← 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 6.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2022-04-12SELL10321.614.156.463,195.39-29.13
2022-04-18BUY10323.114.226.49-3,251.70
2022-04-21SELL10322.114.176.463,200.37-51.34
2022-04-26BUY1032714.396.56-3,290.950
2022-05-05SELL10320.114.086.423,180.5-110.45
2022-05-10BUY9319.112.645.76-2,890.290
2022-05-16SELL9310.312.295.592,774.82-115.47
2022-05-23BUY9307.512.185.54-2,785.220
2022-05-26SELL9300.111.885.412,683.61-101.61
2022-05-31BUY931012.285.59-2,807.860
2022-06-05SELL9306.912.155.532,744.41-63.45
2022-06-08BUY930812.25.55-2,789.750
2022-06-13SELL930712.165.542,745.31-44.44
2022-06-16BUY9304.512.065.49-2,758.050
2022-06-21SELL9304.112.045.492,719.37-38.68
2022-06-26BUY9304.512.065.49-2,758.050
2022-06-29SELL9302.811.995.462,707.75-50.3
2022-07-06BUY929211.565.26-2,644.830
2022-07-13SELL929011.485.232,593.29-51.54
2022-07-18BUY9289.811.485.22-2,624.90
2022-07-21SELL9287.511.395.182,570.94-53.96
2022-07-26BUY9289.411.465.21-2,621.270
2022-07-31SELL9287.311.385.182,569.15-52.13
2022-08-14BUY928811.45.19-2,608.590
2022-08-21SELL928711.375.172,566.46-42.13
2022-08-24BUY828810.144.61-2,318.750
2022-08-29SELL829010.214.642,305.15-13.6
2022-09-01BUY829010.214.64-2,334.850
2022-09-06SELL8288.110.144.612,290.05-44.81
2022-09-11BUY828810.144.61-2,318.750
2022-09-14SELL8286.610.094.592,278.12-40.63
2022-09-19BUY8293.510.334.7-2,363.030
2022-09-25SELL8286.610.094.592,278.12-84.91
2022-10-02BUY8286.610.094.59-2,307.480
2024-03-04SELL8246.38.673.961,957.77-349.71
2024-03-07BUY7258.17.953.62-1,818.270
2024-03-12SELL72517.733.521,745.75-72.52
2024-03-18BUY82408.453.84-1,932.290
2024-03-21SELL82418.483.861,915.66-16.63
2024-03-27BUY72447.523.42-1,718.930
2024-04-01SELL7242.87.483.41,688.72-30.21
2024-04-02BUY1235.51.040.47-237.010
2024-04-08SELL1242.41.070.48240.853.84
2024-04-09BUY62416.362.89-1,455.260
2024-04-17SELL6236.16.232.841,407.53-47.73
2024-04-18BUY2236.12.080.94-475.220
2024-04-23SELL2233.62.060.93464.21-11.01
2024-04-24BUY6232.56.142.79-1,403.930
2024-04-29SELL62446.442.931,454.6350.69
2024-04-30BUY12391.050.48-240.530
2024-05-06SELL1241.91.060.48240.35-0.18
2024-05-07BUY6241.86.382.91-1,460.090
2024-05-12SELL62396.312.871,424.82-35.27
2024-05-13BUY1237.21.040.47-238.720
2024-05-16SELL1233.61.030.47232.1-6.61
2024-05-19BUY7232.37.153.26-1,636.510
2024-05-23SELL7231.87.143.251,612.21-24.3
2024-05-26BUY1228.51.010.46-229.960
2024-05-29SELL12291.010.46227.53-2.43
2024-05-30BUY72287.023.2-1,606.220
2024-06-04SELL72287.023.21,585.78-20.44
2024-06-05BUY1225.10.990.45-226.540
2024-06-10SELL12301.010.46228.531.99
2024-06-11BUY7225.46.943.16-1,587.910
2024-06-19SELL72246.93.141,557.96-29.95
2024-06-20BUY1223.90.990.45-225.330
2024-06-25SELL1228.210.46226.741.41
2024-06-26BUY6229.96.072.76-1,388.230
2024-07-02SELL6247.66.542.981,476.0987.86
2024-09-12BUY5337.97.433.38-1,700.310
2024-09-22SELL53467.613.461,718.9318.61
2024-10-03BUY53447.573.44-1,731.010
2024-10-14SELL5338.37.443.381,680.67-50.33
2024-10-17BUY53387.443.38-1,700.820
2024-10-24SELL5322.47.093.221,601.68-99.13
2024-10-29BUY53056.713.05-1,534.760
2024-11-05SELL5316.66.973.171,572.8738.11
2024-11-26BUY5315.36.943.15-1,586.590
2024-12-03SELL5319.27.023.191,585.78-0.81
2024-12-08BUY5319.67.033.2-1,608.230
2024-12-15SELL5315.16.933.151,565.41-42.81
2024-12-19BUY5324.57.143.25-1,632.890
2024-12-29SELL5322.57.13.231,602.18-30.71
2025-01-02BUY5324.57.143.25-1,632.890
2025-01-09SELL5327.87.213.281,628.51-4.38
2025-01-20BUY5333.57.343.34-1,678.170
2025-01-27SELL53317.283.311,644.41-33.77
2025-01-30BUY5331.97.33.32-1,670.120
2025-02-06SELL53387.443.381,679.189.06
2025-02-11BUY43385.952.71-1,360.650
2025-02-18SELL4347.96.122.781,382.6922.04
2025-02-25BUY43456.072.76-1,388.830
2025-03-04SELL4327.15.762.621,300.03-88.81
2025-03-05BUY1325.51.430.65-327.580
2025-03-12SELL1326.51.440.65324.41-3.17
2025-03-13BUY3325.54.31.95-982.750
2025-03-20SELL3319.64.221.92952.66-30.09
2025-03-23BUY2319.62.811.28-643.290
2025-04-07SELL2320.12.821.28636.1-7.19
2025-04-08BUY2322.52.841.29-649.130