← 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: -16.2%. 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 →

#311 · Support rebound

Full-history NAV৳4,993

Net return -95.0% · drawdown 95.8% · 251 closed positions

2024 onward NAV৳44,895

Net return -55.1% · drawdown 55.5% · 68 closed positions

2024 stress NAV৳27,031

Net return -73.0% · drawdown 73.1% · 41 closed positions

Variant 3; fixed stop 12.0%; maximum 60 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৳227
Unsettled৳0
Holdings৳4,766
NAV৳4,993
Realized P&L৳-94,902
Unrealized P&L৳-105
Fees৳63,923
Friction৳29,488

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.21e-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 #311

503 fills, including partial sales. Page 3.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2017-06-29BUY94341141.0464.98-32,260.020
2017-09-26SELL94410169.5877.6938,292.746,032.72
2017-10-10BUY90422167.1176.6-38,223.710
2018-01-04SELL90487.6193.0988.743,602.215,378.5
2018-01-09BUY92472.6191.3187.87-43,758.380
2018-04-05SELL92477193.0989.0243,601.89-156.49
2018-04-10BUY91475190.1987.74-43,502.930
2018-05-20SELL91445178.1881.740,235.13-3,267.81
2018-05-24BUY93429.9175.9280.62-40,237.240
2018-05-29SELL93432176.7781.239,918.03-319.21
2018-06-05BUY97409174.5680.23-39,927.790
2018-06-10SELL97395168.5977.4438,068.98-1,858.81
2018-06-19BUY99382.6166.6676.4-38,120.460
2018-06-24SELL99405176.4280.7939,837.791,717.33
2018-07-02BUY101390.1173.3679.29-39,652.750
2018-07-05SELL101378167.9876.8237,933.19-1,719.56
2018-07-10BUY97390.6166.7176.26-38,131.170
2018-07-15SELL97390166.4576.1537,587.4-543.77
2018-07-26BUY95391163.4474.98-37,383.410
2018-07-31SELL95388.1162.2374.536,632.77-750.64
2018-08-08BUY96381.5161.1574-36,859.150
2018-08-13SELL96353.9149.4968.5433,756.37-3,102.78
2018-09-17BUY91369147.7568.23-33,794.980
2018-09-20SELL91361.5144.7466.8432,684.92-1,110.06
2018-09-25BUY89363.1142.1965.46-32,523.550
2018-09-30SELL89367.1143.7666.2332,461.91-61.64
2018-10-07BUY89365.1142.9765.82-32,702.70
2018-10-10SELL89363142.1565.3832,099.47-603.23
2018-10-15BUY87364139.3464.06-31,871.40
2018-10-18SELL87364139.3464.0831,464.58-406.82
2018-10-23BUY86365138.1263.67-31,591.790
2018-10-28SELL86383144.9366.7132,726.361,134.58
2018-11-07BUY87375143.5566.23-32,834.780
2018-11-12SELL87379145.0867.0332,760.89-73.9
2018-11-15BUY88368142.4965.81-32,592.30
2018-11-20SELL88359.9139.3564.2331,467.62-1,124.68
2018-11-26BUY87361.1138.2363.77-31,617.70
2018-11-29SELL87366.7140.3764.8931,697.6479.94
2018-12-04BUY87360.1137.8563.74-31,530.290
2018-12-09SELL87363.6139.1964.3431,429.67-100.61
2018-12-12BUY88355.5137.6563.58-31,485.230
2018-12-18SELL88360.5139.5964.531,519.9234.68
2018-12-23BUY88356.1137.8864-31,538.680
2018-12-27SELL88361139.7864.9531,563.2724.58
2019-01-03BUY86365138.1264.08-31,592.20
2019-01-08SELL86374141.5265.431,957.08364.88
2019-02-13BUY82388139.9963.96-32,019.950
2019-02-19SELL82376135.6661.9530,634.39-1,385.56
2019-02-25BUY78386.8132.7560.61-30,363.760
2019-03-04SELL78389133.560.9930,147.51-216.25
2019-03-10BUY78387132.8260.76-30,379.570
2019-03-13SELL78391.7134.4361.5230,356.65-22.93
2019-04-04BUY75399131.6760.29-30,116.960
2019-04-09SELL75373123.0956.2827,795.63-2,321.32
2019-04-15BUY75369.8122.0355.77-27,912.810
2019-04-18SELL75372.5122.9356.1827,758.39-154.41
2019-04-24BUY74374.8122.0355.8-27,913.030
2019-04-29SELL74365.5119.0154.4626,873.53-1,039.5
2019-05-05BUY73361.9116.2453.24-26,588.180
2019-05-08SELL73356114.3552.4425,821.21-766.98
2019-05-13BUY73351.5112.951.94-25,824.340
2019-05-16SELL73346.4111.2651.2825,124.66-699.68
2019-05-21BUY72347.1109.9650.75-25,151.910
2019-05-26SELL72340107.7149.6924,322.6-829.31
2019-05-29BUY69350106.2649.02-24,305.280
2019-06-10SELL69355.1107.8149.7924,344.339.03
2019-07-07BUY68358.8107.3549.51-24,555.260
2019-07-10SELL68341.5102.1847.0723,072.75-1,482.51
2019-07-15BUY66344.7100.146.06-22,896.360
2019-07-18SELL6633095.8343.9921,640.18-1,256.18
2019-07-24BUY67323.295.2843.71-21,793.390
2019-07-29SELL67325.295.8744.0121,648.52-144.87
2019-08-06BUY67321.894.8743.51-21,698.980
2019-08-18SELL6731893.7542.9921,169.26-529.72
2019-08-21BUY6432792.0842.26-21,062.350
2019-08-26SELL64316.789.1840.9520,138.67-923.68
2019-08-29BUY63316.887.8240.33-20,086.540
2019-09-03SELL6330083.1638.1718,778.67-1,307.87
2019-09-08BUY63295.581.9137.57-18,735.980
2019-09-12SELL63305.184.5738.7919,097.94361.95
2019-10-20BUY6031783.6938.26-19,141.950
2019-10-23SELL60321.684.938.9119,172.1930.24
2019-10-28BUY5932684.6338.81-19,357.440
2019-10-31SELL59319.682.9738.0718,735.36-622.08
2019-11-05BUY59313.181.2837.3-18,591.480
2019-11-11SELL59315.982.0137.6518,518.44-73.04
2019-11-14BUY59310.180.536.96-18,413.360
2019-11-19SELL59311.580.8737.1518,260.48-152.87
2019-11-25BUY593128137.09-18,526.080
2019-11-28SELL5932083.0738.0118,758.92232.84
2019-12-03BUY59311.480.8436.98-18,490.420
2019-12-08SELL59309.880.4236.7918,160.99-329.44
2019-12-09BUY13081.360.62-309.970
2019-12-12SELL1298.41.310.6296.49-13.48
2019-12-17BUY60297.278.4635.9-17,946.360
2019-12-22SELL6029377.3535.4917,467.16-479.2
2019-12-24BUY12851.250.57-286.820
2019-12-30SELL1285.81.260.57283.97-2.85
2020-01-01BUY6228076.3835.19-17,471.580
2020-01-06SELL62285.877.9735.9317,605.7134.12