← 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 5.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2021-05-06BUY4133560.4327.77-13,823.210
2021-05-17SELL41344.562.1528.4814,033.87210.66
2021-05-20BUY4034360.3727.63-13,8080
2021-05-30SELL40348.461.3228.0513,846.6338.63
2021-06-02BUY40346.560.9827.89-13,948.870
2021-06-09SELL40346.961.0527.9313,787.02-161.86
2021-06-14BUY39352.860.5427.69-13,847.430
2021-06-21SELL3934459.0327.0113,329.96-517.48
2021-06-24BUY38346.257.8826.48-13,239.960
2021-07-05SELL38349.458.4226.7313,192.05-47.91
2021-07-08BUY3835058.5226.78-13,385.30
2021-07-18SELL3835859.8627.3813,516.76131.46
2021-08-11BUY3736058.6126.74-13,405.350
2021-08-19SELL37359.858.5826.7213,227.3-178.05
2021-08-24BUY3636557.8226.38-13,224.190
2021-09-01SELL36364.957.826.3713,052.23-171.97
2021-09-06BUY35369.956.9626-13,029.460
2021-09-13SELL35389.760.0127.413,552.09522.62
2021-10-04BUY3538058.5226.69-13,385.210
2021-10-10SELL35372.357.3326.1512,947.01-438.2
2021-10-11BUY1372.41.640.74-374.780
2021-10-14SELL13681.620.74365.64-9.14
2021-10-17BUY35367.156.5325.8-12,930.830
2021-10-21SELL35362.155.7625.4512,592.29-338.55
2021-10-24BUY1363.81.60.73-366.130
2021-10-27SELL13561.570.71353.72-12.41
2021-10-28BUY35353.954.524.88-12,465.880
2021-11-04SELL35352.254.2424.7812,247.98-217.89
2021-11-07BUY1355.81.570.71-358.080
2021-11-14SELL1361.91.590.72359.581.51
2021-11-15BUY34360.253.8924.68-12,325.360
2021-11-22SELL3436053.8624.712,161.45-163.92
2021-11-23BUY13591.580.72-361.30
2021-11-30SELL13631.60.73360.68-0.62
2021-12-02BUY3435553.1124.42-12,147.530
2021-12-09SELL34361.854.1324.912,222.1774.64
2021-12-12BUY13601.580.72-362.30
2021-12-20SELL1353.21.550.71350.94-11.36
2021-12-21BUY34350.552.4324.08-11,993.510
2021-12-28SELL34349.252.2423.9711,796.59-196.92
2021-12-29BUY13501.540.7-352.240
2022-01-05SELL1350.31.540.7348.06-4.18
2022-01-06BUY34346.551.8423.79-11,856.630
2022-01-13SELL34357.153.4224.4912,063.49206.86
2022-01-16BUY1359.91.580.72-362.20
2022-01-23SELL1356.21.570.71353.92-8.28
2022-01-24BUY33359.852.2423.95-11,949.60
2022-01-31SELL33356.251.7223.711,679.18-270.41
2022-02-01BUY1356.91.570.71-359.180
2022-02-08SELL1357.41.570.72355.11-4.07
2022-02-09BUY33359.552.223.97-11,939.670
2022-02-16SELL3335751.8423.8211,705.34-234.33
2022-02-17BUY13571.570.71-359.290
2022-02-27SELL13451.520.69342.79-16.49
2022-02-28BUY34340.550.9423.36-11,651.30
2022-03-03SELL34338.750.6723.2311,441.9-209.4
2022-03-10BUY3632451.3223.49-11,738.810
2022-03-20SELL3632651.6423.6311,660.73-78.09
2022-03-23BUY3532850.5123.13-11,553.640
2022-03-30SELL35329.850.7923.2811,468.93-84.71
2022-04-04BUY35329.950.823.32-11,620.620
2022-04-11SELL35324.950.0323.0311,298.44-322.18
2022-04-17BUY35320.649.3722.72-11,293.090
2022-04-24SELL35324.149.9122.9211,270.67-22.42
2022-04-27BUY34326.448.8322.41-11,168.840
2022-05-10SELL34319.147.7421.8610,779.8-389.04
2022-05-17BUY35311.948.0321.96-10,986.50
2022-05-22SELL35303.246.6921.3410,543.97-442.53
2022-05-25BUY34305.145.6420.87-10,439.910
2022-05-30SELL3431046.3821.210,472.4232.51
2022-06-02BUY34309.546.321.18-10,590.480
2022-06-09SELL3430846.0821.0810,404.84-185.64
2022-06-14BUY3330644.4320.36-10,162.790
2022-06-21SELL33304.144.1620.259,970.9-191.89
2022-06-26BUY33304.544.2120.27-10,112.990
2022-06-30SELL33294.942.8219.599,669.29-443.7
2022-07-06BUY3329242.419.37-9,697.770
2022-07-17SELL33289.942.0919.219,505.4-192.37
2022-07-20BUY33286.341.5718.96-9,508.430
2022-07-27SELL3328641.5318.949,377.53-130.9
2022-08-14BUY3228840.5518.51-9,275.060
2022-08-23SELL32286.840.3818.429,118.79-156.26
2022-08-28BUY3128939.4217.98-9,016.40
2022-09-04SELL3129540.2418.359,086.4170.01
2022-09-07BUY32288.540.6218.53-9,291.150
2022-09-14SELL32286.640.3518.419,112.43-178.72
2022-09-19BUY31293.540.0318.28-9,156.820
2022-10-02SELL31286.639.0917.878,827.63-329.18
2024-03-06BUY34252.637.7917.32-8,643.510
2024-03-13SELL34244.436.5616.78,256.34-387.17
2024-03-19BUY3424136.0516.45-8,246.50
2024-03-27SELL3424436.516.658,242.85-3.66
2024-04-01BUY34242.836.3216.56-8,308.080
2024-04-09SELL3424136.0516.478,141.48-166.61
2024-04-17BUY34236.135.3216.14-8,078.860
2024-04-23SELL34233.634.9516.017,891.44-187.42
2024-04-28BUY3423535.1616.11-8,041.270
2024-05-06SELL34241.936.1916.68,171.81130.55
2024-05-09BUY34239.935.8916.43-8,208.920
2024-05-16SELL34233.634.9515.997,891.46-317.46