← 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: -19.5%. 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 →

#328 · Support rebound

Full-history NAV৳2,536

Net return -97.5% · drawdown 98.1% · 313 closed positions

2024 onward NAV৳46,658

Net return -53.3% · drawdown 53.8% · 66 closed positions

2024 stress NAV৳25,686

Net return -74.3% · drawdown 74.4% · 52 closed positions

Variant 3; fixed stop 4.0%; maximum 5 sessions; gate None; continuous signal; exit any bearish; trailing arms at 8.0%, distance 3.5%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳131
Unsettled৳2,404
Holdings৳0
NAV৳2,536
Realized P&L৳-97,464
Unrealized P&L৳0
Fees৳61,356
Friction৳28,270

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.46e-10. 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 #328

627 fills, including partial sales. Page 3.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2016-01-07SELL119253.1132.5261.8929,924.49-376.31
2016-01-12BUY115258.5130.861.11-29,919.420
2016-01-19SELL115263.3133.2362.0530,084.22164.81
2016-01-31BUY114262.5131.6760.82-30,117.490
2016-02-07SELL114260.4130.6260.3129,494.68-622.82
2016-02-10BUY113259.7129.1259.57-29,534.790
2016-02-17SELL113256127.2858.8828,741.84-792.95
2016-02-23BUY110259125.3658.04-28,673.40
2016-03-02SELL110244.1118.1454.4926,678.37-1,995.03
2016-03-07BUY108246116.953.79-26,738.680
2016-03-14SELL108243115.4753.2226,075.31-663.38
2016-03-21BUY108240.5114.2952.68-26,140.960
2016-03-24SELL108235.2111.7751.5325,238.3-902.66
2016-04-04BUY107233.1109.7451.1-25,102.540
2016-04-11SELL107234.5110.451.5724,929.53-173.02
2016-04-17BUY106234109.1451.11-24,964.250
2016-04-24SELL106248.6115.9554.1226,181.541,217.29
2016-06-02BUY101256.7114.0852.91-26,093.690
2016-06-09SELL101255.1113.3752.6125,599.12-494.57
2016-06-14BUY100255.7112.5152.19-25,734.70
2016-06-20SELL100252110.8851.3825,037.74-696.96
2016-06-23BUY99250.2108.9950.72-24,929.510
2016-06-30SELL99251.7109.6450.924,757.76-171.74
2016-07-12BUY96255.8108.0550.1-24,714.950
2016-07-18SELL96259109.450.7324,703.87-11.08
2016-08-22BUY91270.5108.3149.6-24,773.40
2016-08-30SELL91264.7105.9948.7623,932.95-840.45
2016-09-04BUY90263.7104.4348.14-23,885.570
2016-09-18SELL90265104.9448.5423,696.52-189.04
2016-09-21BUY89264103.3847.94-23,647.320
2016-09-27SELL89269.2105.4248.9623,804.42157.1
2016-10-02BUY89268.5105.1448.85-24,050.50
2016-10-09SELL89270.4105.8949.0323,910.68-139.82
2016-10-16BUY88269.7104.4348.36-23,886.390
2016-10-23SELL88277.5107.4549.5724,262.98376.6
2016-10-27BUY86279.9105.9148.74-24,226.050
2016-11-03SELL86278.1105.2348.3923,762.98-463.08
2016-11-13BUY85277.1103.6447.6-23,704.730
2016-11-20SELL85282.5105.6648.4923,858.35153.62
2016-11-29BUY83285.2104.1647.72-23,823.480
2016-12-06SELL83287.9105.1448.1623,742.4-81.08
2016-12-11BUY82287103.5547.43-23,684.980
2016-12-19SELL82285.2102.947.1723,236.33-448.64
2016-12-22BUY81286.1101.9746.78-23,322.840
2017-01-01SELL81283.5101.0446.422,816.06-506.78
2017-01-04BUY79286.199.4545.63-22,746.980
2017-01-11SELL79288100.1145.9122,605.98-141
2017-01-16BUY7829099.5345.62-22,765.140
2017-01-23SELL78297.4102.0746.7323,048.4283.26
2017-02-27BUY72315.199.8245.68-22,832.70
2017-03-06SELL72309.598.0544.8822,141.07-691.63
2017-03-09BUY70316.997.6144.66-22,325.270
2017-03-16SELL70315.297.0844.4221,922.5-402.77
2017-03-21BUY6931695.9443.97-21,943.910
2017-03-29SELL69319.496.9744.4921,897.14-46.77
2017-04-30BUY64337.194.9343.47-21,712.80
2017-05-08SELL6434095.7444.0421,620.22-92.58
2017-05-14BUY64338.895.4143.89-21,822.490
2017-05-21SELL64334.994.3143.3721,295.92-526.57
2017-05-24BUY64331.193.2442.92-21,326.560
2017-05-31SELL64329.292.742.820,933.3-393.26
2017-06-05BUY6133690.1841.55-20,627.730
2017-06-12SELL61330.988.8140.8820,055.21-572.53
2017-06-15BUY6033387.9140.46-20,108.370
2017-06-22SELL60338.889.4441.0720,197.4989.12
2017-07-09BUY59340.588.3940.39-20,218.290
2017-07-16SELL59365.194.7843.2421,402.881,184.59
2017-10-10BUY5042292.8442.4-21,235.240
2017-10-17SELL5042693.7242.8421,163.44-71.8
2017-10-22BUY4943092.7142.39-21,205.10
2017-10-29SELL49445.396.0143.8621,679.83474.73
2017-12-10BUY45478.394.743.17-21,661.370
2017-12-17SELL45467.592.5742.2420,902.7-758.68
2017-12-20BUY4546992.8642.38-21,240.240
2017-12-28SELL45469.492.9442.4320,987.63-252.61
2018-01-03BUY4348191.0141.56-20,815.560
2018-01-10SELL4347289.340.7820,165.91-649.65
2018-01-15BUY4247788.1540.28-20,162.430
2018-01-22SELL42489.790.541.3320,435.57273.14
2018-02-22BUY41494.989.2840.7-20,420.880
2018-02-27SELL41472.485.2238.8719,244.3-1,176.58
2018-03-04BUY39485.583.3138.02-19,055.830
2018-03-11SELL3948883.7438.2518,910.01-145.82
2018-03-14BUY3948182.5437.71-18,879.250
2018-03-22SELL3947781.8537.4418,483.71-395.54
2018-03-28BUY40467.282.2337.6-18,807.830
2018-04-02SELL40474.983.5838.2418,874.1866.35
2018-04-05BUY3947781.8537.43-18,722.280
2018-04-12SELL39484.183.0737.9918,758.8436.56
2018-04-24BUY3948583.2338.03-19,036.260
2018-05-03SELL39465.679.936.4718,042.03-994.22
2018-05-08BUY38463.177.4335.33-17,710.560
2018-05-13SELL3846677.9235.5517,594.54-116.03
2018-05-16BUY38463.177.4335.34-17,710.570
2018-05-21SELL3843372.433.0216,348.58-1,361.99
2018-05-24BUY38429.971.8832.78-16,440.860
2018-05-31SELL38427.971.5432.6716,155.99-284.88
2018-06-05BUY3940970.1832.04-16,053.230
2018-06-10SELL3939567.7830.9415,306.28-746.95
2018-06-19BUY40382.667.3430.71-15,402.050