← 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: 0.6%. 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 →

#178 · MACD

Full-history NAV৳110,741

Net return 10.7% · drawdown 32.5% · 95 closed positions

2024 onward NAV৳83,349

Net return -16.7% · drawdown 22.9% · 12 closed positions

2024 stress NAV৳68,295

Net return -31.7% · drawdown 36.4% · 11 closed positions

Variant 1; fixed stop 4.0%; maximum 20 sessions; gate EMA 50; continuous signal; exit stop/time only; trailing arms at 18.0%, distance 6.0%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳110,741
Unsettled৳0
Holdings৳0
NAV৳110,741
Realized P&L৳10,741
Unrealized P&L৳0
Fees৳92,867
Friction৳44,022

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.60e-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 #178

199 fills, including partial sales. Page 2.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2016-10-19BUY433275523.93258.76-119,857.690
2016-11-16SELL433279.8533.07255.42120,364.9507.21
2016-11-21BUY416287.1525.51250.22-120,209.320
2016-12-20SELL416285521.66247.41117,790.93-2,418.4
2017-01-05BUY404290515.5245.7-117,921.20
2017-02-02SELL404306.5544.83254.95123,026.215,105.01
2017-02-12BUY398307.1537.79252.3-123,015.890
2017-03-13SELL398318.4557.58262.63125,902.992,887.1
2017-03-16BUY397315.2550.59259.75-125,944.740
2017-04-16SELL397340593.91281.11134,104.988,160.25
2017-05-28BUY213334313.02149.32-71,604.340
2017-06-28SELL213340318.65149.5571,951.8347.46
2017-06-29BUY182341273.07127.39-62,462.470
2017-07-27SELL182375.5300.7138.0167,902.295,439.82
2017-07-30BUY189376.7313.26143.8-71,653.360
2017-08-29SELL189388.9323.41149.3473,029.351,375.99
2017-09-07BUY353396.9616.47290.93-141,013.10
2017-10-08SELL353420.5653.12305.16147,478.226,465.12
2017-10-11BUY341429.5644.42302.54-147,406.470
2017-11-08SELL341442663.18312.47149,746.352,339.88
2017-11-13BUY315472.9655.44307.43-149,926.370
2017-12-11SELL315474.5657.66305.09148,504.76-1,421.61
2017-12-28BUY314469.4648.52303.55-148,343.670
2018-01-28SELL314510704.62329159,106.3910,762.71
2018-01-31BUY312506.9695.87323.76-159,172.430
2018-02-22SELL312486.62668.04310.38150,848.27-8,324.16
2018-03-07BUY307487.9659.06310.45-150,754.810
2018-03-25SELL307468.38632.69303.29142,857.91-7,896.9
2018-04-11BUY294483.2625.07297.14-142,9830
2018-05-03SELL294463.87600.06281.38135,496.92-7,486.08
2018-10-25BUY353381591.77283.77-135,368.540
2018-11-18SELL353365.76568.1274.74128,270.44-7,098.1
2019-01-01BUY345370561.66276.14-128,487.80
2019-01-29SELL345411623.9292.7140,878.412,390.6
2019-02-03BUY351398.2614.98286.37-140,669.550
2019-02-19SELL351376580.69269.16131,126.14-9,543.4
2019-02-27BUY331394.5574.55265.81-131,419.860
2019-04-01SELL331409.2595.96281.75134,567.493,147.63
2019-06-12BUY366365587.8291.5-134,469.290
2019-07-07SELL366350.4564.28276.17127,405.94-7,063.35
2019-09-23BUY351361557.53265.55-127,534.080
2019-10-02SELL351346.56535.23251.88120,855.46-6,678.62
2019-11-20BUY371323.1527.43253.27-120,650.80
2019-11-25SELL371312509.31242.21115,000.48-5,650.32
2020-02-20BUY408280502.66235.9-114,978.560
2020-03-01SELL408268.8482.55223.63108,964.22-6,014.34
2020-07-21BUY441245.9477.14228.58-109,147.630
2020-08-13SELL220295.08285.64131.464,500.5610,050.5
2020-08-18SELL221280.12272.39125.1161,509.036,811.46
2020-08-19BUY223286.9281.51129.29-64,389.490
2020-09-09SELL111344.28168.1576.8337,970.15,919.72
2020-09-17SELL112340.7167.976.7937,913.715,574.59
2020-10-14BUY410333600.73286.1-137,416.830
2020-11-12SELL410332.5599.83290.92135,434.25-1,982.59
2020-12-07BUY414325.1592.2287.81-135,471.420
2021-01-06SELL414376684.92323.2154,655.8719,184.46
2021-01-11BUY411373.6675.62317.99-154,543.210
2021-02-08SELL411376.8681.41321.8153,861.59-681.62
2021-04-20BUY455336.3673.27333.22-154,022.990
2021-05-20SELL455343686.69336.83155,041.491,018.5
2021-05-30BUY442348.4677.57330.03-155,000.390
2021-06-27SELL442344669.01326.48151,052.51-3,947.88
2021-06-30BUY432346.9659.39322.63-150,842.820
2021-08-11SELL432360684.29324.92154,510.793,667.97
2021-08-25BUY415369.9675.44320.39-154,504.330
2021-09-23SELL415383.9701332.25158,285.253,780.92
2021-12-06BUY434362.8692.8361.01-158,509.010
2021-12-20SELL434348.29665.09344.7150,147.2-8,361.81
2022-01-13BUY417357.1655.21328.75-149,894.660
2022-02-10SELL417357655.02339.41147,874.57-2,020.09
2022-02-15BUY411358647.41337.58-148,122.990
2022-02-27SELL411345623.9314.39140,856.71-7,266.27
2022-08-03BUY464301.2614.93294.36-140,666.090
2022-08-14SELL464288587.98283.3132,760.72-7,905.37
2024-06-27BUY559236.2580.96299.98-132,916.740
2024-08-01SELL559254.7626.46312.05141,438.798,522.05
2024-08-15BUY369381618.59285.2-141,492.790
2024-08-20SELL369353573.13262.95129,420.92-12,071.86
2024-09-25BUY370347.1565.08260.38-129,252.460
2024-10-06SELL370333.22542.48249.83122,497.61-6,754.85
2024-11-12BUY374325.7535.97252.18-122,599.950
2024-12-10SELL374319.9526.43250.77118,865.4-3,734.55
2024-12-18BUY369320519.55249.76-118,849.310
2025-01-19SELL369332.8540.33256.17122,006.73,157.38
2025-01-22BUY360336.9533.65254-122,071.650
2025-02-19SELL360343.7544.42256.22122,931.36859.7
2025-02-24BUY353346537.41251.12-122,926.530
2025-03-02SELL353327.4508.52236.7114,826.99-8,099.54
2025-06-29BUY377302.7502.12268.42-114,888.440
2025-07-29SELL377320530.82255.87119,853.324,964.88
2025-08-31BUY388307524.11254.74-119,894.850
2025-09-28SELL304300401.28199.0990,599.63-3,338.6
2025-09-29SELL84299.2110.5851.6524,970.57-986.05
2026-01-27BUY429267.1504.18246.94-115,337.010
2026-03-01SELL429262494.55237.43111,666.02-3,671
2026-06-08BUY450246.8488.66245.17-111,793.830
2026-07-07SELL450259512.82246.23115,790.953,997.12
2026-07-28BUY443259.8506.4245.27-115,843.070
2026-08-16SELL443251.5490.22236.94110,687.34-5,155.73