← 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: -20.5%. 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 →

#335 · Support rebound

Full-history NAV৳2,078

Net return -97.9% · drawdown 98.4% · 316 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 8.0%; 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৳155
Unsettled৳1,924
Holdings৳0
NAV৳2,078
Realized P&L৳-97,922
Unrealized P&L৳0
Fees৳57,937
Friction৳26,671

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳6.18e-11. 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 #335

633 fills, including partial sales. Page 6.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2024-03-21SELL2124122.2710.155,028.59-43.69
2024-03-27BUY2024421.479.78-4,911.250
2024-04-01SELL20242.821.379.734,824.9-86.35
2024-04-04BUY20239.621.089.61-4,822.690
2024-04-17SELL20236.120.789.474,691.75-130.94
2024-04-22BUY20237.420.899.54-4,778.430
2024-04-25SELL20232.520.469.354,620.19-158.23
2024-04-30BUY1923919.989.12-4,570.10
2024-05-08SELL19239.520.029.144,521.34-48.76
2024-05-13BUY19237.219.839.05-4,535.680
2024-05-20SELL19224.918.88.584,245.72-289.96
2024-05-26BUY18228.518.18.25-4,139.350
2024-05-29SELL1822918.148.274,095.59-43.76
2024-06-03BUY18227.918.058.24-4,128.490
2024-06-06SELL1822517.828.154,024.03-104.45
2024-06-11BUY18225.417.858.17-4,083.220
2024-06-23SELL18228.818.128.284,0928.79
2024-06-26BUY18229.918.218.31-4,164.720
2024-07-02SELL18247.619.618.954,428.24263.52
2024-09-12BUY13337.919.338.79-4,420.820
2024-09-22SELL1334619.7994,469.2148.39
2024-10-03BUY1334419.688.95-4,500.630
2024-10-14SELL13338.319.358.84,369.75-130.88
2024-10-17BUY1233817.858.12-4,081.960
2024-10-24SELL12322.417.027.743,844.04-237.93
2024-10-29BUY1330517.457.94-3,990.380
2024-11-03SELL1331518.028.24,068.7878.4
2024-11-07BUY1332018.38.33-4,186.630
2024-11-12SELL13324.1318.548.444,186.660.03
2024-11-26BUY13315.318.048.21-4,125.140
2024-12-01SELL13318.518.228.294,113.99-11.15
2024-12-04BUY12324.517.137.8-3,918.930
2024-12-11SELL1231816.797.643,791.56-127.37
2024-12-12BUY1312.51.380.63-314.50
2024-12-19SELL1322.941.420.65320.876.37
2024-12-22BUY11325.815.777.18-3,606.750
2024-12-30SELL11320.115.497.053,498.55-108.2
2025-01-01BUY1323.51.420.65-325.570
2025-01-08SELL13261.430.65323.91-1.66
2025-01-09BUY11327.815.877.23-3,628.890
2025-01-14SELL11336.616.297.413,678.8950
2025-01-20BUY12333.517.618.02-4,027.620
2025-01-27SELL1233117.487.963,946.57-81.06
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
2025-02-19BUY11343.716.647.57-3,804.90
2025-03-02SELL11327.415.857.213,578.35-226.56
2025-03-05BUY11325.515.757.17-3,603.420
2025-03-12SELL11326.515.87.193,568.51-34.91
2025-03-17BUY11324.915.737.15-3,596.780
2025-03-20SELL11319.615.477.043,493.09-103.69
2025-03-25BUY11321.215.557.08-3,555.830
2025-04-09SELL11321.715.577.13,516.03-39.8
2025-04-15BUY1132015.497.06-3,542.550
2025-04-22SELL11322.915.637.133,529.14-13.41
2025-04-27BUY1131515.256.96-3,487.20
2025-04-30SELL11302.314.636.673,304-183.21
2025-05-06BUY1130414.716.71-3,365.420
2025-05-14SELL11295.414.36.523,228.58-136.84
2025-05-18BUY1029613.025.94-2,978.960
2025-05-22SELL10293.112.95.882,912.22-66.74
2025-05-27BUY1127013.075.96-2,989.030
2025-06-01SELL1128613.846.323,125.84136.81
2025-07-17BUY11298.914.476.6-3,308.970
2025-07-22SELL11310.115.016.843,389.2580.29
2025-08-17BUY1130614.816.74-3,387.550
2025-08-24SELL1130014.526.613,278.87-108.68
2025-08-27BUY10298.813.155.99-3,007.130
2025-09-01SELL10308.7813.596.193,068.0460.9
2025-09-04BUY1030913.66.19-3,109.790
2025-09-11SELL1030313.336.073,010.6-99.19
2025-09-16BUY1030113.246.03-3,029.280
2025-09-23SELL1030013.26.022,980.78-48.5
2025-09-28BUY1030013.26.02-3,019.220
2025-10-07SELL1029813.115.992,960.9-58.32
2025-10-12BUY10296.413.045.96-2,9830
2025-10-16SELL1029012.765.832,881.41-101.59
2025-10-21BUY1029012.765.83-2,918.590
2025-10-28SELL10282.712.445.682,808.88-109.71
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
2026-02-02BUY9261.810.374.72-2,371.290
2026-02-10SELL9265.510.514.792,374.22.91
2026-02-22BUY9266.210.544.8-2,411.140
2026-03-01SELL926210.384.722,342.9-68.24
2026-03-08BUY10245.910.824.92-2,474.740