← 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: -18.8%. 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 →

#322 · Support rebound

Full-history NAV৳2,974

Net return -97.0% · drawdown 97.7% · 309 closed positions

2024 onward NAV৳41,791

Net return -58.2% · drawdown 58.6% · 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 5.0%, distance 2.0%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳89
Unsettled৳2,885
Holdings৳0
NAV৳2,974
Realized P&L৳-97,026
Unrealized P&L৳0
Fees৳75,355
Friction৳34,804

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳8.55e-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 #322

620 fills, including partial sales. Page 4.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2018-07-12BUY5638594.8643.28-21,698.150
2018-07-19SELL56401.598.9345.1522,339.93641.78
2018-07-26BUY5739198.0644.82-22,429.880
2018-08-02SELL5739097.8144.7422,087.44-342.44
2018-08-08BUY57381.595.6843.76-21,884.940
2018-08-13SELL57353.988.7640.5520,042.99-1,841.95
2018-09-17BUY5436987.6740.23-20,053.910
2018-09-20SELL54361.585.8939.4119,395.7-658.21
2018-09-25BUY53363.184.6738.78-19,367.760
2018-10-02SELL5337286.7539.7519,589.5221.75
2018-10-07BUY53365.185.1439-19,474.440
2018-10-14SELL53365.585.2339.0119,247.25-227.19
2018-10-17BUY53362.684.5638.7-19,341.060
2018-10-24SELL5337286.7539.7619,589.48248.42
2018-11-07BUY5237585.839.35-19,625.150
2018-11-14SELL52376.586.1439.5419,452.31-172.84
2018-11-19BUY53365.185.1439.06-19,474.50
2018-11-25SELL53364.58538.9719,194.52-279.98
2018-11-28BUY52366.283.7938.46-19,164.650
2018-12-05SELL52362.482.9238.0818,723.8-440.84
2018-12-10BUY52362.182.8538.04-18,950.090
2018-12-18SELL52360.582.4837.8618,625.66-324.43
2018-12-23BUY51356.179.9136.77-18,277.780
2019-01-01SELL5137083.0338.218,748.78471
2019-01-06BUY51367.782.5137.95-18,873.160
2019-01-13SELL5139087.5240.0919,762.39889.23
2019-02-13BUY5138887.0739.7-19,914.770
2019-02-20SELL51379.585.1638.8219,230.52-684.24
2019-03-10BUY4938783.4438.08-19,084.510
2019-03-18SELL49385.583.1137.9518,768.44-316.07
2019-04-04BUY4739982.5137.68-18,873.190
2019-04-09SELL4737377.1435.1917,418.67-1,454.52
2019-04-15BUY47369.876.4734.88-17,491.950
2019-04-23SELL47372.477.0135.1317,390.65-101.3
2019-04-28BUY4736575.4834.45-17,264.930
2019-05-06SELL47362.174.8834.2116,909.6-355.33
2019-05-09BUY47358.774.1833.93-16,967.010
2019-05-14SELL47350.572.4833.2316,367.78-599.22
2019-05-19BUY47348.372.0333.05-16,475.180
2019-05-26SELL4734070.3132.2715,877.42-597.76
2019-05-29BUY4535069.331.8-15,851.10
2019-06-12SELL4536572.2733.2216,319.51468.41
2019-07-07BUY45358.871.0432.6-16,249.650
2019-07-10SELL45330.165.3629.9714,759-1,490.65
2019-07-15BUY42344.763.729.18-14,570.280
2019-07-18SELL4233060.9827.8913,771.12-799.16
2019-07-24BUY43323.261.1527.96-13,986.710
2019-07-31SELL43325.161.5128.1313,889.66-97.05
2019-08-06BUY43321.860.8827.84-13,926.120
2019-08-20SELL43324.961.4728.1113,881.12-45
2019-08-25BUY43319.760.4927.68-13,835.270
2019-08-28SELL43320.160.5627.7213,676.02-159.25
2019-09-08BUY46295.559.8127.37-13,680.180
2019-09-12SELL46305.161.7528.2513,944.59264.42
2019-10-20BUY4331759.9827.37-13,718.350
2019-10-27SELL43327.661.9828.3413,996.48278.13
2019-10-30BUY44321.262.1828.47-14,223.450
2019-11-06SELL4431360.627.7413,683.66-539.79
2019-11-12BUY4331559.627.29-13,631.890
2019-11-17SELL4331158.8426.9513,287.21-344.68
2019-11-25BUY4231257.6626.35-13,1880
2019-12-02SELL42310.157.3126.1712,940.73-247.28
2019-12-05BUY4230656.5525.82-12,934.370
2019-12-11SELL42298.455.1425.1712,452.48-481.89
2019-12-17BUY42297.254.9225.08-12,562.40
2019-12-22SELL4229354.1524.7712,227.08-335.32
2019-12-26BUY4228853.2224.41-12,173.630
2020-01-05SELL42283.552.3924.0211,830.59-343.04
2020-01-08BUY43274.751.9723.84-11,887.910
2020-01-13SELL4325347.8721.9310,809.2-1,078.71
2020-01-16BUY46231.546.8621.45-10,717.30
2020-01-21SELL46279.956.6525.912,792.852,075.54
2020-02-19BUY48266.856.3525.71-12,888.460
2020-02-24SELL48319.867.5430.7915,252.062,363.61
2020-03-08BUY57263.566.0930.12-15,115.710
2020-03-11SELL5725563.9529.1514,441.9-673.81
2020-03-18BUY62233.263.6228.99-14,551.010
2020-05-31SELL62239.165.2329.7914,729.18178.17
2020-07-09BUY61238.864.0930.35-14,661.240
2020-07-16SELL6124866.5630.5615,030.88369.64
2020-07-21BUY61245.96630.22-15,096.120
2020-07-27SELL61253.7268.131.1115,377.83281.71
2020-10-01BUY4632966.5930.38-15,230.970
2020-10-07SELL46328.866.5530.3815,027.87-203.09
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
2020-11-04BUY4532965.1429.81-14,899.950
2020-11-11SELL4533265.7430.114,844.17-55.79
2020-11-16BUY4533065.3429.93-14,945.270
2020-11-22SELL4532764.7529.6514,620.61-324.66
2020-11-25BUY45324.764.2929.43-14,705.220
2020-12-02SELL45320.163.3829.0214,312.1-393.12
2020-12-07BUY43325.161.5128.16-14,068.970
2020-12-14SELL4334665.4629.9414,782.59713.62
2021-02-02BUY40370.165.1429.71-14,898.850
2021-02-09SELL40367.764.7229.5314,613.76-285.09
2021-02-14BUY3937364.0129.2-14,640.210
2021-02-22SELL39359.761.7228.1713,938.41-701.8