← 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 4.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2018-06-25BUY64408.9115.1552.59-26,337.330
2018-07-03SELL64381107.2948.9624,227.75-2,109.58
2018-07-08BUY62387105.5748.17-24,147.750
2018-07-11SELL62380103.6647.3123,409.03-738.72
2018-07-16BUY59390101.2446.21-23,157.450
2018-07-19SELL59401.5104.2347.5723,536.7379.25
2018-07-24BUY60395.4104.3947.69-23,876.080
2018-07-31SELL60388.1102.4646.8823,136.66-739.41
2018-08-07BUY61376100.9246.17-23,083.090
2018-08-12SELL6136497.744.6722,061.64-1,021.45
2018-08-27BUY58377.796.3944.19-22,047.180
2018-08-30SELL58385.298.345.0822,198.22151.04
2018-09-05BUY5638995.8543.94-21,923.790
2018-09-12SELL56380.293.6842.9321,154.59-769.2
2018-09-13BUY13781.660.76-380.420
2018-09-18SELL1368.11.620.74365.74-14.68
2018-10-01BUY57372.493.442.83-21,363.030
2018-10-08SELL57364.891.4941.9320,660.18-702.85
2018-10-14BUY56365.590.0641.24-20,599.30
2018-10-21SELL56363.289.4941.0220,208.69-390.61
2018-10-24BUY5437288.3940.52-20,216.910
2018-10-29SELL5438491.2441.820,602.96386.06
2018-11-01BUY54379.190.0741.26-20,602.740
2018-11-08SELL54376.589.4641.0520,200.5-402.24
2018-11-13BUY53377.588.0340.42-20,135.950
2018-11-18SELL53368.88639.4719,420.92-715.02
2018-12-24BUY5436085.5439.41-19,564.950
2019-01-01SELL5437087.9140.4719,851.62286.67
2019-01-06BUY54367.787.3740.21-19,983.380
2019-01-13SELL5439092.6642.4720,924.87941.49
2019-01-16BUY53387.190.2741.33-20,647.90
2019-01-23SELL5339191.1841.7120,590.1-57.8
2019-01-28BUY5239891.0641.62-20,828.690
2019-01-31SELL5241494.7243.2321,390.04561.36
2019-02-05BUY5240392.2142.06-21,090.260
2019-02-11SELL5240592.6642.2720,925.07-165.2
2019-03-24BUY5339892.8142.43-21,229.240
2019-03-28SELL5341095.6143.721,590.69361.45
2019-04-02BUY5141793.5742.77-21,403.350
2019-04-07SELL51375.384.2238.4519,017.63-2,385.71
2019-05-29BUY5435083.1638.24-19,021.40
2019-06-10SELL54354.2284.1638.7319,005.09-16.31
2019-06-13BUY53360.384.0238.68-19,218.60
2019-06-20SELL53360.484.0538.7118,978.45-240.15
2019-06-25BUY52360.982.5738.01-18,887.390
2019-07-03SELL52364.983.4938.3618,852.95-34.44
2019-07-08BUY53351.782.0237.71-18,759.830
2019-07-11SELL5333377.6635.6517,535.69-1,224.14
2019-08-01BUY5233376.1934.9-17,427.090
2019-08-08SELL52318.872.9433.3916,471.27-955.82
2019-08-20BUY51324.972.9133.38-16,676.190
2019-08-27SELL51314.570.5732.3315,936.59-739.6
2019-09-01BUY51312.170.0432.09-16,019.230
2019-09-04SELL51294.766.1330.2814,933.29-1,085.94
2019-09-16BUY48306.664.7529.66-14,811.210
2019-09-19SELL4832067.5830.9715,261.45450.24
2019-09-24BUY42363.967.2530.72-15,381.770
2019-10-01SELL42352.465.1229.7314,705.95-675.82
2019-10-06BUY4234764.1329.28-14,667.40
2019-10-13SELL42331.261.2127.9413,821.25-846.15
2019-11-20BUY42323.159.7127.31-13,657.220
2019-11-25SELL4231257.6626.3513,020-637.23
2019-11-28BUY4132057.7326.36-13,204.090
2019-12-04SELL4131055.9225.5312,628.54-575.54
2020-01-21BUY44279.954.1924.77-12,394.560
2020-01-28SELL44272.452.7424.0811,908.78-485.78
2020-01-30BUY1262.91.160.53-264.580
2020-02-04SELL1271.951.20.54270.215.63
2020-02-05BUY44265.251.3423.41-11,743.560
2020-02-12SELL44261.950.723.1211,449.78-293.78
2020-02-13BUY12591.140.52-260.660
2020-02-19SELL1266.81.170.53265.094.43
2020-02-20BUY4128050.5123.03-11,553.550
2020-02-25SELL4129252.682411,895.33341.78
2020-02-26BUY1292.41.290.58-294.270
2020-03-04SELL12711.190.54269.27-25.01
2020-06-08BUY50238.852.5423.98-12,016.520
2020-07-09SELL50238.852.5424.6911,862.77-153.75
2020-07-14BUY49240.651.8723.82-11,865.090
2020-07-19SELL4924352.3923.9811,830.62-34.47
2020-07-22BUY48246.552.0623.8-11,907.860
2020-07-27SELL48256.3154.1324.7112,224.09316.23
2020-07-30BUY4825553.8624.57-12,318.420
2020-08-09SELL4825553.8624.5412,161.6-156.82
2020-08-13BUY4129052.3223.83-11,966.150
2020-08-18SELL4128851.9623.6611,732.38-233.77
2020-08-23BUY4128751.7723.58-11,842.350
2020-08-26SELL4131556.8325.8812,832.29989.94
2020-09-01BUY40320.456.3925.68-12,898.070
2020-09-08SELL40326.957.5326.212,992.2794.2
2020-09-13BUY37347.656.5925.77-12,943.560
2020-09-16SELL3734556.1725.5812,683.25-260.31
2020-12-09BUY37334.154.3924.87-12,440.960
2020-12-14SELL37345.6156.2725.7112,705.55264.59
2020-12-20BUY37348.556.7425.9-12,977.140
2020-12-27SELL373445625.5712,646.43-330.71
2020-12-30BUY36349.955.4225.29-12,677.110
2021-01-05SELL36370.658.726.7813,256.12579.01
2021-01-10BUY36366.358.0226.45-13,271.280
2021-01-13SELL36374.559.3227.0513,395.63124.36