← 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 →

#251 · MACD

Full-history NAV৳43,397

Net return -56.6% · drawdown 70.3% · 94 closed positions

2024 onward NAV৳124,065

Net return 24.1% · drawdown 20.8% · 13 closed positions

2024 stress NAV৳148,240

Net return 48.2% · drawdown 12.6% · 10 closed positions

Variant 2; fixed stop 22.0%; 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৳43,397
Unsettled৳0
Holdings৳0
NAV৳43,397
Realized P&L৳-56,603
Unrealized P&L৳0
Fees৳42,462
Friction৳19,615

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 #251

188 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
2011-01-31SELL382237.3398.85183.0990,066.66-4,431.04
2011-07-04BUY552162.1393.71182.69-90,055.60
2011-07-17SELL552177.1430.14198.2997,130.777,075.17
2011-07-25BUY469205.6424.28194.38-97,045.060
2011-08-24SELL469177365.26167.3382,480.41-14,564.65
2011-10-27BUY504162.8361.03167.37-82,579.60
2011-11-24SELL504166.3368.79169.7683,276.65697.05
2011-11-30BUY504164.2364.13167.71-83,288.640
2012-01-01SELL504171.1379.43177.7785,677.22,388.56
2012-01-04BUY480177.3374.46174.11-85,652.570
2012-02-02SELL480154325.25149.6473,445.11-12,207.45
2012-03-04BUY467156.2320.96147.64-73,4140
2012-04-02SELL467192.8396.17182.2489,459.1916,045.19
2012-04-05BUY466190.8391.22179.77-89,483.790
2012-04-16SELL466212.1434.89199.2398,204.488,720.69
2012-04-19BUY456214429.37196.51-98,209.880
2012-05-21SELL456208.1417.53191.6594,284.42-3,925.46
2012-07-03BUY459203.8411.59191.57-94,147.370
2012-07-22SELL459158.96321.04148.3972,495.05-21,652.32
2012-07-25BUY351205.5317.37146.43-72,594.30
2012-09-04SELL351176.8273.05125.5661,658.19-10,936.12
2012-11-01BUY352174.2269.8125.79-61,713.990
2012-12-02SELL352170263.3122.9259,453.78-2,260.21
2012-12-24BUY344171.5259.58122.84-59,378.420
2013-01-23SELL344168.1254.44121.0157,450.96-1,927.46
2013-02-06BUY330172.8250.91118.07-57,392.980
2013-03-07SELL330143.7208.6597.0547,115.29-10,277.68
2013-05-15BUY303154.7206.2599.21-47,179.560
2013-05-26SELL303163.7218.24103.0449,279.812,100.25
2013-05-30BUY282173.7215.53100.79-49,299.720
2013-06-09SELL282176.5219101.3249,452.68152.96
2013-06-12BUY276178.1216.2899.8-49,471.690
2013-06-27SELL276184223.45102.7450,457.81986.12
2013-07-14BUY237211.5220.55100.9-50,446.950
2013-07-17SELL237232.5242.45110.7554,749.34,302.36
2013-07-22BUY301180.9239.58109.33-54,799.810
2013-08-21SELL301195.7259.19118.5958,528.533,728.72
2013-08-26BUY276210.5255.63117.15-58,470.780
2013-09-24SELL276190.4231.22105.6652,213.52-6,257.26
2013-10-29BUY277187.2228.16106.6-52,189.160
2013-11-10SELL277196.8239.86111.4254,162.321,973.15
2013-11-13BUY277194.6237.18109.91-54,251.290
2013-11-24SELL277206.6251.8115.8156,860.592,609.3
2013-11-27BUY274205.6247.87113.82-56,696.090
2013-12-29SELL274198.3239.07110.853,984.33-2,711.77
2014-01-09BUY257208.7236109.31-53,981.210
2014-02-09SELL257207.9235.09108.1553,087.06-894.16
2014-03-03BUY240220.3232.64106.78-53,211.420
2014-04-02SELL240220232.32106.9652,460.72-750.7
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
2014-08-12BUY168330.9244.6111.79-55,947.590
2014-09-10SELL168338249.85114.2356,419.92472.33
2014-09-23BUY148380.7247.91113.35-56,704.860
2014-10-28SELL148379.7247.26112.955,835.43-869.42
2014-12-07BUY158350.3243.53112.04-55,702.970
2015-01-08SELL158365.8254.3117.9557,424.151,721.18
2015-01-13BUY156366251.22116.52-57,463.740
2015-02-10SELL156343235.44108.9553,163.61-4,300.13
2015-02-15BUY151350232.54107.47-53,190.010
2015-03-15SELL151328217.92100.6349,209.45-3,980.56
2015-03-29BUY140348214.3798.62-49,032.990
2015-04-27SELL140318.5196.289.944,303.9-4,729.08
2015-06-14BUY132335194.5789.07-44,503.640
2015-07-13SELL132346.9201.4892.3245,497993.36
2015-07-22BUY135335.2199.1191.18-45,542.290
2015-08-19SELL135318.9189.4386.7342,775.34-2,766.95
2015-12-01BUY158267.9186.2486.9-42,601.340
2015-12-30SELL158253175.8981.8139,716.3-2,885.04
2016-01-18BUY152259.5173.5581.52-39,699.080
2016-02-15SELL152255170.5479.0638,510.4-1,188.68
2016-04-24BUY154248.6168.4579.55-38,532.40
2016-05-24SELL154256.7173.9481.3239,276.54744.14
2016-05-29BUY153255.2171.880.45-39,297.850
2016-06-26SELL153250168.379.3538,002.35-1,295.49
2016-07-13BUY147256.8166.178.13-37,993.830
2016-07-28SELL147275.99178.5182.240,309.822,315.99
2016-08-02BUY146275.5176.9881.44-40,481.420
2016-09-01SELL146262.9168.8978.4738,136.04-2,345.38
2016-09-27BUY140269.2165.8377.95-37,931.780
2016-10-27SELL140279.9172.4279.9538,933.631,001.85
2016-11-01BUY142273170.5779.06-39,015.630
2016-11-29SELL142285.2178.1982.1140,238.11,222.47
2017-01-09BUY138290176.0981.34-40,277.420
2017-02-06SELL138304184.5984.7541,682.661,405.24
2017-02-09BUY134308181.683.37-41,536.970
2017-03-12SELL134318.7187.9186.4642,431.44894.47
2017-03-30BUY128330185.8685.9-42,511.750
2017-04-27SELL128339.9191.4388.2743,227.5715.74