← 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: -4.1%. 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 →

#244 · MACD

Full-history NAV৳48,899

Net return -51.1% · drawdown 63.5% · 94 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 12.0%; 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৳48,899
Unsettled৳0
Holdings৳0
NAV৳48,899
Realized P&L৳-51,101
Unrealized P&L৳0
Fees৳44,860
Friction৳20,739

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 #244

188 fills, including partial sales. Page 2.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2017-03-30BUY152330220.7102.32-50,483.020
2017-04-27SELL152339.9227.33105.151,332.37849.35
2017-06-05BUY152336224.72105.62-51,402.330
2017-07-06SELL152355.4237.69109.8753,673.242,270.9
2017-07-11BUY153348.3234.48107.91-53,632.280
2017-08-08SELL153377253.8116.3657,310.843,678.56
2017-08-20BUY145391.6249.84114.76-57,146.60
2017-09-11SELL145419.78267.82123.4160,476.153,329.55
2017-09-14BUY142423.1264.35121.61-60,466.160
2017-10-15SELL142429268.04123.6560,526.3160.15
2017-10-25BUY137440265.23122.22-60,667.450
2017-11-15SELL137489.16294.86135.5266,584.335,916.88
2017-11-20BUY135489.5290.76133.44-66,506.710
2017-12-18SELL135469.4278.82128.2662,961.92-3,544.79
2018-01-03BUY130481275.13126.81-62,931.950
2018-01-31SELL130506.9289.95133.0965,473.972,542.02
2018-02-05BUY131496285.89131.19-65,393.080
2018-03-06SELL131481.8277.71128.1962,709.9-2,683.18
2018-04-11BUY129483.2274.26127.17-62,734.240
2018-05-14SELL129465.6264.27121.7159,676.41-3,057.82
2018-10-25BUY156381261.52121.76-59,819.280
2018-11-25SELL156364.5250.19116.6556,495.16-3,324.12
2019-01-01BUY152370247.46116.53-56,603.980
2019-01-29SELL152411274.88126.7162,070.415,466.43
2019-02-03BUY155398.2271.57124.77-62,117.350
2019-03-05SELL155394268.71123.4260,677.87-1,439.47
2019-03-21BUY151399265.1122.32-60,636.420
2019-04-23SELL151372.4247.42113.7955,871.19-4,765.23
2019-06-12BUY152365244.11115.15-55,839.270
2019-07-11SELL152333222.71104.1650,289.13-5,550.14
2019-09-23BUY138361219.2101.51-50,138.710
2019-10-14SELL138317.68192.988.8943,558.05-6,580.66
2019-11-20BUY134323.1190.588.36-43,574.260
2019-12-19SELL134291.1171.6379.3538,756.42-4,817.84
2020-02-20BUY138280170.0278.13-38,888.150
2020-02-25SELL138292177.381.240,037.491,149.35
2020-07-21BUY162245.9175.2881.25-40,092.330
2020-08-09SELL162255181.7683.3441,044.9952.57
2020-08-13BUY140290178.6481.81-40,860.450
2020-09-13SELL140347.6214.1298.0248,351.867,491.4
2020-09-16BUY13934521196.64-48,262.640
2020-10-14SELL139333203.6694.0745,989.26-2,273.37
2020-11-10BUY138333202.293.89-46,250.090
2020-12-08SELL138327.8199.0492.5244,944.84-1,305.25
2020-12-13BUY130343196.290.93-44,877.130
2021-01-06SELL130374.42214.1798.5148,361.923,484.8
2021-01-11BUY128373.6210.4196.7-48,127.910
2021-02-08SELL128376.8212.2197.6347,920.55-207.36
2021-04-20BUY142336.3210.1298.16-48,062.880
2021-05-20SELL142343214.3199.8248,391.88329
2021-05-25BUY141341.1211.6298.45-48,405.170
2021-06-23SELL141345.2214.1699.648,359.43-45.74
2021-07-05BUY138349.4212.1698.69-48,528.050
2021-08-03SELL138366.7222.66102.9850,278.961,750.91
2021-09-07BUY134372.5219.63101.44-50,236.070
2021-10-05SELL134378.2222.99102.6650,353.16117.09
2021-12-06BUY138362.8220.29104.79-50,391.490
2022-01-04SELL138347.8211.18100.1747,685.04-2,706.44
2022-01-13BUY132357.1207.497.37-47,441.980
2022-02-10SELL132357207.3598.4246,818.23-623.75
2022-02-15BUY130358204.7897.41-46,842.190
2022-03-08SELL130315.04180.284.0640,690.93-6,151.26
2022-08-03BUY135301.2178.9182.58-40,923.490
2022-09-05SELL135288.7171.4979.138,723.91-2,199.58
2024-06-27BUY162236.2168.3679.54-38,512.310
2024-07-24SELL162248.2176.9282.6539,948.831,436.53
2024-07-29BUY155257175.2781.76-40,092.030
2024-08-15SELL155381259.84118.8258,676.3418,584.31
2024-08-20BUY165353256.28116.98-58,618.250
2024-09-19SELL165328.6238.56109.0253,871.42-4,746.83
2024-11-12BUY164325.7235.03108.47-53,758.30
2024-12-10SELL164319.9230.84107.1452,125.62-1,632.68
2024-12-18BUY162320228.1106.3-52,174.40
2025-01-19SELL162332.8237.22109.8653,566.521,392.12
2025-01-22BUY158336.9234.21108.66-53,573.080
2025-02-19SELL158343.7238.94110.353,955.36382.29
2025-02-24BUY155346235.97108.58-53,974.550
2025-03-24SELL155319.9218.17101.3849,264.95-4,709.6
2025-06-29BUY162302.7215.76105.49-49,358.660
2025-07-29SELL162320228.1106.3751,505.532,146.87
2025-08-03BUY163313.5224.84104.67-51,430.010
2025-09-01SELL163311223.05104.3550,365.6-1,064.41
2025-09-04BUY162309220.26102.98-50,381.230
2025-10-06SELL162302215.27104.5648,604.18-1,777.05
2026-01-27BUY181267.1212.7299.85-48,657.670
2026-03-01SELL181262208.6697.0947,116.25-1,541.42
2026-06-08BUY190246.8206.3297.89-47,196.220
2026-07-07SELL190259216.52100.7648,892.711,696.5