← 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: -3.6%. 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 →

#239 · MACD

Full-history NAV৳53,519

Net return -46.5% · drawdown 49.4% · 157 closed positions

2024 onward NAV৳95,337

Net return -4.7% · drawdown 26.6% · 21 closed positions

2024 stress NAV৳74,918

Net return -25.1% · drawdown 42.6% · 17 closed positions

Variant 0; fixed stop 10.0%; maximum 10 sessions; gate EMA 50; continuous signal; exit any bearish; trailing arms at 2.0%, distance 1.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳53,519
Unsettled৳0
Holdings৳0
NAV৳53,519
Realized P&L৳-46,481
Unrealized P&L৳0
Fees৳94,041
Friction৳43,735

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳4.37e-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 #239

314 fills, including partial sales. Page 3.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2018-01-30BUY131511294.54135.31-67,370.850
2018-02-06SELL131495285.32130.9164,428.77-2,942.07
2018-04-11BUY132483.2280.64130.19-64,193.230
2018-04-22SELL132490284.59132.0564,263.3670.13
2018-10-25BUY168381281.64131.37-64,4210
2018-11-08SELL168376.5278.31130.2462,843.45-1,577.55
2019-01-01BUY169370275.13130.06-62,935.190
2019-01-14SELL169391290.75135.4565,652.82,717.61
2019-01-17BUY171382287.42133.58-65,742.990
2019-01-22SELL171384288.92134.1765,240.91-502.09
2019-01-27BUY163397284.73131.79-65,127.510
2019-01-30SELL163414.4297.21136.9767,113.021,985.5
2019-02-04BUY168396292.72134.5-66,955.220
2019-02-07SELL168407300.85138.3267,936.82981.6
2019-03-21BUY169399296.7137.15-67,864.850
2019-03-27SELL169406.4302.2139.8368,238.73373.88
2019-04-01BUY166409.2298.88138.59-68,364.670
2019-04-04SELL166399291.43134.6265,807.95-2,556.72
2019-06-12BUY179365287.47136.49-65,758.960
2019-06-26SELL179360283.54134.0964,022.37-1,736.59
2019-07-02BUY175365281.05132.54-64,288.590
2019-07-08SELL175351.7270.81127.8161,148.88-3,139.71
2019-09-23BUY168361266.85124.07-61,038.930
2019-10-07SELL168345.1255.1118.0157,603.69-3,435.24
2019-11-20BUY177323.1251.63117.46-57,557.790
2019-11-25SELL177312242.99112.8854,868.13-2,689.66
2020-02-20BUY195280240.24110.9-54,951.140
2020-02-25SELL195292250.54115.156,574.361,623.22
2020-07-21BUY229245.9247.77115.78-56,674.650
2020-07-27SELL229256.31258.26119.758,317.261,642.62
2020-07-30BUY227255254.69117.67-58,257.370
2020-08-09SELL227255254.69117.1857,513.12-744.24
2020-08-13BUY197290251.37115.47-57,496.840
2020-08-18SELL197288249.64114.5656,371.8-1,125.04
2020-08-23BUY195287246.25112.96-56,324.20
2020-08-26SELL195315270.27123.9861,030.754,706.54
2020-09-01BUY189320.4266.44122.14-60,944.190
2020-09-09SELL189339281.91129.2863,659.812,715.62
2020-09-14BUY179354278.81127.94-63,772.750
2020-09-20SELL179341268.57123.2860,647.15-3,125.6
2020-11-10BUY181333265.2123.96-60,662.160
2020-11-15SELL181330.2262.97123.0159,380.22-1,281.94
2020-12-08BUY180327.8259.62121.5-59,385.120
2020-12-14SELL180345.61273.72127.761,808.192,423.08
2020-12-20BUY176348.5269.88125.25-61,731.130
2021-01-04SELL176360.1278.86128.9762,969.771,238.64
2021-01-07BUY166376274.63126.64-62,817.270
2021-01-19SELL166384.2280.62129.2863,367.3550.04
2021-04-20BUY188336.3278.19131.09-63,633.680
2021-05-04SELL188339.5280.83134.7663,410.41-223.27
2021-05-12BUY182346.2277.24130.96-63,416.60
2021-05-30SELL182348.4279130.5562,999.25-417.36
2021-06-02BUY180346.5274.43128.12-62,772.550
2021-06-07SELL180349.5276.8129.1262,504.08-268.47
2021-06-10BUY179347.1273.38127.73-62,532.010
2021-06-16SELL179348274.08128.1661,889.75-642.26
2021-07-05BUY176349.4270.58126.66-61,891.640
2021-07-14SELL176358.2277.39129.8462,635.97744.33
2021-07-19BUY171364273.87128.05-62,645.930
2021-08-02SELL171376.2283.05131.8163,915.331,269.41
2021-09-07BUY171372.5280.27130.02-64,107.790
2021-09-12SELL171386290.43134.8365,580.741,472.95
2021-09-15BUY172379286.83132.96-65,607.790
2021-09-23SELL172383.9290.54134.465,605.86-1.93
2021-12-06BUY179362.8285.74137.72-65,364.670
2021-12-15SELL179357.3281.41135.7663,539.53-1,825.13
2022-01-13BUY177357.1278.11131.99-63,616.80
2022-01-27SELL177351.4273.67130.0161,794.12-1,822.68
2022-02-09BUY171359.5270.49129.5-61,874.490
2022-02-22SELL171355.8267.7128.0660,446.04-1,428.45
2022-08-03BUY199301.2263.73122.61-60,325.140
2022-08-17SELL199287251.3116.8256,744.88-3,580.26
2024-06-27BUY239236.2248.39119.47-56,819.660
2024-07-03SELL239239.9252.28120.4856,963.34143.68
2024-07-08BUY226251249.59118.78-57,094.370
2024-07-24SELL226248.2246.81116.5355,729.86-1,364.51
2024-07-29BUY215257243.12114.53-55,612.650
2024-08-11SELL215345.6326.94154.8573,822.2218,209.56
2024-08-15BUY192381321.87147.39-73,621.260
2024-08-21SELL192342.9289.68132.2565,414.87-8,206.39
2024-08-22BUY13241.430.65-326.070
2024-08-28SELL13301.450.66327.891.81
2024-11-12BUY200325.7286.62132.73-65,559.340
2024-11-17SELL200327287.76133.1364,979.11-580.23
2024-11-21BUY200322.9284.15131.44-64,995.590
2024-12-05SELL200320.2281.78130.963,627.33-1,368.26
2024-12-18BUY198320278.78130.64-63,769.420
2025-01-05SELL198321.5280.09131.5563,245.36-524.06
2025-01-08BUY192326275.4129.59-62,996.990
2025-01-14SELL192336.6284.36132.264,210.641,213.65
2025-01-19BUY192332.8281.15130.66-64,309.40
2025-01-27SELL192331279.63130.1863,142.19-1,167.21
2025-02-04BUY184340.1275.34127.71-62,981.460
2025-02-11SELL184338273.64127.6161,790.74-1,190.72
2025-02-18BUY177347.9270.94125.44-61,974.690
2025-03-02SELL177327.4254.98117.357,577.53-4,397.16
2025-06-29BUY189302.7251.73124.52-57,586.540
2025-07-15SELL189299248.65120.4756,141.88-1,444.66
2025-07-21BUY184303245.31116.6-56,113.910
2025-07-24SELL184323.3261.74123.0759,102.392,988.48