← 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: -9.3%. 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 →

#282 · MACD

Full-history NAV৳19,080

Net return -80.9% · drawdown 82.4% · 255 closed positions

2024 onward NAV৳73,240

Net return -26.8% · drawdown 40.3% · 45 closed positions

2024 stress NAV৳30,307

Net return -69.7% · drawdown 69.7% · 36 closed positions

Variant 3; fixed stop 12.0%; maximum 5 sessions; gate None; continuous signal; exit stop/time only; trailing arms at 8.0%, distance 3.5%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳85
Unsettled৳18,994
Holdings৳0
NAV৳19,080
Realized P&L৳-80,920
Unrealized P&L৳0
Fees৳109,190
Friction৳50,669

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳7.28e-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 #282

512 fills, including partial sales. Page 1.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2010-12-02BUY429231.4436.79200.74-99,908.140
2010-12-09SELL429223.8422.44194.3795,393.39-4,514.75
2010-12-22BUY351269.9416.83191.02-95,342.760
2010-12-27SELL351258.4399.07182.5490,116.78-5,225.97
2010-12-30BUY364245.8393.67180-90,044.870
2011-01-06SELL364228365.16166.8882,459.95-7,584.92
2011-03-13BUY477172.1361.2165.93-82,618.830
2011-03-16SELL477178.1373.8171.8884,408.031,789.19
2011-03-22BUY488171.7368.67169.59-84,327.870
2011-03-29SELL488165.5355.36163.6380,245.01-4,082.85
2011-04-03BUY468170.4350.89161.6-80,259.690
2011-04-10SELL468170.4350.89161.7479,234.57-1,025.12
2011-04-17BUY465169.5346.8160.18-79,324.470
2011-04-24SELL465160.3327.97151.5774,059.95-5,264.52
2011-04-27BUY463158.8323.51149.47-73,997.380
2011-05-05SELL463154.2314.14145.3970,935.08-3,062.3
2011-05-19BUY474148.7310.13144.79-70,938.720
2011-05-26SELL474142.7297.62139.5267,202.67-3,736.05
2011-05-31BUY450148.5294.03138.12-67,257.150
2011-06-07SELL450147.5292.05137.3165,945.64-1,311.51
2011-06-12BUY467140.3288.29135.15-65,943.540
2011-06-19SELL467139.1285.82133.6464,540.24-1,403.3
2011-06-22BUY452141.8282.01131.68-64,507.290
2011-06-29SELL452154.8307.87143.1169,518.635,011.34
2011-07-04BUY426162.1303.84140.33-69,498.770
2011-07-11SELL426174.4326.9150.5773,816.944,318.16
2011-07-17BUY414177.1322.61148.2-73,790.210
2011-07-21SELL207215.8196.5589.7744,384.287,489.18
2011-07-25SELL207205.6187.2685.4242,286.525,391.42
2011-07-26BUY215205.5194.488.67-44,465.570
2011-08-01SELL215180.84171.0777.9638,631.56-5,834.01
2011-08-02BUY237176.7184.2683.99-42,146.150
2011-08-09SELL237175.1182.5983.2341,232.88-913.28
2011-10-27BUY488162.8349.56161.96-79,957.920
2011-11-03SELL488162.9349.78161.5778,983.86-974.07
2011-11-15BUY533147.3345.45159.58-79,015.930
2011-11-22SELL533172.5404.55186.8591,351.112,335.18
2011-11-27BUY575157.7398.98183.78-91,260.260
2011-12-04SELL575160404.8186.9691,408.24147.98
2011-12-27BUY559162.6399.93187.4-91,480.730
2012-01-03SELL559174.1428.22200.1496,693.545,212.81
2012-01-08BUY532180.4422.28196.14-96,591.220
2012-01-15SELL532172.3403.32186.1891,074.1-5,517.12
2012-01-16BUY1166.50.730.33-167.570
2012-01-24SELL11570.690.31156-11.57
2012-03-01BUY579156.5398.7183.92-91,196.110
2012-03-08SELL579154.8394.37182.1589,052.68-2,143.43
2012-03-13BUY558158.6389.39180.35-89,068.540
2012-03-20SELL558172.8424.26196.6395,801.516,732.97
2012-03-27BUY516184.3418.43193.43-95,710.670
2012-04-03SELL516189429.11197.5396,897.371,186.7
2012-04-09BUY492195.9424.08194.88-97,001.760
2012-04-16SELL492212.1459.15210.44103,683.66,681.84
2012-04-19BUY481214452.91207.36-103,594.270
2012-04-26SELL481220.2466.03213.27105,236.91,642.63
2012-07-03BUY513203.8460.02214.7-105,224.120
2012-07-10SELL513192.7434.96202.9798,217.17-7,006.95
2012-07-25BUY475205.5429.5199.2-98,241.190
2012-08-05SELL475189.1395.22182.8889,244.4-8,996.79
2012-09-24BUY512173.2390.18180.25-89,248.840
2012-10-01SELL512167.4377.12174.4285,157.26-4,091.58
2012-10-04BUY503168.3372.48172.38-85,199.760
2012-10-11SELL503163.6362.08168.0581,760.67-3,439.09
2012-10-31BUY464174.8356.87168.04-81,632.110
2012-11-07SELL464167.2341.36160.8477,078.6-4,553.51
2012-11-12BUY459167.2337.68159.35-77,241.830
2012-11-19SELL459172.1347.57162.8978,483.441,241.61
2012-11-22BUY461169.1343160.46-78,458.560
2012-12-02SELL461170344.83162.377,862.87-595.69
2012-12-05BUY462167.4340.29160.13-77,839.220
2012-12-12SELL462166.2337.85159.0976,287.46-1,551.76
2012-12-20BUY446169.9333.41159.73-76,268.540
2012-12-30SELL446175343.42163.4777,543.111,274.58
2013-01-03BUY449171.6339.01161.51-77,548.920
2013-01-10SELL449170.6337.04160.7276,101.64-1,447.28
2013-01-15BUY445170332.86158.77-76,141.630
2013-01-22SELL445169.1331.1159.1574,759.25-1,382.38
2013-02-06BUY429172.8326.18155.07-74,612.440
2013-02-13SELL429166.6314.47147.6471,009.28-3,603.16
2013-03-25BUY489144.4310.69151-71,073.290
2013-04-02SELL489148.7319.94158.2872,236.081,162.79
2013-04-07BUY488147315.64155.66-72,207.30
2013-04-15SELL488146.7314.99155.0371,119.57-1,087.73
2013-04-18BUY487145.1310.92153.1-71,127.720
2013-04-25SELL487145.2311.13153.7470,247.53-880.2
2013-04-30BUY486143.8307.5152.8-70,347.10
2013-05-08SELL486147.2314.77157.8971,066.54719.44
2013-05-15BUY456154.7310.39153.46-71,007.050
2013-05-22SELL456167.8336.67162.6976,017.435,010.38
2013-05-28BUY449168.1332.1159.18-75,968.180
2013-06-04SELL449177.7351.06166.0579,270.183,302
2013-06-09BUY447176.5347.14162.26-79,404.90
2013-06-16SELL447178.8351.66163.6779,408.273.37
2013-06-19BUY444177.4346.57161.22-79,273.380
2013-06-27SELL444184359.46166.4481,170.11,896.72
2013-07-14BUY381211.5354.56162.83-81,098.890
2013-07-17SELL381232.5389.76178.5688,014.176,915.29
2013-07-18BUY1193.10.850.39-194.340
2013-07-23SELL11750.770.35173.88-20.46
2013-08-26BUY416210.5385.3177.3-88,130.60