← 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: -15.9%. 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 →

#310 · MACD

Full-history NAV৳5,307

Net return -94.7% · drawdown 94.8% · 292 closed positions

2024 onward NAV৳61,415

Net return -38.6% · drawdown 55.2% · 60 closed positions

2024 stress NAV৳35,369

Net return -64.6% · drawdown 69.7% · 41 closed positions

Variant 0; fixed stop 4.0%; maximum 5 sessions; gate None; continuous signal; exit EMA 200 break; trailing arms at 5.0%, distance 2.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳17
Unsettled৳5,290
Holdings৳0
NAV৳5,307
Realized P&L৳-94,693
Unrealized P&L৳0
Fees৳78,016
Friction৳35,960

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳5.46e-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 #310

584 fills, including partial sales. Page 1.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2010-12-02BUY429231.4436.79200.74-99,908.140
2010-12-07SELL429223420.93193.5695,052.5-4,855.63
2010-12-22BUY350269.9415.65190.47-95,071.120
2010-12-27SELL350258.4397.94182.0289,860.05-5,211.08
2010-12-30BUY363245.8392.59179.5-89,797.490
2011-01-04SELL363236.5377.74172.6685,299.1-4,498.39
2011-02-02BUY371228.3372.68170.74-85,242.720
2011-02-07SELL371209.7342.31156.6677,299.72-7,943
2011-03-13BUY447172.1338.49155.39-77,422.580
2011-03-16SELL447178.1350.29160.9579,099.461,676.88
2011-03-22BUY458171.7346.01159.05-79,143.660
2011-03-27SELL458163.3329.08151.3274,311-4,832.66
2011-03-30BUY442166.8324.39149.23-74,199.230
2011-04-04SELL442170.1330.81152.2374,701.16501.93
2011-04-10BUY436170.4326.9150.54-74,771.840
2011-04-13SELL436170.4326.9150.8273,816.68-955.15
2011-04-19BUY442166322.84149.05-73,843.890
2011-04-24SELL442160.3311.75143.9670,396.89-3,447
2011-05-18BUY461151.6307.51143.45-70,338.550
2011-05-23SELL461140.8285.6133.3764,489.83-5,848.72
2011-05-31BUY432148.5282.27132.42-64,566.690
2011-06-05SELL432147.4280.18131.3563,265.28-1,301.41
2011-06-08BUY428146.8276.45129.79-63,236.650
2011-06-13SELL428144.4271.93127.1561,404.12-1,832.53
2011-06-16BUY433140.9268.44125.4-61,403.550
2011-06-21SELL433140.6267.87124.9960,486.94-916.61
2011-06-28BUY389154.5264.44122.59-60,487.540
2011-07-03SELL389167.1286.01132.164,583.794,096.25
2011-07-06BUY391164282.15130.03-64,536.180
2011-07-11SELL391174.4300.04138.0567,752.313,216.14
2011-07-17BUY380177.1296.11135.91-67,730.020
2011-07-21SELL380215.8360.82165.4481,477.7413,747.72
2011-07-26BUY394205.5356.25162.96-81,486.220
2011-08-01SELL394181.6314.82143.7871,091.8-10,394.41
2011-10-03BUY442159.8310.78144.32-71,086.70
2011-10-09SELL442147.7287.25133.0564,863.1-6,223.6
2011-10-27BUY396162.8283.66130.96-64,883.420
2011-11-01SELL396164.5286.62132.164,723.28-160.14
2011-11-13BUY404159.2282.99130.37-64,730.160
2011-11-16SELL404161.7287.44132.4164,906.95176.79
2011-11-21BUY393164.3284.11130.69-64,984.70
2011-11-24SELL393166.3287.57132.0164,936.32-48.37
2011-11-29BUY403160283.71130.23-64,893.940
2011-12-04SELL403160283.71130.4264,065.87-828.07
2011-12-26BUY396160.8280.18129.97-64,086.950
2011-12-29SELL396163.5284.88132.5264,328.6241.66
2012-01-03BUY367174.1281.14130.16-64,3060
2012-01-10SELL367172.5278.55128.1562,900.8-1,405.2
2012-01-15BUY363172.3275.2126.42-62,946.520
2012-01-19SELL363168.1268.49123.2260,628.59-2,317.93
2012-02-27BUY390154.4264.95121.68-60,602.630
2012-03-01SELL390156.5268.55123.2960,643.1640.52
2012-03-06BUY393153.4265.26121.81-60,673.260
2012-03-11SELL393155268.03123.2260,523.76-149.51
2012-03-14BUY374160.6264.28121.7-60,450.380
2012-03-19SELL374174.7287.49132.4464,917.884,467.49
2012-03-27BUY350184.3283.82130.5-64,919.320
2012-04-01SELL350196301.84138.5368,159.633,240.31
2012-04-04BUY365185.5297.91136.58-68,141.990
2012-04-09SELL365191.49307.54140.969,446.141,304.15
2012-04-15BUY319216.1303.32138.67-69,377.890
2012-04-22SELL319214.9301.63137.7668,113.7-1,264.18
2012-04-25BUY306221.2297.82135.97-68,120.990
2012-04-30SELL306214.7289.07131.9665,277.17-2,843.82
2012-06-10BUY318204.4286132.09-65,417.290
2012-06-17SELL318200.1279.98129.4463,222.38-2,194.91
2012-07-02BUY307204.4276.1127.51-63,154.410
2012-07-09SELL307197.9267.32123.5860,364.4-2,790.01
2012-07-23BUY295203.5264.14121.63-60,418.280
2012-07-30SELL295204.8265.83122.4460,027.73-390.55
2012-08-05BUY315189.1262.09120.56-59,949.150
2012-08-08SELL315189261.95120.4559,152.6-796.55
2012-09-19BUY335175.5258.69118.91-59,170.090
2012-09-24SELL335173.2255.3117.2857,649.42-1,520.67
2012-09-27BUY341167.8251.77115.75-57,587.320
2012-10-02SELL341167.3251.02115.4556,682.84-904.48
2012-10-07BUY336167.6247.78113.99-56,675.370
2012-10-10SELL336163.6241.87111.4354,616.31-2,059.07
2012-10-31BUY311174.8239.2111.34-54,713.340
2012-11-05SELL311168.3230.3107.0552,003.95-2,709.39
2012-11-08BUY305169.5227.47106.02-52,030.990
2012-11-13SELL305167.5224.79104.7950,757.93-1,273.07
2012-11-19BUY293172.1221.87102.85-50,750.020
2012-11-22SELL293169.1218100.9349,227.37-1,522.65
2012-12-03BUY291168.1215.24100-49,232.330
2012-12-06SELL291167.6214.699.7148,457.29-775.04
2012-12-23BUY283169.9211.5699.38-48,392.640
2012-12-27SELL283174.8217.66102.0649,148.68756.04
2013-01-02BUY287170.5215.31100.77-49,249.580
2013-01-07SELL287171.6216.7101.5648,930.95-318.63
2013-01-10BUY284170.6213.1899.91-48,763.490
2013-01-15SELL284170212.4399.647,967.96-795.53
2013-02-05BUY273174.9210.0998.7-48,056.490
2013-02-10SELL273168.3202.1694.245,649.54-2,406.95
2013-03-20BUY312145.6199.8894.65-45,721.730
2013-03-27SELL312144197.6894.3144,636.01-1,085.72
2013-04-01BUY303146.2194.9193.36-44,586.870
2013-04-04SELL303147.4196.519444,371.69-215.18
2013-04-09BUY301146.5194.0292.74-44,383.270
2013-04-15SELL301146.7194.2992.8243,869.59-513.68