← 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: -3.2%. 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 →

#233 · MACD

Full-history NAV৳57,885

Net return -42.1% · drawdown 61.0% · 97 closed positions

2024 onward NAV৳135,627

Net return 35.6% · drawdown 15.1% · 12 closed positions

2024 stress NAV৳149,510

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

Variant 0; fixed stop 8.0%; 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৳57,885
Unsettled৳0
Holdings৳0
NAV৳57,885
Realized P&L৳-42,115
Unrealized P&L৳0
Fees৳48,153
Friction৳22,285

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳3.64e-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 #233

194 fills, including partial sales. Page 1.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2010-12-22BUY368269.9437.02200.35-99,960.580
2010-12-27SELL368258.4418.4191.4494,481.36-5,479.22
2010-12-30BUY382245.8413.14188.95-94,497.690
2011-01-09SELL382226.14380.09173.7485,830.13-8,667.57
2011-02-02BUY373228.3374.69171.67-85,702.260
2011-02-07SELL373209.7344.16157.5277,716.43-7,985.83
2011-07-04BUY477162.1340.22157.43-77,819.350
2011-07-17SELL477177.1371.7171.0383,933.986,114.63
2011-07-25BUY405205.6366.38167.68-83,802.060
2011-08-01SELL405181.6323.61147.8173,076.58-10,725.48
2011-08-02BUY1176.70.780.35-177.830
2011-09-08SELL1172.30.760.34171.2-6.63
2011-10-27BUY447162.8320.2148.11-73,239.910
2011-11-15SELL447147.3289.71133.4865,419.91-7,820
2011-11-20BUY390166.6285.89131.58-65,391.460
2011-12-19SELL390155.7267.18123.1860,332.64-5,058.82
2011-12-26BUY373160.8263.9122.28-60,364.580
2012-01-09SELL373175.6288.19132.7965,077.824,713.23
2012-01-12BUY370174.7284.41130.73-65,054.140
2012-01-18SELL370160.72261.66120.0859,086.15-5,967.99
2012-03-04BUY376156.2258.42118.6-59,108.220
2012-04-02SELL376192.8318.97146.3972,027.4412,919.22
2012-04-05BUY375190.8314.82144.36-72,009.180
2012-04-16SELL375212.1349.97160.0879,027.457,018.27
2012-04-19BUY367214345.57157.94-79,041.510
2012-05-21SELL367208.1336.04153.9575,882.71-3,158.8
2012-06-10BUY368204.4330.96153.24-75,703.40
2012-07-09SELL368197.9320.44148.6372,358.13-3,345.27
2012-07-23BUY354203.5316.97146.34-72,502.310
2012-08-08SELL354187.22291.61134.2665,850.01-6,652.3
2012-11-01BUY375174.2287.43134.23-65,746.660
2012-12-02SELL375170280.5131.1863,338.32-2,408.34
2012-12-24BUY367171.5276.94131.39-63,348.830
2013-01-23SELL367168.1271.45129.4861,291.77-2,057.06
2013-02-05BUY348174.9267.81126.94-61,259.950
2013-02-25SELL348150.6230.6106.9852,071.22-9,188.73
2013-05-15BUY335154.7228.03110.33-52,162.860
2013-05-26SELL335163.7241.29114.3854,483.832,320.97
2013-05-30BUY312173.7238.46111.84-54,544.70
2013-06-09SELL312176.5242.3112.3154,713.39168.69
2013-06-12BUY305178.1239.01110.46-54,669.970
2013-06-27SELL305184246.93113.6855,759.41,089.42
2013-07-14BUY262211.5243.82111.61-55,768.430
2013-07-17SELL262232.5268.03122.4960,524.484,756.05
2013-07-22BUY332180.9264.26120.63-60,443.690
2013-08-14SELL332166.43243.12110.9954,899.99-5,543.71
2013-08-21BUY278196.1239.87109.69-54,865.360
2013-08-26SELL278210.5257.4811858,143.513,278.15
2013-09-02BUY269214.7254.12116.28-58,124.70
2013-09-12SELL269196.3232.34106.152,466.26-5,658.43
2013-10-29BUY279187.2229.81107.39-52,5660
2013-11-10SELL279196.8241.59112.2554,553.361,987.36
2013-11-13BUY278194.6238.03110.32-54,447.150
2013-11-24SELL278206.6252.71116.2357,065.852,618.7
2013-11-27BUY276205.6249.68114.66-57,109.940
2013-12-29SELL276198.3240.82111.6354,378.36-2,731.59
2014-01-07BUY260207.7237.61110.13-54,349.740
2014-02-05SELL260205.4234.98108.1753,060.85-1,288.89
2014-02-27BUY247214232.58106.85-53,197.430
2014-03-31SELL247213.8232.36106.852,469.44-727.99
2014-04-09BUY210247.9229.06104.91-52,392.970
2014-04-16SELL210255.8236.36108.0553,373.59980.62
2014-04-21BUY210252.7233.49106.68-53,407.180
2014-04-27SELL210265.8245.6112.1155,460.292,053.11
2014-04-30BUY205268.9242.55110.69-55,477.730
2014-06-01SELL205275.4248.41113.8456,094.74617.01
2014-06-05BUY195285.9245.3112.31-56,108.110
2014-06-17SELL195301.08258.33118.258,334.072,225.96
2014-06-22BUY195296.5254.4116.35-58,188.250
2014-07-21SELL195289.4248.31113.9756,070.72-2,117.53
2014-08-04BUY179310.8244.79112.14-55,990.130
2014-08-12SELL179330.9260.62119.1558,851.342,861.21
2014-08-18BUY174335.8257.09117.44-58,803.730
2014-09-15SELL174344.2263.52120.659,506.68702.94
2014-09-23BUY156380.7261.31119.51-59,770.020
2014-10-28SELL156379.7260.63119.0458,853.54-916.49
2014-12-04BUY166352.6257.54118.52-58,907.660
2015-01-07SELL166364265.87123.3260,034.821,127.16
2015-01-12BUY167355.9261.52121.39-59,818.210
2015-01-27SELL167327.43240.59111.5554,328.33-5,489.88
2015-02-12BUY153352.5237.3109.74-54,279.540
2015-03-12SELL153326219.46101.3349,557.21-4,722.33
2015-03-18BUY145340216.92100-49,616.920
2015-04-19SELL145342218.2100.0249,271.78-345.13
2015-06-14BUY146335215.298.59-49,223.80
2015-07-13SELL146346.9222.85102.250,322.351,098.55
2015-07-22BUY149335.2219.76100.71-50,265.270
2015-08-19SELL149318.9209.0795.847,211.23-3,054.04
2015-12-01BUY176267.9207.4697.08-47,454.940
2015-12-30SELL176253195.9291.3744,240.7-3,214.24
2016-01-18BUY169259.5192.9690.97-44,139.430
2016-02-15SELL169255189.6288.0942,817.29-1,322.14
2016-04-24BUY171248.6187.0588.7-42,786.340
2016-05-24SELL171256.7193.1490.5843,611.98825.64
2016-07-12BUY170255.8191.3490.07-43,767.410
2016-07-28SELL170275.99206.4495.2546,616.612,849.2
2016-08-02BUY168275.5203.6593.88-46,581.530
2016-09-01SELL168262.9194.3490.5943,882.27-2,699.26
2016-09-26BUY162268.1191.190.27-43,713.570
2016-10-26SELL162280199.5892.8645,067.551,353.98