← 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: -27.0%. 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.

#70 · Flow: Range flow

Full-history NAV৳484

Net return -99.5% · drawdown 99.5% · 452 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 250 sessions; gate None; continuous signal; exit all bearish; trailing arms at 2.0%, distance 3.5%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳7
Unsettled৳0
Holdings৳477
NAV৳484
Realized P&L৳-99,506
Unrealized P&L৳-10
Fees৳44,847
Friction৳20,530

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳7.11e-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 #70

905 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
2011-09-14SELL281168.1207.8495.5346,932.74-1,002.56
2011-09-19BUY286163.5205.7594.69-47,061.440
2011-09-22SELL286157.7198.4591.4344,812.32-2,249.13
2011-09-28BUY273163195.890.17-44,784.960
2011-10-03SELL273159.8191.9588.4243,345.03-1,439.93
2011-10-09BUY291147.7189.1287.04-43,256.850
2011-10-12SELL291143.2183.3584.3141,403.53-1,853.32
2011-10-17BUY287143.7181.4683.5-41,506.860
2011-10-20SELL287144.5182.4784.0241,205.01-301.85
2011-10-27BUY251162.8179.882.54-41,125.130
2011-11-01SELL251164.5181.6783.3141,024.52-100.61
2011-11-13BUY256159.2179.3282.21-41,016.730
2011-11-16SELL256161.7182.1483.541,129.56112.83
2011-11-24BUY246166.318082.33-41,172.130
2011-11-29SELL246160173.1879.1939,107.62-2,064.51
2011-12-04BUY243160171.0778.29-39,129.360
2011-12-08SELL243155.4166.1576.0837,519.97-1,609.39
2011-12-15BUY238156.7164.175.18-37,533.880
2011-12-20SELL238156.9164.3175.3737,102.53-431.35
2011-12-26BUY229160.8162.0274.52-37,059.740
2011-12-29SELL229163.5164.7475.8937,200.86141.12
2012-01-08BUY205180.4162.7274.59-37,219.310
2012-01-11SELL205176.5159.272.8435,950.46-1,268.85
2012-01-16BUY214166.5156.7871.68-35,859.460
2012-01-22SELL214163153.4870.1434,658.38-1,201.08
2012-01-25BUY217158.9151.7269.33-34,702.340
2012-01-30SELL217157.5150.3868.7133,958.41-743.93
2012-02-02BUY219154148.3967.83-33,942.220
2012-02-08SELL219147.1141.7564.832,008.35-1,933.87
2012-02-15BUY207153.9140.1764.08-32,061.550
2012-02-22SELL207148.2134.9861.6830,480.74-1,580.81
2012-02-28BUY194155.8132.9960.76-30,418.950
2012-03-04SELL194156.2133.3360.9130,108.56-310.39
2012-03-08BUY194154.8132.1460.39-30,223.720
2012-03-13SELL194158.6135.3861.9430,571.08347.35
2012-03-21BUY176172.4133.5161.07-30,536.970
2012-03-27SELL176184.3142.7265.2532,228.831,691.86
2012-04-01BUY163196140.5764.19-32,152.760
2012-04-04SELL163185.5133.0460.730,042.75-2,110
2012-04-16BUY141212.1131.5959.95-30,097.640
2012-04-19SELL141214132.7760.4829,980.76-116.88
2012-04-26BUY135220.2130.859.57-29,917.370
2012-05-02SELL135219.6130.4459.4129,456.15-461.22
2012-05-08BUY140209.4128.9958.74-29,503.730
2012-05-13SELL140205.2126.457.5728,544.02-959.71
2012-05-23BUY138205.2124.656.81-28,499.010
2012-05-28SELL138200.4121.6855.5427,477.97-1,021.03