← 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: -23.9%. 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 →

#345 · Support rebound

Full-history NAV৳987

Net return -99.0% · drawdown 99.2% · 349 closed positions

2024 onward NAV৳41,393

Net return -58.6% · drawdown 59.0% · 77 closed positions

2024 stress NAV৳25,686

Net return -74.3% · drawdown 74.4% · 52 closed positions

Variant 3; fixed stop 10.0%; maximum 5 sessions; gate None; continuous signal; exit EMA 200 break; trailing arms at 0.0%, distance 0.0%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳34
Unsettled৳0
Holdings৳953
NAV৳987
Realized P&L৳-98,992
Unrealized P&L৳-21
Fees৳47,704
Friction৳21,942

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳9.03e-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 #345

700 fills, including partial sales. Page 5.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2019-11-28SELL1732023.9410.95,405.1667.2
2019-12-03BUY17311.423.2910.61-5,327.70
2019-12-08SELL17309.823.1710.555,232.87-94.83
2019-12-12BUY18298.423.6310.76-5,405.60
2019-12-18SELL1829223.1310.535,222.34-183.26
2019-12-24BUY1828522.5710.29-5,162.870
2019-12-30SELL18285.822.6410.335,111.43-51.43
2020-01-05BUY18283.522.4510.24-5,135.70
2020-01-08SELL18274.721.769.934,912.92-222.78
2020-01-13BUY1925321.159.65-4,837.80
2020-01-16SELL19231.519.358.824,370.32-467.48
2020-02-19BUY16266.818.788.55-4,296.130
2020-02-24SELL16319.822.5110.245,084.04787.91
2020-03-08BUY20263.523.1910.55-5,303.740
2020-03-11SELL2025522.4410.215,067.35-236.39
2020-03-18BUY21233.221.559.8-4,928.550
2020-05-31SELL21239.122.0910.064,988.9560.4
2020-07-09BUY21238.822.0710.17-5,047.040
2020-07-14SELL21240.622.2310.155,020.22-26.82
2020-07-19BUY2024321.389.75-4,891.130
2020-07-22SELL20246.521.699.884,898.437.29
2020-10-01BUY1532921.719.88-4,966.60
2020-10-08SELL15326.121.529.84,860.18-106.42
2020-10-13BUY1533221.919.98-5,011.890
2020-10-20SELL1533622.1810.15,007.72-4.17
2020-10-25BUY15328.921.719.89-4,965.10
2020-11-02SELL1532921.719.894,903.39-61.7
2020-11-05BUY14328.320.229.21-4,625.640
2020-11-12SELL14332.520.489.334,625.19-0.45
2020-11-17BUY1432920.279.23-4,635.50
2020-11-24SELL1432219.849.044,479.13-156.37
2020-11-29BUY14319.219.668.96-4,497.420
2020-12-06SELL14320.119.728.984,452.7-44.72
2021-02-02BUY12370.119.548.89-4,469.630
2021-02-09SELL12367.719.418.834,384.15-85.48
2021-02-14BUY1237319.698.96-4,504.660
2021-02-22SELL12359.718.998.644,288.76-215.89
2021-02-25BUY12345.718.258.31-4,174.960
2021-03-04SELL12344.118.178.274,102.76-72.2
2021-03-09BUY1235518.748.53-4,287.270
2021-03-16SELL1234618.278.324,125.42-161.86
2021-03-22BUY1233917.98.15-4,094.050
2021-03-29SELL1234017.958.174,053.87-40.17
2021-04-06BUY12322177.74-3,888.740
2021-04-11SELL1232817.327.893,910.7922.05
2021-05-06BUY1233517.698.07-4,045.750
2021-05-17SELL12344.518.198.294,107.5261.77
2021-05-20BUY1234318.118.25-4,142.360
2021-05-30SELL12348.418.48.384,154.0311.67
2021-06-02BUY12346.518.38.33-4,184.630
2021-06-09SELL12346.918.328.344,136.14-48.48
2021-06-14BUY11352.817.087.78-3,905.650
2021-06-21SELL1134416.657.583,759.77-145.88
2021-06-24BUY11346.216.767.63-3,832.590
2021-07-05SELL11349.416.917.73,818.79-13.8
2021-07-08BUY1135016.947.71-3,874.650
2021-07-18SELL1135817.337.893,912.7838.13
2021-08-11BUY1136017.427.93-3,985.350
2021-08-19SELL11359.817.417.923,932.46-52.89
2021-08-24BUY1136517.678.04-4,040.710
2021-09-01SELL11364.917.668.043,988.2-52.5
2021-09-06BUY10369.916.287.41-3,722.680
2021-09-13SELL10389.717.157.83,872.05149.37
2021-10-04BUY1038016.727.61-3,824.330
2021-10-11SELL10372.416.397.463,700.16-124.17
2021-10-17BUY10367.116.157.35-3,694.50
2021-10-25SELL1036015.847.213,576.95-117.55
2021-10-28BUY10353.915.577.09-3,561.660
2021-11-04SELL10352.215.57.053,499.45-62.21
2021-11-09BUY10355.515.647.12-3,577.760
2021-11-16SELL10361.915.927.253,595.8218.06
2021-11-21BUY10360.515.867.23-3,628.090
2021-11-28SELL1036015.847.233,576.93-51.16
2021-12-02BUY1035515.627.12-3,572.740
2021-12-09SELL10361.815.927.263,594.8222.07
2021-12-14BUY1035815.757.18-3,602.940
2021-12-20SELL10353.215.547.093,509.37-93.56
2021-12-23BUY10349.915.47.02-3,521.410
2021-12-28SELL10349.215.3673,469.63-51.78
2022-01-02BUY1035015.47.02-3,522.420
2022-01-05SELL10350.315.417.033,480.56-41.86
2022-01-10BUY10350.115.47.02-3,523.420
2022-01-13SELL10357.115.717.163,548.1324.7
2022-01-18BUY1036015.847.22-3,623.060
2022-01-25SELL1035915.87.23,567.01-56.05
2022-01-30BUY1035215.497.06-3,542.550
2022-02-02SELL1035515.627.123,527.26-15.28
2022-02-07BUY10355.315.637.13-3,575.760
2022-02-14SELL1035815.757.193,557.06-18.7
2022-02-17BUY935714.146.44-3,233.580
2022-02-27SELL934513.666.223,085.11-148.47
2022-02-28BUY1340.51.50.68-342.680
2022-03-03SELL1338.71.490.68336.53-6.15
2022-03-10BUY1032414.266.49-3,260.750
2022-03-15SELL1033414.76.693,318.6157.86
2022-03-21BUY10326.214.356.54-3,282.890
2022-03-24SELL10325.114.36.523,230.18-52.71
2022-03-30BUY10329.814.516.61-3,319.120
2022-04-04SELL10329.914.526.623,277.87-41.25
2022-04-07BUY10320.414.16.43-3,224.530