← 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: -17.3%. 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 →

#316 · Support rebound

Full-history NAV৳4,051

Net return -95.9% · drawdown 96.9% · 307 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 8.0%; maximum 5 sessions; gate None; continuous signal; exit any bearish; trailing arms at 18.0%, distance 6.0%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳204
Unsettled৳3,847
Holdings৳0
NAV৳4,051
Realized P&L৳-95,949
Unrealized P&L৳0
Fees৳88,016
Friction৳40,754

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳8.91e-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 #316

615 fills, including partial sales. Page 4.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2018-10-24SELL62372101.4846.5822,915.93290.49
2018-11-07BUY61375100.6546.23-23,021.880
2018-11-14SELL61376.5101.0546.4722,818.98-202.9
2018-11-19BUY62365.199.645.77-22,781.560
2018-11-25SELL62364.599.4445.6622,453.9-327.66
2018-11-28BUY61366.298.2945.19-22,481.680
2018-12-05SELL61362.497.2744.7521,964.38-517.3
2018-12-10BUY60362.195.5943.96-21,865.560
2018-12-18SELL60360.595.1743.7521,491.08-374.48
2018-12-23BUY60356.194.0143.35-21,503.360
2019-01-02SELL6036897.1544.7921,938.06434.7
2019-02-13BUY5638895.643.61-21,867.210
2019-02-20SELL56379.593.5142.6321,115.86-751.35
2019-03-10BUY5438791.9541.98-21,031.930
2019-03-18SELL54385.591.5941.8420,683.57-348.36
2019-04-04BUY5239991.2941.71-20,8810
2019-04-09SELL5237385.3438.9519,271.71-1,609.29
2019-04-15BUY52369.884.6138.6-19,352.810
2019-04-23SELL52372.485.2138.8919,240.71-112.11
2019-04-28BUY5236583.5138.13-19,101.640
2019-05-06SELL52362.182.8537.8718,708.48-393.17
2019-05-09BUY52358.782.0737.56-18,772.040
2019-05-14SELL52350.580.1936.818,109-663.03
2019-05-19BUY52348.379.6936.6-18,227.890
2019-05-26SELL5234077.7935.7417,566.47-661.43
2019-05-29BUY4935075.4634.66-17,260.120
2019-06-12SELL4936578.6936.2117,770.1509.98
2019-07-07BUY50358.878.9436.27-18,055.20
2019-07-10SELL50330.172.6233.3316,398.85-1,656.35
2019-07-15BUY47344.771.2832.68-16,304.870
2019-07-18SELL4733068.2431.2415,410.52-894.35
2019-07-24BUY47323.266.8430.58-15,287.820
2019-07-31SELL47325.167.2330.7715,181.7-106.11
2019-08-06BUY47321.866.5530.44-15,221.590
2019-08-20SELL47324.967.1930.7515,172.37-49.22
2019-08-25BUY47319.766.1130.28-15,122.290
2019-08-28SELL47320.166.230.3214,948.19-174.11
2019-09-08BUY51295.566.3130.36-15,167.170
2019-09-16SELL51306.668.831.5315,536.27369.1
2019-10-20BUY4831766.9530.57-15,313.520
2019-10-27SELL48327.669.1931.6615,623.96310.43
2019-10-30BUY49321.269.2531.73-15,839.780
2019-11-06SELL4931367.4830.9215,238.6-601.18
2019-11-12BUY4831566.5330.49-15,217.020
2019-11-17SELL4831165.6830.1114,832.21-384.81
2019-11-25BUY4731264.5229.5-14,758.020
2019-12-02SELL47310.164.1329.314,481.27-276.75
2019-12-05BUY4730663.2828.91-14,474.190
2019-12-11SELL47298.461.7128.1913,934.9-539.28
2019-12-17BUY47297.261.4628.08-14,057.940
2019-12-22SELL4729360.5927.7413,682.66-375.28
2019-12-26BUY4728859.5627.34-13,622.90
2020-01-05SELL47283.558.6326.9113,238.97-383.94
2020-01-08BUY48274.758.0226.64-13,270.260
2020-01-13SELL4825353.4324.5112,066.06-1,204.2
2020-01-16BUY52231.552.9724.27-12,115.240
2020-01-21SELL52269.0361.5528.1613,899.741,784.51
2020-02-19BUY51266.859.8727.32-13,693.990
2020-02-24SELL51302.1267.7930.9115,309.211,615.22
2020-03-08BUY58263.567.2530.65-15,380.90
2020-03-11SELL5825565.0829.6614,695.27-685.63
2020-03-18BUY63233.264.6429.46-14,785.70
2020-05-31SELL63239.166.2830.2814,966.74181.04
2020-07-09BUY62238.865.1430.86-14,901.610
2020-07-16SELL6224867.6531.0715,277.28375.67
2020-07-21BUY62245.967.0830.72-15,343.60
2020-07-28SELL6225569.5631.7815,708.66365.06
2020-10-01BUY4732968.0431.04-15,562.080
2020-10-07SELL47328.86831.0415,354.56-207.52
2020-10-12BUY46330.966.9730.6-15,318.970
2020-10-19SELL4633668.0131.1115,356.8937.91
2020-10-22BUY46331.367.0630.69-15,337.550
2020-11-01SELL46329.766.7330.5315,068.94-268.6
2020-11-04BUY4632966.5930.48-15,231.070
2020-11-11SELL4633267.230.7715,174.03-57.03
2020-11-16BUY4633066.7930.6-15,277.390
2020-11-22SELL4632766.1830.3114,945.51-331.89
2020-11-25BUY45324.764.2929.43-14,705.220
2020-12-02SELL45320.163.3829.0214,312.1-393.12
2020-12-07BUY44325.162.9428.82-14,396.160
2020-12-14SELL4434666.9930.6415,126.37730.21
2021-02-02BUY41370.166.7730.46-15,271.330
2021-02-09SELL41367.766.3330.2714,979.1-292.23
2021-02-14BUY3937364.0129.2-14,640.210
2021-02-22SELL39359.761.7228.1713,938.41-701.8
2021-02-25BUY41345.762.3628.46-14,264.520
2021-03-04SELL41344.162.0828.3314,017.69-246.83
2021-03-09BUY3935560.9227.81-13,933.720
2021-03-16SELL3934659.3727.1113,407.52-526.21
2021-03-22BUY3933958.1726.57-13,305.740
2021-03-29SELL3934058.3426.6713,174.98-130.76
2021-04-06BUY4132258.0926.54-13,286.630
2021-04-13SELL4133059.5327.2613,443.21156.58
2021-05-06BUY4033558.9627.09-13,486.050
2021-05-17SELL40344.560.6327.7813,691.58205.54
2021-05-20BUY3934358.8626.94-13,462.790
2021-05-30SELL39348.459.7927.3513,500.4737.67
2021-06-02BUY39346.559.4627.19-13,600.150
2021-06-09SELL39346.959.5327.2313,442.34-157.8
2021-06-14BUY38352.858.9926.98-13,492.370