← 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 3.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2016-02-23BUY186259211.9799.38-48,485.350
2016-03-02SELL186244.1199.7793.0545,109.78-3,375.57
2016-03-07BUY18224619791.39-45,060.390
2016-03-14SELL182243194.5990.5343,940.88-1,119.51
2016-03-21BUY181240.5191.5389.11-43,811.150
2016-03-24SELL181235.2187.3187.1942,296.7-1,514.45
2016-04-04BUY181233.1185.6487.87-42,464.610
2016-04-11SELL181234.5186.7688.8642,168.88-295.73
2016-04-17BUY179234184.388.06-42,158.350
2016-04-24SELL179248.6195.893.0344,210.582,052.22
2016-06-02BUY171256.7193.1490.82-44,179.660
2016-06-09SELL171255.1191.9490.3443,339.82-839.84
2016-06-14BUY168255.7189.0188.89-43,235.510
2016-06-20SELL168252186.2887.4442,062.28-1,173.23
2016-06-23BUY167250.2183.8586.92-42,054.170
2016-06-30SELL167251.7184.9587.0941,761.86-292.31
2016-07-12BUY163255.8183.4686.24-41,965.10
2016-07-18SELL163259185.7587.3141,943.93-21.17
2016-08-22BUY154270.5183.2984.36-41,924.650
2016-08-30SELL154264.7179.3683.240,501.23-1,423.41
2016-09-04BUY152263.7176.3682.09-40,340.850
2016-09-18SELL152265177.2382.9540,019.82-321.03
2016-09-21BUY151264175.482.45-40,121.850
2016-09-27SELL151269.2178.8684.2940,386.05264.2
2016-10-02BUY149268.5176.0382.98-40,265.510
2016-10-09SELL149270.4177.2783.140,029.23-236.28
2016-10-16BUY148269.7175.6382.35-40,173.580
2016-10-23SELL148277.5180.7184.240,805.09631.51
2016-10-27BUY145279.9178.5882.87-40,846.940
2016-11-03SELL145278.1177.4382.2440,064.83-782.11
2016-11-13BUY143277.1174.3580.64-39,880.290
2016-11-20SELL143282.5177.7582.1240,137.63257.34
2016-11-29BUY140285.2175.6880.93-40,184.620
2016-12-06SELL140287.9177.3581.6640,047-137.62
2016-12-11BUY139287175.5380.82-40,149.340
2016-12-19SELL139285.2174.4380.4239,387.95-761.4
2016-12-22BUY137286.1172.4679.62-39,447.780
2017-01-01SELL137283.5170.8979.0438,589.57-858.21
2017-01-04BUY134286.1168.6877.91-38,5840
2017-01-11SELL134288169.878.3638,343.84-240.16
2017-01-16BUY131290167.1677.04-38,234.20
2017-01-23SELL131297.4171.4278.8638,709.12474.92
2017-02-27BUY122315.1169.1577.75-38,689.10
2017-03-06SELL122309.5166.1476.4137,516.45-1,172.65
2017-03-09BUY118316.9164.5375.62-37,634.360
2017-03-16SELL118315.2163.6575.2236,954.72-679.63
2017-03-21BUY116316161.2974.35-36,891.630
2017-03-29SELL116319.4163.0275.2636,812.12-79.51
2017-04-30BUY108337.1160.1973.74-36,640.730
2017-05-08SELL108340161.5774.9136,483.52-157.21
2017-05-14BUY107338.8159.5173.95-36,485.060
2017-05-21SELL107334.9157.6773.0735,603.56-881.5
2017-05-24BUY107331.1155.8872.36-35,655.950
2017-05-31SELL107329.2154.9972.334,997.11-658.84
2017-06-05BUY104336153.7571.51-35,169.270
2017-06-12SELL104330.9151.4270.3134,191.87-977.39
2017-06-15BUY102333149.4569.38-34,184.830
2017-06-22SELL102338.8152.0570.334,335.25150.42
2017-07-09BUY100340.5149.8268.71-34,268.530
2017-07-16SELL100365.1160.6473.4936,275.872,007.33
2017-10-10BUY85422157.8372.31-36,100.140
2017-10-17SELL85426159.3273.1135,977.56-122.58
2017-10-22BUY83430157.0472.1-35,919.140
2017-10-29SELL83445.3162.6274.5536,722.72803.59
2017-12-10BUY76478.3159.9473.05-36,583.80
2017-12-17SELL76467.5156.3371.5235,302.15-1,281.65
2017-12-18BUY1469.42.070.94-472.40
2017-12-26SELL1470.92.070.94467.89-4.52
2017-12-27BUY75465.3153.5570.28-35,121.330
2018-01-04SELL75487.6160.9173.7936,335.311,213.98
2018-01-07BUY1477.22.10.95-480.250
2018-01-14SELL14772.10.95473.95-6.31
2018-01-15BUY76477159.5173.2-36,484.710
2018-01-22SELL76489.7163.7675.0836,978.36493.65
2018-02-22BUY75494.9163.3274.64-37,355.450
2018-02-27SELL75472.4155.8971.3235,202.79-2,152.67
2018-03-04BUY72485.5153.8170.43-35,180.240
2018-03-11SELL72488154.670.8934,910.51-269.73
2018-03-14BUY72481152.3869.91-34,854.290
2018-03-22SELL72477151.1169.4934,123.4-730.89
2018-03-28BUY72467.2148.0168.01-33,854.420
2018-04-02SELL72474.9150.4569.1833,973.17118.76
2018-04-05BUY71477149.0168.48-34,084.50
2018-04-12SELL71484.1151.2369.4934,150.3765.88
2018-04-24BUY70485149.3868.54-34,167.920
2018-05-06SELL70468144.1466.0232,549.84-1,618.09
2018-05-10BUY71459.4143.5265.68-32,826.60
2018-05-17SELL71453141.5264.7831,956.7-869.9
2018-05-24BUY74429.9139.9864.04-32,016.620
2018-05-31SELL74427.9139.3263.8931,461.38-555.24
2018-06-05BUY76409136.7762.71-31,283.480
2018-06-10SELL76395132.0960.5429,827.38-1,456.1
2018-06-19BUY77382.6129.6259.31-29,649.130
2018-06-26SELL77404136.8862.5530,908.571,259.44
2018-07-02BUY79390.1135.661.94-31,015.430
2018-07-09SELL79389135.2261.7730,534.01-481.42
2018-07-12BUY79385133.8361.15-30,609.980
2018-07-19SELL79401.5139.5663.7931,515.15905.17
2018-07-26BUY80391137.6363.05-31,480.680
2018-08-02SELL80390137.2862.9630,999.76-480.92