← 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 2.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2017-06-07BUY127337.9188.8288.31-43,190.430
2017-07-10SELL127340189.9987.2842,902.73-287.7
2017-07-13BUY120354.8187.3385.96-42,849.290
2017-08-10SELL120376.2198.6390.9244,854.452,005.16
2017-08-17BUY115388196.3389.98-44,906.310
2017-09-11SELL115419.78212.4197.647,964.123,057.81
2017-09-14BUY113423.1210.3796.54-48,117.20
2017-10-15SELL113429213.398.148,165.648.39
2017-10-25BUY108440209.0996.07-47,825.160
2017-11-15SELL108489.16232.45106.5952,490.084,664.92
2017-11-20BUY107489.5230.46105.56-52,712.510
2017-12-18SELL107469.4220.99101.4149,903.4-2,809.11
2018-01-04BUY102487.6218.83100.66-50,054.70
2018-02-01SELL102504226.2103.651,078.211,023.51
2018-02-06BUY102495222.16101.72-50,813.880
2018-03-07SELL102487.9218.97100.7349,446.1-1,367.78
2018-04-11BUY102483.2216.86100.14-49,603.40
2018-05-14SELL102465.6208.9695.9847,186.26-2,417.14
2018-10-25BUY123381206.295.52-47,164.720
2018-11-25SELL123364.5197.2791.4844,544.75-2,619.97
2019-01-01BUY120370195.3691.32-44,686.680
2019-01-29SELL120411217.0199.7449,003.254,316.57
2019-02-03BUY122398.2213.7597.99-48,892.140
2019-03-05SELL122394211.596.9347,759.57-1,132.57
2019-03-24BUY119398208.3995.93-47,666.320
2019-04-24SELL119374.8196.2590.0444,314.91-3,351.41
2019-06-12BUY121365194.3390.99-44,450.310
2019-07-11SELL121333177.2982.4440,033.27-4,417.04
2019-09-23BUY110361174.7280.61-39,965.330
2019-10-22SELL110320154.8871.3434,973.78-4,991.56
2019-11-20BUY107323.1152.1270.27-34,794.080
2019-12-19SELL107291.1137.0563.1530,947.5-3,846.58
2020-02-20BUY110280135.5262.14-30,997.660
2020-02-25SELL110292141.3364.6331,914.04916.38
2020-07-21BUY130245.9140.6564.95-32,172.610
2020-08-09SELL130255145.8666.7632,937.38764.77
2020-08-13BUY112290142.9165.35-32,688.260
2020-09-13SELL112347.6171.378.3138,681.65,993.33
2020-09-16BUY112345170.0277.75-38,887.770
2020-10-14SELL112333164.175.5737,056.33-1,831.44
2020-12-09BUY110334.1161.774.79-36,987.490
2021-01-06SELL110374.42181.2283.240,921.783,934.28
2021-01-11BUY109373.6179.1882.21-40,983.790
2021-02-08SELL109376.8180.7182.9940,807.5-176.29
2021-04-20BUY120336.3177.5782.6-40,616.170
2021-05-20SELL120343181.184.0440,894.86278.69
2021-05-25BUY119341.1178.682.79-40,852.290
2021-06-23SELL119345.2180.7583.7740,814.29-38.01
2021-07-06BUY117348.4179.3683.22-41,025.370
2021-08-03SELL117366.7188.7887.0842,628.041,602.67
2021-08-11BUY117360185.3385.26-42,390.590
2021-09-12SELL117386198.7191.6444,871.642,481.06
2021-09-15BUY118379196.7890.66-45,009.440
2021-10-13SELL118368.3191.2288.0343,180.15-1,829.29
2021-12-06BUY118362.8188.3789.03-43,087.790
2022-01-04SELL118347.8180.5885.1440,774.68-2,313.11
2022-01-13BUY114357.1179.1283.73-40,972.250
2022-02-10SELL114357179.0784.5140,434.42-537.83
2022-02-15BUY112358176.4283.41-40,355.830
2022-03-16SELL112330.1162.6775.5436,732.98-3,622.85
2022-08-03BUY121301.2160.3673.9-36,679.460
2022-09-05SELL121288.7153.770.7934,708.21-1,971.25
2024-06-27BUY146236.2151.7371.42-34,708.350
2024-07-24SELL146248.2159.4474.2936,003.471,295.11
2024-07-29BUY139257157.1873.13-35,953.310
2024-08-15SELL139381233.02106.4952,619.4916,666.19
2024-08-20BUY148353229.87104.88-52,578.750
2024-09-19SELL148328.6213.9897.7348,321.08-4,257.67
2024-11-12BUY148325.7212.197.75-48,513.440
2024-12-10SELL148319.9208.3296.4947,040.39-1,473.05
2024-12-19BUY144324.5205.695.53-47,029.140
2025-01-20SELL144333.5211.3197.7647,714.93685.8
2025-01-23BUY141335.9208.3996.45-47,666.750
2025-02-20SELL141343.2212.9298.0648,080.22413.48
2025-02-25BUY138345209.4896.25-47,915.730
2025-03-25SELL138321.2195.0390.8344,039.74-3,875.99
2025-06-29BUY145302.7193.1293.73-44,178.350
2025-07-29SELL145320204.1694.9646,100.881,922.53
2025-08-03BUY146313.5201.3993.52-46,065.910
2025-09-01SELL146311199.7993.1945,113.02-952.89
2025-09-04BUY145309197.1491.9-45,094.040
2025-10-06SELL145302192.6892.9543,504.37-1,589.67
2026-01-27BUY162267.1190.3989.07-43,549.660
2026-03-01SELL162262186.7586.6942,170.56-1,379.11
2026-06-08BUY170246.8184.6187.2-42,227.810
2026-07-07SELL170259193.7389.9343,746.331,518.53
2026-07-12BUY169256.6190.8188.54-43,644.750
2026-08-10SELL169257191.1189.4343,152.47-492.28