← 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 6.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2024-04-17SELL19236.119.7494,457.16-124.39
2024-04-22BUY18237.418.88.58-4,300.580
2024-04-25SELL18232.518.418.414,158.18-142.4
2024-04-30BUY1723917.888.16-4,089.040
2024-05-08SELL17239.517.918.174,045.41-43.62
2024-05-13BUY17237.217.748.09-4,058.240
2024-05-20SELL17224.916.827.673,798.81-259.43
2024-05-26BUY17228.517.097.79-3,909.390
2024-05-29SELL1722917.137.813,868.06-41.33
2024-06-03BUY17227.917.057.78-3,899.120
2024-06-06SELL1722516.837.693,800.48-98.65
2024-06-11BUY17225.416.867.71-3,856.370
2024-06-23SELL17228.817.117.813,864.678.3
2024-06-26BUY16229.916.187.39-3,701.970
2024-07-02SELL16247.617.437.953,936.22234.24
2024-09-12BUY12337.917.848.11-4,080.750
2024-09-22SELL1234618.278.314,125.4244.67
2024-10-03BUY1234418.168.26-4,154.420
2024-10-14SELL12338.317.868.124,033.61-120.81
2024-10-17BUY1133816.367.44-3,741.80
2024-10-24SELL11322.415.67.13,523.7-218.1
2024-10-29BUY1230516.17.33-3,683.430
2024-11-03SELL1231516.637.573,755.872.37
2024-11-07BUY1232016.97.69-3,864.580
2024-11-12SELL12324.1317.117.793,864.610.03
2024-11-26BUY12315.316.657.58-3,807.820
2024-12-01SELL12318.516.827.653,797.53-10.29
2024-12-04BUY11324.515.717.15-3,592.350
2024-12-11SELL1131815.397.013,475.6-116.75
2024-12-17BUY1131515.256.94-3,487.190
2024-12-22SELL11325.815.777.183,560.8573.66
2024-12-26BUY11323.915.687.14-3,585.710
2025-01-05SELL11321.515.567.093,513.85-71.86
2025-01-08BUY1132615.787.19-3,608.960
2025-01-14SELL11336.616.297.413,678.8969.93
2025-01-20BUY11333.516.147.35-3,691.990
2025-01-27SELL1133116.027.293,617.69-74.3
2025-01-30BUY11331.916.067.31-3,674.280
2025-02-04SELL11340.116.467.493,717.1542.87
2025-02-09BUY11337.316.337.43-3,734.050
2025-02-16SELL11339.916.457.493,714.96-19.1
2025-02-19BUY10343.715.126.88-3,4590
2025-03-02SELL10327.414.416.553,253.04-205.96
2025-03-04BUY1327.11.440.65-329.190
2025-03-11SELL1326.81.440.65324.71-4.49
2025-03-12BUY9326.512.935.88-2,957.310
2025-03-18SELL9322.312.765.812,882.13-75.18
2025-03-23BUY10319.614.066.4-3,216.460
2025-04-07SELL10320.114.086.423,180.5-35.97
2025-04-10BUY1032214.176.46-3,240.630
2025-04-20SELL10319.414.056.413,173.54-67.09
2025-04-23BUY10319.614.066.41-3,216.470
2025-04-28SELL10309.713.636.213,077.16-139.31
2025-05-04BUY10299.613.186.01-3,015.190
2025-05-12SELL10298.113.125.982,961.9-53.29
2025-05-15BUY10295.4135.92-2,972.920
2025-05-21SELL10294.312.955.92,924.15-48.78
2025-05-27BUY1127013.075.96-2,989.030
2025-06-01SELL1128613.846.323,125.84136.81
2025-07-17BUY10298.913.156-3,008.150
2025-07-22SELL10310.113.646.223,081.1472.99
2025-08-17BUY1030613.466.13-3,079.590
2025-08-24SELL1030013.26.012,980.79-98.8
2025-08-26BUY12981.310.6-299.910
2025-09-01SELL1308.781.360.62306.86.9
2025-09-02BUY930912.245.57-2,798.810
2025-09-09SELL9305.112.085.52,728.32-70.49
2025-09-10BUY13011.320.6-302.930
2025-09-17SELL1301.11.320.6299.17-3.75
2025-09-18BUY9302.711.995.46-2,741.750
2025-09-25SELL9298.511.825.392,669.29-72.46
2025-09-28BUY13001.320.6-301.920
2025-10-07SELL12981.310.6296.09-5.83
2025-10-09BUY9294.511.665.32-2,667.490
2025-10-16SELL929011.485.242,593.27-74.21
2025-10-20BUY1287.11.260.57-288.940
2025-10-27SELL1286.11.260.57284.27-4.67
2025-11-02BUY10283.412.475.7-2,852.170
2025-11-09SELL1028612.585.762,841.66-10.51
2025-11-12BUY10278.712.265.61-2,804.870
2025-11-19SELL10277.512.215.582,757.21-47.67
2025-11-24BUY1027512.15.53-2,767.630
2025-12-01SELL1027912.285.612,772.114.48
2025-12-10BUY10274.912.15.53-2,766.620
2025-12-15SELL10258.711.385.192,570.43-196.2
2025-12-21BUY10258.111.365.18-2,597.540
2025-12-28SELL10261.2611.55.242,595.87-1.66
2026-01-01BUY1026011.445.22-2,616.660
2026-01-06SELL10254.811.215.112,531.68-84.98
2026-01-11BUY10254.111.185.09-2,557.270
2026-01-18SELL1025711.315.152,553.54-3.74
2026-02-02BUY10261.811.525.24-2,634.760
2026-02-10SELL10265.511.685.322,6383.24
2026-02-22BUY10266.211.715.33-2,679.040
2026-03-01SELL1026211.535.252,603.23-75.82
2026-03-08BUY10245.910.824.92-2,474.740
2026-03-11SELL10249.2810.974.992,476.862.12
2026-03-29BUY10249.310.974.99-2,508.960
2026-04-05SELL10245.410.84.912,438.29-70.67
2026-04-08BUY10240.510.584.82-2,420.40