← 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: -25.8%. 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.

#69 · Flow: Range flow

Full-history NAV৳644

Net return -99.4% · drawdown 99.4% · 451 closed positions

2024 onward NAV৳41,294

Net return -58.7% · drawdown 65.2% · 77 closed positions

2024 stress NAV৳29,045

Net return -71.0% · drawdown 72.5% · 57 closed positions

Variant 0; fixed stop 4.0%; maximum 90 sessions; gate None; continuous signal; exit all bearish; trailing arms at 8.0%, distance 3.5%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳167
Unsettled৳0
Holdings৳477
NAV৳644
Realized P&L৳-99,347
Unrealized P&L৳-10
Fees৳57,038
Friction৳26,133

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.79e-10. 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 #69

903 fills, including partial sales. Page 1.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2010-12-02BUY429231.4436.79200.74-99,908.140
2010-12-07SELL429222.14419.32192.8194,687.65-5,220.49
2010-12-12BUY431218413.42190.35-94,561.770
2010-12-15SELL431218.6414.55191.1693,610.89-950.88
2010-12-23BUY353263.8409.73187.59-93,718.720
2010-12-28SELL353251.9391.25178.9188,350.54-5,368.18
2011-01-04BUY371236.5386.06176.49-88,304.050
2011-01-09SELL371232.2379.04173.2685,593.9-2,710.15
2011-01-13BUY362234.8373.99170.84-85,542.430
2011-01-18SELL362228.7364.27166.4282,258.7-3,283.72
2011-01-25BUY362226359.97164.96-82,336.930
2011-01-30SELL362225.8359.65164.9481,215-1,121.93
2011-02-02BUY354228.3355.6162.86-81,336.660
2011-02-07SELL354209.7326.63149.4473,757.73-7,578.93
2011-02-10BUY355206.3322.24147.41-73,706.150
2011-02-15SELL355185.5289.75132.5465,430.2-8,275.95
2011-02-27BUY434149.8286.06130.89-65,430.150
2011-03-02SELL434144.4275.75126.1262,267.73-3,162.42
2011-03-14BUY336184.2272.32124.79-62,288.310
2011-03-20SELL336178.3263.6120.8159,524.4-2,763.91
2011-03-24BUY361163.8260.18119.35-59,511.330
2011-03-29SELL361165.5262.88120.6459,361.98-149.35
2011-04-04BUY347170.1259.71119.2-59,403.610
2011-04-07SELL347175.1267.34122.8360,369.53965.92
2011-04-12BUY355168.8263.67121.27-60,308.930
2011-04-18SELL355167.7261.95120.5559,151-1,157.93
2011-04-21BUY360163.1258.35118.95-59,093.30
2011-04-26SELL360154243.94112.2755,083.8-4,009.5
2011-05-05BUY355154.2240.86111.01-55,092.870
2011-05-10SELL355146.2228.36105.3651,567.28-3,525.59
2011-05-16BUY338151.6225.46104.39-51,570.650
2011-05-22SELL338144214.1699.2348,358.61-3,212.04
2011-05-25BUY346139.1211.7798.32-48,438.680
2011-05-30SELL346147.7224.86104.7350,774.622,335.94
2011-06-02BUY342147.6222.11103.39-50,804.70
2011-06-08SELL342146.8220.9103.0549,881.65-923.05
2011-06-13BUY343144.4217.93101.33-49,848.460
2011-06-16SELL343140.9212.6598.7848,017.27-1,831.19
2011-06-23BUY329144.9209.7697.26-47,979.120
2011-06-28SELL329154.5223.65103.3750,503.472,524.35
