← 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: -15.4%. 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 →

#305 · MACD

Full-history NAV৳5,925

Net return -94.1% · drawdown 94.2% · 283 closed positions

2024 onward NAV৳63,765

Net return -36.2% · drawdown 50.6% · 50 closed positions

2024 stress NAV৳26,610

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

Variant 2; fixed stop 10.0%; maximum 5 sessions; gate None; continuous signal; exit any bearish; trailing arms at 2.0%, distance 1.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳154
Unsettled৳5,771
Holdings৳0
NAV৳5,925
Realized P&L৳-94,075
Unrealized P&L৳0
Fees৳80,640
Friction৳37,238

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳8.00e-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 #305

566 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
2011-01-04SELL363236.5377.74172.6685,299.1-4,498.39
2011-03-13BUY492172.1372.56171.2-85,216.970
2011-03-16SELL492178.1385.55177.3587,062.31,845.34
2011-03-22BUY504171.7380.76175.22-87,092.780
2011-03-27SELL504163.3362.13166.7181,774.36-5,318.42
2011-03-30BUY487166.8357.42164.63-81,753.650
2011-04-04SELL487170.1364.49167.9482,306.27552.62
2011-04-10BUY480170.4359.88165.95-82,317.830
2011-04-13SELL480170.4359.88166.2981,265.82-1,052.01
2011-04-19BUY486166354.97164.14-81,195.120
2011-04-24SELL486160.3342.79158.5377,404.48-3,790.64
2011-04-25BUY1153.10.670.31-154.080
2011-04-28SELL1157.20.690.31156.192.11
2011-05-19BUY518148.7338.92158.62-77,524.130
2011-05-24SELL518142.5324.79152.2673,337.95-4,186.18
2011-05-31BUY490148.5320.17150.83-73,235.990
2011-06-05SELL490147.4317.79149.5971,758.62-1,477.38
2011-06-08BUY486146.8313.92148.02-71,806.740
2011-06-15SELL486141.3302.16141.6968,227.96-3,578.78
2011-06-20BUY483140.3298.17139.56-68,202.630
2011-06-23SELL483144.9307.94144.1169,534.651,332.02
2011-06-28BUY447154.5303.87141.28-69,506.650
2011-07-03SELL447167.1328.65152.1674,212.894,706.24
2011-07-06BUY450164324.72149.96-74,274.680
2011-07-12SELL450174344.52158.6977,796.793,522.11
2011-07-17BUY436177.1339.75156.16-77,711.510
2011-07-21SELL436215.8413.99190.0693,484.7515,773.24
2011-07-26BUY452205.5408.7187.12-93,481.820
2011-08-01SELL452181.6361.17165.0581,556.98-11,924.84
2011-10-27BUY498162.8356.73165.34-81,596.470
2011-11-03SELL498162.9356.95164.9380,602.32-994.14
2011-11-15BUY544147.3352.58162.93-80,646.70
2011-11-20SELL544166.6398.77184.4390,047.29,400.5
2011-11-23BUY547163.7393.99181.68-90,119.580
2011-11-28SELL547162.2390.38179.8288,153.2-1,966.38
2011-12-01BUY542161.6385.38177.78-88,150.360
2011-12-07SELL542158.7378.47174.8485,462.1-2,688.26
2011-12-27BUY522162.6373.46174.65-85,425.310
2012-01-03SELL522174.1399.87186.5690,293.774,868.46
2012-01-08BUY497180.4394.5182.98-90,236.280
2012-01-15SELL497172.3376.79173.7685,082.55-5,153.72
2012-01-19BUY503168.1372.04171.38-85,097.720
2012-01-24SELL503157347.47159.8578,463.67-6,634.04
2012-02-28BUY501155.8343.45158.2-78,557.450
2012-03-04SELL501156.2344.33158.5377,753.34-804.1
2012-03-07BUY510151.4339.74156.48-77,710.230
2012-03-12SELL510155.8349.62161.578,946.881,236.66
2012-03-20BUY454172.8345.19159.41-78,955.790
2012-03-25SELL454184.3368.16169.9483,134.114,178.31
2012-04-01BUY421196363.07166.96-83,046.030
2012-04-08SELL421194.2359.74165.181,233.36-1,812.67
2012-04-15BUY374216.1355.61162.74-81,339.760
2012-04-18SELL374217.9358.58163.9680,972.06-367.69
2012-04-25BUY363221.2353.3161.43-80,810.330
2012-04-30SELL363214.7342.92156.6777,436.51-3,373.81
2012-07-03BUY378203.8338.96157.11-77,532.470
2012-07-10SELL378192.7320.5148.5472,371.56-5,160.91
2012-07-23BUY353203.5316.08145.92-72,297.490
2012-07-26SELL353207.9322.91148.9472,916.85619.35
2012-08-05BUY383189.1318.67146.96-72,890.930
2012-08-08SELL383189318.5146.8171,921.69-969.24
2012-09-20BUY417171.4314.48144.85-71,933.130
2012-09-25SELL417171.6314.85145.0271,097.33-835.81
2012-09-26BUY1170.50.750.34-171.590
2012-10-02SELL1167.30.740.33166.23-5.36
2012-10-03BUY419168.3310.28143.12-70,971.10
2012-10-10SELL419163.6301.61139.4168,107.38-2,863.72
2012-10-11BUY1163.60.720.33-164.650
2012-10-16SELL1162.50.720.33161.46-3.19
2012-10-31BUY388174.8298.42139.72-68,260.540
2012-11-07SELL388167.2285.44133.7264,454.44-3,806.1
2012-11-12BUY383167.2281.77132.16-64,451.520
2012-11-19SELL383172.1290.02135.2465,489.041,037.51
2012-11-22BUY385169.1286.46133.38-65,523.330
2012-12-02SELL385170287.98134.7865,027.24-496.09
2012-12-05BUY386167.4284.31133.04-65,033.750
2012-12-10SELL386166.4282.61132.2263,815.57-1,218.18
2012-12-20BUY373169.9278.84132.46-63,7840
2012-12-27SELL373173.25284.34134.5764,203.34419.34
2013-01-02BUY374170.5280.57132.46-64,180.040
2013-01-09SELL374170.9281.23133.0763,502.29-677.75
2013-01-14BUY371170.1277.67131.34-63,516.110
2013-01-17SELL371170.4278.16131.8662,808.38-707.74
2013-02-06BUY361172.8274.48129.58-62,784.850
2013-02-13SELL361166.6264.63123.6159,754.36-3,030.5
2013-03-24BUY409145.3261.48125.57-59,814.750
2013-04-01SELL409146.2263.1128.2659,404.43-410.31
2013-04-04BUY401147.4260.07126.4-59,493.870
2013-04-11SELL401145.8257.25124.6658,083.89-1,409.98
2013-04-17BUY399144.6253.86123.17-58,072.430
2013-04-24SELL399145.5255.44124.3657,674.7-397.73
2013-04-29BUY397144.2251.89123.11-57,622.390
2013-05-05SELL397145.93254.9125.457,552.31-70.08
2013-05-08BUY388147.2251.3123.67-57,488.570
2013-05-13SELL388150.48256.9126.6258,002.72514.15