← 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: -8.8%. 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 →

#280 · MACD

Full-history NAV৳20,877

Net return -79.1% · drawdown 79.4% · 208 closed positions

2024 onward NAV৳54,046

Net return -46.0% · drawdown 46.6% · 43 closed positions

2024 stress NAV৳36,159

Net return -63.8% · drawdown 63.8% · 28 closed positions

Variant 3; fixed stop 22.0%; maximum 60 sessions; gate None; continuous signal; exit EMA 200 break; trailing arms at 12.0%, distance 4.5%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳142
Unsettled৳240
Holdings৳20,494
NAV৳20,877
Realized P&L৳-78,705
Unrealized P&L৳-419
Fees৳85,204
Friction৳39,620

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳8.37e-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 #280

429 fills, including partial sales. Page 4.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2021-12-06BUY115362.8183.5886.68-41,992.260
2021-12-15SELL115357.3180.7985.4240,823.29-1,168.97
2022-01-11BUY116350178.6483.6-40,862.240
2022-01-16SELL116359.9183.6985.8541,478.85616.61
2022-01-19BUY115358.6181.4584.93-41,505.380
2022-01-30SELL115352178.1183.2240,218.67-1,286.71
2022-02-02BUY113355176.5182.56-40,374.060
2022-02-22SELL113355.8176.983.1939,945.3-428.76
2022-03-28BUY120329.9174.1981.45-39,843.640
2022-03-31SELL120329.7174.0881.4439,308.48-535.16
2022-04-05BUY120325.1171.6580.66-39,264.320
2022-04-10SELL120324.7171.4481.0838,711.48-552.83
2022-04-13BUY118326169.2680.3-38,717.560
2022-04-19SELL118320166.1478.6637,515.19-1,202.36
2022-04-24BUY115324.1163.9977.06-37,512.560
2022-04-27SELL115326.4165.1677.5737,293.27-219.29
2022-05-08BUY116320.1163.3876.24-37,371.220
2022-05-11SELL116320.5163.5876.1536,938.26-432.96
2022-06-01BUY119308161.2774.84-36,888.110
2022-06-06SELL119313.4164.176.3337,054.17166.06
2022-06-09BUY120308162.6275.63-37,198.250
2022-06-14SELL120306161.5775.5936,482.84-715.41
2022-06-19BUY118307159.3974.79-36,460.180
2022-06-22SELL118306.9159.3474.6435,980.21-479.97
2022-06-27BUY117305.5157.2773.74-35,974.510
2022-06-30SELL117294.9151.8170.6434,280.85-1,693.66
2022-07-26BUY118289.4150.2669.16-34,368.620
2022-07-31SELL118287.3149.1768.6733,683.57-685.05
2022-08-03BUY111301.2147.1167.72-33,648.020
2022-08-08SELL111302.9147.9468.2733,405.69-242.33
2022-08-14BUY115288145.7367.23-33,332.950
2022-08-21SELL115287145.2266.8432,792.94-540.02
2022-08-30BUY110295.2142.8865.76-32,680.630
2022-09-04SELL110295142.7865.732,241.52-439.11
2022-09-07BUY111288.5140.964.85-32,229.260
2022-09-12SELL111286.9140.1264.5231,641.26-588
2022-09-15BUY110287138.9164.11-31,773.020
2022-09-20SELL110287.213964.2631,388.73-384.29
2022-09-25BUY109286.6137.4563.58-31,440.440
2022-10-02SELL109286.6137.4563.7831,038.16-402.27
2024-04-08BUY127242.4135.4562.59-30,982.850
2024-04-16SELL127238.5133.2761.7930,094.43-888.41
2024-04-21BUY128234.7132.1861.65-30,235.430
2024-04-24SELL128232.5130.9461.3529,567.71-667.72
2024-04-29BUY120244128.8360.28-29,469.110
2024-05-05SELL120237.6125.4558.8628,327.69-1,141.42
2024-05-08BUY117239.5123.2957.35-28,202.140
2024-05-13SELL117237.2122.1156.8227,573.47-628.67
2024-05-16BUY118233.6121.2956.45-27,742.540
2024-05-21SELL118224.5116.5654.1426,320.29-1,422.24
2024-06-04BUY114228114.3653.32-26,159.680
2024-06-09SELL114225.6113.1653.3525,551.89-607.79
2024-06-11BUY1225.40.990.45-226.840
2024-06-19SELL12240.990.45222.57-4.28
2024-06-20BUY113223.9111.3252.11-25,464.140
2024-06-25SELL113228.2113.4653.0725,620.07155.94
2024-06-26BUY1229.91.010.46-231.370
2024-07-02SELL1247.61.090.5246.0214.64
2024-07-03BUY106239.9111.8952-25,593.290
2024-07-08SELL106251117.0754.3826,434.55841.26
2024-07-09BUY1248.81.090.5-250.390
2024-07-14SELL12461.080.49244.43-5.97
2024-07-15BUY107245.9115.7753.61-26,480.680
2024-07-24SELL107248.2116.8554.0926,386.46-94.22
2024-07-25BUY1248.11.090.5-249.690
2024-07-30SELL1254.21.120.51252.572.89
2024-07-31BUY105248114.5852.97-26,207.550
2024-08-11SELL105345.6159.6774.0636,054.279,846.72
2024-08-15BUY95381159.2672.66-36,426.910
2024-11-13SELL95329.3137.6563.131,082.75-5,344.16
2024-11-18BUY96320.5135.3862.05-30,965.430
2025-02-13SELL96336.1141.9765.4232,058.221,092.79
2025-02-18BUY92347.9140.8364.63-32,212.260
2025-04-28SELL92309.7125.3758.5628,308.47-3,903.79
2025-06-03BUY97288.212358.1-28,136.50
2025-06-16SELL97285.1121.6857.6827,475.34-661.16
2025-06-19BUY92296.6120.0657.03-27,464.290
2025-06-24SELL92297120.2357.0127,146.76-317.53
2025-06-29BUY89302.7118.5456.12-27,114.960
2025-07-03SELL89300117.4855.3226,527.2-587.76
2025-07-09BUY89299117.0955.09-26,783.180
2025-07-14SELL89298.6116.9354.8726,403.6-379.59
2025-07-17BUY87298.9114.4253.42-26,172.140
2025-07-22SELL87310.1118.7155.0126,804.99632.85
2025-07-27BUY84319117.954.36-26,968.260
2025-08-17SELL84306113.151.9125,538.99-1,429.27
2025-09-04BUY82309111.4951.41-25,500.90
2025-09-09SELL82305.1110.0850.8324,857.29-643.61
2025-11-26BUY89277.5108.6751.86-24,858.030
2025-12-01SELL89279109.2652.224,669.54-188.48
2025-12-04BUY87280.2107.2651.15-24,535.810
2025-12-09SELL87278.8106.7250.9624,097.91-437.9
2026-01-15BUY95253.5105.9649.46-24,237.920
2026-01-20SELL95260108.6850.524,540.82302.9
2026-01-25BUY92265107.2749.61-24,536.880
2026-01-28SELL92267.7108.3650.0324,470-66.87
2026-02-02BUY93261.8107.1349.4-24,503.930
2026-02-08SELL93263.7107.9149.6924,366.5-137.43
2026-02-15BUY90270106.9249.26-24,456.180
2026-02-18SELL90268.5106.3348.8924,009.78-446.39