← 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: -10.3%. 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 →

#288 · MACD

Full-history NAV৳15,781

Net return -84.2% · drawdown 85.0% · 257 closed positions

2024 onward NAV৳77,673

Net return -22.3% · drawdown 36.5% · 45 closed positions

2024 stress NAV৳30,307

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

Variant 3; fixed stop 6.0%; maximum 5 sessions; gate None; continuous signal; exit any bearish; trailing arms at 12.0%, distance 4.5%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳152
Unsettled৳15,628
Holdings৳0
NAV৳15,781
Realized P&L৳-84,219
Unrealized P&L৳0
Fees৳107,053
Friction৳49,636

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 #288

517 fills, including partial sales. Page 1.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2010-12-02BUY429231.4436.79200.74-99,908.140
2010-12-08SELL429222.7420.37193.3394,924.6-4,983.53
2010-12-22BUY349269.9414.46189.93-94,799.480
2010-12-27SELL349258.4396.8181.589,603.31-5,196.18
2010-12-30BUY363245.8392.59179.5-89,797.490
2011-01-06SELL363228364.16166.4282,233.42-7,564.08
2011-03-13BUY474172.1358.93164.88-82,099.210
2011-03-21SELL474174.8364.56167.6382,323.01223.8
2011-03-24BUY500163.8360.36165.88-82,426.240
2011-03-31SELL500173.9382.58176.486,391.023,964.79
2011-04-05BUY509168.7377.82174.17-86,420.290
2011-04-12SELL509168.8378.04174.7585,366.4-1,053.88
2011-04-18BUY505167.7372.63172.38-85,233.50
2011-04-25SELL505153.1340.19157.3576,817.97-8,415.54
2011-04-26BUY11540.680.31-154.990
2011-05-02SELL1155.10.680.31154.11-0.88
2011-05-19BUY514148.7336.3157.36-76,925.460
2011-05-25SELL514139.1314.59147.5471,035.27-5,890.18
2011-05-31BUY475148.5310.37146.05-70,993.920
2011-06-07SELL475147.5308.28145.2169,609.02-1,384.9
2011-06-12BUY493140.3304.34142.92-69,615.160
2011-06-19SELL493139.1301.74141.368,133.26-1,481.89
2011-06-22BUY477141.8297.61139.16-68,075.370
2011-06-29SELL477154.8324.89151.2173,363.55,288.13
2011-07-04BUY450162.1320.96148.37-73,414.330
2011-07-11SELL450174.4345.31159.1777,975.524,561.19
2011-07-17BUY437177.1340.53156.53-77,889.750
2011-07-21SELL218215.820794.5646,742.857,887.09
2011-07-25SELL219205.6198.1290.3944,737.95,703.9
2011-07-26BUY226205.5204.3593.22-46,740.570
2011-08-01SELL226181.6180.5882.3140,778.71-5,961.86
2011-08-02BUY252176.7195.9289.32-44,813.650
2011-08-07SELL252174192.9387.9543,567.12-1,246.53
2011-10-27BUY515162.8368.9171.1-84,3820
2011-11-03SELL515162.9369.13170.6583,353.71-1,028.29
2011-11-15BUY562147.3364.24168.41-83,315.250
2011-11-22SELL562172.5426.56197.1996,321.2513,006
2011-11-27BUY607157.7421.19194.15-96,339.230
2011-12-04SELL607160427.33197.5496,495.13155.9
2011-12-27BUY590162.6422.11198.12-96,554.230
2012-01-03SELL590174.1451.96211.56102,055.475,501.24
2012-01-08BUY562180.4446.09207.45-102,038.340
2012-01-15SELL562172.3426.06196.8596,209.68-5,828.66
2012-01-19BUY568168.1420.12193.86-96,094.770
2012-01-24SELL568157392.37180.7988,602.83-7,491.94
2012-03-01BUY563156.5387.68178.76-88,675.940
2012-03-08SELL563154.8383.47177.0486,591.89-2,084.05
2012-03-13BUY543158.6378.93175.41-86,674.140
2012-03-20SELL543172.8412.85191.2593,226.36,552.16
2012-03-27BUY502184.3407.08188.1-93,113.780
2012-04-03SELL502189417.46192.194,268.441,154.65
2012-04-09BUY478195.9412.02189.27-94,241.490
2012-04-16SELL478212.1446.09204.41100,733.316,491.82
2012-04-19BUY468214440.67201.72-100,794.380
2012-04-26SELL468220.2453.44207.47102,392.691,598.31
2012-07-03BUY499203.8447.46208.69-102,352.360
2012-07-10SELL499192.7423.09197.2995,536.92-6,815.44
2012-07-25BUY462205.5417.74193.64-95,552.380
2012-08-05SELL462189.1384.4177.7986,802.01-8,750.37
2012-09-24BUY498173.2379.52175.25-86,808.360
2012-10-01SELL498167.4366.81169.5782,828.82-3,979.54
2012-10-04BUY489168.3362.11167.5-82,828.320
2012-10-11SELL489163.6352163.2879,485.12-3,343.19
2012-10-31BUY452174.8347.64163.55-79,520.790
2012-11-07SELL452167.2332.53156.5475,085.33-4,435.45
2012-11-12BUY446167.2328.11154.68-75,053.990
2012-11-19SELL446172.1337.73158.1476,260.731,206.74
2012-11-22BUY448169.1333.33155.81-76,245.940
2012-12-02SELL448170335.1157.5775,667.33-578.61
2012-12-05BUY449167.4330.72155.47-75,648.790
2012-12-10SELL449166.4328.74154.5174,230.35-1,418.44
2012-12-20BUY434169.9324.44155.21-74,216.250
2012-12-30SELL434175334.18158.8875,456.941,240.69
2013-01-03BUY437171.6329.95157-75,476.150
2013-01-10SELL437170.6328.03156.2374,067.94-1,408.21
2013-01-15BUY433170323.88154.29-74,088.180
2013-01-20SELL433169.5322.93154.0272,916.55-1,171.63
2013-02-06BUY419172.8318.57151.3-72,873.070
2013-02-13SELL419166.6307.14144.0969,354.16-3,518.91
2013-03-25BUY478144.4303.7147.39-69,474.290
2013-04-02SELL478148.7312.75154.4370,611.421,137.13
2013-04-07BUY477147308.52151.89-70,579.410
2013-04-15SELL477146.7307.89151.2869,516.73-1,062.68
2013-04-18BUY476145.1303.9149.38-69,520.880
2013-04-25SELL476145.2304.11149.9968,661.1-859.78
2013-04-30BUY474143.8299.91148.71-68,609.820
2013-05-08SELL474147.2307153.6469,312.16702.34
2013-05-15BUY445154.7302.9149.47-69,293.870
2013-05-22SELL445167.8328.55158.5474,183.914,890.03
2013-05-28BUY439168.1324.7155.46-74,276.060
2013-06-04SELL439177.7343.25162.2177,504.843,228.78
2013-06-09BUY436176.5338.6158.16-77,450.760
2013-06-16SELL436178.8343.01159.5577,454.243.48
2013-06-19BUY434177.4338.76157.5-77,487.870
2013-06-24SELL434189.6362.06168.0481,756.34,268.43
2013-06-30BUY454178.9357.37165.37-81,743.340
2013-07-04SELL454188.1375.75173.9284,847.733,104.38
2013-07-14BUY398211.5370.38170.17-84,717.550
2013-07-17SELL398232.5407.15186.691,941.257,223.7
2013-07-18BUY1193.10.850.39-194.340