← Strategy Research Lab
Experiment log · GP

Searching for profit that survives costs

80,738 unique configurations in this batch; 80 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: 0.1%. This annualized figure describes the historical raw-price simulation.

This batch was tuned on 2024–2026 stress results. Those results are in-sample and cannot validate future profitability. No global maximum across all possible strategies has been established. Corporate-action adjustments remain incomplete.

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% return100.5% net return0 positions463 positions

Teal: positive recent stress return. Rose: zero or negative recent stress return.

#41 · Flow: Chaikin Oscillator

Full-history NAV৳102,327

Net return 2.3% · drawdown 70.4% · 51 closed positions

2024 onward NAV৳181,235

Net return 81.2% · drawdown 5.9% · 7 closed positions

2024 stress NAV৳173,282

Net return 73.3% · drawdown 7.9% · 6 closed positions

Variant 2; fixed stop 12.0%; maximum 45 sessions; gate None; fresh signal only; exit all bearish; trailing arms at 18.0%, distance 3.5%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳102,327
Unsettled৳0
Holdings৳0
NAV৳102,327
Realized P&L৳2,327
Unrealized P&L৳0
Fees৳32,287
Friction৳15,066

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳5.82e-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 #41

102 fills, including partial sales. Page 1.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2010-12-06BUY439226436.54200.82-99,851.360
2010-12-21SELL439284.3549.15253.6124,004.9524,153.59
2011-01-10BUY573215.2542.56248.52-124,100.680
2011-01-13SELL573234.8591.98271.19133,677.239,576.55
2011-02-07BUY633209.7584.06268.59-133,592.740
2011-02-14SELL633172.6480.73220.83108,554.24-25,038.5
2011-08-02BUY611176.7475.04217.49-108,656.230
2011-09-22SELL611155.5418.04195.4794,394.55-14,261.68
2011-11-28BUY578162.2412.51190.15-94,354.260
2011-12-22SELL578162.8414.03193.3693,491.01-863.25
2012-01-23BUY577161408.75188.46-93,494.20
2012-03-01SELL577156.5397.32183.2789,719.91-3,774.3
2012-05-10BUY427208.6391.92179.18-89,643.30
2012-07-15SELL427193.3363.17168.4782,007.46-7,635.84
2012-08-28BUY472172.7358.66165.5-82,038.560
2012-10-23SELL472172.2357.62168.6680,752.11-1,286.45
2013-01-13BUY472170353.06168.77-80,761.830
2013-02-27SELL472146.7304.67142.2868,795.45-11,966.37
2013-07-24BUY366186.7300.66137.31-68,770.170
2013-08-26SELL366210.5338.99155.7676,548.257,778.08
2013-09-11BUY380200.3334.9153.27-76,602.170
2013-10-21SELL380176.26294.71137.4166,548.2-10,053.97
2014-01-19BUY317208.3290.54135.07-66,456.710
2014-02-02SELL317211.4294.86136.2366,582.71126
2014-05-15BUY250264.5290.95132.99-66,548.940
2014-06-05SELL250285.9314.49144.2771,016.244,467.3
2014-06-30BUY235300.3310.51142.14-71,023.150
2014-08-10SELL235333.9345.25158.3277,962.936,939.78
2014-08-27BUY238325.5340.86155.81-77,965.680
2014-09-21SELL238377.9395.74181.6889,362.7811,397.11
2014-11-02BUY240370.7391.46179.28-89,538.740
2014-11-24SELL240316.7334.44153.7975,519.77-14,018.97
2015-03-30BUY209358.7329.86152.47-75,450.630
2015-04-16SELL209343.6315.97145.371,351.13-4,099.51
