← 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 5.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2021-01-18BUY3537758.0626.47-13,279.530
2021-01-21SELL3537758.0626.4613,110.48-169.05
2021-03-16BUY3834657.8526.41-13,232.260
2021-03-22SELL3833956.6825.8812,799.44-432.83
2021-04-13BUY3833055.1825.25-12,620.420
2021-04-19SELL38341.957.1726.1712,908.86288.44
2021-04-22BUY38337.156.3625.82-12,891.990
2021-04-29SELL3834157.0226.1412,874.84-17.14
2021-05-04BUY38339.556.7626.09-12,983.860
2021-05-12SELL38346.257.8826.5313,071.1987.33
2021-05-18BUY38342.257.2226.2-13,087.010
2021-05-25SELL38341.157.0326.0912,878.68-208.33
2021-05-31BUY37345.556.2525.72-12,865.470
2021-06-06SELL37351.4557.2226.1512,920.2954.82
2021-06-09BUY37346.956.4825.82-12,917.60
2021-06-16SELL3734856.6525.912,793.44-124.16
2021-07-06BUY36348.455.1925.24-12,622.830
2021-07-14SELL36358.256.7425.9512,812.51189.68
2021-07-19BUY3536456.0625.63-12,821.690
2021-07-29SELL3537557.7526.3913,040.86219.17
2021-08-05BUY3536856.6725.87-12,962.540
2021-08-16SELL35365.956.3525.712,724.45-238.09
2021-09-08BUY343815726.01-13,037.010
2021-09-13SELL34389.758.326.6113,164.89127.88
2021-09-16BUY34379.256.7325.88-12,975.410
2021-09-23SELL34383.957.4326.212,968.97-6.44
2021-11-14BUY36361.957.3226.25-13,111.980
2021-11-21SELL36360.557.126.212,894.7-217.28
2021-11-24BUY35359.655.3825.44-12,666.820
2021-12-01SELL3535955.2925.4512,484.27-182.56
2021-12-06BUY34362.854.2724.95-12,414.430
2021-12-13SELL3435853.5624.6412,093.8-320.62
2021-12-14BUY13581.580.72-360.290
2021-12-20SELL1353.21.550.71350.94-9.35
2022-01-10BUY35350.153.9224.73-12,332.150
2022-01-17SELL3536055.4425.4112,519.15187
2022-01-20BUY34359.253.7424.64-12,291.180
2022-01-27SELL34351.452.5724.111,870.93-420.25
2022-02-01BUY34356.953.3924.48-12,212.470
2022-02-08SELL34357.453.4724.5512,073.58-138.89
2022-02-13BUY3335851.9823.91-11,889.890
2022-02-20SELL33358.852.123.9311,764.37-125.52
2022-03-27BUY36325.851.6123.64-11,804.050
2022-04-03SELL36328.952.123.911,764.41-39.64
2022-04-06BUY36323.351.2123.53-11,713.540
2022-04-13SELL3632651.6423.7811,660.58-52.96
2022-04-19BUY3632050.6923.33-11,594.020
2022-04-26SELL3632751.823.7911,696.41102.39
2022-05-05BUY37320.152.1123.89-11,919.70
2022-05-12SELL3731651.4423.5511,617-302.7
2022-06-01BUY3730850.1422.94-11,469.080
2022-06-06SELL37311.3650.6923.2111,446.24-22.84
2022-06-09BUY3730850.1422.95-11,469.10
2022-06-16SELL37304.549.5722.7611,194.17-274.93
2022-06-21BUY37304.149.5122.72-11,323.930
2022-06-28SELL37303.149.3422.6311,142.72-181.21
2022-07-26BUY38289.448.3922.08-11,067.670
2022-08-02SELL38298.949.9822.8211,285.41217.73
2022-08-07BUY3730048.8422.31-11,171.150
2022-08-16SELL37288.947.0321.4810,620.78-550.37
2022-08-30BUY36295.246.7621.34-10,695.30
2022-09-06SELL36288.145.6420.8310,305.14-390.16
2022-09-11BUY3628845.6220.82-10,434.440
2022-09-18SELL36288.445.6820.8810,315.84-118.6
2022-09-21BUY35286.944.1820.19-10,105.870
2022-10-02SELL35286.644.1420.29,966.67-139.2
2024-04-04BUY42239.644.2820.22-10,127.70
2024-04-17SELL42236.143.6319.979,852.6-275.1
2024-04-22BUY41237.442.8319.64-9,795.870
2024-04-29SELL4124444.0220.219,939.77143.91
2024-05-05BUY42237.643.9120.18-10,043.290
2024-05-12SELL4223944.1720.249,973.59-69.7
2024-05-15BUY41238.543.0319.72-9,841.250
2024-05-21SELL41224.540.518.559,145.45-695.8
2024-06-04BUY4022840.1318.4-9,178.530
2024-06-09SELL40225.639.7118.288,966.01-212.52
2024-06-12BUY4022239.0717.98-8,937.050
2024-06-20SELL40223.939.4118.18,898.49-38.56
2024-06-25BUY39228.239.1617.98-8,956.940
2024-06-30SELL39239.5841.1118.869,283.65326.71
2024-07-04BUY38240.240.1618.4-9,186.170
2024-07-09SELL38248.841.619.059,393.75207.59
2024-07-14BUY3824641.1318.82-9,407.950
2024-07-24SELL38248.241.518.999,371.11-36.84
2024-07-29BUY3625740.7118.62-9,311.330
2024-08-11SELL36345.654.7425.0612,361.83,050.47
2024-08-15BUY3238153.6424.41-12,270.060
2024-08-21SELL32342.948.2821.9610,902.56-1,367.5
2024-08-22BUY13241.430.65-326.070
2024-08-28SELL13301.450.66327.891.81
2024-08-29BUY31348.947.5921.64-10,885.130
2024-09-03SELL31342.946.7721.2710,561.86-323.28
2024-11-12BUY33325.747.2921.56-10,816.950
2024-11-17SELL3332747.4821.6510,721.87-95.08
2024-11-20BUY33321.246.6421.26-10,667.50
2024-11-26SELL33315.345.7820.8810,338.24-329.26
2024-12-01BUY32318.544.8420.45-10,257.30
2024-12-04SELL32321.8545.3220.6710,233.18-24.11
2024-12-09BUY32318.244.820.44-10,247.640
2024-12-12SELL32312.54420.099,935.91-311.73