← 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 6.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2022-08-14BUY1328816.477.5-3,767.970
2022-08-23SELL13286.816.47.473,704.53-63.45
2022-08-28BUY1228915.266.95-3,490.20
2022-08-31SELL12292.3515.447.033,485.7-4.5
2022-09-05BUY12288.715.246.94-3,486.580
2022-09-12SELL12286.915.156.93,420.76-65.82
2022-09-15BUY1228715.156.9-3,466.050
2022-09-20SELL12287.215.166.913,424.33-41.72
2022-09-25BUY12286.615.136.89-3,461.220
2022-10-02SELL12286.615.136.893,417.17-44.05
2024-03-06BUY14252.615.567.1-3,559.060
2024-03-11SELL1425015.47.023,477.58-81.47
2024-03-18BUY1424014.786.73-3,381.520
2024-03-21SELL1424114.856.763,352.4-29.12
2024-03-27BUY1424415.036.84-3,437.870
2024-04-01SELL14242.814.966.813,377.44-60.44
2024-04-04BUY14239.614.766.72-3,375.880
2024-04-17SELL14236.114.546.633,284.23-91.65
2024-04-22BUY13237.413.586.19-3,105.970
2024-04-25SELL13232.513.36.063,003.14-102.83
2024-04-30BUY1323913.676.23-3,126.90
2024-05-08SELL13239.513.76.243,093.56-33.35
2024-05-13BUY13237.213.576.18-3,103.350
2024-05-19SELL13227.7113.035.942,941.3-162.06
2024-05-23BUY13231.813.266.04-3,032.70
2024-05-30SELL1322813.045.942,945.01-87.69
2024-06-04BUY1222812.045.49-2,753.530
2024-06-09SELL12225.611.915.442,689.85-63.67
2024-06-12BUY1222211.725.35-2,681.070
2024-06-20SELL12223.911.825.392,669.59-11.48
2024-06-25BUY12228.212.055.49-2,755.940
2024-06-30SELL12239.5812.655.772,856.54100.6
2024-09-12BUY8337.911.895.41-2,720.50
2024-09-22SELL834612.185.542,750.2829.78
2024-10-03BUY834412.115.51-2,769.610
2024-10-08SELL8327.811.545.252,605.62-164
2024-10-15BUY8335.511.815.37-2,701.180
2024-10-22SELL833211.695.312,639-62.18
2024-10-29BUY930512.085.49-2,762.570
2024-11-03SELL931512.475.672,816.8554.28
2024-11-07BUY832011.265.12-2,576.390
2024-11-12SELL8324.1311.415.192,576.410.02
2024-11-26BUY8315.311.15.05-2,538.550
2024-12-01SELL8318.511.215.12,531.69-6.86
2024-12-04BUY8324.511.425.2-2,612.620
2024-12-11SELL831811.195.092,527.71-84.91
2024-12-17BUY831511.095.05-2,536.130
2024-12-22SELL8325.811.475.222,589.7153.58
2024-12-26BUY8323.911.45.19-2,607.790
2025-01-05SELL8321.511.325.152,555.53-52.26
2025-01-08BUY832611.485.22-2,624.70
2025-01-14SELL8336.611.855.392,675.5650.86
2025-01-20BUY8333.511.745.34-2,685.080
2025-01-27SELL833111.655.32,631.05-54.03
2025-01-30BUY8331.911.685.32-2,672.20
2025-02-04SELL8340.111.975.452,703.3831.18
2025-02-09BUY8337.311.875.4-2,715.670
2025-02-16SELL8339.911.965.442,701.79-13.88
2025-02-19BUY7343.710.594.82-2,421.30
2025-03-02SELL7327.410.084.592,277.13-144.17
2025-03-04BUY1327.11.440.65-329.190
2025-03-11SELL1326.81.440.65324.71-4.49
2025-03-12BUY6326.58.623.92-1,971.540
2025-03-18SELL6322.38.513.871,921.42-50.12
2025-03-23BUY7319.69.844.48-2,251.520
2025-04-07SELL7320.19.864.492,226.35-25.17
2025-04-10BUY73229.924.52-2,268.430
2025-04-20SELL7319.49.844.482,221.48-46.95
2025-04-23BUY7319.69.844.48-2,251.530
2025-04-28SELL7309.79.544.342,154.02-97.51
2025-05-04BUY7299.69.234.2-2,110.630
2025-05-12SELL7298.19.184.182,073.34-37.29
2025-05-15BUY7295.49.14.14-2,081.040
2025-05-21SELL7294.39.064.132,046.91-34.14
2025-05-27BUY82709.54.33-2,173.840
2025-06-01SELL828610.074.592,273.3499.51
2025-07-17BUY8298.910.524.79-2,406.520
2025-07-22SELL8310.110.924.972,464.9158.4
2025-08-17BUY830610.774.9-2,463.670
2025-08-24SELL830010.564.812,384.63-79.04
2025-08-27BUY7298.89.24.19-2,104.990
2025-09-01SELL7308.789.514.332,147.6342.64
2025-09-04BUY73099.524.33-2,176.850
2025-09-11SELL73039.334.252,107.42-69.43
2025-09-16BUY73019.274.22-2,120.490
2025-09-23SELL73009.244.212,086.55-33.94
2025-09-28BUY73009.244.21-2,113.450
2025-10-07SELL72989.184.192,072.64-40.81
2025-10-12BUY7296.49.134.16-2,088.090
2025-10-16SELL72908.934.072,016.99-71.1
2025-10-21BUY72908.934.07-2,043.010
2025-10-28SELL7282.78.713.971,966.22-76.78
2025-11-02BUY7283.48.733.98-1,996.510
2025-11-09SELL72868.814.021,989.17-7.34
2025-11-12BUY7278.78.583.92-1,963.40
2025-11-17SELL72708.323.81,877.89-85.52
2025-11-20BUY7277.48.543.9-1,954.240
2025-11-27SELL7277.98.563.911,932.83-21.41
2025-12-10BUY7274.98.473.86-1,936.630
2025-12-15SELL7258.77.973.631,799.3-137.33