← 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: -2.9%. 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 →

#230 · MACD

Full-history NAV৳60,277

Net return -39.7% · drawdown 50.0% · 141 closed positions

2024 onward NAV৳101,779

Net return 1.8% · drawdown 28.3% · 19 closed positions

2024 stress NAV৳75,033

Net return -25.0% · drawdown 42.9% · 17 closed positions

Variant 0; fixed stop 4.0%; maximum 10 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৳60,277
Unsettled৳0
Holdings৳0
NAV৳60,277
Realized P&L৳-39,723
Unrealized P&L৳0
Fees৳87,866
Friction৳40,860

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳5.82e-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 #230

282 fills, including partial sales. Page 3.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2020-02-20BUY190280234.08108.01-53,542.090
2020-02-25SELL190292244.11112.1255,123.771,581.68
2020-07-21BUY223245.9241.28112.66-55,189.640
2020-07-27SELL223253.72248.95115.356,215.751,026.11
2020-07-30BUY219255245.72113.46-56,204.180
2020-08-09SELL219255245.7211355,486.28-717.9
2020-08-13BUY190290242.44111.33-55,453.770
2020-08-18SELL190278.4232.74106.7452,556.52-2,897.25
2020-08-23BUY182287229.83105.36-52,569.190
2020-09-02SELL182318.6255.13116.8857,612.825,043.62
2020-09-07BUY178320.6251.09115.01-57,432.910
2020-09-10SELL178344.9270.13123.8760,998.23,565.29
2020-09-15BUY173350.6266.88122.43-61,043.110
2020-09-20SELL173341259.57119.1158,614.32-2,428.78
2020-11-10BUY175333256.41119.74-58,651.150
2020-11-15SELL175330.2254.25118.8257,411.93-1,239.22
2020-12-08BUY174327.8250.96117.34-57,405.50
2020-12-17SELL174350.74268.53124.7560,635.833,230.33
2020-12-22BUY177341.4265.88123.42-60,817.10
2021-01-05SELL177368.48286.97132.6664,801.333,984.22
2021-01-10BUY175366.3282.05130.09-64,514.640
2021-01-19SELL175383.18295.05136.0266,625.442,110.79
2021-04-20BUY197336.3291.5137.6-66,680.20
2021-05-04SELL197339.5294.28141.5666,445.66-234.55
2021-05-12BUY191346.2290.95137.7-66,552.840
2021-05-30SELL191348.4292.8137.266,114.4-438.44
2021-06-02BUY189346.5288.15134.7-65,911.350
2021-06-16SELL189348289.4135.5465,347.07-564.28
2021-07-05BUY186349.4285.95134.08-65,408.430
2021-07-25SELL186365298.72139.967,451.382,042.95
2021-07-28BUY184365295.5138.11-67,593.620
2021-08-11SELL184360291.4613565,813.55-1,780.07
2021-09-07BUY175372.5286.83133.12-65,607.450
2021-09-13SELL175388.86299.43139.1267,612.652,005.2
2021-09-16BUY178379.2296.99137.64-67,932.230
2021-09-23SELL178383.9300.67139.1767,894.36-37.87
2021-12-06BUY185362.8295.32142.61-67,555.930
2021-12-15SELL185357.3290.84140.5865,669.08-1,886.85
2022-01-13BUY183357.1287.54136.66-65,773.490
2022-01-27SELL183351.4282.95134.6163,888.64-1,884.85
2022-02-09BUY177359.5279.98134.28-64,045.760
2022-02-22SELL177355.8277.1132.7862,566.72-1,479.04
2022-08-03BUY206301.2273.01127.02-62,447.230
2022-08-14SELL206288261.04121.8258,945.14-3,502.09
2024-06-27BUY248236.2257.74124.22-58,959.560
2024-07-03SELL248239.9261.78125.2559,108.17148.61
2024-07-08BUY234251258.43123.18-59,115.610
2024-07-28SELL234254.1261.62123.6259,074.16-41.45
2024-07-31BUY237248258.61122.1-59,156.720
2024-08-11SELL237345.6360.39171.481,375.4122,218.7
2024-08-15BUY212381355.4162.87-81,290.270
2024-08-20SELL212353329.28150.4774,356.25-6,934.02
2024-08-25BUY209354325.54148.63-74,460.170
2024-08-29SELL209348.9320.85146.4272,452.84-2,007.33
2024-11-12BUY221325.7316.71146.95-72,443.360
2024-11-26SELL221315.3306.6142.4669,232.24-3,211.11
2024-12-04BUY212324.5302.69140.7-69,237.390
2024-12-11SELL212318296.63138.8366,980.54-2,256.85
2024-12-18BUY208320292.86137.44-66,990.310
2025-01-05SELL208321.5294.24138.4266,439.35-550.96
2025-01-08BUY202326289.75136.58-66,278.320
2025-01-22SELL202336.9299.44139.7167,614.661,336.33
2025-02-04BUY198340.1296.3137.64-67,773.730
2025-02-11SELL198338294.47137.5966,491.95-1,281.79
2025-02-18BUY190347.9290.84134.84-66,526.680
2025-03-02SELL190327.4273.71126.0261,806.27-4,720.41
2025-06-29BUY203302.7270.37134.55-61,853.020
2025-07-15SELL203299267.07129.9860,299.95-1,553.07
2025-07-21BUY197303262.64125.23-60,078.870
2025-07-28SELL197320.8278.07130.4262,789.112,710.24
2025-07-31BUY200312.7275.18128.91-62,944.090
2025-08-10SELL200317278.96130.162,990.9446.86
2025-09-03BUY201311.5275.49129.55-63,016.540
2025-09-10SELL201301266.2125.6260,109.18-2,907.37
2026-01-27BUY223267.1262.08123.93-59,949.310
2026-02-15SELL223270264.92124.4459,820.63-128.67
2026-02-18BUY222268.5262.27122.62-59,991.890
2026-02-23SELL222266.9260.71122.258,868.89-1,123
2026-06-08BUY237246.8257.36123.38-58,872.340
2026-06-22SELL237257.5268.52127.2960,631.691,759.35
2026-06-25BUY234257.5265.12124.84-60,644.970
2026-07-09SELL234259.2266.87124.9460,260.99-383.97