← 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: -1.8%. 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 →

#211 · MACD

Full-history NAV৳73,527

Net return -26.5% · drawdown 42.1% · 131 closed positions

2024 onward NAV৳101,434

Net return 1.4% · drawdown 26.7% · 16 closed positions

2024 stress NAV৳84,004

Net return -16.0% · drawdown 37.1% · 14 closed positions

Variant 0; fixed stop 4.0%; maximum 20 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৳73,527
Unsettled৳0
Holdings৳0
NAV৳73,527
Realized P&L৳-26,473
Unrealized P&L৳0
Fees৳88,587
Friction৳41,261

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳2.91e-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 #211

262 fills, including partial sales. Page 3.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2020-09-07BUY207320.6292133.92-66,790.120
2020-09-10SELL207344.9314.13144.2670,935.914,145.78
2020-09-15BUY201350.6310.07142.46-70,923.130
2020-09-20SELL201341301.58138.5968,100.83-2,822.3
2020-11-10BUY203333297.44139.49-68,035.920
2020-11-15SELL203330.2294.93138.4366,597.23-1,438.69
2020-12-08BUY202327.8291.35136.83-66,643.780
2020-12-17SELL202350.74311.74145.3270,392.823,749.04
2020-12-22BUY205341.4307.94143.42-70,438.360
2021-01-05SELL205368.48332.37154.0575,051.984,613.62
2021-01-10BUY203366.3327.18151.26-74,837.340
2021-01-19SELL203383.18342.26158.1377,285.152,447.82
2021-04-20BUY228336.3337.38160.18-77,173.960
2021-05-09SELL228335336.07160.9275,883.01-1,290.94
2021-05-16BUY218346.6332.46158.01-76,049.270
2021-06-14SELL218352.8338.41159.2776,412.72363.45
2021-07-05BUY217349.4333.61157.23-76,310.630
2021-08-02SELL217372.4355.57166.680,288.643,978
2021-09-07BUY214372.5350.75163.54-80,229.280
2021-09-13SELL214388.86366.15170.9582,679.792,450.5
2021-09-16BUY217379.2362.06168.5-82,816.960
2021-09-23SELL217383.9366.55170.3482,769.42-47.55
2021-12-06BUY227362.8362.36177.32-82,895.290
2021-12-15SELL227357.3356.87174.8380,575.4-2,319.89
2022-01-13BUY224357.1351.96168.91-80,511.260
2022-01-30SELL224352346.93166.2678,334.81-2,176.45
2022-02-09BUY216359.5341.67165.75-78,159.420
2022-02-22SELL216355.8338.15163.8876,350.77-1,808.65
2022-08-03BUY252301.2333.97156.18-76,392.550
2022-08-14SELL252288319.33149.8872,106.78-4,285.77
2024-06-27BUY304236.2315.94154.23-72,274.970
2024-07-03SELL304239.9320.89155.2672,453.45178.48
2024-07-08BUY287251316.96152.66-72,506.630
2024-08-11SELL287345.6436.42209.4998,541.2926,034.66
2024-08-15BUY257381430.83197.78-98,545.620
2024-08-20SELL257353399.17182.6290,139.21-8,406.41
2024-08-25BUY253354394.07180.08-90,136.160
2024-08-29SELL253348.9388.4177.3987,705.92-2,430.24
2024-11-12BUY267325.7382.63178.28-87,522.810
2024-12-10SELL267319.9375.82176.6884,860.8-2,662.01
2024-12-18BUY264320371.71175.92-85,027.630
2025-01-14SELL264333.2387.05181.3987,396.372,368.73
2025-01-19BUY261332.8382.19179.01-87,421.990
2025-01-27SELL261331380.12178.4685,832.42-1,589.57
2025-02-04BUY250340.1374.11174.77-85,573.880
2025-02-11SELL250338371.8174.9683,953.24-1,620.64
2025-02-18BUY240347.9367.38171.2-84,034.580
2025-03-02SELL240327.4345.73159.7278,070.55-5,964.03
2025-06-29BUY256302.7340.96173.51-78,005.670
2025-07-17SELL256298.9336.68165.2476,016.48-1,989.19
2025-07-22BUY244310.1332.92159.6-76,156.920
2025-07-28SELL244320.8344.41162.7377,768.061,611.14
2025-07-31BUY247312.7339.84160.32-77,737.060
2025-08-10SELL247317344.52161.6377,792.8655.8
2025-09-03BUY248311.5339.91161.09-77,7530
2025-09-10SELL248301328.45156.3374,163.22-3,589.78
2026-01-27BUY276267.1324.37154.79-74,198.760
2026-02-23SELL276266.9324.12153.0473,187.23-1,011.53
2026-06-08BUY295246.8320.35155.52-73,281.860
2026-07-02SELL295256.27332.64156.5875,110.431,828.57
2026-07-07BUY288259328.2154.56-75,074.770
2026-07-12SELL288256.6325.16153.0573,422.59-1,652.18