← 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: -13.2%. 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 →

#300 · MACD

Full-history NAV৳9,182

Net return -90.8% · drawdown 91.0% · 281 closed positions

2024 onward NAV৳73,630

Net return -26.4% · drawdown 42.2% · 47 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 2.0%, distance 1.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳45
Unsettled৳9,137
Holdings৳0
NAV৳9,182
Realized P&L৳-90,818
Unrealized P&L৳0
Fees৳86,870
Friction৳40,106

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳4.37e-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 #300

562 fills, including partial sales. Page 5.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2020-12-20BUY53348.581.2737.17-18,588.950
2020-12-23SELL53334.5678.0235.6917,617.97-970.97
2020-12-28BUY50350.577.1135.26-17,637.370
2021-01-04SELL50360.179.2236.1917,889.59252.22
2021-01-07BUY4737677.7635.49-17,785.250
2021-01-14SELL4737076.5234.9217,278.56-506.68
2021-01-19BUY45384.276.0734.7-17,399.780
2021-01-25SELL45368.8373.0333.3116,491.1-908.67
2021-04-15BUY4834272.2333.13-16,521.360
2021-04-22SELL48337.171.232.6916,076.92-444.44
2021-04-27BUY4734070.3132.3-16,082.610
2021-05-04SELL47339.570.2132.3615,853.93-228.68
2021-05-09BUY4733569.2831.84-15,846.110
2021-05-16SELL47346.671.6832.916,185.62339.51
2021-05-19BUY47344.171.1632.63-16,276.490
2021-05-27SELL47344.871.332.6716,101.63-174.86
2021-06-01BUY46346.370.0932.09-16,031.980
2021-06-06SELL46351.4571.1332.5516,063.0231.04
2021-06-09BUY46346.970.2132.15-16,059.760
2021-06-16SELL4634870.4432.2515,905.31-154.45
2021-07-06BUY45348.468.9831.61-15,778.590
2021-07-14SELL45358.270.9232.4816,015.59237
2021-07-19BUY4436470.4732.27-16,118.740
2021-07-29SELL4437572.633.2216,394.18275.44
2021-08-05BUY4436871.2432.56-16,295.810
2021-08-16SELL44365.970.8432.3415,996.42-299.38
2021-09-08BUY4238170.4132.16-16,104.570
2021-09-13SELL42389.772.0232.9116,262.47157.9
2021-09-16BUY42379.270.0832-16,028.480
2021-09-23SELL42383.970.9432.3916,020.47-8.01
2021-11-15BUY45360.271.3232.74-16,313.060
2021-11-22SELL4536071.2832.7816,095.94-217.12
2021-11-25BUY44360.169.7232.17-15,946.280
2021-12-02SELL4435568.7331.7115,519.56-426.72
2021-12-07BUY43361.968.4731.58-15,661.750
2021-12-14SELL4335867.7331.2515,295.02-366.73
2022-01-11BUY4335066.2230.43-15,146.650
2022-01-18SELL4336068.1131.315,380.59233.94
2022-01-23BUY43356.267.3930.98-15,414.970
2022-01-30SELL4335266.630.5915,038.81-376.16
2022-02-02BUY4235565.630.14-15,005.750
2022-02-09SELL42359.566.4430.5915,001.97-3.77
2022-02-14BUY4235866.1630.54-15,132.70
2022-02-22SELL42355.865.7530.2714,847.58-285.12
2022-03-28BUY45329.965.3230.01-14,940.830
2022-04-04SELL45329.965.3230.0614,750.12-190.71
2022-04-07BUY45320.463.4429.24-14,510.680
2022-04-17SELL45320.663.4829.3114,334.21-176.47
2022-04-20BUY44322.862.4928.77-14,294.470
2022-04-27SELL44326.463.1929.0914,269.32-25.15
2022-05-08BUY45320.163.3829.11-14,496.990
2022-05-16SELL45310.361.4428.1613,873.9-623.08
2022-06-01BUY4430859.6327.31-13,638.940
2022-06-06SELL44311.3660.2827.6313,611.71-27.24
2022-06-09BUY4430859.6327.33-13,638.960
2022-06-16SELL44304.558.9527.1113,311.94-327.03
2022-06-21BUY44304.158.8727.07-13,466.350
2022-06-28SELL44303.158.6826.9613,250.76-215.59
2022-07-26BUY45289.457.326.17-13,106.470
2022-08-02SELL45298.959.1827.0413,364.27257.8
2022-08-07BUY4530059.427.16-13,586.560
2022-08-14SELL4528857.0226.0712,876.91-709.66
2022-08-21BUY4428755.5625.38-12,708.940
2022-08-28SELL4428955.9525.5612,634.49-74.45
2022-08-31BUY43295.755.9525.55-12,796.60
2022-09-07SELL43288.554.5824.9312,325.98-470.62
2022-09-12BUY42286.953.0224.22-12,127.040
2022-09-19SELL42293.554.2424.8112,247.95120.91
2022-09-25BUY43286.654.2224.82-12,402.840
2022-10-02SELL43286.654.2224.8512,244.72-158.12
2024-04-08BUY50242.453.3324.4-12,197.730
2024-04-18SELL50236.151.9423.8211,729.24-468.49
2024-04-23BUY50233.651.3923.63-11,755.020
2024-04-28SELL5023551.723.7911,674.51-80.51
2024-05-02BUY4923650.8823.4-11,638.290
2024-05-07SELL49239.4851.6323.7411,659.220.91
2024-05-12BUY4923951.5323.65-11,786.180
2024-05-19SELL49232.350.0822.9911,309.63-476.55
2024-06-04BUY4922849.1622.59-11,243.750
2024-06-09SELL49225.648.6422.4610,983.3-260.45
2024-06-12BUY4922247.8622.09-10,947.950
2024-06-20SELL49223.948.2722.2310,900.6-47.35
2024-06-25BUY47228.247.1921.71-10,794.30
2024-06-30SELL47239.5849.5522.7711,187.94393.64
2024-07-04BUY47240.249.6722.81-11,361.880
2024-07-09SELL47248.851.4523.611,618.55256.67
2024-07-14BUY4724650.8723.32-11,636.190
2024-07-24SELL47248.251.3323.5211,590.55-45.64
2024-07-29BUY4425749.7622.78-11,380.540
2024-08-11SELL44345.666.9130.6715,108.823,728.28
2024-08-15BUY4038167.0630.53-15,337.580
2024-08-20SELL4035362.1328.2714,029.6-1,307.98
2024-08-25BUY3935460.7527.63-13,894.380
2024-08-29SELL39348.959.8727.2313,519.99-374.39
2024-11-13BUY41329.359.4127.1-13,587.810
2024-11-19SELL41316.1357.0326.0112,878.2-709.6
2024-11-24BUY40316.155.6325.38-12,725.020
2024-11-28SELL40321.2656.5425.8112,767.8542.84
2024-12-04BUY39324.555.6825.42-12,736.60
2024-12-11SELL3931854.5724.9412,322.49-414.11