← 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 4.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2018-04-05BUY2647754.5724.9-12,481.470
2018-04-12SELL26484.155.3825.2712,505.9524.47
2018-04-24BUY2548553.3524.33-12,202.680
2018-05-03SELL25465.651.2223.3411,565.44-637.24
2018-05-08BUY25463.150.9423.21-11,651.660
2018-05-13SELL2546651.2623.3611,575.38-76.27
2018-05-16BUY25463.150.9423.22-11,651.660
2018-05-21SELL2543347.6321.710,755.67-895.99
2018-05-24BUY25429.947.2921.54-10,816.330
2018-05-29SELL2543247.5221.6610,730.82-85.51
2018-06-05BUY2640946.7921.33-10,702.120
2018-06-10SELL2639545.1920.610,204.21-497.91
2018-06-19BUY26382.643.7719.94-10,011.310
2018-06-25SELL26408.946.7821.310,563.32552.01
2018-07-02BUY27390.146.3421.1-10,600.140
2018-07-05SELL2737844.9120.4510,140.65-459.5
2018-07-10BUY26390.644.6820.35-10,220.630
2018-07-17SELL2639244.8420.4210,126.74-93.89
2018-07-26BUY2639144.7320.38-10,231.110
2018-08-02SELL2639044.6220.3410,075.04-156.07
2018-08-08BUY26381.543.6419.89-9,982.540
2018-08-13SELL26353.940.4918.459,142.47-840.07
2018-09-17BUY2536940.5918.53-9,284.120
2018-09-20SELL25361.539.7718.158,979.58-304.54
2018-09-25BUY24363.138.3417.49-8,770.230
2018-10-02SELL2437239.2817.928,870.8100.56
2018-10-07BUY24365.138.5517.59-8,818.540
2018-10-14SELL24365.538.617.68,715.8-102.74
2018-10-17BUY24362.638.2917.46-8,758.150
2018-10-24SELL2437239.2817.928,870.79112.64
2018-11-07BUY2437539.618.07-9,057.670
2018-11-12SELL2437940.0218.279,037.7-19.97
2018-11-15BUY2436838.8617.74-8,888.60
2018-11-20SELL24359.938.0117.348,582.25-306.35
2018-11-26BUY24361.138.1317.4-8,721.940
2018-11-29SELL24365.5138.617.638,715.97-5.97
2018-12-04BUY24360.138.0317.37-8,697.790
2018-12-11SELL24359.737.9817.348,577.47-120.32
2018-12-17BUY24356.337.6317.18-8,606.010
2018-12-24SELL2436038.0217.398,584.6-21.41
2019-01-01BUY2337037.4417.11-8,564.560
2019-01-08SELL2337437.8517.288,546.87-17.69
2019-02-13BUY2238837.5617.1-8,590.650
2019-02-19SELL2237636.416.568,219.04-371.62
2019-02-25BUY21386.835.7416.26-8,174.810
2019-03-03SELL21393.536.3616.558,210.5935.79
2019-03-10BUY2138735.7616.28-8,179.040
2019-03-13SELL21391.2536.1516.468,163.59-15.45
2019-04-04BUY2039935.1115.99-8,031.10
2019-04-09SELL2037332.8214.947,412.23-618.87
2019-04-15BUY20369.832.5414.81-7,443.360
2019-04-18SELL20372.532.7814.927,402.3-41.06
2019-04-24BUY20374.832.9815.02-7,5440
2019-04-29SELL20359.8131.6614.427,150.08-393.92
2019-05-05BUY19361.930.2513.78-6,920.130
2019-05-08SELL1935629.7613.566,720.68-199.46
2019-05-13BUY20351.530.9314.11-7,075.040
2019-05-16SELL20346.430.4813.916,883.61-191.43
2019-05-21BUY19347.129.0213.24-6,637.160
2019-05-26SELL1934028.4212.976,418.61-218.56
2019-05-29BUY1835027.7212.65-6,340.370
2019-06-10SELL18354.2228.0512.816,335.14-5.23
2019-07-07BUY18358.828.4212.97-6,499.780
2019-07-10SELL18341.527.0512.346,107.62-392.17
2019-07-15BUY18344.727.312.45-6,244.350
2019-07-18SELL1833026.1411.915,901.95-342.4
2019-07-24BUY18323.225.611.66-5,854.860
2019-07-30SELL18326.825.8811.85,844.72-10.14
2019-08-06BUY18321.825.4911.61-5,829.50
2019-08-20SELL18324.925.7311.735,810.74-18.76
2019-08-25BUY18319.725.3211.54-5,791.460
2019-08-28SELL18320.125.3511.565,724.89-66.57
2019-09-08BUY19295.524.711.26-5,650.460
2019-09-12SELL19305.125.5111.635,759.77109.3
2019-10-20BUY1831725.1111.43-5,742.540
2019-10-23SELL18321.625.4711.615,751.729.19
2019-10-28BUY1832625.8211.77-5,905.590
2019-11-04SELL18315.124.9611.385,635.47-270.12
2019-11-07BUY18312.124.7211.27-5,653.790
2019-11-17SELL1831124.6311.235,562.14-91.65
2019-11-25BUY1731223.3410.63-5,337.970
2019-11-28SELL17319.7723.9210.895,401.2863.31
2019-12-03BUY18311.424.6611.23-5,641.10
2019-12-10SELL1830424.0810.965,436.96-204.14
2019-12-17BUY18297.223.5410.72-5,383.860
2019-12-22SELL1829323.2110.585,240.22-143.64
2019-12-26BUY1828822.8110.41-5,217.220
2020-01-05SELL18283.522.4510.245,070.3-146.91
2020-01-08BUY18274.721.769.93-4,976.280
2020-01-13SELL1825320.049.144,524.82-451.46
2020-01-16BUY20231.520.379.29-4,659.660
2020-01-21SELL20279.924.6311.225,562.14902.48
2020-02-19BUY20266.823.4810.69-5,370.170
2020-02-24SELL20319.828.1412.816,355.05984.88
2020-03-08BUY24263.527.8312.66-6,364.490
2020-03-11SELL2425526.9312.256,080.82-283.67
2020-03-18BUY26233.226.6812.14-6,102.020
2020-05-31SELL26239.127.3512.466,176.7974.77
2020-07-09BUY26238.827.3212.64-6,248.760
2020-07-14SELL26240.627.5212.586,215.5-33.26