← 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: -22.3%. 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 →

#342 · Support rebound

Full-history NAV৳1,416

Net return -98.6% · drawdown 98.9% · 323 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 15.0% (0 = off).

Account reconciliation

Cash৳214
Unsettled৳1,202
Holdings৳0
NAV৳1,416
Realized P&L৳-98,584
Unrealized P&L৳0
Fees৳52,486
Friction৳24,167

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳8.37e-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 #342

647 fills, including partial sales. Page 3.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2015-12-28SELL80253.789.341.0420,165.66-236.5
2015-12-31BUY7925387.9440.47-20,115.410
2016-01-07SELL79253.187.9840.7219,866.21-249.2
2016-01-12BUY77258.587.5840.55-20,032.630
2016-01-19SELL77263.389.2141.2220,143.68111.05
2016-01-31BUY76262.587.7840.33-20,078.110
2016-02-07SELL76260.487.084019,663.33-414.79
2016-02-10BUY75259.785.739.34-19,602.540
2016-02-17SELL7525684.4838.8519,076.67-525.87
2016-02-23BUY7325983.1938.28-19,028.470
2016-03-02SELL73244.178.435.9817,704.91-1,323.56
2016-03-07BUY7224677.9335.71-17,825.650
2016-03-14SELL7224376.9835.3217,383.7-441.94
2016-03-21BUY72240.576.1934.96-17,427.150
2016-03-24SELL72235.274.5134.1916,825.7-601.45
2016-04-04BUY71233.172.8233.64-16,656.560
2016-04-11SELL71234.573.2633.9116,542.33-114.23
2016-04-17BUY7123473.133.9-16,7210
2016-04-24SELL71248.677.6635.9317,537816
2016-06-02BUY67256.775.6834.86-17,309.440
2016-06-09SELL67255.175.234.6616,981.84-327.6
2016-06-14BUY66255.774.2634.21-16,984.670
2016-06-20SELL6625273.1833.6916,525.13-459.54
2016-06-23BUY66250.272.6633.55-16,619.410
2016-06-30SELL66251.773.0933.716,505.41-114
2016-07-12BUY64255.872.0333.18-16,476.410
2016-07-18SELL6425972.9333.616,469.47-6.95
2016-08-22BUY61270.572.633.16-16,606.270
2016-08-30SELL61264.771.0532.5616,043.1-563.17
2016-09-04BUY60263.769.6231.94-15,923.560
2016-09-07SELL6026670.2232.2515,857.53-66.03
2016-09-19BUY6026569.9632.21-16,002.170
2016-09-25SELL60267.170.5132.5315,922.96-79.21
2016-09-28BUY59267.169.3432-15,860.240
2016-10-05SELL59273.971.132.7316,056.27196.03
2016-10-10BUY59269.870.0432.23-16,020.470
2016-10-19SELL5927571.3932.8316,120.78100.31
2016-10-27BUY57279.970.232.17-16,056.670
2016-11-03SELL57278.169.7531.9515,750-306.67
2016-11-13BUY57277.169.531.81-15,896.010
2016-11-20SELL57282.570.8532.4215,999.23103.23
2016-11-29BUY55285.269.0231.54-15,786.560
2016-12-06SELL55287.969.6731.8315,733-53.56
2016-12-11BUY5528769.4531.73-15,886.190
2016-12-19SELL55285.269.0231.5515,585.43-300.75
2016-12-22BUY54286.167.9831.09-15,548.470
2017-01-01SELL54283.567.3630.8315,210.81-337.65
2017-01-04BUY53286.166.7230.52-15,260.540
2017-01-09SELL5329067.6330.9315,271.4410.9
2017-01-12BUY52290.766.5130.41-15,213.320
2017-01-19SELL5229767.9531.0415,345131.68
2017-02-27BUY48315.166.5530.38-15,221.730
2017-03-06SELL48309.565.3729.8514,760.78-460.95
2017-03-09BUY47316.965.5329.92-14,989.760
2017-03-16SELL47315.265.1829.7614,719.46-270.3
2017-03-21BUY4631663.9629.23-14,629.190
2017-03-29SELL46319.464.6529.5714,598.19-31.01
2017-04-30BUY43337.163.7829.14-14,588.220
2017-05-08SELL4334064.3329.4714,526.2-62.02
2017-05-14BUY43338.864.129.37-14,661.870
2017-05-21SELL43334.963.3629.0314,308.31-353.56
2017-05-24BUY42331.161.1928.04-13,995.430
2017-05-31SELL42329.260.8427.9413,737.63-257.81
2017-06-05BUY4133660.6127.8-13,864.420
2017-06-12SELL41330.959.6927.3613,479.84-384.58
2017-06-15BUY4033358.6126.86-13,405.470
2017-06-20SELL40332.158.4526.7713,198.78-206.69
2017-06-28BUY3934058.3426.68-13,345.020
2017-07-05SELL3935560.9227.8113,756.27411.25
2017-07-10BUY4034059.8427.29-13,687.130
2017-07-13SELL40354.862.4428.4714,101.08413.95
2017-10-10BUY3342261.2727.94-14,015.210
2017-10-15SELL3342962.2928.4114,066.351.08
2017-10-18BUY33422.161.2927.97-14,018.550
2017-10-23SELL33429.6662.3928.4614,087.9369.37
2017-12-10BUY29478.361.0327.79-13,959.520
2017-12-17SELL29467.559.6527.1813,470.66-488.86
2017-12-20BUY2946959.8427.27-13,688.120
2017-12-28SELL29469.459.927.313,525.4-162.71
2018-01-03BUY2848159.2627.02-13,554.280
2018-01-10SELL2847258.1526.5113,131.34-422.94
2018-01-15BUY2747756.6725.85-12,961.510
2018-01-22SELL27489.758.1826.5313,137.2175.68
2018-02-22BUY27494.958.7926.78-13,447.870
2018-02-27SELL27472.456.1225.5712,673.11-774.76
2018-03-04BUY26485.555.5425.31-12,703.850
2018-03-11SELL2648855.8325.4612,606.72-97.14
2018-03-14BUY2648155.0325.1-12,586.120
2018-03-22SELL2647754.5724.9112,322.52-263.6
2018-03-28BUY26467.253.4524.39-12,225.040
2018-04-02SELL26474.954.3324.812,268.2743.24
2018-04-05BUY2547752.4723.94-12,001.410
2018-04-12SELL25484.153.2524.312,024.9523.54
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