← 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 →

#209 · MACD

Full-history NAV৳75,635

Net return -24.4% · drawdown 40.9% · 130 closed positions

2024 onward NAV৳100,826

Net return 0.8% · drawdown 27.2% · 16 closed positions

2024 stress NAV৳84,781

Net return -15.2% · drawdown 36.5% · 13 closed positions

Variant 0; fixed stop 4.0%; maximum 30 sessions; gate EMA 50; continuous signal; exit any bearish; trailing arms at 5.0%, distance 2.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳75,635
Unsettled৳0
Holdings৳0
NAV৳75,635
Realized P&L৳-24,365
Unrealized P&L৳0
Fees৳87,277
Friction৳40,671

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳4.37e-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 #209

260 fills, including partial sales. Page 1.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2010-12-22BUY368269.9437.02200.35-99,960.580
2010-12-27SELL368258.4418.4191.4494,481.36-5,479.22
2010-12-30BUY382245.8413.14188.95-94,497.690
2011-01-05SELL382234.4393.98180.1388,966.69-5,531
2011-02-02BUY387228.3388.75178.17-88,919.020
2011-02-07SELL387209.7357.08163.4780,633.35-8,285.66
2011-07-04BUY494162.1352.34163.14-80,592.880
2011-07-12SELL494173.56377.25173.9885,186.434,593.54
2011-07-17BUY478177.1372.48171.39-85,197.670
2011-07-21SELL478215.8453.87208.57102,489.9617,292.3
2011-07-26BUY496205.5448.48205.49-102,581.970
2011-08-01SELL496181.6396.32181.2289,496.06-13,085.91
2011-10-27BUY546162.8391.11181.61-89,461.520
2011-11-01SELL546164.5395.19183.0889,238.72-222.8
2011-11-13BUY557159.2390.17180.64-89,245.210
2011-11-16SELL557161.7396.29183.4889,487.13241.92
2011-11-21BUY541164.3391.1180.71-89,458.110
2011-11-24SELL541166.3395.86182.489,390.04-68.07
2011-11-30BUY541164.2390.86180.2-89,403.260
2011-12-05SELL541157.7375.39173.2784,767.04-4,636.22
2011-12-26BUY524160.8370.74173.1-84,803.040
2012-01-09SELL524175.6404.86187.5791,421.976,618.93
2012-01-12BUY520174.7399.71184.55-91,428.260
2012-01-18SELL520163.6374.32172.4884,525.21-6,903.05
2012-03-04BUY537156.2369.07170.08-84,418.550
2012-03-19SELL537168.46398.04184.3189,881.755,463.2
2012-03-27BUY485184.3393.3181.63-89,960.430
2012-04-01SELL485196418.26192.6894,449.064,488.63
2012-04-04BUY506185.5413189.96-94,465.960
2012-04-09SELL506191.49426.34195.9296,272.691,806.73
2012-04-15BUY442216.1420.27192.57-96,129.040
2012-04-25SELL442221.2430.19196.7897,143.431,014.39
2012-06-10BUY473204.4425.4197.99-97,304.590
2012-06-13SELL473203.3423.11197.1195,540.68-1,763.91
2012-07-02BUY464204.4417.3194.26-95,453.170
2012-07-09SELL464196.22400.61186.7590,460.58-4,992.59
2012-07-23BUY442203.5395.77183.42-90,526.180
2012-08-05SELL442189.1367.76169.9783,044.47-7,481.71
2012-11-01BUY473174.2362.55170.49-82,929.640
2012-11-06SELL473168.4350.47165.0679,137.67-3,791.97
2012-11-19BUY457172.1346.06162.16-79,157.920
