← 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: -15.7%. 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 →

#307 · MACD

Full-history NAV৳5,566

Net return -94.4% · drawdown 94.6% · 290 closed positions

2024 onward NAV৳47,438

Net return -52.6% · drawdown 52.6% · 52 closed positions

2024 stress NAV৳22,242

Net return -77.8% · drawdown 77.8% · 46 closed positions

Variant 1; fixed stop 6.0%; maximum 5 sessions; gate None; continuous signal; exit any bearish; trailing arms at 12.0%, distance 4.5%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳86
Unsettled৳0
Holdings৳5,481
NAV৳5,566
Realized P&L৳-94,313
Unrealized P&L৳-121
Fees৳96,527
Friction৳44,643

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳6.55e-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 #307

581 fills, including partial sales. Page 1.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2010-12-05BUY436227.6436.63200.83-99,871.060
2010-12-08SELL436222.7427.23196.5296,473.45-3,397.61
2010-12-22BUY355269.9421.58193.22-96,429.30
2010-12-27SELL355258.4403.62184.6491,143.74-5,285.56
2010-12-30BUY369245.8399.08182.49-91,281.770
2011-01-04SELL369236.5383.98175.5386,708.99-4,572.78
2011-01-13BUY367234.8379.16173.21-86,723.960
2011-01-18SELL367228.7369.3168.7383,394.86-3,329.1
2011-01-30BUY367225.8364.62167.24-83,400.470
2011-02-06SELL367213343.95157.4577,669.59-5,730.87
2011-03-13BUY448172.1339.24155.74-77,595.790
2011-03-21SELL448174.8344.57158.3477,807.5211.71
2011-03-24BUY472163.8340.18156.48-77,810.260
2011-03-29SELL472165.5343.71158.277,614.09-196.17
2011-04-03BUY453170.4339.64156.35-77,687.190
2011-04-10SELL453170.4339.64156.4976,695.07-992.13
2011-04-17BUY449169.5334.86154.58-76,594.950
2011-04-24SELL449160.3316.69146.2771,511.74-5,083.21
2011-05-08BUY484146.8312.63144.8-71,508.620
2011-05-11SELL484145.8310.5144.1970,112.51-1,396.11
2011-05-16BUY460151.6306.84143.01-70,185.850
2011-05-23SELL460140.8284.98133.0764,349.95-5,835.9
2011-05-30BUY433147.7281.4131.85-64,367.350
2011-06-06SELL433146.5279.11130.8863,024.51-1,342.84
2011-06-09BUY424147.6275.36129.05-62,986.810
2011-06-14SELL424141.6264.17123.4259,650.82-3,335.99
2011-06-23BUY409144.9260.76121.5-59,646.360
2011-06-30SELL409163.9294.95136.7766,603.386,957.02
2011-07-05BUY405163.2290.82134.12-66,520.940
2011-07-12SELL405174310.07142.6370,017.33,496.36
2011-07-17BUY393177.1306.24140.61-70,047.150
2011-07-25SELL393205.6355.52162.6880,282.610,235.45
2011-09-27BUY484164.9351.17163.44-80,326.210
2011-10-04SELL484157.1334.56155.6775,546.17-4,780.04
2011-10-27BUY461162.8330.22152.84-75,533.860
2011-11-03SELL461162.9330.43152.4974,613.98-919.88
2011-11-15BUY503147.3326150.46-74,568.370
2011-11-20SELL503166.6368.72170.3183,260.778,692.41
2011-11-23BUY506163.7364.46167.89-83,364.550
2011-11-29SELL506160356.22163.9280,439.86-2,924.69
2011-12-26BUY497160.8351.64163.95-80,433.190
