← 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 2.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2015-03-18BUY224340335.1155.65-76,650.760
2015-03-30SELL224352.8347.72160.8778,518.611,867.85
2015-04-02BUY221353343.26158.23-78,514.490
2015-04-15SELL221346.5336.94155.176,084.46-2,430.02
2015-06-14BUY226335333.12153.27-76,196.390
2015-06-24SELL226323.8321.99148.0172,708.8-3,487.59
2015-07-02BUY218330.1316.63145.81-72,424.250
2015-07-14SELL218342.8328.82151.4274,251.041,826.79
2015-07-23BUY221334.6325.37149.69-74,421.660
2015-08-02SELL221330320.89147.3672,461.75-1,959.91
2015-12-01BUY269267.9317.09150.62-72,532.810
2015-12-07SELL269257.18304.4143.9168,734.18-3,798.63
2016-01-18BUY263259.5300.29144.38-68,693.180
2016-01-21SELL263269.8312.21148.0970,497.11,803.93
2016-01-26BUY263266.5308.39145.73-70,543.620
2016-01-31SELL263255.84296.06139.4966,850.37-3,693.25
2016-04-24BUY267248.6292.06141.71-66,809.970
2016-05-29SELL267255.2299.81143.4567,695.14885.17
2016-07-12BUY263255.8296.01141.97-67,713.380
2016-07-24SELL263263304.34143.968,720.761,007.38
2016-07-27BUY245278299.68140.15-68,549.830
2016-08-01SELL245276.6298.17138.2367,330.6-1,219.23
2016-08-02BUY1275.51.210.55-277.260
2016-08-10SELL1267.91.180.54266.19-11.08
2016-09-26BUY250268.1294.91142.16-67,462.070
2016-10-26SELL250279.3307.23144.7369,373.041,910.97
2016-10-31BUY251275303.71142.89-69,471.60
2016-11-03SELL251278.1307.13144.3769,351.6-120
2016-11-09BUY245281.3303.24142.25-69,363.990
2016-11-14SELL245280301.84141.3668,156.8-1,207.19
2016-11-21BUY235287.1296.86138.56-67,903.920
2016-11-30SELL235289.9299.76139.3567,687.4-216.52
2017-01-08BUY234288296.52138.47-67,8270
2017-01-25SELL234301.84310.77143.8370,175.962,348.96
2017-01-30BUY230303306.64141.56-70,138.190
2017-02-26SELL230315.2318.98147.8972,029.131,890.94
2017-03-30BUY217330315.08147.3-72,072.380
2017-04-05SELL217345.84330.21153.2274,564.292,491.91
2017-04-10BUY216342.1325.13151.03-74,369.770
2017-04-17SELL216337320.28148.7972,322.93-2,046.84
2017-06-05BUY214336316.38150.69-72,371.070
2017-06-13SELL214331.1311.76147.7570,395.89-1,975.18
2017-06-21BUY209335.8308.8145.68-70,636.680
2017-07-06SELL209349.57321.46149.4772,588.371,951.69
2017-07-11BUY207348.3317.23146.63-72,561.960
2017-07-18SELL207367.5334.72153.9875,583.83,021.85
2017-07-23BUY204367.9330.23151.74-75,533.570
2017-08-08SELL204377338.4155.5976,414.01880.45
2017-08-20BUY194391.6334.27154.09-76,458.760
2017-08-24SELL194388.4331.54152.9674,865.1-1,593.66
2017-09-10BUY182408326.73151.34-74,734.060
2017-09-13SELL182415332.33153.5375,044.14310.07
2017-09-18BUY180414.5328.28151.53-75,089.820
2017-09-21SELL180413.7327.65151.1473,987.21-1,102.61
2017-10-12BUY171430323.53149.54-74,003.070
2017-10-18SELL171422.1317.59147.2271,714.29-2,288.78
2017-10-25BUY162440313.63144.88-71,738.510
2017-11-05SELL162440.8314.2145.2870,950.12-788.39
2017-11-09BUY154457309.66142.99-70,830.650
2017-11-15SELL154496.76336.61154.9576,009.85,179.14
2017-11-20BUY154489.5331.69152.43-75,867.110
2017-11-26SELL154476.2322.67148.2572,863.88-3,003.23
2018-01-03BUY151481319.58147.63-73,098.210
2018-01-11SELL151472.2313.73145.1470,843.33-2,254.87
2018-01-17BUY147477.2308.65142.48-70,599.540
2018-01-28SELL147501.76324.54149.3773,284.812,685.28
2018-01-31BUY144506.9321.17147.57-73,462.350
2018-02-06SELL144495313.63144.0370,822.33-2,640.01
2018-04-11BUY146483.2310.41144.3-71,001.910
2018-04-26SELL146476.9306.36141.7269,179.32-1,822.59
2018-10-25BUY180381301.75141-69,022.760
2018-11-13SELL180377.5298.98140.5367,510.49-1,512.27
2019-01-01BUY181370294.67139.68-67,404.340
2019-01-15SELL181387.1308.29143.6969,613.132,208.78
2019-01-20BUY185375305.25142.02-69,822.270
2019-01-30SELL185411.5334.96154.6475,638.265,815.99
2019-02-04BUY189396329.31151.51-75,324.820
2019-02-07SELL189407338.46155.8376,428.711,103.88
2019-03-21BUY191399335.32155.34-76,699.660
2019-04-02SELL191411.31345.66160.3878,053.411,353.75
2019-06-12BUY212365340.47162.92-77,883.390
2019-07-07SELL212350.4326.85155.1773,802.77-4,080.62
2019-09-23BUY203361322.45150.62-73,756.070
2019-10-02SELL203346.56309.55143.5869,898.56-3,857.51
2019-10-07BUY202345.1306.72142.4-70,159.320
2019-10-13SELL202331.2294.37136.6266,471.41-3,687.91
2019-11-20BUY204323.1290.01135.92-66,338.330
2019-11-25SELL204312280.05130.5363,237.42-3,100.91
2020-02-20BUY225280277.2128.26-63,405.460
2020-02-25SELL225292289.08133.0365,277.891,872.43
2020-07-21BUY263245.9284.56133.51-65,089.760
2020-07-27SELL263253.72293.61136.4466,298.841,209.08
2020-07-30BUY259255290.6134.57-66,470.160
2020-08-09SELL259255290.6133.9365,620.48-849.69
2020-08-13BUY225290287.1132.08-65,669.180
2020-08-18SELL225278.4275.62126.662,237.78-3,431.4
2020-08-23BUY215287271.5124.66-62,101.160
2020-09-02SELL215318.6301.39138.2768,058.95,957.74
2020-09-07BUY211320.6297.65136.53-68,080.780
2020-09-10SELL211344.9320.21147.0872,306.624,225.84