← 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: -11.2%. 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 →

#294 · MACD

Full-history NAV৳13,313

Net return -86.7% · drawdown 86.9% · 265 closed positions

2024 onward NAV৳77,780

Net return -22.2% · drawdown 36.6% · 45 closed positions

2024 stress NAV৳30,307

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

Variant 3; fixed stop 4.0%; maximum 5 sessions; gate None; continuous signal; exit stop/time only; trailing arms at 8.0%, distance 3.5%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳89
Unsettled৳13,224
Holdings৳0
NAV৳13,313
Realized P&L৳-86,687
Unrealized P&L৳0
Fees৳91,483
Friction৳42,278

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 #294

531 fills, including partial sales. Page 5.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2021-09-27SELL63379.2105.1148.0823,736.41-357.13
2021-11-15BUY65360.2103.0247.49-23,563.510
2021-11-22SELL65360102.9647.623,249.44-314.07
2021-11-25BUY64360.1101.447.1-23,194.910
2021-12-02SELL6435599.9746.4422,573.59-621.32
2021-12-07BUY62361.998.7345.82-22,582.350
2021-12-14SELL6235897.6645.3522,052.99-529.36
2022-01-11BUY6335097.0244.81-22,191.830
2022-01-18SELL6336099.7946.0822,534.13342.3
2022-01-23BUY63356.298.7445.62-22,584.960
2022-01-30SELL6335297.5745.0322,033.4-551.56
2022-02-02BUY6235596.8444.72-22,151.560
2022-02-09SELL62359.598.0745.4422,145.49-6.08
2022-02-14BUY6135896.0944.66-21,978.750
2022-02-22SELL61355.895.544.2221,564.08-414.67
2022-03-28BUY65329.994.3543.55-21,581.410
2022-04-04SELL65329.994.3543.6621,305.49-275.91
2022-04-07BUY66320.493.0443.16-21,282.610
2022-04-17SELL66320.693.143.321,023.2-259.4
2022-04-20BUY65322.892.3242.77-21,117.090
2022-04-27SELL65326.493.3543.2321,079.42-37.67
2022-05-08BUY65320.191.5542.23-20,940.280
2022-05-16SELL65310.388.7540.8220,039.94-900.34
2022-06-01BUY6530888.0940.5-20,148.590
2022-06-08SELL6530888.0940.5219,891.39-257.2
2022-06-13BUY6430786.4539.86-19,774.310
2022-06-20SELL6430686.1739.8519,457.98-316.33
2022-06-23BUY6430585.8939.71-19,645.60
2022-06-30SELL64294.983.0438.2418,752.32-893.28
2022-07-26BUY64289.481.537.3-18,640.390
2022-08-02SELL64298.984.1738.5519,006.88366.49
2022-08-07BUY6330083.1638.12-19,021.280
2022-08-14SELL6328879.8336.5818,027.58-993.7
2022-08-21BUY6228778.2935.83-17,908.120
2022-08-28SELL6228978.8436.0817,803.08-105.04
2022-08-31BUY60295.778.0635.72-17,855.790
2022-09-07SELL60288.576.1634.8617,198.98-656.81
2022-09-12BUY60286.975.7434.67-17,324.410
2022-09-19SELL60293.577.4835.5417,496.98172.57
2022-09-25BUY61286.676.9235.31-17,594.830
2022-10-02SELL61286.676.9235.3717,370.3-224.53
2024-04-08BUY71242.475.7334.74-17,320.870
2024-04-18SELL71236.173.7633.9416,655.4-665.47
2024-04-23BUY71233.672.9833.72-16,692.290
2024-04-30SELL7123974.6634.5116,859.82167.53
2024-05-06BUY69241.973.4433.99-16,798.530
2024-05-13SELL69237.272.0133.1916,261.59-536.94
2024-05-16BUY69233.670.9232.69-16,222.010
2024-05-21SELL69224.568.1631.3815,390.96-831.05
2024-06-04BUY6722867.2131.01-15,374.230
2024-06-11SELL67225.466.4530.9115,004.45-369.78
2024-06-19BUY6722466.0430.57-15,104.60
2024-06-26SELL67229.967.7731.3315,304.2199.59
2024-07-02BUY61247.666.4630.63-15,200.690
2024-07-09SELL61248.866.7830.7215,079.31-121.38
2024-07-14BUY6124666.0330.34-15,102.360
2024-07-25SELL61248.166.5930.5815,036.93-65.43
2024-07-30BUY59254.265.9930.29-15,094.080
2024-08-11SELL59345.689.7241.2520,259.435,165.35
2024-08-15BUY5238187.1739.7-19,938.880
2024-08-20SELL5235380.7736.7618,238.47-1,700.4
2024-08-21BUY1344.31.510.69-346.50
2024-08-27SELL13351.470.67332.86-13.65
2024-08-28BUY5533079.8636.34-18,266.20
2024-09-04SELL5534583.4937.9918,853.52587.33
2024-11-13BUY57329.382.5937.73-18,890.420
2024-11-19SELL57316.1379.2836.2217,903.79-986.63
2024-11-24BUY57316.179.2836.23-18,133.210
2024-12-01SELL57318.579.8836.5218,038.1-95.11
2024-12-04BUY55324.578.5335.9-17,961.930
2024-12-11SELL5531876.9635.2517,377.79-584.14
2024-12-19BUY53324.575.6734.68-17,308.850
2024-12-29SELL53322.575.2134.4616,982.84-326.01
2025-01-02BUY52324.574.2534.04-16,982.280
2025-01-09SELL52327.87534.4116,936.19-46.1
2025-01-14BUY5034074.834.2-17,1090
2025-01-21SELL50333.373.3333.5416,558.13-550.87
2025-01-26BUY49331.871.5432.72-16,362.460
2025-02-02SELL49336.772.5933.216,392.5130.05
2025-02-05BUY4834071.8132.81-16,424.610
2025-02-12SELL48336.671.0932.5416,053.17-371.44
2025-02-17BUY4734170.5232.25-16,129.770
2025-02-24SELL4734671.5532.6516,157.828.03
2025-04-17BUY50320.270.4432.5-16,112.940
2025-04-24SELL5032170.6232.6515,946.73-166.21
2025-06-03BUY55288.269.7432.4-15,953.150
2025-06-18SELL5528568.9732.215,573.83-379.32
2025-06-23BUY53290.267.6731.52-15,479.80
2025-06-30SELL5330370.6632.8715,955.48475.68
2025-07-07BUY54298.170.8332.89-16,201.120
2025-07-14SELL54298.670.9532.8816,020.57-180.55
2025-07-17BUY53298.969.732.21-15,943.610
2025-07-24SELL53323.375.3934.6117,024.91,081.29
2025-07-29BUY5332074.6234.21-17,068.830
2025-08-06SELL5332074.6234.1816,851.2-217.63
2025-08-11BUY5331473.2233.51-16,748.730
2025-08-17SELL5330671.3632.6416,114-634.73
2025-09-04BUY5230970.732.43-16,171.130
2025-09-11SELL5230369.3331.8415,654.83-516.3
2025-11-26BUY56277.568.3832.05-15,640.430