← 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: -15.9%. 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 →

#309 · Support rebound

Full-history NAV৳5,376

Net return -94.6% · drawdown 95.8% · 246 closed positions

2024 onward NAV৳47,599

Net return -52.4% · drawdown 52.9% · 52 closed positions

2024 stress NAV৳30,355

Net return -69.6% · drawdown 69.7% · 41 closed positions

Variant 3; fixed stop 12.0%; maximum 15 sessions; gate None; continuous signal; exit any bearish; trailing arms at 2.0%, distance 1.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳86
Unsettled৳5,290
Holdings৳0
NAV৳5,376
Realized P&L৳-94,624
Unrealized P&L৳0
Fees৳71,974
Friction৳33,228

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳6.55e-11. 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 #309

492 fills, including partial sales. Page 4.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2019-12-19BUY64291.181.9737.57-18,749.940
2019-12-24SELL6428580.2636.9218,122.82-627.12
2019-12-26BUY12881.270.58-289.840
2020-01-07SELL12751.210.55273.24-16.6
2020-01-08BUY66274.779.7736.77-18,246.740
2020-01-13SELL6625373.4733.8116,590.72-1,656.02
2020-01-16BUY72231.573.3433.71-16,775.040
2020-01-21SELL72279.988.6740.6820,023.453,248.4
2020-02-19BUY75266.888.0440.25-20,138.30
2020-02-24SELL75319.8105.5348.223,831.273,692.97
2020-03-08BUY90263.5104.3547.64-23,866.990
2020-03-11SELL90255100.9846.0922,802.93-1,064.05
2020-03-18BUY97233.299.5345.42-22,765.350
2020-05-31SELL97239.1102.0546.7423,043.91278.56
2020-07-09BUY96238.8100.8748.85-23,074.520
2020-07-14SELL96240.6101.6347.1122,948.86-125.66
2020-07-19BUY94243100.546.31-22,988.820
2020-07-22SELL94246.31101.8746.8123,004.6415.83
2020-10-01BUY6932999.8845.64-22,846.530
2020-10-07SELL69328.899.8245.6722,541.71-304.82
2020-10-12BUY68330.999.0145.34-22,645.550
2020-10-18SELL68339.08101.4546.5122,909.14263.59
2020-10-21BUY68331.999.345.6-22,714.10
2020-11-09SELL68336.3100.6246.2122,721.577.47
2020-11-12BUY68332.599.4845.72-22,755.210
2020-11-22SELL6832797.8444.9622,093.2-662.01
2020-11-25BUY68324.797.1544.63-22,221.380
2020-12-14SELL68345.61103.4147.4723,350.531,129.15
2021-02-02BUY62370.1100.9646.15-23,093.310
2021-02-07SELL62380.16103.7147.4223,418.79325.48
2021-02-10BUY62377.7103.0447.11-23,567.550
2021-02-22SELL62359.798.1344.8922,158.39-1,409.16
2021-02-25BUY64345.797.3544.52-22,266.670
2021-03-09SELL64350.9698.8345.2322,317.0650.39
2021-03-14BUY64346.797.6344.68-22,331.110
2021-04-01SELL6433092.9342.6120,984.46-1,346.65
2021-04-06BUY6532292.0942.2-21,064.290
2021-04-11SELL6532893.8143.121,183.09118.8
2021-05-06BUY6233591.3942.23-20,903.620
2021-05-12SELL62345.5194.2643.4221,283.95380.33
2021-05-18BUY62342.293.3542.93-21,352.680
2021-06-06SELL62351.4595.8843.9721,650.05297.37
2021-06-09BUY62346.994.6343.44-21,645.880
2021-06-30SELL62346.994.6343.4921,369.68-276.2
2021-07-07BUY61347.793.3242.88-21,345.90
2021-07-14SELL61358.296.1444.1521,709.91364.01
2021-08-11BUY6036095.0443.47-21,738.510
2021-08-17SELL6036195.343.5721,521.12-217.38
2021-08-22BUY59362.994.2143.08-21,548.390
2021-09-09SELL59384.0299.6945.6422,511.91963.52
2021-10-04BUY5938098.6545.1-22,563.750
2021-10-10SELL59372.396.6544.1921,824.86-738.89
2021-10-17BUY59367.195.343.61-21,797.810
2021-10-21SELL59362.19443.0221,226.88-570.93
2021-10-28BUY60353.993.4342.77-21,370.20
2021-11-02SELL6036496.144.0221,699.88329.68
2021-11-07BUY60355.893.9343.09-21,485.020
2021-11-15SELL60360.0695.0643.7821,464.95-20.07
2021-11-18BUY5936293.9843.36-21,495.330
2021-12-01SELL5935993.243.2721,044.54-450.8
2021-12-06BUY58362.892.5942.91-21,177.890
2021-12-28SELL58349.289.1241.1620,123.32-1,054.57
2022-01-02BUY5735087.7840.63-20,078.410
2022-01-20SELL57357.1989.5841.3320,229.03150.62
2022-01-25BUY5635988.4640.8-20,233.260
2022-02-15SELL5635888.2140.919,918.89-314.37
2022-02-20BUY55358.886.8340.16-19,860.990
2022-02-27SELL5534583.4938.518,853.01-1,007.98
2022-03-02BUY55340.582.438.01-18,847.910
2022-03-07SELL55327.979.3536.5117,918.64-929.27
2022-03-10BUY5532478.4136.02-17,934.430
2022-03-15SELL5533480.8337.1318,252.04317.61
2022-03-21BUY56326.280.3836.95-18,384.520
2022-04-11SELL56324.980.0637.1118,077.23-307.29
2022-04-17BUY56320.67936.61-18,069.210
2022-04-27SELL56324.8280.0436.9718,072.863.66
2022-05-08BUY56320.178.8736.31-18,040.780
2022-05-12SELL5631677.8635.7817,582.35-458.43
2022-05-23BUY57307.577.1235.37-17,639.990
2022-05-26SELL57300.175.2734.5316,995.9-644.08
2022-05-31BUY5431073.6633.79-16,847.450
2022-06-21SELL54304.172.2533.3116,315.83-531.62
2022-06-26BUY53304.571.0132.73-16,242.240
2022-06-30SELL53294.968.7731.5915,529.33-712.9
2022-07-06BUY5329268.0931.2-15,575.30
2022-07-31SELL53287.36730.6315,129.27-446.03
2022-08-14BUY5228865.8930.15-15,072.050
2022-08-30SELL52291.1666.6230.4615,043.19-28.85
2022-09-04BUY5129566.230.26-15,141.460
2022-09-25SELL51286.664.3129.4714,522.81-618.65
2022-10-02BUY50286.663.0528.93-14,421.990
2024-03-04SELL50246.354.1925.3512,235.46-2,186.52
2024-03-07BUY48258.154.5125.01-12,468.320
2024-03-13SELL48244.451.6223.6211,655.96-812.36
2024-03-19BUY4824150.923.26-11,642.160
2024-03-31SELL48235.849.822.7311,245.86-396.3
2024-04-03BUY46239.948.5622.18-11,106.130
2024-04-23SELL46233.647.2821.7210,676.6-429.53
2024-04-28BUY4523546.5321.38-10,642.910
2024-05-02SELL4523646.7321.4710,551.8-91.11