← 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: -22.1%. 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 →

#341 · Support rebound

Full-history NAV৳1,454

Net return -98.5% · drawdown 98.9% · 322 closed positions

2024 onward NAV৳36,870

Net return -63.1% · drawdown 63.5% · 69 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 2.0%, distance 1.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳12
Unsettled৳1,443
Holdings৳0
NAV৳1,454
Realized P&L৳-98,546
Unrealized P&L৳0
Fees৳52,940
Friction৳24,383

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳8.48e-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 #341

644 fills, including partial sales. Page 1.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2010-12-14BUY452219.8437.14201.5-99,988.240
2010-12-22SELL452269.9536.78246.57121,211.4621,223.21
2011-01-25BUY532226529.02243.35-121,004.370
2011-01-30SELL532225.8528.55243.42119,353.63-1,650.74
2011-02-09BUY563210.8522.19239.85-119,442.440
2011-02-14SELL563172.6427.56196.1896,550.05-22,892.39
2011-02-24BUY592162.2422.5193.93-96,638.830
2011-03-01SELL592153.8400.62183.7590,465.23-6,173.6
2011-04-10BUY527170.4395.12182.45-90,378.380
2011-04-13SELL527170.4395.12182.8789,222.81-1,155.57
2011-04-19BUY534166390.03180.66-89,214.690
2011-04-24SELL534160.3376.64174.4985,049.07-4,165.62
2011-04-27BUY532158.8371.72172.16-85,025.480
2011-05-03SELL532153358.14165.9780,871.89-4,153.59
2011-05-04BUY1155.20.680.31-156.190
2011-05-09SELL1149.40.660.3148.44-7.75
2011-05-10BUY549146.2353.16164.25-80,781.210
2011-05-15SELL549151.5365.96170.9982,636.541,855.33
2011-05-22BUY571144361.79169.83-82,755.610
2011-05-25SELL571139.1349.47164.4678,912.17-3,843.44
2011-05-30BUY531147.7345.09162.79-78,936.570
2011-06-02SELL531147.6344.85162.6177,868.14-1,068.43
2011-06-14BUY547141.6340.8160.47-77,956.470
2011-06-19SELL547139.1334.79157.2875,595.63-2,360.84
2011-06-22BUY529141.8330.05154.8-75,497.060
2011-06-27SELL529150.9351.23164.0979,310.773,813.72
2011-08-24BUY445177346.57158.71-79,270.270
2011-09-05SELL445175.1342.85157.4777,419.19-1,851.08
2011-09-08BUY447172.3338.88156.42-77,513.40
2011-09-13SELL447171336.32155.5975,945.08-1,568.31
2011-09-18BUY467161.4331.64153.49-75,858.940
2011-09-21SELL467157322.6149.8572,846.54-3,012.39
2011-10-05BUY472153.4318.58148.07-72,871.450
2011-10-11SELL472141.3293.45135.8966,264.26-6,607.19
2011-10-16BUY459143.5289.81134.26-66,290.570
2011-10-19SELL459139.9282.54130.9863,800.58-2,489.99
2011-12-18BUY408155.3278.79128.51-63,769.710
2011-12-21SELL408156.92281.69130.2363,609.39-160.32
2012-01-24BUY403157278.39127.77-63,677.160
2012-01-29SELL403150.4266.69122.3460,222.17-3,454.99
2012-02-02BUY388154262.91120.68-60,135.590
2012-02-08SELL388147.1251.13115.3356,708.35-3,427.24
2012-02-22BUY381148.2248.44114.04-56,826.680
2012-02-27SELL381154.4258.84118.8558,448.721,622.04
2012-03-07BUY383151.4255.14117.13-58,358.470
2012-03-12SELL383155.8262.55120.859,288.05929.57
2012-05-15BUY286205.7258.85118.2-59,207.250
2012-05-22SELL286206.9260.36119.158,793.94-413.32
2012-05-27BUY290201.9257.62118.04-58,926.660
2012-06-03SELL290210.2268.22123.3860,566.411,639.74
2012-06-06BUY290207.1264.26121.75-60,445.010
2012-06-13SELL290203.3259.41119.7258,577.87-1,867.13
2012-06-18BUY293198.8256.29118.32-58,623.010
2012-06-25SELL293200257.84119.3158,222.85-400.16
2012-06-28BUY277208.8254.49117.54-58,209.620
2012-07-04SELL277200.45244.31112.755,167.09-3,042.53
2012-07-09BUY277197.9241.2111.32-55,170.820
2012-07-12SELL277198.9242.42111.7554,741.13-429.69
2012-07-17BUY280194.4239.5110.32-54,781.820
2012-07-22SELL280199.4245.66113.155,473.24691.41
2012-09-04BUY312176.8242.71111.47-55,515.780
2012-09-09SELL312176.4242.16111.2954,683.35-832.43
2012-09-12BUY319170.1238.75109.75-54,610.40
2012-09-17SELL319172.7242.4111.3554,737.55127.15
2012-09-23BUY314173.5239.71110.04-54,828.750
2012-09-27SELL314166.56230.12105.751,964.02-2,864.72
2012-10-03BUY307168.3227.34104.46-51,999.90
2012-10-10SELL307163.6220.99101.6949,902.52-2,097.38
2012-10-16BUY305162.5218.08100.65-49,881.230
2012-10-21SELL305161.6216.87100.4948,970.65-910.58
2012-11-13BUY290167.5213.7399.51-48,888.240
2012-11-19SELL290172.1219.6101.7749,587.63699.38
2012-11-28BUY297165.8216.67100.42-49,559.690
2012-12-03SELL297168.1219.67102.149,603.9244.23
2012-12-06BUY294167.6216.81100.76-49,591.970
2012-12-13SELL294166.5215.38100.1548,635.47-956.5
2012-12-19BUY289167.2212.6199.79-48,633.20
2012-12-24SELL289171.5218.08102.5549,242.87609.68
2013-01-03BUY286171.6215.94101.16-49,394.710
2013-01-10SELL286170.6214.68100.6348,476.28-918.42
2013-01-15BUY283170211.6899.24-48,420.930
2013-01-22SELL283169.1210.5699.2147,545.53-875.4
2013-01-27BUY280168.4207.4798.15-47,457.620
2013-02-03SELL280169.5208.8298.9147,152.27-305.35
2013-02-06BUY271172.8206.0596.37-47,131.220
2013-02-11SELL271165.89197.891.9644,665.88-2,465.34
2013-02-12BUY1165.10.730.33-166.160
2013-02-18SELL1166.20.730.33165.14-1.02
2013-02-19BUY271163.4194.8490.21-44,566.440
2013-02-25SELL271150.6179.5882.9440,550.09-4,016.36
2013-02-26BUY1151.40.670.3-152.370
2013-03-03SELL11410.620.28140.1-12.27
2013-03-05BUY277145.6177.4682.05-40,590.70
2013-03-10SELL277142.5173.6880.6539,218.17-1,372.53
2013-03-11BUY1141.30.620.28-142.20
2013-03-14SELL1145.530.640.29144.62.39
2013-03-24BUY269145.3171.9881.07-39,338.750
2013-04-01SELL269146.2173.0482.4139,072.35-266.4
2013-04-16BUY268144.7170.6381.05-39,031.280
2013-04-23SELL268145.2171.2281.4938,660.89-370.39