← 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: -17.4%. 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 →

#318 · Support rebound

Full-history NAV৳3,964

Net return -96.0% · drawdown 96.9% · 308 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 18.0%, distance 6.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳117
Unsettled৳3,847
Holdings৳0
NAV৳3,964
Realized P&L৳-96,036
Unrealized P&L৳0
Fees৳87,340
Friction৳40,409

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳9.82e-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 #318

616 fills, including partial sales. Page 1.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2010-12-14BUY452219.8437.14201.5-99,988.240
2010-12-22SELL452269.9536.78246.57121,211.4621,223.21
2011-01-25BUY532226529.02243.35-121,004.370
2011-02-01SELL532229.5537.21247.13121,309.66305.28
2011-02-09BUY572210.8530.54243.73-121,351.870
2011-02-15SELL572185.5466.87214.39105,424.74-15,927.12
2011-02-24BUY646162.2461.04211.81-105,454.050
2011-03-01SELL646153.8437.16200.6898,716.96-6,737.09
2011-04-10BUY576170.4431.86199.71-98,781.970
2011-04-18SELL576167.7425.02197.0995,973.09-2,808.88
2011-04-21BUY585163.1419.82194.84-96,028.150
2011-04-28SELL585157.2404.63187.7891,369.59-4,658.56
2011-05-04BUY585155.2399.48185.66-91,377.150
2011-05-11SELL585145.8375.29175.0684,742.65-6,634.49
2011-05-22BUY584144370.02173.82-84,639.840
2011-05-29SELL584145.5373.88176.8484,421.28-218.56
2011-06-14BUY593141.6369.46174.47-84,512.730
2011-06-21SELL593140.6366.85172.8182,836.14-1,676.59
2011-08-24BUY465177362.14165.89-82,833.040
2011-09-07SELL465173.1354.16163.3779,973.97-2,859.07
2011-09-12BUY476166.7349.14161.52-79,859.850
2011-09-19SELL476163.5342.43158.977,324.67-2,535.19
2011-09-22BUY488157.7338.61157.49-77,453.710
2011-09-29SELL488163.6351.28163.4879,322.031,868.33
2011-10-05BUY513153.4346.25161.24-79,201.70
2011-10-13SELL513147.1332.03154.1774,976.09-4,225.6
2011-10-18BUY528141.2328.04152.5-75,034.140
2011-10-25SELL528167387.97180.6687,607.3612,573.22
2011-12-18BUY561155.3383.34177.63-87,684.270
2011-12-26SELL561160.8396.92185.6789,626.221,941.94
2012-01-24BUY567157391.68180.47-89,591.150
2012-01-29SELL567150.4375.22172.7684,728.82-4,862.33
2012-02-02BUY546154369.97170.5-84,624.470
2012-02-12SELL546154.4370.93171.283,760.27-864.2
2012-02-22BUY562148.2366.47168.99-83,823.860
2012-02-29SELL562160.1395.9182.6689,397.645,573.78
2012-03-07BUY587151.4391.04180.47-89,443.30
2012-03-14SELL587160.6414.8192.4193,664.994,221.69
2012-05-15BUY452205.7409.1187.3-93,572.80
2012-05-22SELL452206.9411.48188.9292,918.4-654.4
2012-05-27BUY457201.9405.98186.86-92,861.140
2012-06-03SELL457210.2422.67195.7595,442.982,581.83
2012-06-06BUY458207.1417.35193.76-95,462.910
2012-06-13SELL458203.3409.69190.7292,510.99-2,951.92
2012-06-18BUY463198.8405188.63-92,638.030
2012-06-25SELL463200407.44190.4792,002.09-635.93
2012-06-28BUY437208.8401.48187.12-91,834.210
2012-07-08SELL437200.7385.91179.5887,140.42-4,693.79
2012-07-09BUY1197.90.870.4-199.170
2012-07-12SELL1198.90.880.4197.63-1.54
2012-07-17BUY446194.4381.49177.11-87,2610
2012-07-22SELL446151.63297.56137.3767,192.94-20,068.06
2012-09-04BUY378176.8294.05135.34-67,259.80
2012-09-11SELL378171.9285.9131.7164,560.59-2,699.21
2012-09-16BUY375170.8281.82129.76-64,461.580
2012-09-23SELL375173.5286.28131.6664,644.56182.98
2012-09-27BUY383167.8282.78130.19-64,680.370
2012-10-04SELL383168.3283.62130.764,044.58-635.79
2012-10-09BUY382166.4279.69128.98-63,973.460
2012-10-15SELL382162.5273.13126.4661,675.41-2,298.05
2012-10-18BUY379161.9269.98125.48-61,755.570
2012-10-23SELL379172.2287.16134.4764,842.173,086.61
2012-11-13BUY385167.5283.75133.14-64,904.390
2012-11-20SELL385168.2284.93132.6964,339.38-565
2012-11-28BUY385165.8280.87130.92-64,244.780
2012-12-05SELL385167.4283.58132.6864,032.74-212.04
2012-12-10BUY382166.4279.69130.81-63,975.30
2012-12-18SELL382167.1280.86132.4663,418.88-556.42
2012-12-23BUY371169.9277.34131.59-63,441.830
2013-01-01SELL371172.6281.75132.8563,620178.17
2013-01-06BUY367172.4278.39131.53-63,680.720
2013-01-13SELL367170274.52129.7961,985.69-1,695.03
2013-01-16BUY363169.6270.89128.17-61,963.850
2013-01-23SELL363168.1268.4912860,623.81-1,340.04
2013-01-28BUY359168265.37127.59-60,704.960
2013-02-04SELL359171.5270.9129.5561,168.05463.08
2013-02-10BUY361168.3267.33125.54-61,149.170
2013-02-17SELL361166.6264.63123.4359,754.54-1,394.63
2013-02-26BUY392151.4261.13121.5-59,731.440
2013-03-04SELL392148.2255.6211957,719.78-2,011.66
2013-03-07BUY399143.7252.28117.91-57,706.480
2013-03-14SELL399145.9256.14121.6857,836.27129.79
2013-03-24BUY395145.3252.53121.05-57,767.080
2013-04-01SELL395146.2254.1123.5957,371.32-395.76
2013-04-16BUY394144.7250.85121.56-57,384.210
2013-04-23SELL394145.2251.72122.3456,834.74-549.47
2013-04-28BUY393143.7248.49120.97-56,843.560
2013-05-06SELL393145.9252.29124.3156,962.1118.54
2013-05-09BUY382148.3249.26122.57-57,022.440
2013-05-16SELL382161.8271.95132.9161,402.744,380.31
2013-07-24BUY327186.7268.62122.61-61,442.140
2013-07-31SELL327184.2265.03120.9859,847.39-1,594.75
2013-08-12BUY334177.9261.44119.34-59,799.380
2013-08-20SELL334195.9287.89131.7165,0115,211.61
2013-09-19BUY331195.1284.14129.89-64,992.130
2013-09-24SELL331190.4277.3126.8562,618.25-2,373.88
2013-09-29BUY335185.9274.02125.55-62,676.060
2013-10-06SELL335185.7273.72126.0261,809.75-866.31
2013-10-09BUY342179.2269.66124.75-61,680.810
2013-10-21SELL342181.5273.12127.1161,672.77-8.04