2015-07-09BUY212333.5311.09143.16-71,156.250
2015-09-16SELL212308.3287.58134.0764,937.94-6,218.31
2015-11-03BUY257251.4284.28131.75-65,025.830
2016-01-06SELL257252284.96136.8564,342.18-683.64
2016-01-20BUY234274282.11133.59-64,531.70
2016-03-02SELL234244.1251.33117.7956,750.28-7,781.42
2016-04-26BUY223251.9247.16117.88-56,538.740
2016-06-20SELL223252247.26117.2855,831.46-707.28
2016-07-20BUY211263244.17115.19-55,852.360
2016-09-29SELL211269249.74119.7556,389.51537.15
2016-11-20BUY199282.5247.36115-56,579.860
2016-12-01SELL199283.9248.58115.0856,132.43-447.42
2017-01-15BUY191291244.56113.36-55,938.910
2017-03-02SELL191310260.52120.5158,828.972,890.05
2017-03-30BUY177330257119.53-58,786.540
2017-04-12SELL177343267.13123.6660,320.211,533.68
2017-07-02BUY174344.3263.6122.56-60,294.350
2017-09-06SELL174401.7307.54142.4969,445.779,151.42
2017-11-13BUY146472.9303.79140.13-69,487.320
2017-11-27SELL146479.2307.84141.3769,513.9926.67
2018-01-24BUY137503.8303.69139.91-69,464.20
2018-02-25SELL137484.9292.3134.2766,004.74-3,459.46
2018-06-25BUY161408.9289.66133.22-66,255.790
2018-08-09SELL161359.83254.9117.7357,560.32-8,695.47
2018-08-19BUY152375250.8116.1-57,366.90
2018-10-11SELL152362.3242.31112.3754,714.92-2,651.97
2018-10-25BUY143381239.73111.39-54,834.120
2019-01-03SELL143365229.66107.9851,857.36-2,976.76
2019-01-13BUY132390226.51105.05-51,811.560
2019-02-13SELL132388225.35103.2750,887.38-924.19
2019-02-25BUY131386.8222.95102.09-50,995.840
2019-03-21SELL131399229.98105.9151,933.1937.26
2019-06-11BUY144357.4226.45106.41-51,798.460
2019-07-16SELL144329208.4596.9647,070.59-4,727.87
2019-09-18BUY149313.4205.4795.62-46,997.690
2019-11-24SELL149328.9215.6399.9348,690.541,692.85
2020-01-21BUY173279.9213.0699-48,734.760
2020-02-03SELL173258.5196.7790.7344,433-4,301.75
2020-07-27BUY170259.9194.4189.67-44,467.080
2020-09-16SELL170342.29256.03117.4557,815.0613,347.98
2020-12-09BUY172334.1252.85118.08-57,836.130
2021-02-14SELL172373282.29130.4363,743.295,907.16
2021-04-20BUY188336.3278.19131.09-63,633.680
2021-06-27SELL188344284.56133.3964,254.05620.37
2021-07-13BUY179357.4281.49131.85-64,387.940
2021-09-02SELL179362.5285.51132.2964,469.7181.77
2021-09-09BUY166384.3280.69130.18-64,204.670
2021-10-04SELL166380277.55128.262,674.25-1,530.42
2022-01-16BUY174359.9275.54130.55-63,028.680
2022-03-02SELL174340.5260.69124.0558,862.26-4,166.42
2022-04-26BUY178327256.11122.43-58,584.540
2022-05-11SELL178320.5251.02118.3356,679.66-1,904.88
2022-07-07BUY196287.5247.94115.92-56,713.860
2022-08-17SELL196287247.51115.0255,889.47-824.39
2024-06-10BUY242230244.9121.44-56,026.340
2024-08-15SELL242381405.69186.1391,610.1835,583.84
2024-12-22BUY279325.8399.95189.44-91,487.60
2025-02-25SELL279345423.52196.795,634.774,147.18
2025-03-02BUY291327.4419.2194.32-95,886.920
2025-03-16SELL291325.4416.64194.0694,080.7-1,806.22
2025-06-17BUY326286.6411.1215.9-94,058.60
2025-08-10SELL326317454.7215.44102,671.858,613.26
2025-11-06BUY170283.8212.28106.93-48,565.210
2025-12-11SELL170271.3202.9398.6645,819.41-2,745.81
2026-01-21BUY375264.7436.76214.66-99,913.920
2026-03-01SELL375262432.3206.1697,611.54-2,302.37