← 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 5.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2020-11-09SELL18336.326.6312.146,014.6336.58
2020-11-12BUY18332.526.3312.01-6,023.340
2020-11-19SELL18328.826.0411.875,880.49-142.85
2020-11-25BUY18324.725.7211.72-5,882.040
2020-12-02SELL18320.125.3511.565,724.89-157.15
2020-12-07BUY18325.125.7511.74-5,889.290
2020-12-14SELL1834627.412.496,188.11298.82
2021-02-02BUY16370.126.0611.86-5,959.520
2021-02-07SELL16380.1626.7612.186,043.6184.1
2021-02-10BUY16377.726.5912.1-6,081.90
2021-02-22SELL16359.725.3211.535,718.35-363.55
2021-02-25BUY17345.725.8611.77-5,914.530
2021-03-04SELL17344.125.7411.725,812.24-102.29
2021-03-09BUY1635524.9911.38-5,716.370
2021-03-16SELL1634624.3611.095,500.55-215.82
2021-03-22BUY1633923.8710.87-5,458.730
2021-03-29SELL1634023.9410.915,405.16-53.58
2021-04-06BUY1732224.0910.97-5,509.060
2021-04-11SELL1732824.5311.185,540.2831.23
2021-05-06BUY1633523.5810.77-5,394.350
2021-05-12SELL16345.5124.3211.095,492.7498.39
2021-05-18BUY16342.224.0910.98-5,510.270
2021-05-25SELL16341.124.0110.945,422.64-87.63
2021-05-31BUY16345.524.3211.08-5,563.410
2021-06-06SELL16351.4524.7411.275,587.1923.78
2021-06-09BUY16346.924.4211.13-5,585.950
2021-06-16SELL1634824.511.165,532.34-53.61
2021-06-21BUY1634424.2211.04-5,539.260
2021-06-28SELL1634524.2911.075,484.64-54.61
2021-07-05BUY15349.423.0610.51-5,274.570
2021-07-13SELL15357.423.5910.755,326.6652.09
2021-07-18BUY1535823.6310.77-5,404.390
2021-07-26SELL15363.523.9910.935,417.5813.18
2021-08-11BUY1536023.7610.82-5,434.580
2021-08-17SELL1536123.8310.855,380.33-54.25
2021-08-22BUY15362.923.9510.9-5,478.360
2021-08-29SELL1536724.2211.035,469.75-8.61
2021-09-02BUY15362.523.9310.89-5,472.320
2021-09-09SELL15384.325.3611.555,727.59255.27
2021-10-04BUY1538025.0811.42-5,736.50
2021-10-10SELL15372.324.5711.195,548.74-187.75
2021-10-17BUY15367.124.2311.03-5,541.760
2021-10-21SELL15362.123.910.885,396.72-145.04
2021-10-28BUY15353.923.3610.64-5,342.490
2021-11-02SELL1536424.0210.945,425.0382.54
2021-11-07BUY15355.823.4810.7-5,371.180
2021-11-14SELL15361.923.8910.895,393.7222.54
2021-11-17BUY1536123.8310.87-5,449.70
2021-11-24SELL15359.623.7310.845,359.43-90.27
2021-11-29BUY15360.423.7910.87-5,440.660
2021-12-02SELL1535523.4310.715,290.86-149.79
2021-12-07BUY14361.922.2910.18-5,099.070
2021-12-14SELL1435822.0510.074,979.87-119.2
2021-12-20BUY14353.221.769.93-4,976.490
2021-12-27SELL14348.521.479.84,847.74-128.76
2021-12-30BUY14348.521.479.8-4,910.270
2022-01-06SELL14346.521.349.744,819.91-90.35
2022-01-11BUY1435021.569.84-4,931.40
2022-01-18SELL1436022.1810.125,007.7176.31
2022-01-23BUY14356.221.9410.01-5,018.750
2022-01-30SELL1435221.689.894,896.43-122.32
2022-02-02BUY1335520.319.26-4,644.570
2022-02-09SELL13359.520.569.384,643.55-1.02
2022-02-14BUY1335820.489.35-4,683.830
2022-02-22SELL13355.820.359.294,595.76-88.07
2022-02-28BUY14340.520.979.57-4,797.540
2022-03-03SELL14338.720.869.524,711.42-86.12
2022-03-10BUY1432419.969.1-4,565.060
2022-03-15SELL1433420.579.384,646.0580.99
2022-03-21BUY14326.220.099.16-4,596.050
2022-03-28SELL14329.920.329.274,589.01-7.04
2022-03-31BUY14329.720.319.26-4,645.370
2022-04-07SELL14320.419.749.014,456.85-188.52
2022-04-12BUY14321.619.819.05-4,531.260
2022-04-20SELL14322.819.889.084,490.24-41.02
2022-04-25BUY13327.218.728.54-4,280.860
2022-05-08SELL13320.118.318.354,134.64-146.21
2022-05-09BUY1321.11.410.64-323.160
2022-05-12SELL13161.390.63313.98-9.18
2022-05-17BUY13311.917.848.13-4,080.670
2022-05-22SELL13303.217.347.93,916.36-164.31
2022-05-23BUY1307.51.350.62-309.470
2022-05-26SELL1300.11.320.6298.18-11.29
2022-05-29BUY12304.916.17.33-3,682.230
2022-06-01SELL1230816.267.413,672.33-9.9
2022-06-02BUY1309.51.360.62-311.480
2022-06-09SELL13081.360.62306.03-5.45
2022-06-12BUY1230616.167.36-3,695.520
2022-06-19SELL1230716.217.393,660.4-35.12
2022-06-20BUY13061.350.61-307.960
2022-06-27SELL1305.51.340.61303.54-4.41
2022-06-28BUY12303.1167.3-3,660.50
2022-07-05SELL1227714.636.663,302.71-357.79
2022-07-06BUY12921.280.58-293.870
2022-07-17SELL1289.91.280.58288.04-5.82
2022-07-18BUY12289.815.36.97-3,499.870
2022-07-25SELL12286.915.156.893,420.76-79.11
2022-07-26BUY1289.41.270.58-291.250
2022-08-02SELL1298.91.320.6296.995.73
2022-08-14BUY1328816.477.5-3,767.970