← 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 5.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2022-04-07BUY101320.4142.3966.75-32,569.540
2022-04-17SELL101320.6142.4767.0532,171.08-398.46
2022-04-20BUY99322.8140.6165.78-32,163.590
2022-04-27SELL99326.4142.1866.4832,104.94-58.65
2022-05-08BUY100320.1140.8465.49-32,216.330
2022-05-16SELL100310.3136.5363.1930,830.28-1,386.06
2022-06-01BUY100308135.5262.69-30,998.210
2022-06-08SELL100308135.5262.7430,601.74-396.47
2022-06-13BUY99307133.7362.13-30,588.850
2022-06-20SELL99306133.2962.2330,098.48-490.38
2022-06-23BUY98305131.5261.36-30,082.870
2022-06-30SELL98294.9127.1658.9528,714.09-1,368.78
2022-07-26BUY98289.4124.7957.32-28,543.310
2022-08-02SELL98298.9128.8959.2629,104.05560.74
2022-08-07BUY97300128.0458.96-29,2870
2022-08-16SELL97288.9123.356.7827,843.22-1,443.78
2022-08-22BUY95288.9120.7655.52-27,621.780
2022-08-29SELL95290121.2255.6827,373.1-248.68
2022-09-01BUY94290119.9455.08-27,435.020
2022-09-08SELL94291.9120.7355.4727,262.4-172.62
2022-09-13BUY95287119.9755.16-27,440.130
2022-09-20SELL95287.2120.0555.3727,108.58-331.55
2022-09-25BUY93286.6117.2854.11-26,825.190
2022-10-02SELL93286.6117.2854.2626,482.26-342.92
2024-04-08BUY109242.4116.2653.6-26,591.450
2024-04-18SELL109236.1113.2352.4525,569.21-1,022.24
2024-04-23BUY109233.6112.0352.21-25,626.650
2024-04-30SELL109239114.6253.4625,882.92256.27
2024-05-06BUY106241.9112.8252.72-25,806.940
2024-05-13SELL106237.2110.6351.3724,981.2-825.74
2024-05-16BUY107233.6109.9851.08-25,156.260
2024-05-26SELL107228.5107.5849.8824,292.04-864.21
2024-06-04BUY105228105.3449.01-24,094.350
2024-06-11SELL105225.4104.1349.0623,513.81-580.54
2024-06-19BUY105224103.4948.39-23,671.880
2024-06-26SELL105229.9106.2149.5623,983.72311.84
2024-07-02BUY96247.6104.5948.6-23,922.780
2024-07-09SELL96248.8105.0948.6723,731.04-191.74
2024-07-14BUY96246103.9148.04-23,767.950
2024-07-25SELL96248.1104.848.4123,664.4-103.55
2024-07-30BUY92254.2102.947.49-23,536.790
2024-08-11SELL92345.6139.964.7331,590.578,053.78
2024-08-15BUY82381137.4662.68-31,442.150
2024-08-21SELL82335.28120.9755.0927,316.9-4,125.24
2024-08-22BUY13241.430.65-326.070
2024-08-28SELL13301.450.66327.891.81
2024-08-29BUY77348.9118.2153.81-27,037.320
2024-09-05SELL77343116.2152.8926,241.9-795.41
2024-11-13BUY81329.3117.3653.74-26,844.40
2024-11-20SELL81321.2114.4852.425,850.33-994.07
2024-12-04BUY79324.5112.851.7-25,8000
2024-12-11SELL79318110.5450.824,960.66-839.34
2024-12-19BUY76324.5108.5149.9-24,820.420
2024-12-29SELL76322.5107.8449.5824,352.58-467.83
2025-01-02BUY75324.5107.0949.28-24,493.870
2025-01-09SELL75327.8108.1749.8424,426.99-66.88
2025-01-14BUY71340106.2248.69-24,294.910
2025-01-21SELL71333.3104.1247.7623,512.42-782.49
2025-01-26BUY71331.8103.6547.54-23,7090
2025-02-02SELL71336.7105.1948.2423,752.2843.28
2025-02-05BUY69340103.2247.26-23,610.490
2025-02-12SELL69336.6102.1946.9123,076.29-534.19
2025-02-17BUY67341100.5346.09-22,993.620
2025-02-24SELL6734610246.6123,033.3939.77
2025-04-17BUY72320.2101.4447.1-23,202.940
2025-04-24SELL72321101.6947.3622,962.94-239.99
2025-06-03BUY79288.2100.1846.99-22,914.960
2025-06-18SELL7928599.0746.7822,369.16-545.81
2025-06-23BUY77290.298.3246.3-22,490.020
2025-06-30SELL77303102.6648.2423,180.1690.08
2025-07-07BUY77298.110147.33-23,102.030
2025-07-14SELL77298.6101.1747.2722,843.76-258.26
2025-07-17BUY76298.999.9546.51-22,862.860
2025-07-24SELL76323.3108.1149.8424,412.851,549.99
2025-07-29BUY75320105.648.58-24,154.180
2025-08-06SELL75320105.648.5223,845.88-308.29
2025-08-07BUY1317.11.40.63-319.130
2025-08-17SELL13061.350.61304.04-15.09
2025-09-04BUY77309104.6948.23-23,945.920
2025-09-11SELL77303102.6647.3823,180.96-764.96
2025-11-26BUY83277.5101.3448.21-23,182.050
2025-12-03SELL83280102.2648.6523,089.09-92.96
2025-12-08BUY83278.7101.7848.42-23,282.30
2025-12-15SELL83258.794.4844.1121,333.52-1,948.78
2026-01-15BUY83253.592.5843.07-21,176.140
2026-01-22SELL8326596.7844.7121,853.52677.37
2026-01-27BUY81267.195.1943.9-21,774.20
2026-02-03SELL81264.894.3743.4321,311-463.2
2026-02-09BUY81262.493.5243.01-21,390.930
2026-02-18SELL81268.595.6943.9521,608.86217.93
2026-02-23BUY81266.995.1243.73-21,757.750
2026-03-02SELL81260.292.7442.620,940.86-816.89
2026-04-16BUY85242.790.7742.06-20,762.330
2026-04-23SELL85243.991.2242.3320,597.96-164.37
2026-04-28BUY84244.890.4841.98-20,695.660
2026-05-05SELL84242.589.6341.6220,238.75-456.91
2026-05-10BUY83242.988.7141.27-20,290.680
2026-05-17SELL83239.987.6140.6319,783.46-507.22
2026-05-20BUY82238.986.239.96-19,715.960
2026-06-02SELL82240.686.8140.3119,602.09-113.87