2011-07-05BUY307163.2220.45101.31-50,424.160
2011-07-10SELL307175.2236.66108.753,441.043,016.87
2011-07-13BUY297179.3234.31107.43-53,593.840
2011-07-19SELL297195254.83116.7657,543.413,949.57
2011-07-25BUY278205.6251.49114.85-57,523.140
2011-08-01SELL278181.6222.13101.3150,161.36-7,361.78
2011-08-07BUY286174218.9699.85-50,082.820
2011-08-10SELL286184.7232.43106.0352,485.742,402.92
2011-08-16BUY288181.1229.49104.69-52,490.980
2011-08-21SELL288177.6225.05102.7150,821.03-1,669.95
2011-08-25BUY281179.7222.18101.55-50,819.430
2011-09-06SELL281171.8212.4197.2847,966.1-2,853.33
2011-09-11BUY281169.5209.5796.23-47,935.30
2011-09-18SELL281161.4199.5591.745,062.14-2,873.15
2011-09-21BUY286157197.5791.01-45,190.580
2011-09-26SELL286168.4211.9197.7647,852.722,662.14
2011-10-03BUY297159.8208.8396.3-47,765.730
2011-10-09SELL297147.7193.0188.8643,585.03-4,180.7
2011-10-12BUY303143.2190.9187.83-43,668.340
2011-10-17SELL303143.7191.5888.2143,261.31-407.04
2011-10-20BUY297144.5188.8386.98-43,192.320
2011-10-25SELL297167218.24100.5649,280.26,087.89
2011-10-31BUY307159.3215.1898.89-49,219.170
2011-11-03SELL307162.9220.05101.0449,689.22470.05
2011-11-15BUY336147.3217.77100-49,810.570
2011-11-20SELL336166.6246.3113.1655,618.145,807.57
2011-11-24BUY332166.3242.93111.35-55,565.880
2011-11-29SELL332160233.73107.152,779.17-2,786.71
2011-12-04BUY328160230.91105.92-52,816.840
2011-12-08SELL328155.4224.27102.9550,643.98-2,172.86
2011-12-15BUY321156.7221.32101.68-50,623.70
2011-12-20SELL321156.9221.61101.9750,041.32-582.38
2011-12-26BUY309160.8218.62100.97-50,006.790
2011-12-29SELL309163.5222.29102.8850,196.32189.53
2012-01-08BUY276180.4219.08100.71-50,110.190
2012-01-11SELL276176.5214.3498.2848,401.38-1,708.81
2012-01-16BUY289166.5211.7297-48,427.230
2012-01-22SELL289163207.2794.8946,804.84-1,622.39
2012-01-25BUY293158.9204.8593.78-46,856.330
2012-01-30SELL293157.5203.0592.9445,851.51-1,004.82
2012-02-02BUY296154200.5791.85-45,876.420
2012-02-08SELL296147.1191.5887.7743,262.25-2,614.17
2012-02-15BUY279153.9188.9386.53-43,213.560
2012-02-22SELL279148.2181.9383.2941,082.58-2,130.98
2012-02-28BUY262155.8179.6182.21-41,081.420
2012-03-04SELL262156.2180.0782.440,661.93-419.48
2012-03-08BUY261154.8177.7781.39-40,661.970
2012-03-13SELL261158.6182.1483.5241,128.94466.98
2012-03-21BUY237172.4179.7882.41-41,120.990
2012-03-27SELL237184.3192.1988.0443,398.872,277.88
2012-04-01BUY220196189.7386.77-43,396.490
2012-04-04SELL220185.5179.5682.0440,548.39-2,848.1
2012-04-16BUY190212.1177.3280.86-40,557.170
2012-04-19SELL190214178.981.5540,399.54-157.63
2012-04-26BUY182220.2176.3480.36-40,333.10
2012-05-02SELL182219.6175.8680.1439,711.2-621.89
2012-05-08BUY189209.4174.1479.35-39,830.090
2012-05-13SELL189205.2170.6477.7838,534.38-1,295.71
2012-05-23BUY186205.2167.9476.65-38,411.790
2012-05-28SELL186200.4164.0174.9737,035.42-1,376.37