2012-11-28SELL457165.8333.39156.1375,281.08-3,876.83
2012-12-03BUY445168.1329.14154.67-75,288.310
2012-12-06SELL445167.6328.16154.2474,099.6-1,188.7
2012-12-24BUY429171.5323.72154.68-74,051.90
2013-01-13SELL429170320.89152.7172,456.4-1,595.5
2013-02-05BUY412174.9317.06151.42-72,527.280
2013-02-10SELL412167.9304.38143.5868,728.5-3,798.78
2013-05-15BUY441154.7300.18148.02-68,670.90
2013-05-26SELL441163.7317.64152.5271,721.533,050.63
2013-05-30BUY411173.7314.12148.78-71,853.60
2013-06-09SELL411176.5319.18148.8672,073.46219.86
2013-06-12BUY402178.1315.02146.35-72,057.580
2013-06-17SELL402177.8314.4914671,015.11-1,042.47
2013-06-27BUY383184310.08143.21-70,925.290
2013-07-03SELL383180.6304.35140.3668,725.09-2,200.2
2013-07-14BUY323211.5300.58137.83-68,752.910
2013-07-17SELL323232.5330.43151.274,615.875,862.96
2013-07-22BUY410180.9326.34149.13-74,644.470
2013-07-25SELL410178.4321.83147.0472,675.12-1,969.35
2013-08-21BUY368196.1317.53145.49-72,627.820
2013-08-26SELL368210.5340.84156.6276,966.544,338.72
2013-09-02BUY356214.7336.31154.21-76,923.720
2013-09-09SELL356204.3320.02146.4772,264.31-4,659.41
2013-10-29BUY384187.2316.29149.33-72,350.430
2013-11-05SELL384194.6328.8154.9174,242.691,892.27
2013-11-10BUY375196.8324.72151.99-74,276.710
2013-11-21SELL375209.9346.34160.2178,205.963,929.25
2013-11-26BUY388200341.44157.51-78,098.950
2013-12-02SELL388201.8344.51158.8877,795.01-303.95
2014-01-07BUY372207.7339.96158.88-77,763.240
2014-01-12SELL372209.9343.56160.4777,578.76-184.48
2014-01-16BUY375206339.9158.57-77,748.470
2014-01-27SELL375213.4352.11163.5979,509.31,760.83
2014-01-30BUY372212.3347.49161.16-79,484.250
2014-02-04SELL372210.1343.89159.3477,653.97-1,830.29
2014-02-27BUY360214338.98156.49-77,535.470
2014-03-19SELL360211.3334.7154.2875,579.02-1,956.45
2014-04-09BUY303247.9330.5151.87-75,596.070
2014-04-15SELL303256.76342.31157.0377,298.941,702.87
2014-04-20BUY307250.3338.11154.86-77,335.060
2014-04-27SELL307265.8359.04164.2281,077.343,742.27
2014-04-30BUY299268.9353.76161.73-80,916.60
2014-05-06SELL299270.3355.61162.5880,301.51-615.09
2014-06-05BUY279285.9350.97161.18-80,278.250
2014-06-17SELL279303.7372.82171.0984,188.393,910.14
2014-06-22BUY283296.5369.2169.33-84,448.030
2014-06-26SELL283297.1369.95169.5783,539.78-908.25
2014-08-04BUY267310.8365.13167.92-83,516.650
2014-08-11SELL267330.06387.76177.8987,561.444,044.79
2014-08-14BUY252344.2381.65174.84-87,294.890
2014-08-21SELL252330.3366.24167.5582,701.81-4,593.08
2014-09-23BUY216380.7361.82165.87-82,758.880
2014-09-29SELL216392.2372.75170.7984,171.661,412.78
2014-10-02BUY220380.2368.03168.47-84,180.510
2014-10-14SELL220372.6360.6816581,446.32-2,734.18
2014-12-04BUY230352.6356.83164.99-81,619.820
2015-01-15SELL230360364.32171.0282,264.66644.84
2015-02-12BUY232352.5359.83167.86-82,307.690
2015-02-22SELL232333.1340.03158.276,780.97-5,526.72