← 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 5.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2020-12-14SELL2834642.6319.469,625.92464.77
2021-02-02BUY26370.142.3419.29-9,684.230
2021-02-09SELL26367.742.0619.179,498.97-185.26
2021-02-14BUY2537341.0318.69-9,384.720
2021-02-22SELL25359.739.5718.038,934.9-449.82
2021-02-25BUY26345.739.5518.02-9,045.770
2021-03-04SELL26344.139.3717.948,889.3-156.47
2021-03-09BUY2535539.0517.8-8,931.850
2021-03-16SELL2534638.0617.358,594.59-337.26
2021-03-22BUY2533937.2917-8,529.290
2021-03-29SELL2534037.417.068,445.54-83.75
2021-04-06BUY2632236.8416.8-8,425.640
2021-04-13SELL2633037.7517.248,525.0199.37
2021-05-06BUY2533536.8516.86-8,428.710
2021-05-17SELL25344.537.917.318,557.29128.58
2021-05-20BUY2534337.7317.22-8,629.950
2021-05-30SELL25348.438.3217.498,654.1924.23
2021-06-02BUY25346.538.1217.39-8,718.010
2021-06-09SELL25346.938.1617.418,616.93-101.08
2021-06-14BUY24352.837.2617-8,521.460
2021-06-21SELL2434436.3316.588,203.09-318.36
2021-06-24BUY23346.235.0415.99-8,013.620
2021-07-05SELL23349.435.3616.147,984.71-28.92
2021-07-08BUY2335035.4216.17-8,101.590
2021-07-18SELL2335836.2316.538,181.2479.65
2021-08-11BUY2336036.4316.6-8,333.030
2021-08-19SELL23359.836.4116.598,222.4-110.63
2021-08-24BUY2236535.3316.1-8,081.430
2021-09-01SELL22364.935.3216.097,976.38-105.04
2021-09-06BUY22369.935.8116.32-8,189.920
2021-09-13SELL22389.737.7217.198,518.48328.56
2021-10-04BUY2238036.7816.76-8,413.540
2021-10-10SELL22372.336.0416.428,138.14-275.4
2021-10-17BUY22367.135.5416.19-8,127.930
2021-10-21SELL22362.135.0515.977,915.18-212.75
2021-10-28BUY22353.934.2615.61-7,835.670
2021-11-04SELL22352.234.0915.557,698.76-136.91
2021-11-09BUY22355.534.4115.7-7,871.110
2021-11-16SELL22361.935.03167,910.7739.65
2021-11-21BUY21360.533.3115.22-7,619.030
2021-11-28SELL2136033.2615.237,511.51-107.53
2021-12-02BUY2135532.815.02-7,502.820
2021-12-09SELL21361.833.4315.317,549.0646.24
2021-12-14BUY2135833.0815.15-7,566.230
2021-12-22SELL21351.932.5214.877,342.51-223.71
2021-12-27BUY21348.532.214.72-7,365.420
2022-01-03SELL21350.632.414.837,315.37-50.05
2022-01-06BUY21346.532.0214.64-7,323.160
2022-01-13SELL21357.13315.087,451.03127.87
2022-01-18BUY2136033.2615.2-7,608.460
2022-01-25SELL2135933.1715.167,490.67-117.8
2022-01-30BUY2135232.5214.86-7,439.380
2022-02-06SELL21354.532.7614.987,396.76-42.62
2022-02-09BUY20359.531.6414.47-7,236.110
2022-02-16SELL2035731.4214.377,094.21-141.9
2022-02-22BUY20355.831.3114.32-7,161.630
2022-02-27SELL2034530.3613.876,855.77-305.86
2022-03-02BUY20340.529.9613.69-6,853.660
2022-03-07SELL20327.928.8613.176,515.97-337.69
2022-03-10BUY2032428.5113.01-6,521.520
2022-03-20SELL2032628.6913.096,478.22-43.3
2022-03-23BUY2032828.8613.17-6,602.040
2022-03-30SELL20329.829.0213.256,553.72-48.32
2022-04-04BUY20329.929.0313.27-6,640.30
2022-04-11SELL20324.928.5913.096,456.32-183.98
2022-04-17BUY20320.628.2112.91-6,453.130
2022-04-24SELL20324.128.5213.046,440.44-12.69
2022-04-27BUY19326.427.2912.47-6,241.360
2022-05-10SELL19319.126.6812.186,024.05-217.31
2022-05-17BUY19311.926.0711.89-5,964.070
2022-05-22SELL19303.225.3511.565,723.9-240.17
2022-05-23BUY1307.51.350.62-309.470
2022-05-26SELL1300.11.320.6298.18-11.29
2022-05-29BUY18304.924.1511.01-5,523.360
2022-06-05SELL18306.924.3111.095,488.81-34.55
2022-06-06BUY1313.41.380.63-315.410
2022-06-13SELL13071.350.61305.04-10.37
2022-06-14BUY1830624.2411.06-5,543.30
2022-06-21SELL18304.124.08115,438.72-104.58
2022-06-22BUY1306.91.350.61-308.860
2022-06-29SELL1302.81.330.61300.86-8
2022-07-06BUY1929224.4111.13-5,583.540
2022-07-17SELL19289.924.2411.045,472.82-110.72
2022-07-20BUY19286.323.9310.9-5,474.540
2022-07-27SELL1928623.9110.895,399.2-75.33
2022-08-14BUY1928824.0810.97-5,507.050
2022-08-23SELL19286.823.9810.925,414.3-92.75
2022-08-28BUY1928924.1611.01-5,526.170
2022-09-04SELL1929524.6611.235,569.142.94
2022-09-07BUY19288.524.1210.99-5,516.610
2022-09-14SELL19286.623.9610.925,410.52-106.08
2022-09-19BUY18293.523.2510.59-5,316.840
2022-10-02SELL18286.622.710.355,125.75-191.09
2024-03-06BUY20252.622.2310.15-5,084.380
2024-03-13SELL20244.421.519.84,856.69-227.69
2024-03-18BUY12401.060.48-241.540
2024-03-25SELL1243.91.070.49242.340.8
2024-03-27BUY1924420.49.29-4,665.690
2024-04-01SELL19242.820.39.244,583.66-82.03
2024-04-02BUY1235.51.040.47-237.010