← 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: -20.3%. 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 →

#334 · Support rebound

Full-history NAV৳2,143

Net return -97.9% · drawdown 98.4% · 314 closed positions

2024 onward NAV৳39,364

Net return -60.6% · drawdown 61.0% · 67 closed positions

2024 stress NAV৳25,686

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

Variant 3; fixed stop 10.0%; maximum 5 sessions; gate None; continuous signal; exit any bearish; trailing arms at 2.0%, distance 1.0%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳220
Unsettled৳1,924
Holdings৳0
NAV৳2,143
Realized P&L৳-97,857
Unrealized P&L৳0
Fees৳56,804
Friction৳26,150

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.11e-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 #334

629 fills, including partial sales. Page 4.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2018-07-09SELL3338956.4825.7312,754.79-200.95
2018-07-12BUY3338555.925.47-12,786.370
2018-07-17SELL3339256.9225.9312,853.1566.79
2018-07-26BUY3339156.7725.89-12,985.660
2018-08-02SELL3339056.6325.8412,787.54-198.13
2018-08-08BUY33381.555.3925.27-12,670.160
2018-08-13SELL33353.951.3923.4311,603.89-1,066.28
2018-09-17BUY3136950.3323-11,512.330
2018-09-20SELL31361.549.3122.5311,134.66-377.68
2018-09-25BUY31363.149.5322.61-11,328.240
2018-10-02SELL3137250.7423.1711,458.09129.85
2018-10-07BUY31365.149.822.74-11,390.640
2018-10-14SELL31365.549.8522.7511,257.89-132.74
2018-10-17BUY31362.649.4622.57-11,312.630
2018-10-24SELL3137250.7423.1811,458.08145.45
2018-11-07BUY3037549.522.62-11,322.120
2018-11-12SELL3037950.0322.8711,297.1-25.01
2018-11-15BUY3136850.222.95-11,481.140
2018-11-20SELL31359.949.0922.4211,085.39-395.75
2018-11-26BUY30361.147.6721.78-10,902.440
2018-11-29SELL30365.5148.2522.0610,894.93-7.51
2018-12-04BUY30360.147.5321.73-10,872.270
2018-12-11SELL30359.747.4821.7110,721.81-150.45
2018-12-17BUY30356.347.0321.5-10,757.530
2018-12-24SELL3036047.5221.7610,730.72-26.82
2019-01-01BUY2937047.2121.61-10,798.820
2019-01-08SELL2937447.7221.8110,776.46-22.36
2019-02-13BUY2838847.821.77-10,933.570
2019-02-19SELL2837646.3221.0910,460.59-472.98
2019-02-25BUY26386.844.2520.14-10,121.190
2019-03-03SELL26393.545.0220.4910,165.4944.3
2019-03-10BUY2738745.9820.94-10,515.920
2019-03-13SELL27391.2546.4821.1810,496.04-19.88
2019-04-04BUY2639945.6520.8-10,440.450
2019-04-09SELL2637342.6719.449,635.89-804.55
2019-04-15BUY26369.842.3119.27-9,676.370
2019-04-18SELL26372.542.6119.419,622.98-53.39
2019-04-24BUY25374.841.2318.78-9,430.010
2019-05-02SELL25358.739.4617.988,910.07-519.94
2019-05-07BUY2536039.618.05-9,057.650
2019-05-12SELL2535639.1617.878,842.97-214.68
2019-05-16BUY25346.438.117.4-8,715.510
2019-05-23SELL25349.438.4317.568,679-36.5
2019-05-28BUY25341.837.617.18-8,599.780
2019-06-10SELL25354.2238.9617.818,798.77198.99
2019-07-07BUY25358.839.4718.04-9,027.50
2019-07-11SELL2533336.6316.738,271.64-755.86
2019-07-17BUY2533036.316.56-8,302.860
2019-07-23SELL2532235.4216.167,998.42-304.44
2019-07-28BUY24324.634.2815.63-7,840.310
2019-08-06SELL24321.833.9815.57,673.72-166.59
2019-08-18BUY2431833.5815.31-7,680.890
2019-08-21SELL24323.9334.2115.67,724.4643.57
2019-08-26BUY24316.733.4415.26-7,649.50
2019-08-29SELL24316.833.4515.277,554.48-95.02
2019-09-08BUY26295.533.8115.42-7,732.230
2019-09-12SELL26305.134.915.927,881.77149.54
2019-10-20BUY2431733.4815.25-7,656.730
2019-10-23SELL24321.633.9615.497,668.9512.23
2019-10-28BUY2432634.4315.7-7,874.130
2019-11-04SELL24315.133.2715.197,513.94-360.19
2019-11-07BUY24312.132.9615.04-7,538.40
2019-11-17SELL2431132.8414.997,416.17-122.23
2019-11-25BUY2331231.5714.39-7,221.970
2019-11-28SELL23319.7732.3614.757,307.685.63
2019-12-03BUY24311.432.8814.99-7,521.470
2019-12-10SELL2430432.114.637,249.27-272.2
2019-12-17BUY24297.231.3814.3-7,178.490
2019-12-22SELL2429330.9414.126,986.94-191.54
2019-12-26BUY2428830.4113.9-6,956.310
2020-01-05SELL24283.529.9413.686,760.39-195.92
2020-01-08BUY24274.729.0113.25-6,635.060
2020-01-13SELL2425326.7212.26,033.08-601.98
2020-01-16BUY27231.527.512.55-6,290.560
2020-01-21SELL27279.933.2515.177,508.881,218.33
2020-02-19BUY28266.832.8714.97-7,518.240
2020-02-24SELL28319.839.417.948,897.061,378.82
2020-03-08BUY33263.538.2617.42-8,751.180
2020-03-11SELL3325537.0316.868,361.12-390.06
2020-03-18BUY36233.236.9416.81-8,448.950
2020-05-31SELL36239.137.8717.268,552.46103.51
2020-07-09BUY35238.836.7817.12-8,411.890
2020-07-14SELL35240.637.0516.968,366.98-44.91
2020-07-19BUY3524337.4217.1-8,559.520
2020-07-22SELL35246.3137.9317.318,565.686.16
2020-10-01BUY2532936.1916.48-8,277.670
2020-10-07SELL25328.836.1716.488,167.35-110.32
2020-10-12BUY25330.936.416.59-8,325.490
2020-10-18SELL25339.0837.317.018,422.5797.08
2020-10-21BUY25331.936.5116.66-8,350.670
2020-10-29SELL25329.536.2516.538,184.72-165.94
2020-11-03BUY2533036.316.56-8,302.860
2020-11-09SELL25336.336.9916.888,353.6350.77
2020-11-12BUY25332.536.5816.69-8,365.770
2020-11-19SELL25328.836.1716.518,167.32-198.45
2020-11-25BUY25324.735.7216.3-8,169.520
2020-12-02SELL25320.135.2116.077,951.22-218.3
2020-12-07BUY24325.134.3315.67-7,852.40
2020-12-14SELL2434636.5416.678,250.8398.4
2021-02-02BUY22370.135.8316.32-8,194.340