2012-01-02SELL497173.8380.07177.5485,820.995,387.8
2012-01-05BUY482176.7374.75173.84-85,717.980
2012-01-12SELL482174.7370.5170.8783,664.03-2,053.95
2012-02-14BUY537154.9366168.84-83,716.140
2012-02-22SELL537148.2350.17161.3779,071.86-4,644.28
2012-02-27BUY509154.4345.79159.31-79,094.710
2012-03-05SELL509151.4339.08156.1176,567.41-2,527.3
2012-03-13BUY480158.6334.96154.73-76,617.70
2012-03-20SELL480172.8364.95168.6982,410.365,792.66
2012-03-27BUY444184.3360.05166.05-82,355.30
2012-04-03SELL444189369.23169.6783,377.11,021.8
2012-04-15BUY383216.1364.17166.68-83,297.160
2012-04-22SELL383214.9362.15165.5681,778.99-1,518.16
2012-06-04BUY399203.6357.44165.17-81,759.010
2012-06-11SELL399203.4357.09165.780,633.81-1,125.19
2012-06-25BUY401200352.88164.35-80,717.230
2012-06-28SELL401208.8368.41171.3683,189.032,471.8
2012-07-04BUY412200.7363.83169.04-83,221.270
2012-07-10SELL412192.7349.33162.1878,880.9-4,340.38
2012-07-22BUY393199.4344.8159.56-78,868.570
2012-07-25SELL393205.5355.35164.2480,241.911,373.34
2012-07-30BUY389204.8350.54162.13-80,179.870
2012-08-05SELL389189.1323.66149.2973,086.95-7,092.92
2012-09-12BUY427170.1319.58147.46-73,099.740
2012-09-17SELL427172.7324.47149.5873,268.85169.11
2012-09-20BUY425171.4320.52147.67-73,313.180
2012-09-27SELL425167.8313.79144.6770,856.55-2,456.64
2012-10-02BUY421167.3309.91142.92-70,886.130
2012-10-08SELL421166.3308.05142.1769,562.08-1,324.05
2012-10-11BUY422163.6303.77140.52-69,483.490
2012-10-16SELL422162.5301.73140.0768,133.2-1,350.29
2012-10-31BUY387174.8297.65139.35-68,084.60
2012-11-07SELL387167.2284.71133.3664,288.33-3,796.27
2012-11-12BUY383167.2281.77132.16-64,451.520
2012-11-15SELL383177.9299.8140.967,695.013,243.48
2012-11-20BUY399168.2295.29137.63-67,544.720
2012-11-26SELL399167293.19136.5766,203.24-1,341.48
2012-12-03BUY392168.1289.94135.71-66,320.850
2012-12-06SELL392167.6289.08135.3365,274.79-1,046.06
2012-12-18BUY388167.1285.27134.62-65,254.690
2012-12-26SELL388174297.05141.1567,073.791,819.1
2013-01-01BUY386172.6293.14138.42-67,055.160
2013-01-07SELL386171.6291.45138.0165,808.15-1,247.01
2013-02-03BUY386169.5287.88138.43-65,853.310
2013-02-10SELL386168.3285.84134.5364,543.43-1,309.89
2013-03-14BUY439145.9281.82134.46-64,466.380
2013-03-25SELL439144.4278.92134.6662,978.01-1,488.37
2013-03-31BUY426146.9275.35134.68-62,989.430
2013-04-07SELL426147275.54134.5362,211.93-777.5
2013-04-10BUY424145.7271.82132.35-62,180.970
2013-04-18SELL424145.1270.7131.9761,119.73-1,061.24
2013-04-30BUY423143.8267.64131.52-61,226.560
2013-05-08SELL423147.2273.97135.7561,855.88629.32
2013-05-15BUY397154.7270.23132.21-61,818.340
2013-05-22SELL397167.8293.11140.5666,182.934,364.59
2013-05-28BUY391168.1289.2137.69-66,153.990
2013-06-04SELL391177.7305.72143.8869,031.112,877.12
2013-06-09BUY389176.5302.1140.7-69,101.30
2013-06-12SELL389178.1304.84141.5268,834.54-266.76