← 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 5.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2020-01-13BUY2325325.611.69-5,856.290
2020-01-16SELL23231.523.4310.695,290.39-565.91
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
2020-07-09BUY25238.826.2712.14-6,008.410
2020-07-14SELL25240.626.4712.095,976.44-31.97
2020-07-19BUY2524326.7312.19-6,113.920
2020-07-22SELL25246.527.1212.366,123.029.1
2020-10-01BUY1832926.0611.86-5,959.920
2020-10-08SELL18326.125.8311.765,832.21-127.71
2020-10-13BUY1833226.2911.98-6,014.270
2020-10-20SELL1833626.6112.136,009.26-5.01
2020-10-25BUY18328.926.0511.87-5,958.120
2020-11-02SELL1832926.0611.875,884.07-74.05
2020-11-05BUY18328.32611.85-5,947.250
2020-11-12SELL18332.526.3312.015,946.66-0.59
2020-11-17BUY1732924.6111.22-5,628.830
2020-11-24SELL1732224.0910.985,438.94-189.89
2020-11-25BUY1324.71.430.65-326.780
2020-12-02SELL1320.11.410.64318.05-8.73
2020-12-03BUY1631822.3910.2-5,120.590
2020-12-10SELL16334.923.5810.745,324.08203.49
2021-02-02BUY16370.126.0611.86-5,959.520
2021-02-09SELL16367.725.8911.785,845.53-113.99
2021-02-14BUY1537324.6211.21-5,630.820
2021-02-22SELL15359.723.7410.815,360.95-269.87
2021-02-25BUY16345.724.3411.08-5,566.620
2021-03-04SELL16344.124.2211.035,470.35-96.27
2021-03-09BUY1535523.4310.67-5,359.10
2021-03-16SELL1534622.8410.45,156.77-202.33
2021-03-22BUY1533922.3710.19-5,117.560
2021-03-29SELL1534022.4410.225,067.34-50.22
2021-04-06BUY1632222.6710.32-5,184.990
2021-04-11SELL1632823.0910.525,214.3829.39
2021-05-06BUY1533522.1110.09-5,057.20
2021-05-17SELL15344.522.7410.375,134.477.2
2021-05-20BUY1534322.6410.32-5,177.950
2021-05-30SELL15348.422.9910.485,192.5314.57
2021-06-02BUY15346.522.8710.42-5,230.790
2021-06-09SELL15346.922.910.435,170.17-60.61
2021-06-14BUY14352.821.739.9-4,970.830
2021-06-21SELL1434421.199.664,785.15-185.68
2021-06-24BUY14346.221.339.72-4,877.840
2021-07-05SELL14349.421.529.814,860.27-17.57
2021-07-08BUY1435021.569.82-4,931.380
2021-07-18SELL1435822.0510.054,979.948.52
2021-08-11BUY1436022.1810.09-5,072.270
2021-08-19SELL14359.822.1610.095,004.95-67.32
2021-08-24BUY1336520.889.5-4,775.380
2021-09-01SELL13364.920.879.54,713.33-62.05
2021-09-06BUY13369.921.169.63-4,839.490
2021-09-13SELL13389.722.2910.155,033.66194.17
2021-10-04BUY1338021.749.89-4,971.630
2021-10-11SELL13372.421.39.74,810.2-161.43
2021-10-17BUY13367.1219.56-4,802.860
2021-10-25SELL1336020.599.374,650.03-152.82
2021-10-28BUY13353.920.249.22-4,630.160
2021-11-04SELL13352.220.159.174,549.28-80.88
2021-11-09BUY13355.520.339.26-4,651.10
2021-11-16SELL13361.920.79.444,674.5623.46
2021-11-21BUY13360.520.629.4-4,716.530
2021-11-28SELL1336020.599.44,650.01-66.52
2021-12-02BUY1335520.319.27-4,644.580
2021-12-09SELL13361.820.699.454,673.2528.68
2021-12-14BUY1335820.489.35-4,683.830
2021-12-20SELL13353.220.29.224,562.17-121.65
2021-12-23BUY13349.920.019.13-4,577.850
2021-12-28SELL13349.219.979.114,510.51-67.33
2022-01-02BUY1335020.029.14-4,579.160
2022-01-05SELL13350.320.049.154,524.72-54.44
2022-01-10BUY12350.118.498.43-4,228.110
2022-01-13SELL12357.118.858.64,257.7529.64
2022-01-18BUY1236019.018.67-4,347.670
2022-01-25SELL1235918.968.644,280.4-67.27
2022-01-30BUY1235218.598.47-4,251.060
2022-02-02SELL1235518.748.554,232.71-18.35
2022-02-07BUY12355.318.768.56-4,290.920
2022-02-14SELL1235818.98.634,268.47-22.45
2022-02-17BUY1235718.858.6-4,311.450
2022-02-27SELL1234518.228.314,113.48-197.97
2022-03-02BUY12340.517.988.2-4,112.180
2022-03-07SELL12327.917.317.893,909.6-202.58
2022-03-10BUY1232417.117.79-3,912.90
2022-03-15SELL1233417.648.033,982.3369.43
2022-03-21BUY12326.217.227.85-3,939.470
2022-03-24SELL12325.117.177.823,876.21-63.26
2022-03-30BUY12329.817.417.94-3,982.950
2022-04-04SELL12329.917.427.943,933.44-49.51
2022-04-07BUY12320.416.927.72-3,869.440
2022-04-12SELL12321.616.987.753,834.47-34.97
2022-04-18BUY12323.117.067.79-3,902.050
2022-04-21SELL12322.117.017.763,840.43-61.61
2022-04-26BUY1132715.837.22-3,620.040
2022-05-05SELL11320.115.497.063,498.55-121.5
2022-05-10BUY11319.115.447.04-3,532.580
2022-05-16SELL11310.315.026.843,391.44-141.14