← 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: -6.0%. 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 →

#260 · MACD

Full-history NAV৳35,171

Net return -64.8% · drawdown 65.6% · 167 closed positions

2024 onward NAV৳62,809

Net return -37.2% · drawdown 39.7% · 30 closed positions

2024 stress NAV৳40,802

Net return -59.2% · drawdown 59.2% · 26 closed positions

Variant 1; fixed stop 8.0%; maximum 10 sessions; gate None; fresh signal only; exit any bearish; trailing arms at 2.0%, distance 1.0%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳141
Unsettled৳0
Holdings৳35,030
NAV৳35,171
Realized P&L৳-64,052
Unrealized P&L৳-776
Fees৳100,538
Friction৳47,000

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳3.64e-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 #260

336 fills, including partial sales. Page 2.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2016-02-23BUY308259351167.86-80,290.850
2016-03-02SELL308244.1330.8156.5274,695.48-5,595.38
2016-03-21BUY308240.5325.93154.09-74,554.010
2016-03-24SELL308235.2318.74150.871,972.05-2,581.96
2016-04-04BUY307233.1314.87153.15-72,029.720
2016-04-11SELL307234.5316.76155.4271,519.32-510.4
2016-05-10BUY280253.4312.19149.49-71,413.670
2016-05-16SELL280252310.46148.1570,101.38-1,312.29
2016-05-24BUY272256.7307.22146.69-70,276.310
2016-05-29SELL272255.2305.42146.2768,962.7-1,313.61
2016-06-30BUY272251.7301.23144.94-68,908.570
2016-07-12SELL272255.8306.14147.0969,124.37215.8
2016-09-06BUY256268301.88143.18-69,053.060
2016-09-20SELL256262295.12141.9866,634.9-2,418.15
2016-09-25BUY248267.1291.46140.61-66,672.870
2016-10-05SELL248271.46296.21141.7166,883.66210.79
2016-10-19BUY242275292.82139.54-66,982.360
2016-10-25SELL242282.15300.43141.5467,838.33855.97
2016-11-09BUY239281.3295.82138.66-67,665.170
2016-11-14SELL239280294.45137.866,487.75-1,177.42
2016-11-20BUY234282.5290.86135.76-66,531.620
2016-11-23SELL234288.6297.14138.5167,096.75565.13
2016-12-11BUY232287292.97136.04-67,013.010
2016-12-15SELL232288293.99136.4766,385.54-627.47
2017-01-05BUY228290290.93135.86-66,546.790
2017-01-19SELL228297297.95138.4267,279.63732.84
2017-02-02BUY218306.5293.99135.76-67,246.750
2017-02-07SELL218303.8291.4134.5765,802.43-1,444.32
2017-02-12BUY213307.1287.81133.07-65,833.190
2017-02-15SELL213317.2297.28137.4667,128.021,294.83
2017-03-09BUY210316.9292.82135.74-66,977.560
2017-03-19SELL210317292.91136.0466,141.06-836.5
2017-03-30BUY199330288.95134.77-66,093.720
2017-04-04SELL199346.5303.4140.968,509.212,415.49
2017-05-28BUY204334299.8142.72-68,578.520
2017-05-31SELL204329.2295.49141.0566,720.26-1,858.26
2017-06-21BUY198335.8292.55137.75-66,918.70
2017-07-06SELL198353.13307.65142.9169,469.782,551.08
2017-07-16BUY189365.1303.62139.68-69,447.20
2017-07-19SELL189365.1303.62139.5268,560.77-886.43
2017-07-27BUY181375.5299.05137.24-68,401.790
2017-08-06SELL181373.2297.22136.3467,115.65-1,286.15
2017-08-17BUY172388293.64135.14-67,164.780
2017-08-24SELL172388.4293.94135.3966,375.47-789.3
2017-09-07BUY166396.9289.9134.14-66,309.440
2017-09-12SELL166420306.77141.5769,271.672,962.23
2017-10-10BUY163422302.66139.67-69,228.330
2017-10-15SELL163429307.68142.2469,477.08248.75
2017-10-24BUY160431.3303.64140.42-69,452.050
2017-10-29SELL160445.3313.49144.8570,789.661,337.61
2017-11-09BUY154457309.66142.99-70,830.650
2017-11-14SELL154490.05332.06153.1374,982.514,151.86
2017-12-06BUY153487327.85150.4-74,989.250
2017-12-11SELL153474.5319.43146.6572,132.42-2,856.83
2017-12-28BUY153469.4316145.72-72,279.920
2018-01-04SELL153482.33324.7150.2273,321.261,041.34
2018-01-17BUY152477.2319.15147.41-73,000.960
2018-01-25SELL152504.9337.68155.6376,251.493,250.53
2018-02-14BUY149508.8333.57153.28-76,298.040
2018-02-22SELL149494.9324.46149.0773,266.58-3,031.47
2018-03-07BUY149487.9319.87147.96-73,164.920
2018-03-14SELL149481315.34146.0971,207.57-1,957.36
2018-03-19BUY147483.1312.47145.21-71,473.380
2018-03-22SELL147477308.52143.5869,666.9-1,806.48
2018-04-03BUY145477304.33141.46-69,610.790
2018-04-15SELL145484.8309.3143.7269,842.97232.19
2018-05-15BUY149466305.51141.02-69,880.530
2018-05-20SELL149445291.74134.565,878.76-4,001.78
2018-05-30BUY153428.4288.4133.45-65,967.050
2018-06-04SELL153405272.65126.0461,566.31-4,400.74
2018-06-21BUY159385269.35124-61,608.340
2018-06-26SELL159404282.64129.963,823.462,215.12
2018-07-08BUY164387279.26128.24-63,875.50
2018-07-11SELL164380274.21125.9661,919.83-1,955.67
2018-08-02BUY157390269.41124.62-61,624.030
2018-08-07SELL157376259.74120.0358,652.23-2,971.8
2018-08-20BUY156374256.71119.03-58,719.740
2018-08-29SELL156387.29265.83123.7360,027.361,307.63
2018-09-27BUY163366.2262.64122.27-60,075.510
2018-10-02SELL163372266.8124.2460,244.96169.45
2018-10-14BUY164365.5263.74122.47-60,328.210
2018-10-25SELL164376.2271.47126.5161,298.83970.62
2018-11-29BUY166366.7267.84125.68-61,265.720
2018-12-04SELL166360.1263.02123.4959,390.09-1,875.63
2018-12-18BUY164360.5260.14121.89-59,504.030
2019-01-01SELL164370266.99126.0760,286.94782.91
2019-01-24BUY153391.3263.42121.84-60,254.160
2019-01-29SELL153411276.69127.5662,478.762,224.59
2019-02-27BUY157394.5272.52124.92-62,333.940
2019-03-07SELL157390269.4112460,836.59-1,497.35
2019-03-13BUY154391.7265.42122.27-60,709.490
2019-03-19SELL154389263.59121.6359,520.79-1,188.7
2019-04-23BUY159372.4260.53119.89-59,592.030
2019-04-30SELL159361252.56116.4857,029.97-2,562.06
2019-05-06BUY157362.1250.14115.67-57,215.510
2019-05-09SELL157358.7247.7911555,953.11-1,262.4
2019-05-20BUY159350.1244.93114.97-56,025.80
2019-05-26SELL159340237.86111.6753,710.47-2,315.33
2019-06-27BUY146363.5233.51109.59-53,414.110
2019-07-03SELL146364.9234.41109.852,931.19-482.92