← 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 3.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2019-07-28BUY163324.6232.8108.26-53,250.860
2019-08-06SELL163321.8230.79107.2252,115.38-1,135.48
2019-08-20BUY159324.9227.3105.66-51,992.060
2019-08-27SELL159314.5220.02102.4849,683-2,309.06
2019-09-11BUY159309.9216.81100.87-49,591.780
2019-09-22SELL79364126.5358.3628,571.113,931.17
2019-09-23SELL80360.95127.0658.3828,690.883,739.04
2019-10-27BUY174327.6250.81116.71-57,369.930
2019-11-03SELL174317242.7113.5454,801.76-2,568.16
2019-11-13BUY173314.6239.47112.08-54,777.350
2019-11-18SELL173310.7236.5110.9353,403.67-1,373.69
2019-11-28BUY166320233.73108.22-53,461.940
2019-12-03SELL166311.4227.45105.2651,359.69-2,102.26
2020-01-01BUY182280224.22106.01-51,290.230
2020-01-06SELL182285.8228.87108.2751,678.46388.23
2020-01-20BUY194265.3226.46106.02-51,800.680
2020-01-23SELL194270.5230.9107.2752,138.83338.15
2020-02-04BUY189273227.03104.78-51,928.810
2020-02-10SELL189261.9217.8100.3749,180.93-2,747.87
2020-02-19BUY184266.821699.58-49,406.780
2020-02-24SELL184319.8258.91119.0758,465.229,058.44
2020-08-09BUY227255254.69117.18-58,256.880
2020-08-13SELL227290289.65133.2765,407.087,150.2
2020-08-24BUY221295286.86131.74-65,613.60
2020-08-27SELL221315.51306.8140.9169,280.663,667.06
2020-09-09BUY203339302.79138.95-69,258.740
2020-09-14SELL203354316.19145.2871,400.532,141.79
2020-10-14BUY213333312.09145.38-71,386.470
2020-10-19SELL213336314.9147.3471,105.76-280.71
2020-11-08BUY210336.2310.65145.67-71,058.320
2020-11-15SELL210330.2305.1143.3668,893.53-2,164.79
2020-12-07BUY210325.1300.39141.34-68,712.730
2020-12-14SELL210345.61319.34149.6372,108.923,396.19
2020-12-29BUY203353315.3146.52-72,120.820
2021-01-04SELL203360.1321.64149.1472,629.52508.69
2021-01-19BUY188384.2317.81146.67-72,694.080
2021-01-24SELL188375310.2143.0370,046.77-2,647.31
2021-02-07BUY181385306.61141.85-70,133.460
2021-02-10SELL181377.7300.8139.167,923.8-2,209.66
2021-03-07BUY198340.3296.47137.4-67,813.270
2021-03-10SELL198352306.66142.2269,247.121,433.85
2021-04-08BUY212325303.16142.08-69,345.240
2021-04-13SELL212330307.82145.1369,507.04161.8
2021-05-12BUY199346.2303.13143.7-69,340.640
2021-05-23SELL199342.9300.24141.1167,795.75-1,544.89
2021-05-30BUY194348.4297.39139.43-68,026.420
2021-06-09SELL194346.9296.11138.866,863.69-1,162.73
2021-06-29BUY192346.2292.47137.33-66,900.20
2021-07-14SELL192358.2302.61142.0268,329.771,429.57
2021-08-25BUY183369.9297.84137.98-68,127.530
2021-08-31SELL183360.5290.27134.5465,546.69-2,580.84
2021-09-06BUY176369.9286.45132.83-65,521.680
2021-09-09SELL176384.02297.39138.0867,152.231,630.55
2021-11-03BUY187356.6293.41136.81-67,114.420
2021-11-17SELL187361297.03141.0967,068.88-45.54
2021-12-06BUY184362.8293.72141.8-67,190.720
2021-12-14SELL184358289.84140.1965,441.98-1,748.74
2022-01-02BUY186350286.44137.99-65,524.430
2022-01-16SELL186359.9294.54139.9466,506.92982.49
2022-02-07BUY186355.3290.78139.61-66,516.180
2022-02-20SELL186358.8293.64141.3866,301.78-214.4
2022-03-14BUY199329.9288.86136.39-66,075.350
2022-03-20SELL199326285.45134.6764,453.88-1,621.47
2022-04-18BUY199323.1282.91138.13-64,717.930
2022-05-05SELL199320.1280.28133.1863,286.44-1,431.49
2022-05-30BUY202310275.53129.63-63,025.160
2022-06-13SELL202307272.86129.661,611.53-1,413.62
2022-06-27BUY201305.5270.18129.45-61,805.130
2022-06-30SELL201294.9260.81123.3758,890.72-2,914.41
2022-07-18BUY202289.8257.57120.01-58,917.180
2022-08-01SELL202294.1261.4121.5659,025.24108.06
2022-08-30BUY198295.2257.18119.53-58,826.310
2022-09-07SELL198288.5251.34116.8256,754.84-2,071.47
2022-09-15BUY197287248.77116.2-56,903.970
2022-09-20SELL197287.2248.94116.6156,212.84-691.12
2024-03-21BUY232241246.01114.64-56,272.650
2024-04-08SELL232242.4247.44115.8955,873.47-399.18
2024-05-30BUY243228243.78116.39-55,764.170
2024-06-04SELL243228243.78116.8655,043.36-720.81
2024-06-23BUY239228.8240.61116.27-55,040.080
2024-06-30SELL239239.58251.94121.0256,886.661,846.58
2024-07-24BUY228248.2248.99117.6-56,956.190
2024-07-29SELL228257257.82121.7158,216.471,260.27
2024-08-15BUY152381254.81116.51-58,283.320
2024-08-20SELL152350.52234.43106.9652,937.65-5,345.67
2024-09-25BUY151347.1230.61105.41-52,748.120
2024-09-30SELL151349231.88105.9852,361.15-386.98
2024-11-05BUY165316.6229.85106.05-52,574.910
2024-11-10SELL165321.75233.59107.7652,747.4172.5
2024-11-28BUY162322.9230.16106.37-52,646.340
2024-12-09SELL162318.2226.81105.0951,216.5-1,429.83
2024-12-18BUY159320223.87104.29-51,208.160
2025-01-05SELL159321.5224.92104.9750,788.61-419.55
2025-01-22BUY150336.9222.35103.06-50,860.410
2025-01-27SELL150331218.46101.1849,330.36-1,530.04
2025-02-03BUY147332214.7499.31-49,118.050
2025-02-06SELL147338218.62100.8649,366.53248.47
2025-02-17BUY144341216.06100.06-49,420.120
2025-02-20SELL144343.2217.45100.1749,103.18-316.94
2025-03-17BUY150324.9214.4398.73-49,048.160