← 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 6.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2024-06-10SELL12301.010.46228.53-0.83
2024-06-11BUY32225.431.7414.59-7,259.120
2024-06-23SELL32228.832.2214.777,274.6215.5
2024-06-24BUY1228.91.010.46-230.370
2024-07-02SELL1247.61.090.5246.0215.65
2024-09-12BUY22337.932.7114.87-7,481.380
2024-09-22SELL2234633.4915.247,563.2781.89
2024-10-03BUY2234433.315.15-7,616.450
2024-10-14SELL22338.332.7514.97,394.96-221.49
2024-10-17BUY2133831.2314.21-7,143.440
2024-10-24SELL21322.429.7913.556,727.06-416.38
2024-10-29BUY2230529.5213.44-6,752.960
2024-11-05SELL22316.630.6513.966,920.59167.63
2024-11-26BUY22315.330.5213.9-6,981.020
2024-12-03SELL22319.230.914.086,977.42-3.6
2024-12-08BUY22319.630.9414.1-7,076.240
2024-12-15SELL22315.130.513.916,887.79-188.45
2024-12-19BUY21324.529.9813.67-6,858.160
2024-12-29SELL21322.529.813.596,729.11-129.04
2025-01-02BUY21324.529.9813.68-6,858.160
2025-01-09SELL21327.830.2913.826,839.69-18.47
2025-01-20BUY20333.529.3513.37-6,712.720
2025-01-27SELL2033129.1313.276,577.6-135.12
2025-01-30BUY20331.929.2113.31-6,680.520
2025-02-06SELL2033829.7413.556,716.7136.19
2025-02-11BUY1933828.2612.88-6,463.140
2025-02-18SELL19347.929.0813.256,567.77104.63
2025-02-25BUY1934528.8413.13-6,596.970
2025-03-02SELL19327.427.3712.466,180.77-416.2
2025-03-05BUY19325.527.2112.39-6,224.10
2025-03-12SELL19326.527.312.436,163.78-60.32
2025-03-17BUY19324.927.1612.37-6,212.630
2025-03-20SELL19319.626.7212.176,033.51-179.12
2025-03-25BUY19321.226.8512.25-6,141.90
2025-04-09SELL19321.726.8912.296,073.11-68.78
2025-04-15BUY1932026.7512.23-6,118.980
2025-04-22SELL19322.926.9912.346,095.76-23.21
2025-04-27BUY1931526.3312.05-6,023.380
2025-04-30SELL19302.325.2711.555,706.88-316.51
2025-05-06BUY1930425.4111.62-5,813.030
2025-05-14SELL19295.424.711.295,576.62-236.41
2025-05-18BUY1829623.4410.71-5,362.160
2025-05-22SELL18293.123.2110.615,241.98-120.18
2025-05-27BUY2027023.7610.87-5,434.630
2025-06-03SELL20288.225.3611.625,727.02292.38
2025-07-17BUY19298.924.9911.43-5,715.510
2025-07-24SELL19323.327.0312.336,103.34387.83
2025-08-17BUY1930625.5811.65-5,851.240
2025-08-24SELL1930025.0811.435,663.49-187.74
2025-08-26BUY12981.310.6-299.910
2025-09-02SELL13091.360.62307.027.11
2025-09-03BUY18311.524.6711.25-5,642.920
2025-09-10SELL1830123.8410.875,383.29-259.63
2025-09-11BUY13031.330.61-304.940
2025-09-18SELL1302.71.330.61300.76-4.18
2025-09-21BUY17301.122.5210.28-5,151.510
2025-09-28SELL1730022.4410.255,067.31-84.2
2025-09-29BUY1299.21.320.6-301.120
2025-10-08SELL1296.41.30.59294.5-6.61
2025-10-09BUY17294.522.0310.09-5,038.620
2025-10-16SELL1729021.699.944,898.36-140.26
2025-10-20BUY2287.12.531.15-577.880
2025-10-27SELL2286.12.521.15568.54-9.34
2025-11-02BUY19283.423.6910.88-5,419.170
2025-11-09SELL1928623.9111.015,399.09-20.09
2025-11-12BUY19278.723.310.72-5,329.320
2025-11-19SELL19277.523.210.665,238.64-90.68
2025-11-24BUY1927522.9910.56-5,258.550
2025-12-01SELL1927923.3210.725,266.968.41
2025-12-10BUY19274.922.9810.55-5,256.630
2025-12-15SELL19258.721.639.894,883.78-372.85
2025-12-21BUY19258.121.589.87-4,935.350
2025-12-29SELL19260.321.769.954,913.98-21.36
2026-01-04BUY19256.421.449.8-4,902.840
2026-01-07SELL19253.521.199.684,785.63-117.21
2026-01-12BUY19252.821.139.65-4,833.980
2026-01-19SELL19259.321.689.94,895.1261.14
2026-02-02BUY18261.820.739.45-4,742.590
2026-02-10SELL18265.521.039.584,748.395.8
2026-02-22BUY18266.221.089.61-4,822.290
2026-03-01SELL1826220.759.454,685.8-136.49
2026-03-08BUY19245.920.569.36-4,702.020
2026-03-15SELL1925521.329.714,813.97111.95
2026-03-29BUY19249.320.849.5-4,767.040
2026-04-05SELL19245.420.529.354,632.73-134.31
2026-04-08BUY19240.520.119.17-4,598.770
2026-04-16SELL19242.720.299.264,581.75-17.02
2026-04-21BUY19241.820.219.23-4,623.650
2026-04-28SELL19244.820.479.354,621.39-2.26
2026-05-03BUY1924320.319.28-4,646.590
2026-05-10SELL19242.920.319.284,585.51-61.08
2026-05-13BUY19239.720.049.15-4,583.490
2026-05-18SELL19238.319.929.14,498.68-84.81
2026-05-23BUY1923819.99.09-4,550.980
2026-06-04SELL1924120.159.24,549.65-1.33
2026-06-09BUY1824619.488.89-4,456.380
2026-06-16SELL18249.619.779.024,464.017.64
2026-07-12BUY17256.619.198.74-4,390.140
2026-07-19SELL17257.819.288.784,354.53-35.6
2026-07-22BUY17258.119.318.79-4,415.80