← 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 4.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2018-06-26SELL4040471.132.4116,056.49654.44
2018-07-02BUY41390.170.3732.07-16,096.540
2018-07-05SELL4137868.1931.0715,398.74-697.81
2018-07-10BUY39390.667.0330.55-15,330.970
2018-07-17SELL3939267.2730.6515,190.08-140.89
2018-07-26BUY3939167.130.61-15,346.710
2018-08-02SELL3939066.9230.5515,112.52-234.19
2018-08-08BUY39381.565.4729.88-14,973.850
2018-08-13SELL39353.960.7327.713,713.67-1,260.18
2018-09-17BUY3736960.0727.48-13,740.560
2018-09-20SELL37361.558.8526.9213,289.72-450.83
2018-09-25BUY36363.157.5226.28-13,155.390
2018-10-02SELL3637258.9226.9313,306.15150.75
2018-10-07BUY36365.157.8326.42-13,227.860
2018-10-14SELL36365.557.926.4413,073.66-154.19
2018-10-17BUY36362.657.4426.23-13,137.270
2018-10-24SELL3637258.9226.9413,306.14168.87
2018-11-07BUY3537557.7526.41-13,209.160
2018-11-14SELL35376.557.9826.5313,092.99-116.17
2018-11-19BUY36365.157.8326.45-13,227.890
2018-11-25SELL36364.557.7426.413,037.86-190.02
2018-11-28BUY35366.256.3925.8-12,899.20
2018-12-05SELL35362.455.8125.5512,602.65-296.55
2018-12-06BUY13621.590.72-364.320
2018-12-13SELL1354.91.560.71352.63-11.69
2018-12-17BUY35356.354.8725.11-12,550.480
2018-12-24SELL3536055.4425.4212,519.14-31.34
2018-12-26BUY1360.51.590.72-362.810
2019-01-06SELL1367.71.620.74365.352.54
2019-02-13BUY3338856.3425.66-12,8860
2019-02-19SELL3337654.624.8612,328.54-557.46
2019-02-25BUY31386.852.7624.02-12,067.580
2019-03-05SELL3139453.7424.4812,135.7868.2
2019-03-10BUY3138752.7924.05-12,073.840
2019-03-18SELL31385.552.5823.9711,873.95-199.89
2019-04-04BUY3039952.6724.01-12,046.680
2019-04-09SELL3037349.2422.4311,118.33-928.35
2019-04-15BUY30369.848.8122.24-11,165.050
2019-04-23SELL30372.449.1622.411,100.45-64.6
2019-04-28BUY3036548.1821.96-11,020.140
2019-05-06SELL30362.147.821.810,793.4-226.73
2019-05-09BUY30358.747.3521.61-10,829.960
2019-05-14SELL30350.546.2721.1510,447.59-382.37
2019-05-19BUY30348.345.9821.02-10,5160
2019-05-26SELL3034044.8820.5310,134.59-381.41
2019-05-29BUY2935044.6620.43-10,215.090
2019-06-12SELL2936546.5721.3210,517.1302.02
2019-07-07BUY29358.845.7820.94-10,471.920
2019-07-10SELL29341.543.5819.929,840-631.92
2019-07-15BUY28344.742.4719.4-9,713.470
2019-07-18SELL2833040.6618.569,180.79-532.68
2019-07-24BUY28323.239.8218.17-9,107.590
2019-07-31SELL28325.140.0518.289,044.47-63.12
2019-08-06BUY28321.839.6518.09-9,068.130
2019-08-20SELL28324.940.0318.279,038.91-29.23
2019-08-25BUY28319.739.3917.98-9,008.970
2019-08-28SELL28320.139.4418.018,905.36-103.61
2019-09-08BUY30295.539.0117.81-8,921.810
2019-09-16SELL30306.640.4718.489,139.05217.23
2019-10-20BUY2931740.4518.44-9,251.890
2019-10-27SELL29327.641.819.089,439.52187.64
2019-10-30BUY29321.240.9918.72-9,374.50
2019-11-06SELL2931339.9418.249,018.82-355.68
2019-11-12BUY2931540.1918.36-9,193.560
2019-11-17SELL2931139.6818.138,961.19-232.37
2019-11-25BUY2831238.4417.53-8,791.970
2019-12-02SELL28310.138.217.428,627.18-164.79
2019-12-05BUY2830637.717.19-8,622.890
2019-12-11SELL28298.436.7616.768,301.68-321.21
2019-12-17BUY28297.236.6216.69-8,374.910
2019-12-22SELL2829336.116.488,151.42-223.49
2019-12-26BUY2828835.4816.22-8,115.710
2020-01-05SELL28283.534.9315.977,887.11-228.6
2020-01-08BUY29274.735.0516.03-8,017.380
2020-01-13SELL2925332.2814.757,289.96-727.42
2020-01-16BUY31231.531.5814.42-7,222.50
2020-01-21SELL31276.1837.6717.198,506.811,284.31
2020-02-19BUY32266.837.5717.12-8,592.280
2020-02-24SELL32310.1543.6719.899,861.271,268.99
2020-03-08BUY37263.542.919.53-9,811.930
2020-03-11SELL3725541.5118.99,374.58-437.35
2020-03-18BUY40233.241.0418.69-9,387.730
2020-05-31SELL40239.142.0819.199,502.73115
2020-07-09BUY39238.840.9819.12-9,373.30
2020-07-16SELL3924842.5619.479,609.97236.67
2020-07-21BUY39245.942.219.27-9,651.570
2020-07-28SELL3925543.7619.959,881.29229.72
2020-10-01BUY3032943.4319.79-9,933.210
2020-10-07SELL30328.843.419.789,800.81-132.4
2020-10-12BUY29330.942.2219.25-9,657.580
2020-10-19SELL2933642.8719.579,681.5623.98
2020-10-22BUY29331.342.2719.3-9,669.270
2020-11-01SELL29329.742.0719.29,500.03-169.24
2020-11-04BUY2932941.9819.16-9,602.140
2020-11-11SELL2933242.3619.359,566.29-35.85
2020-11-16BUY2933042.1119.24-9,631.340
2020-11-22SELL2932741.7319.069,422.22-209.12
2020-11-25BUY29324.741.4318.92-9,476.650
2020-12-02SELL29320.140.8418.659,223.4-253.25
2020-12-07BUY28325.140.0518.29-9,161.140