,946.59-594.88
2022-10-02BUY55286.669.3631.86-15,864.220
2024-03-04SELL55246.359.627.9613,458.93-2,405.28
2024-03-06BUY1252.61.110.51-254.220
2024-03-11SELL12501.10.5248.4-5.82
2024-03-12BUY5325158.5326.83-13,388.360
2024-03-18SELL5324055.9725.612,638.43-749.93
2024-03-19BUY12411.060.48-242.540
2024-03-24SELL1243.91.070.49242.34-0.2
2024-03-25BUY51243.954.7325.01-12,518.640
2024-03-31SELL51235.852.9124.1611,948.72-569.92
2024-04-01BUY1242.81.070.49-244.350
2024-04-04SELL1239.61.050.48238.07-6.29
2024-04-08BUY49242.452.2623.91-11,953.770
2024-04-16SELL49238.551.4223.5511,611.53-342.24
2024-04-17BUY1236.11.040.47-237.610
2024-04-22SELL1237.41.040.47235.88-1.73
2024-04-24BUY50232.551.1523.53-11,699.680
2024-04-29SELL5024453.6824.712,121.62421.94
2024-04-30BUY12391.050.48-240.530
2024-05-06SELL1241.91.060.48240.35-0.18
2024-05-07BUY50241.853.224.47-12,167.660
2024-05-12SELL5023952.5824.1311,873.29-294.38
2024-05-13BUY1237.21.040.47-238.720
2024-05-16SELL1233.61.030.47232.1-6.61
2024-05-19BUY51232.352.1323.94-11,923.360
2024-05-23SELL51231.852.0223.8811,745.91-177.46
2024-05-26BUY1228.51.010.46-229.960
2024-05-29SELL12291.010.46227.53-2.43
2024-05-30BUY5122851.1623.5-11,702.670
2024-06-04SELL5122851.1623.5211,553.31-149.35
2024-06-05BUY1225.10.990.45-226.540
2024-06-10SELL12301.010.46228.531.99
2024-06-11BUY51225.450.5823.4-11,569.380
2024-06-19SELL5122450.2723.1711,350.57-218.81
2024-06-20BUY1223.90.990.45-225.330
2024-06-25SELL1228.210.46226.741.41
2024-06-26BUY49229.949.5722.81-11,337.480
2024-07-02SELL49247.653.3824.5412,054.48717