← 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: -16.6%. 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 →

#312 · Support rebound

Full-history NAV৳4,672

Net return -95.3% · drawdown 96.5% · 306 closed positions

2024 onward NAV৳45,748

Net return -54.3% · drawdown 54.7% · 65 closed positions

2024 stress NAV৳25,686

Net return -74.3% · drawdown 74.4% · 52 closed positions

Variant 3; fixed stop 22.0%; maximum 5 sessions; gate None; continuous signal; exit any bearish; trailing arms at 12.0%, distance 4.5%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳104
Unsettled৳4,568
Holdings৳0
NAV৳4,672
Realized P&L৳-95,328
Unrealized P&L৳0
Fees৳99,242
Friction৳46,033

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.12e-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 #312

614 fills, including partial sales. Page 2.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2013-10-06SELL398185.7325.2150.0873,433.32-1,029.81
2013-10-09BUY407179.2320.91148.95-73,404.270
2013-10-21SELL407181.5325.03151.9473,393.53-10.73
2013-10-24BUY410178321.11151.38-73,452.490
2013-10-31SELL410192346.37164.3978,209.244,756.75
2013-12-03BUY379204.8341.52157.49-78,118.220
2013-12-10SELL379204.6341.19157.3877,044.82-1,073.39
2013-12-17BUY383200.2337.38155.75-77,169.730
2013-12-24SELL383200.1337.21156.7676,144.33-1,025.39
2013-12-30BUY376200.9332.37155.44-76,026.210
2014-01-08SELL376210.5348.25163.0478,636.72,610.5
2014-01-16BUY380206344.43160.74-78,785.180
2014-01-23SELL380212.1354.63165.1880,078.191,293.01
2014-02-09BUY382207.9349.44161.69-79,928.920
2014-02-12SELL382207.4348.6161.0478,717.17-1,211.76
2014-02-17BUY382204.7344.06158.9-78,698.360
2014-02-24SELL382207.9349.44161.5178,906.85208.49
2014-03-20BUY371211.7345.58159.34-79,045.620
2014-03-30SELL371211.8345.74159.6978,072.37-973.25
2014-04-02BUY352220340.74157.8-77,938.530
2014-04-08SELL176253195.9289.7344,242.355,273.08
2014-04-09SELL176247.9191.9787.8243,350.614,381.34
2014-05-27BUY327266382.72176.03-87,540.750
2014-06-03SELL327290.7418.26192.5294,448.136,907.37
2014-07-09BUY316297.6413.78190.41-94,645.790
2014-07-16SELL316290.7404.19186.791,270.31-3,375.49
2014-07-21BUY313289.4398.56184.02-91,164.780
2014-08-04SELL313310.8428.03197.2596,655.125,490.34
2014-10-26BUY254377.7422.12193.35-96,551.260
2014-11-02SELL254370.7414.29189.8293,553.68-2,997.58
2014-11-06BUY263353.3408.84187.56-93,514.30
2014-11-11SELL263351.4406.64186.7391,824.83-1,689.47
2014-11-16BUY263347.1401.66184.74-91,873.70
2014-11-23SELL263328.9380.6175.2285,944.87-5,928.83
2014-11-26BUY273312.9375.86173.42-85,970.970
2014-12-03SELL273352.2423.06196.1695,531.389,560.41
2015-01-12BUY267355.9418.11196.5-95,639.910
2015-01-19SELL267355.5417.64196.8994,303.96-1,335.94
2015-01-22BUY266352411.98193.6-94,237.580
2015-01-27SELL266329385.06180.6386,948.3-7,289.27
2015-02-01BUY264327.3380.19178.14-86,965.530
2015-02-08SELL264339.9394.83184.9289,153.852,188.32
2015-02-22BUY266333.1389.86182-89,176.460
2015-03-01SELL266336.1393.37183.8788,825.36-351.1
2015-03-04BUY265332.9388.16181.35-88,788.010
2015-03-10SELL265328.9383.5179.1986,595.81-2,192.21
2015-03-16BUY258334379.16177.09-86,728.250
2015-03-24SELL258336381.43177.5386,129.04-599.2
2015-04-19BUY250342376.2173.5-86,049.70
2015-04-22SELL250332.1365.31168.482,491.29-3,558.41
2015-04-29BUY247331.8360.6166.53-82,481.730
2015-05-07SELL247328.6357.12165.7880,641.29-1,840.44
2015-05-12BUY242331352.45163.64-80,618.090
2015-05-19SELL242333.8355.43165.3880,258.79-359.3
2015-05-24BUY245326351.43163.38-80,384.810
2015-05-31SELL245328.5354.12163.8579,964.53-420.28
2015-06-04BUY241329.1348.98161.02-79,823.090
2015-06-11SELL241325344.63158.7777,821.6-2,001.5
2015-06-16BUY232332.6339.52156.13-77,658.840
2015-06-23SELL232326.3333.09153.1675,215.35-2,443.49
2015-06-28BUY230326329.91151.77-75,461.690
2015-07-06SELL230328.2332.14153.1375,000.73-460.95
2015-07-09BUY223333.5327.23150.68-74,848.410
2015-07-22SELL223335.2328.9151.3474,269.36-579.06
2015-07-28BUY218338324.21148.94-74,157.150
2015-08-04SELL218329.8316.34145.271,434.86-2,722.29
2015-08-09BUY220323.9313.54143.92-71,715.460
2015-08-12SELL220322.1311.79143.1370,407.08-1,308.38
2015-08-17BUY221316.6307.86141.52-70,417.980
2015-08-20SELL221314305.33140.5668,948.11-1,469.87
2015-08-25BUY215318.7301.49139.1-68,961.090
2015-09-01SELL215316.1299.03138.4867,523.99-1,437.1
2015-09-06BUY213314.1294.37136.73-67,334.40
2015-09-13SELL213304.1285132.4564,355.85-2,978.55
2015-09-16BUY208308.3282.16131.48-64,540.040
2015-09-21SELL208298.2272.91126.8561,625.83-2,914.21
2015-10-04BUY214286269.3124.68-61,597.980
2015-10-07SELL214279262.71121.3659,321.93-2,276.05
2015-10-12BUY220267258.46119.22-59,117.680
2015-10-18SELL220245237.16109.353,553.54-5,564.13
2015-10-19BUY12451.080.49-246.570
2015-10-27SELL12501.10.5248.41.83
2015-11-05BUY215248234.61108.51-53,663.110
2015-11-12SELL215250236.5109.7853,403.72-259.4
2015-11-19BUY212250.7233.85109.21-53,491.460
2015-11-26SELL212253.1236.09110.6753,310.43-181.03
2015-12-08BUY206257232.94108.85-53,283.790
2015-12-15SELL206251.3227.78106.1751,433.85-1,849.95
2015-12-21BUY202253.4225.22105.06-51,517.090
2015-12-28SELL202253.7225.49105.3350,916.58-600.5
2015-12-31BUY199253221.53103.82-50,672.350
2016-01-07SELL199253.1221.61105.3550,039.94-632.41
2016-01-10BUY12521.110.5-253.610
2016-01-17SELL12571.130.51255.361.74
2016-01-18BUY191259.5218.08103.29-49,885.870
2016-01-25SELL191266.2223.71104.6350,515.85629.98
2016-01-31BUY192262.5221.76103.56-50,725.320
2016-02-07SELL192260.4219.99102.6549,674.17-1,051.15
2016-02-10BUY190259.7217.11101.17-49,661.280
2016-02-17SELL190256214.02100.1748,325.82-1,335.46