← 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: -23.1%. 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 →

#343 · Support rebound

Full-history NAV৳1,176

Net return -98.8% · drawdown 99.0% · 343 closed positions

2024 onward NAV৳43,383

Net return -56.6% · drawdown 57.0% · 77 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 EMA 200 break; trailing arms at 0.0%, distance 0.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳223
Unsettled৳0
Holdings৳953
NAV৳1,176
Realized P&L৳-98,803
Unrealized P&L৳-21
Fees৳56,576
Friction৳26,049

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳7.09e-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 #343

687 fills, including partial sales. Page 3.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2015-11-19BUY103250.7113.6252.33-25,988.050
2015-11-24SELL103252.9114.6152.8725,881.22-106.83
2015-11-29BUY100255.8112.5551.96-25,744.510
2015-12-02SELL100271.1119.2855.1426,935.571,191.06
2015-12-08BUY104257117.654.21-26,899.810
2015-12-13SELL104256.3117.2854.0126,483.91-415.91
2015-12-17BUY105251.2116.0553.44-26,545.490
2015-12-22SELL105255117.8154.326,602.8957.4
2015-12-27BUY104254116.2353.56-26,585.80
2015-12-30SELL104253115.7753.4326,142.79-443
2016-01-04BUY102254.5114.2252.9-26,126.120
2016-01-07SELL102253.1113.5952.8425,649.76-476.36
2016-01-12BUY99258.5112.652.41-25,756.520
2016-01-17SELL99257111.9552.0725,278.98-477.54
2016-01-31BUY96262.5110.8851.09-25,361.970
2016-02-03SELL96260.7110.1250.7224,866.36-495.6
2016-02-08BUY95260108.6850.05-24,858.730
2016-02-11SELL95257.8107.7649.5824,333.66-525.07
2016-02-16BUY93258105.5748.58-24,148.160
2016-02-22SELL93255.3104.4748.2523,590.18-557.97
2016-02-25BUY92256103.6347.81-23,703.430
2016-03-02SELL92244.198.8145.4622,312.92-1,390.51
2016-03-07BUY9024697.4244.73-22,282.150
2016-03-10SELL9024496.6244.3921,818.98-463.16
2016-03-15BUY90242.195.8744.07-21,928.940
2016-03-21SELL90240.595.2443.821,505.96-422.98
2016-03-24BUY90235.293.1442.84-21,303.980
2016-03-29SELL90230.491.2441.9920,602.77-701.21
2016-04-04BUY88233.190.2641.85-20,644.910
2016-04-07SELL88233.290.341.9720,389.34-255.57
2016-04-12BUY87233.889.541.59-20,471.690
2016-04-18SELL87235.990.342.120,390.9-80.79
2016-06-02BUY79256.789.2341.21-20,409.730
2016-06-07SELL79255.188.6740.9620,023.27-386.47
2016-06-12BUY78255.287.5840.45-20,033.640
2016-06-15SELL7825587.5240.4119,762.07-271.57
2016-06-22BUY7825286.4940.02-19,782.50
2016-06-27SELL7825085.839.7719,374.43-408.07
2016-06-30BUY76251.784.1738.88-19,252.250
2016-07-12SELL76255.885.5439.519,315.7663.51
2016-07-16BUY7525784.8139.17-19,398.980
2016-07-19SELL75259.485.639.4619,329.93-69.05
2016-08-22BUY71270.584.538.63-19,328.640
2016-08-30SELL71264.782.6937.9418,673.06-655.57
2016-09-04BUY70263.781.2237.33-18,577.550
2016-09-18SELL7026581.6237.6118,430.77-146.77
2016-09-21BUY7026481.3137.55-18,598.860
2016-09-25SELL70267.182.2738.0418,576.69-22.17
2016-09-28BUY69267.181.0937.52-18,548.510
2016-10-05SELL69273.983.1638.3618,777.59229.07
2016-10-10BUY69269.881.9137.77-18,735.880
2016-10-19SELL6927583.4938.4718,853.04117.16
2016-10-27BUY67279.982.5137.87-18,873.680
2016-11-03SELL67278.181.9837.618,513.11-360.57
2016-11-13BUY66277.180.4736.87-18,405.940
2016-11-20SELL66282.582.0437.5718,525.39119.45
2016-11-29BUY65285.281.5737.31-18,656.880
2016-12-06SELL65287.982.3437.6518,593.51-63.37
2016-12-11BUY6428780.8236.95-18,485.770
2016-12-19SELL64285.280.3136.7518,135.74-350.03
2016-12-22BUY63286.179.3136.31-18,139.910
2017-01-01SELL63283.578.5936.0117,745.91-394.01
2017-01-04BUY62286.178.0535.74-17,851.990
2017-01-11SELL6228878.5735.9617,741.47-110.52
2017-01-16BUY6029076.5635.02-17,511.580
2017-01-23SELL60297.478.5135.8917,729.6218.02
2017-02-27BUY56315.177.6435.47-17,758.710
2017-03-06SELL56309.576.2634.8517,220.89-537.83
2017-03-09BUY54316.975.334.4-17,222.30
2017-03-16SELL54315.274.8934.2216,911.69-310.6
2017-03-21BUY5331673.6933.71-16,855.40
2017-03-29SELL53319.474.4834.116,819.62-35.79
2017-04-30BUY50337.174.1633.91-16,963.070
2017-05-08SELL5034074.834.3216,890.88-72.19
2017-05-14BUY50338.874.5434.2-17,048.730
2017-05-21SELL50334.973.6833.816,637.53-411.21
2017-05-24BUY49331.171.3932.76-16,328.050
2017-05-31SELL49329.270.9832.6516,027.17-300.88
2017-06-05BUY4833670.9632.6-16,231.570
2017-06-12SELL48330.969.8932.0815,781.23-450.33
2017-06-15BUY4733368.8631.61-15,751.470
2017-06-22SELL47338.870.0632.115,821.4469.96
2017-07-09BUY46340.568.9231.46-15,763.370
2017-07-16SELL46365.173.933.6916,687.02923.64
2017-10-10BUY3942272.4233.04-16,563.450
2017-10-17SELL3942673.133.3716,507.52-55.93
2017-10-22BUY3843071.932.83-16,444.730
2017-10-29SELL38445.374.4533.9816,812.97368.24
2017-12-10BUY35478.373.6633.56-16,847.710
2017-12-17SELL35467.57232.8216,257.68-590.03
2017-12-20BUY3546972.2332.93-16,520.160
2017-12-28SELL35469.472.2932.9716,323.75-196.41
2018-01-03BUY3348169.8431.86-15,974.70
2018-01-10SELL3347268.5331.2715,476.2-498.5
2018-01-15BUY3347769.2631.61-15,841.870
2018-01-22SELL33489.771.132.4416,056.55214.68
2018-02-22BUY32494.969.6831.75-15,938.230
2018-02-27SELL32472.466.5130.3215,019.97-918.26
2018-03-04BUY31485.566.2230.2-15,146.920
2018-03-11SELL3148866.5630.3715,031.07-115.85