← 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 4.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2018-08-08BUY81381.5135.9762.34-31,099.810
2018-08-13SELL81353.9126.1357.7628,482.01-2,617.79
2018-09-17BUY76369123.3956.84-28,224.230
2018-09-20SELL76361.5120.8955.6827,297.44-926.79
2018-09-25BUY75363.1119.8255.05-27,407.380
2018-10-02SELL75372122.7656.4327,720.81313.44
2018-10-07BUY76365.1122.0956.1-27,925.790
2018-10-14SELL76365.5122.2256.1127,599.67-326.13
2018-10-17BUY75362.6119.6654.93-27,369.580
2018-10-24SELL75372122.7656.4727,720.77351.19
2018-11-07BUY74375122.156.21-27,928.310
2018-11-14SELL74376.5122.5956.5127,681.9-246.41
2018-11-19BUY75365.1120.4855.49-27,558.470
2018-11-25SELL75364.5120.2955.3527,161.86-396.6
2018-11-28BUY74366.2119.2354.96-27,272.990
2018-12-05SELL74362.411854.4326,645.18-627.82
2018-12-10BUY73362.1116.3153.62-26,603.230
2018-12-18SELL73360.5115.7953.3626,147.35-455.87
2018-12-23BUY73356.1114.3852.9-26,162.580
2019-01-02SELL73368118.254.6526,691.14528.56
2019-02-13BUY68388116.0952.99-26,553.080
2019-02-20SELL68379.5113.5551.825,640.65-912.43
2019-03-10BUY66387112.3851.36-25,705.740
2019-03-18SELL66385.5111.9551.1925,279.86-425.88
2019-04-04BUY63399110.650.58-25,298.190
2019-04-09SELL63373103.447.2323,348.38-1,949.81
2019-04-15BUY63369.8102.5146.81-23,446.720
2019-04-23SELL63372.4103.2347.1523,310.82-135.9
2019-04-28BUY63365101.1846.24-23,142.420
2019-05-06SELL63362.1100.3745.9422,665.98-476.44
2019-05-09BUY63358.799.4345.58-22,743.110
2019-05-14SELL63350.597.1644.6821,939.67-803.44
2019-05-19BUY63348.396.5544.44-22,083.890
2019-05-26SELL6334094.2543.421,282.35-801.54
2019-05-29BUY6035092.442.54-21,134.940
2019-06-12SELL6036596.3644.4521,759.19624.24
2019-07-07BUY60358.894.7243.61-21,666.330
2019-07-11SELL6033387.9140.4219,851.67-1,814.66
2019-07-17BUY6033087.1239.97-19,927.090
2019-07-23SELL6032285.0138.9619,196.03-731.06
2019-07-28BUY59324.684.2738.62-19,274.290
2019-08-06SELL59321.883.5438.2818,864.39-409.9
2019-08-18BUY5931882.5537.82-18,882.370
2019-08-25SELL59319.782.9938.0818,741.23-141.15
2019-08-28BUY58320.181.6937.48-18,684.970
2019-09-02SELL58312.179.6536.5517,985.61-699.36
2019-09-08BUY60295.578.0135.77-17,843.780
2019-09-16SELL60306.680.9437.1418,277.92434.14
2019-10-20BUY5831780.936.97-18,503.870
2019-10-27SELL58327.683.638.318,878.89375.02
2019-10-30BUY58321.281.9737.61-18,749.180
2019-11-06SELL5831379.8836.6518,037.47-711.71
2019-11-12BUY573157936.26-18,070.270
2019-11-17SELL573117835.8117,613.19-457.08
2019-11-25BUY5631276.8835.19-17,584.060
2019-12-02SELL56310.176.4134.9417,254.25-329.82
2019-12-05BUY5630675.434.47-17,245.870
2019-12-11SELL56298.473.5333.6216,603.26-642.61
2019-12-17BUY56297.273.2333.49-16,749.920
2019-12-22SELL5629372.233.116,302.7-447.22
2019-12-26BUY5628870.9632.64-16,231.610
2020-01-05SELL56283.569.8532.1215,774.03-457.58
2020-01-08BUY57274.768.8931.7-15,758.490
2020-01-13SELL5725363.4529.1514,328.4-1,430.09
2020-01-16BUY62231.563.1528.98-14,445.130
2020-01-21SELL62273.3274.5634.1616,837.182,392.05
2020-02-19BUY62266.872.7833.24-16,647.620
2020-02-24SELL62306.9483.7338.218,908.162,260.53
2020-03-08BUY72263.583.4838.08-19,093.560
2020-03-11SELL7225580.7836.8418,242.38-851.18
2020-03-18BUY77233.279.0136.03-18,071.430
2020-05-31SELL77239.181.0137.0518,292.65221.21
2020-07-09BUY76238.879.8538.18-18,266.830
2020-07-16SELL7624882.9338.1718,726.9460.07
2020-07-21BUY76245.982.2337.72-18,808.350
2020-07-28SELL7625585.2738.9919,255.73447.38
2020-10-01BUY5832983.9638.34-19,204.30
2020-10-07SELL58328.883.9138.3518,948.14-256.15
2020-10-12BUY57330.982.9937.96-18,982.250
2020-10-19SELL5733684.2738.6119,029.1346.88
2020-10-22BUY57331.383.0938.09-19,005.280
2020-11-01SELL57329.782.6937.8818,672.33-332.96
2020-11-04BUY5632981.0737.16-18,542.220
2020-11-11SELL5633281.837.5218,472.67-69.55
2020-11-16BUY5633081.3137.31-18,598.630
2020-11-22SELL5632780.5736.9618,194.47-404.16
2020-11-25BUY56324.780.0136.69-18,299.890
2020-12-02SELL56320.178.8736.1817,810.55-489.35
2020-12-07BUY54325.177.2435.43-17,668.070
2020-12-14SELL5434682.2137.6618,564.13896.05
2021-02-02BUY50370.181.4237.18-18,623.60
2021-02-09SELL50367.780.8936.9418,267.16-356.43
2021-02-14BUY4937380.4236.73-18,394.140
2021-02-22SELL49359.777.5535.4317,512.32-881.82
2021-02-25BUY50345.776.0534.74-17,395.790
2021-03-04SELL50344.175.734.5817,094.72-301.07
2021-03-09BUY4835574.9834.26-17,149.230
2021-03-16SELL4834673.0833.416,501.53-647.71
2021-03-22BUY4833971.632.73-16,376.330
2021-03-29SELL4834071.8132.8716,215.32-161.01