← 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: -2.4%. 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 →

#219 · MACD

Full-history NAV৳66,481

Net return -33.5% · drawdown 51.9% · 93 closed positions

2024 onward NAV৳125,944

Net return 25.9% · drawdown 20.5% · 12 closed positions

2024 stress NAV৳149,510

Net return 49.5% · drawdown 12.6% · 10 closed positions

Variant 0; fixed stop 22.0%; maximum 20 sessions; gate EMA 50; continuous signal; exit stop/time only; trailing arms at 8.0%, distance 3.5%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳66,481
Unsettled৳0
Holdings৳0
NAV৳66,481
Realized P&L৳-33,519
Unrealized P&L৳0
Fees৳57,230
Friction৳26,605

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 #219

186 fills, including partial sales. Page 2.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2017-06-05BUY196336289.77137.49-66,283.250
2017-07-06SELL196355.4306.5142.3669,209.542,926.29
2017-07-11BUY197348.3301.91139.43-69,056.440
2017-08-08SELL197377326.78150.1973,792.024,735.59
2017-08-20BUY187391.6322.21148.45-73,699.860
2017-09-11SELL187419.78345.39159.7877,992.764,292.9
2017-09-14BUY183423.1340.68157.26-77,925.240
2017-10-15SELL183429345.43160.0378,001.5476.3
2017-10-25BUY177440342.67158.53-78,381.20
2017-11-15SELL177489.16380.96175.6586,024.457,643.24
2017-11-20BUY174489.5374.76172.47-85,720.230
2017-12-18SELL174469.4359.37165.8881,150.35-4,569.88
2018-01-03BUY168481355.56164.55-81,328.10
2018-01-31SELL168506.9374.7172.4884,612.023,283.92
2018-02-05BUY169496368.83169.7-84,362.530
2018-03-06SELL169481.8358.27166.1180,899.83-3,462.7
2018-04-11BUY167483.2355.06165.59-81,215.040
2018-05-14SELL167465.6342.12158.1777,254.91-3,960.14
2018-10-25BUY201381336.96157.96-77,075.910
2018-11-25SELL201364.5322.36151.3872,790.75-4,285.16
2019-01-01BUY196370319.09151.77-72,990.850
2019-01-29SELL196411354.45164.0580,037.57,046.65
2019-02-03BUY199398.2348.66160.68-79,751.140
2019-03-05SELL199394344.99158.9277,902.1-1,849.05
2019-03-21BUY194399340.59157.83-77,904.410
2019-04-23SELL194372.4317.88146.6871,781.04-6,123.38
2019-06-12BUY196365314.78150.05-72,004.830
2019-07-11SELL196333287.18135.464,845.42-7,159.41
2019-09-23BUY178361282.74131.63-64,672.370
2019-10-22SELL178320250.62116.3956,592.99-8,079.38
2019-11-20BUY174323.1247.37115.42-56,582.180
2019-12-19SELL174291.1222.87103.5650,324.98-6,257.2
2020-02-20BUY179280220.53101.67-50,442.20
2020-02-25SELL179292229.98105.5751,932.451,490.26
2020-07-21BUY210245.9227.21105.93-51,972.140
2020-08-09SELL210255235.62108.3153,206.071,233.93
2020-08-13BUY182290232.23106.59-53,118.830
2020-09-13SELL182347.6278.36127.762,857.149,738.32
2020-09-16BUY181345274.76126.12-62,845.880
2020-10-14SELL181333265.2123.0959,884.71-2,961.17
2020-11-10BUY179333262.27122.55-59,991.820
2020-12-08SELL179327.8258.18120.858,297.22-1,694.6
2020-12-13BUY169343255.05118.89-58,340.950
2021-01-06SELL169374.42278.42128.5262,870.044,529.1
2021-01-11BUY167373.6274.52126.58-62,792.30
2021-02-08SELL167376.8276.87127.8462,520.88-271.42
2021-04-20BUY185336.3273.75128.93-62,618.170
2021-05-20SELL185343279.2130.9963,044.81426.63
2021-05-25BUY183341.1274.65128.66-62,824.610
2021-06-23SELL183345.2277.96130.1562,763.5-61.11
2021-07-05BUY179349.4275.19128.89-62,946.670
2021-08-03SELL179366.7288.81134.2665,216.232,269.55
2021-09-07BUY174372.5285.19132.35-65,232.530
2021-10-05SELL174378.2289.55133.8165,383.44150.91
2021-12-06BUY179362.8285.74137.72-65,364.670
2022-01-04SELL179347.8273.93131.5561,850.72-3,513.94
2022-01-13BUY172357.1270.25128.1-61,819.560
2022-02-10SELL172357270.18129.961,003.92-815.63
2022-02-15BUY169358266.21128.33-60,896.530
2022-03-16SELL169330.1245.46115.2255,426.22-5,470.32
2022-08-03BUY183301.2242.53112.55-55,474.670
2022-09-05SELL183288.7232.46107.7852,491.86-2,982.81
2024-06-27BUY221236.2229.68110.01-52,539.890
2024-07-24SELL221248.2241.35113.8654,496.991,957.1
2024-07-29BUY211257238.6112.33-54,577.920
2024-08-15SELL211381353.72162.179,875.1825,297.26
2024-08-20BUY225353349.47159.75-79,934.220
2024-09-19SELL225328.6325.31148.9573,460.74-6,473.48
2024-11-12BUY224325.7321.01148.98-73,426.790
2024-12-10SELL224319.9315.29147.4471,194.87-2,231.92
2024-12-18BUY221320311.17146.32-71,177.490
2025-01-19SELL221332.8323.61150.8973,074.31,896.81
2025-01-22BUY215336.9318.71148.95-72,901.150
2025-02-19SELL215343.7325.14150.9273,419.44518.29
2025-02-24BUY211346321.23148.46-73,475.680
2025-03-24SELL211319.9297139.0967,062.81-6,412.87
2025-06-29BUY220302.7293.01146.87-67,033.880
2025-07-29SELL220320309.76145.7769,944.472,910.59
2025-08-03BUY222313.5306.23143.77-70,046.990
2025-09-01SELL222311303.78143.5868,594.63-1,452.36
2025-09-04BUY220309299.11141.23-68,420.350
2025-10-06SELL220302292.34145.2566,002.41-2,417.93
2026-01-27BUY246267.1289.11137.25-66,132.960
2026-03-01SELL246262283.59133.0664,035.35-2,097.61
2026-06-08BUY258246.8280.17134.92-64,089.490
2026-07-07SELL258259294.02137.9666,390.022,300.53