← 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: -4.8%. 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 →

#250 · MACD

Full-history NAV৳43,599

Net return -56.4% · drawdown 68.5% · 95 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 15.0%; 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৳43,599
Unsettled৳0
Holdings৳0
NAV৳43,599
Realized P&L৳-56,401
Unrealized P&L৳0
Fees৳39,075
Friction৳18,024

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.46e-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 #250

190 fills, including partial sales. Page 2.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2017-02-08BUY135304.6180.9383.08-41,385.010
2017-03-09SELL135316.9188.2486.6642,506.611,121.6
2017-03-30BUY128330185.8685.9-42,511.750
2017-04-27SELL128339.9191.4388.2743,227.5715.74
2017-06-05BUY128336189.2488.48-43,285.710
2017-07-06SELL128355.4200.1692.2845,198.761,913.05
2017-07-11BUY129348.3197.790.81-45,219.20
2017-08-08SELL129377213.9997.9848,321.043,101.84
2017-08-20BUY123391.6211.9397.2-48,475.930
2017-09-11SELL123419.78227.18104.4751,300.682,824.74
2017-09-14BUY120423.1223.4102.58-51,097.980
2017-10-15SELL120429226.51104.2651,149.2351.26
2017-10-25BUY116440224.58103.27-51,367.850
2017-11-15SELL116489.16249.67114.5556,378.175,010.32
2017-11-20BUY114489.5245.53112.52-56,161.050
2017-12-18SELL114469.4235.45108.1153,168.04-2,993.01
2018-01-03BUY110481232.8107.08-53,249.880
2018-01-31SELL110506.9245.34112.4455,401.222,151.34
2018-02-05BUY111496242.25111-55,409.250
2018-03-06SELL111481.8235.31108.3753,136.12-2,273.12
2018-04-11BUY109483.2231.74107.13-53,007.670
2018-05-14SELL109465.6223.3102.6350,424.46-2,583.21
2018-10-25BUY132381221.28102.65-50,615.940
2018-11-25SELL132364.5211.798.3247,803.98-2,811.96
2019-01-01BUY128370208.3897.59-47,665.970
2019-01-29SELL128411231.48106.4752,270.054,604.08
2019-02-03BUY131398.2229.52105.28-52,4990
2019-03-05SELL131394227.1104.1451,282.76-1,216.24
2019-03-21BUY127399222.96102.64-50,998.60
2019-04-23SELL127372.4208.195.5346,991.17-4,007.42
2019-06-12BUY128365205.5796.41-47,021.980
2019-07-11SELL128333187.5587.3242,349.13-4,672.85
2019-09-23BUY117361185.8485.82-42,508.660
2019-10-22SELL117320164.7475.9537,199.32-5,309.35
2019-11-20BUY114323.1162.0774.94-37,070.410
2019-12-19SELL114291.1146.0267.3432,972.05-4,098.37
2020-02-20BUY117280144.1466.13-32,970.270
2020-02-25SELL117292150.3268.7733,944.91974.64
2020-07-21BUY138245.9149.3169.01-34,152.520
2020-08-09SELL138255154.8470.934,964.26811.74
2020-08-13BUY119290151.8469.46-34,731.310
2020-09-13SELL119347.618283.2341,099.176,367.86
2020-09-16BUY119345180.6482.64-41,318.280
2020-10-14SELL119333174.3680.3539,372.29-1,946
2020-11-10BUY117333171.4379.35-39,211.780
2020-12-08SELL117327.8168.7578.1838,105.67-1,106.11
2020-12-13BUY110343166.0176.71-37,972.720
2021-01-06SELL110374.42181.2283.240,921.782,949.05
2021-01-11BUY109373.6179.1882.21-40,983.790
2021-02-08SELL109376.8180.7182.9940,807.5-176.29
2021-04-20BUY121336.3179.0583.31-40,954.650
2021-05-20SELL121343182.6184.7541,235.63280.98
2021-05-25BUY120341.1180.183.5-41,195.60
2021-06-23SELL120345.2182.2784.4841,157.25-38.35
2021-07-05BUY117349.4179.8783.38-41,143.050
2021-08-03SELL117366.7188.7887.0842,628.041,484.99
2021-09-07BUY114372.5186.8586.1-42,737.940
2021-10-05SELL114378.2189.7187.1742,837.9299.98
2021-12-06BUY117362.8186.7788.25-42,722.610
2022-01-04SELL117347.8179.0584.3940,429.16-2,293.45
2022-01-13BUY112357.1175.9882.22-40,253.40
2022-02-10SELL112357175.9382.9739,725.1-528.3
2022-02-15BUY111358174.8582.63-39,995.480
2022-03-16SELL111330.1161.2274.8636,405.02-3,590.46
2022-08-03BUY120301.2159.0373.28-36,376.310
2022-09-05SELL120288.7152.4370.234,421.37-1,954.94
2024-06-27BUY145236.2150.770.91-34,470.610
2024-07-24SELL145248.2158.3573.7735,756.881,286.27
2024-07-29BUY138257156.0572.59-35,694.640
2024-08-15SELL138381231.34105.7252,240.9416,546.3
2024-08-20BUY147353228.32104.17-52,223.490
2024-09-19SELL147328.6212.5497.0747,994.59-4,228.89
2024-11-12BUY146325.7209.2396.41-47,857.840
2024-12-10SELL146319.9205.595.1646,404.73-1,453.1
2024-12-18BUY144320202.7594.23-46,376.980
2025-01-19SELL144332.8210.8697.4647,614.881,237.9
2025-01-22BUY141336.9209.0196.76-47,808.670
2025-02-19SELL141343.7213.2398.2748,150.2341.53
2025-02-24BUY138346210.0996.54-48,054.630
2025-03-24SELL138319.9194.2490.0443,861.91-4,192.72
2025-06-29BUY144302.7191.7993.04-43,873.630
2025-07-29SELL144320202.7594.2945,782.961,909.33
2025-08-03BUY145313.5200.0192.87-45,750.380
2025-09-01SELL145311198.4292.5444,804.05-946.33
2025-09-04BUY144309195.7891.25-44,783.030
2025-10-06SELL144302191.3592.2843,204.38-1,578.66
2026-01-27BUY161267.1189.2188.51-43,280.820
2026-03-01SELL161262185.686.1441,910.26-1,370.57
2026-06-08BUY169246.8183.5286.67-41,979.390
2026-07-07SELL169259192.5989.3943,489.011,509.62