← 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: 1.6%. 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 →

#169 · MACD

Full-history NAV৳131,107

Net return 31.1% · drawdown 45.7% · 85 closed positions

2024 onward NAV৳134,637

Net return 34.6% · drawdown 19.8% · 9 closed positions

2024 stress NAV৳123,502

Net return 23.5% · drawdown 28.7% · 9 closed positions

Variant 0; fixed stop 4.0%; maximum 30 sessions; gate EMA 50; continuous signal; exit stop/time only; trailing arms at 12.0%, distance 4.5%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳131,107
Unsettled৳0
Holdings৳0
NAV৳131,107
Realized P&L৳31,107
Unrealized P&L৳0
Fees৳63,777
Friction৳29,942

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 #169

171 fills, including partial sales. Page 2.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2017-07-25BUY227369368.56169.59-84,301.150
2017-09-10SELL227408407.51189.6392,018.867,717.71
2017-09-13BUY220415401.72186.21-91,887.930
2017-10-26SELL220447.9433.57201.3897,903.056,015.12
2017-10-31BUY220441.9427.76198.93-97,844.690
2017-11-16SELL220484468.51216.52105,794.977,950.28
2017-11-21BUY219480462.53213.5-105,796.030
2017-12-21SELL219460.8444.03205.85100,265.32-5,530.71
2018-01-03BUY207481438.09203.58-100,208.680
2018-02-14SELL207508.8463.42213.83104,644.354,435.67
2018-04-11BUY215483.2457.11214.74-104,559.840
2018-05-03SELL215463.87438.82204.0899,089.58-5,470.26
2018-10-25BUY259381434.19205.32-99,318.510
2018-11-18SELL259365.76416.82198.3594,116.67-5,201.84
2019-01-01BUY253370411.88198.43-94,220.310
2019-01-31SELL253401446.4206.81100,800.936,580.61
2019-02-05BUY248403439.75203.16-100,586.910
2019-02-12SELL248386.88422.16194.9795,329.11-5,257.81
2019-03-21BUY238399417.83194.46-95,574.290
2019-04-07SELL238383.04401.12186.1690,576.24-4,998.05
2019-06-12BUY246365395.08190.57-90,375.640
2019-07-07SELL246350.4379.27181.2985,637.84-4,737.8
2019-09-23BUY236361374.86175.87-85,746.740
2019-10-02SELL236346.56359.87167.4681,260.83-4,485.91
2019-10-07BUY234345.1355.31165.5-81,274.220
2019-10-13SELL234331.2341158.7777,001.02-4,273.19
2019-11-20BUY237323.1336.93158.67-77,070.30
2019-11-25SELL237312325.35152.2673,466.39-3,603.91
2020-02-20BUY260280320.32148.61-73,268.930
2020-02-25SELL260292334.05154.0175,431.942,163
2020-07-21BUY305245.9330155.6-75,485.090
2020-08-18SELL305284.59381.92176.1486,241.8910,756.8
2020-08-23BUY299287377.58174.04-86,364.620
2020-09-20SELL299338.74445.64205.87100,631.314,266.68
2020-11-10BUY300333439.56209.17-100,548.730
2020-11-23SELL300319.68421.98200.9895,281.04-5,267.69
2020-12-08BUY289327.8416.83198.47-95,349.50
2021-01-06SELL289370.54471.18219.79106,395.0911,045.59
2021-01-11BUY283373.6465.21216.62-106,410.630
2021-02-22SELL283359.7447.9209.48101,137.72-5,272.91
2021-04-20BUY299336.3442.44212.85-101,208.980
2021-06-06SELL299351.9462.96219.6104,535.543,326.55
2021-06-09BUY299346.9456.38217.42-104,396.90
2021-07-29SELL299375493.35234.54111,397.117,000.21
2021-08-05BUY301368487.38229.78-111,485.160
2021-09-21SELL301381504.6236.75113,939.652,454.49
2021-12-06BUY312362.8498.05250.21-113,941.860
2021-12-20SELL312348.29478.13239.24107,948.49-5,993.37
2022-01-13BUY300357.1471.37230.27-107,831.640
2022-02-27SELL300345455.4223.41102,821.19-5,010.45
2022-08-03BUY339301.2449.27212.14-102,768.210
2022-08-14SELL339288429.58203.8396,998.59-5,769.61
2024-06-27BUY408236.2424.03211.87-97,005.50
2024-08-15SELL408381683.97315.81154,448.2257,442.72
2024-08-20BUY435353675.64310.49-154,541.130
2024-08-25SELL435354677.56310.82153,001.63-1,539.5
2024-11-12BUY467325.7669.25317.54-153,088.690
2024-12-12SELL386312.5530.75254.24119,840.01-6,695.82
2024-12-15SELL81315.1112.351.6725,359.13-1,193.72
2024-12-18BUY372320523.78251.9-119,815.680
2025-02-02SELL372336.7551.11262.25124,439.044,623.36
2025-02-04BUY74340.1110.7450.75-25,328.880
2025-03-02SELL74327.4106.648.724,072.3-1,256.59
2025-06-29BUY487302.7648.63361.88-148,425.40
2025-08-17SELL487306655.7315.02148,051.28-374.12
2025-09-03BUY472311.5646.92317.92-147,992.840
2025-09-23SELL472299.04621.05319.97140,205.86-7,786.99
2026-01-27BUY522267.1613.48305.15-140,344.830
2026-03-05SELL522245.3563.41270.75127,212.44-13,132.39
2026-06-08BUY512246.8555.99282.56-127,200.150
2026-07-21SELL512257.5580.1280.32130,979.583,779.43