← 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: -11.0%. 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 →

#292 · MACD

Full-history NAV৳13,883

Net return -86.1% · drawdown 86.4% · 260 closed positions

2024 onward NAV৳68,594

Net return -31.4% · drawdown 44.7% · 46 closed positions

2024 stress NAV৳26,610

Net return -73.4% · drawdown 73.4% · 38 closed positions

Variant 2; fixed stop 4.0%; maximum 5 sessions; gate None; continuous signal; exit stop/time only; trailing arms at 12.0%, distance 4.5%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳178
Unsettled৳13,705
Holdings৳0
NAV৳13,883
Realized P&L৳-86,117
Unrealized P&L৳0
Fees৳102,652
Friction৳47,559

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳5.82e-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 #292

520 fills, including partial sales. Page 5.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2022-02-01BUY73356.9114.6453.08-26,221.410
2022-02-08SELL73357.4114.853.3425,922.07-299.35
2022-02-13BUY72358113.4152.88-25,942.30
2022-02-20SELL72358.8113.6752.8525,667.08-275.21
2022-03-27BUY78325.8111.8151.7-25,575.910
2022-04-03SELL78328.9112.8852.3225,489.01-86.91
2022-04-06BUY78323.3110.9651.61-25,379.970
2022-04-13SELL78326111.8852.3225,263.79-116.18
2022-04-19BUY79320111.2351.97-25,443.20
2022-04-26SELL79327113.6752.8525,666.48223.28
2022-05-05BUY80320.1112.6852.15-25,772.830
2022-05-12SELL80316111.2351.3625,117.41-655.42
2022-06-01BUY81308109.7750.61-25,108.380
2022-06-08SELL81308109.7750.6424,787.59-320.79
2022-06-13BUY80307108.0649.99-24,718.060
2022-06-20SELL80306107.7150.0324,322.26-395.8
2022-06-23BUY79305106.0249.21-24,250.230
2022-06-30SELL79294.9102.5147.3423,147.25-1,102.98
2022-07-26BUY80289.4101.8746.7-23,300.570
2022-08-02SELL80298.9105.2148.2723,758.51457.94
2022-08-07BUY78300102.9647.29-23,550.250
2022-08-14SELL7828898.8445.3822,319.78-1,230.47
2022-08-21BUY7828798.545.15-22,529.650
2022-08-28SELL7828999.1845.4722,397.34-132.31
2022-08-31BUY75295.797.5844.73-22,319.810
2022-09-07SELL75288.595.2143.6421,498.65-821.16
2022-09-12BUY74286.993.4142.83-21,366.840
2022-09-19SELL74293.595.5643.9221,579.51212.67
2022-09-25BUY75286.694.5843.51-21,633.090
2022-10-02SELL75286.694.5843.6121,356.81-276.28
2024-04-04BUY89239.693.8343.09-21,461.310
2024-04-17SELL89236.192.4642.6420,877.81-583.51
2024-04-22BUY87237.490.8842.09-20,786.770
2024-04-29SELL8724493.443.3621,091.24304.47
2024-05-05BUY88237.69242.8-21,043.60
2024-05-12SELL8823992.5442.7920,896.67-146.93
2024-05-15BUY87238.591.342.24-20,883.040
2024-05-20SELL87224.986.0939.7919,440.42-1,442.62
2024-06-04BUY8522885.2739.5-19,504.770
2024-06-11SELL85225.484.339.4519,035.25-469.52
2024-06-19BUY8522483.7838.96-19,162.740
2024-06-26SELL85229.985.9839.9319,415.59252.85
2024-07-02BUY78247.684.9839.32-19,437.10
2024-07-09SELL78248.885.3939.4119,281.61-155.49
2024-07-14BUY7724683.3438.4-19,063.750
2024-07-25SELL77248.184.0638.718,980.94-82.81
2024-07-30BUY75254.283.8938.61-19,187.490
2024-08-11SELL75345.6114.0552.625,753.356,565.86
2024-08-15BUY67381112.3251.19-25,690.510
2024-08-20SELL67353104.0647.3823,499.55-2,190.95
2024-08-25BUY66354102.846.79-23,513.590
2024-08-29SELL66348.9101.3246.1122,879.97-633.63
2024-11-12BUY70325.7100.3245.9-22,945.210
2024-11-19SELL70318.898.1944.9122,172.9-772.31
2024-11-24BUY69316.195.9743.9-21,950.770
2024-12-01SELL69318.596.744.2721,835.54-115.24
2024-12-04BUY67324.595.6643.79-21,880.960
2024-12-11SELL6731893.7543.0121,169.24-711.71
2024-12-19BUY65324.592.8142.61-21,227.920
2024-12-29SELL65322.592.2442.3320,827.93-399.98
2025-01-02BUY64324.591.3841.98-20,901.360
2025-01-09SELL64327.892.3142.4520,844.45-56.91
2025-01-14BUY6134091.2641.78-20,873.040
2025-01-21SELL61333.389.4640.9820,200.86-672.18
2025-01-26BUY60331.887.640.12-20,035.720
2025-02-02SELL60336.788.8940.7120,072.436.68
2025-02-05BUY5934088.2640.37-20,188.640
2025-02-12SELL59336.687.3840.0619,731.96-456.67
2025-02-17BUY5734185.5239.16-19,561.690
2025-02-24SELL5734686.7839.6219,595.633.91
2025-04-13BUY61320.285.9439.73-19,657.870
2025-04-21SELL61321.186.1839.919,461.02-196.86
2025-04-24BUY6032184.7439.31-19,384.050
2025-04-29SELL60302.979.9737.0118,057.03-1,327.03
2025-06-03BUY63288.279.8937.24-18,273.720
2025-06-18SELL632857937.0217,838.98-434.75
2025-06-23BUY61290.277.8936.41-17,816.50
2025-06-30SELL6130381.3337.9618,363.72547.21
2025-07-07BUY61298.180.0137.26-18,301.370
2025-07-14SELL61298.680.1437.2418,097.22-204.15
2025-07-17BUY60298.978.9136.54-18,049.450
2025-07-24SELL60323.385.3539.2319,273.421,223.97
2025-07-29BUY6032084.4838.77-19,323.250
2025-08-06SELL6032084.4838.7319,076.79-246.46
2025-08-11BUY6031482.937.97-18,960.860
2025-08-17SELL6030680.7836.9818,242.24-718.62
2025-09-04BUY5930980.2236.84-18,348.060
2025-09-11SELL5930378.6636.1817,762.16-585.89
2025-11-09BUY6228678.0236.93-17,846.950
2025-11-13SELL62274.5674.935.4616,912.36-934.59
2025-11-25BUY60277.773.3134.45-16,769.760
2025-12-02SELL6027973.6634.616,631.74-138.02
2025-12-07BUY60278.573.5234.55-16,818.070
2025-12-11SELL60267.3670.5832.8615,938.16-879.92
2026-01-15BUY62253.569.1531.98-15,818.140
2026-01-22SELL6226572.2933.2616,324.45506.31
2026-01-27BUY61267.171.6932.95-16,397.740
2026-02-03SELL61264.871.0732.6116,049.12-348.61
2026-02-09BUY60262.469.2731.76-15,845.040
2026-02-18SELL60268.570.8832.4716,006.65161.61