← 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: -2.6%. 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 →

#222 · MACD

Full-history NAV৳64,423

Net return -35.6% · drawdown 53.4% · 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 18.0%; 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৳64,423
Unsettled৳0
Holdings৳0
NAV৳64,423
Realized P&L৳-35,577
Unrealized P&L৳0
Fees৳55,832
Friction৳25,940

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 #222

186 fills, including partial sales. Page 2.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2017-06-05BUY190336280.9133.11-64,2540
2017-07-06SELL190355.4297.11137.9167,090.972,836.97
2017-07-11BUY191348.3292.71135.12-66,953.130
2017-08-08SELL191377316.83145.5771,544.64,591.47
2017-08-20BUY182391.6313.59144.43-71,729.230
2017-09-11SELL182419.78336.16155.4375,907.464,178.24
2017-09-14BUY178423.1331.37152.9-75,796.070
2017-10-15SELL178429335.99155.5775,870.4374.36
2017-10-25BUY171440331.06153.07-75,724.120
2017-11-15SELL171489.16368.04169.6283,108.447,384.32
2017-11-20BUY169489.5363.99167.45-83,256.940
2017-12-18SELL169469.4349.05161.0478,818.51-4,438.43
2018-01-03BUY163481344.97159.56-78,907.540
2018-01-31SELL163506.9363.55167.2882,093.873,186.33
2018-02-05BUY164496357.91164.62-81,866.540
2018-03-06SELL164481.8347.67161.178,506.43-3,360.1
2018-04-11BUY162483.2344.42160.51-78,783.330
2018-05-14SELL162465.6331.88153.3674,941.96-3,841.37
2018-10-25BUY195381326.9153.1-74,7750
2018-11-25SELL195364.5312.74146.7270,618.04-4,156.96
2019-01-01BUY190370309.32146.92-70,756.240
2019-01-29SELL190411343.6158.9477,587.466,831.22
2019-02-03BUY193398.2338.15155.77-77,346.520
2019-03-05SELL193394334.58154.0675,553.35-1,793.17
2019-03-21BUY188399330.05152.86-75,494.910
2019-04-23SELL188372.4308.05142.0869,561.07-5,933.84
2019-06-12BUY190365305.14145.25-69,800.390
2019-07-11SELL190333278.39131.1162,860.5-6,939.9
2019-09-23BUY173361274.79127.85-62,855.650
2019-10-22SELL173320243.58113.0555,003.36-7,852.28
2019-11-20BUY169323.1240.26112.02-54,956.170
2019-12-19SELL169291.1216.46100.5248,878.92-6,077.25
2020-02-20BUY174280214.3798.79-49,033.160
2020-02-25SELL174292223.56102.5950,481.851,448.7
2020-07-21BUY204245.9220.72102.83-50,487.150
2020-08-09SELL204255228.89105.1851,685.931,198.78
2020-08-13BUY177290225.85103.64-51,659.490
2020-09-13SELL177347.6270.71124.1661,130.339,470.84
2020-09-16BUY176345267.17122.61-61,109.770
2020-10-14SELL176333257.88119.6258,230.51-2,879.27
2020-11-10BUY173333253.48118.33-57,980.810
2020-12-08SELL173327.8249.52116.6456,343.24-1,637.58
2020-12-13BUY164343247.51115.29-56,614.80
2021-01-06SELL164374.42270.18124.6661,010.044,395.24
2021-01-11BUY162373.6266.3122.74-60,912.240
2021-02-08SELL162376.8268.58123.9660,649.06-263.18
2021-04-20BUY179336.3264.87124.6-60,587.170
2021-05-20SELL179343270.15126.6261,000.24413.06
2021-05-25BUY178341.1267.15125.04-61,107.990
2021-06-23SELL178345.2270.36126.4961,048.75-59.24
2021-07-05BUY173349.4265.96124.44-60,836.610
2021-08-03SELL173366.7279.13129.6663,030.32,193.7
2021-09-07BUY168372.5275.35127.69-62,983.040
2021-10-05SELL168378.2279.57129.1263,128.92145.87
2021-12-06BUY173362.8276.16132.85-63,173.420
2022-01-04SELL173347.8264.75126.9159,777.74-3,395.67
2022-01-13BUY167357.1262.4124.23-60,022.330
2022-02-10SELL167357262.32125.9259,230.76-791.57
2022-02-15BUY164358258.33124.32-59,094.650
2022-03-16SELL164330.1238.2111.7153,786.49-5,308.16
2022-08-03BUY178301.2235.9109.41-53,958.910
2022-09-05SELL178288.7226.11104.7851,057.71-2,901.2
2024-06-27BUY214236.2222.41106.36-50,875.560
2024-07-24SELL214248.2233.71110.1252,770.971,895.41
2024-07-29BUY204257230.68108.47-52,767.160
2024-08-15SELL204381341.99156.6877,225.3424,458.18
2024-08-20BUY217353337.04154.04-77,092.090
2024-09-19SELL217328.6313.75143.6170,848.84-6,243.25
2024-11-12BUY217325.7310.98144.23-71,132.110
2024-12-10SELL217319.9305.44142.768,970.16-2,161.96
2024-12-18BUY214320301.31141.53-68,922.850
2025-01-19SELL214332.8313.36145.9970,759.841,837
2025-01-22BUY208336.9308.33143.97-70,527.50
2025-02-19SELL208343.7314.55145.971,029.14501.64
2025-02-24BUY204346310.57143.45-71,038.020
2025-03-24SELL204319.9287.14134.3564,838.11-6,199.91
2025-06-29BUY213302.7283.69141.78-64,900.570
2025-07-29SELL213320299.9140.9867,719.122,818.55
2025-08-03BUY215313.5296.57139.09-67,838.160
2025-09-01SELL215311294.21138.8966,431.91-1,406.26
2025-09-04BUY214309290.95137.24-66,554.20
2025-10-06SELL214302284.36140.9664,202.68-2,351.52
2026-01-27BUY238267.1279.71132.61-63,982.110
2026-03-01SELL238262274.37128.661,953.03-2,029.08
2026-06-08BUY250246.8271.48130.51-62,101.990
2026-07-07SELL250259284.9133.5564,331.552,229.55