← 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 2.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2013-04-18BUY300145.1191.5391.53-43,813.060
2013-04-23SELL300145.2191.6691.7143,276.62-536.44
2013-04-28BUY299143.7189.0590.58-43,245.930
2013-05-02SELL299146.6192.8792.9843,547.56301.63
2013-05-07BUY294147.3190.5592.16-43,588.910
2013-05-12SELL294149.7193.6593.6343,724.52135.61
2013-05-15BUY281154.7191.2791.64-43,753.610
2013-05-20SELL281166.2205.4997.8146,398.92,645.29
2013-05-26BUY282163.7203.1295.66-46,462.170
2013-06-02SELL282173.9215.78100.8248,723.22,261.03
2013-06-09BUY274176.5212.7998.4-48,672.190
2013-06-12SELL274178.1214.7299.0748,485.62-186.57
2013-06-27BUY262184212.1297.48-48,517.590
2013-07-03SELL262180.6208.295.5847,013.42-1,504.17
2013-07-14BUY220211.5204.7393.62-46,828.350
2013-07-17SELL220232.5225.06102.7750,822.173,993.83
2013-07-18BUY1193.10.850.39-194.340
2013-07-23SELL11750.770.35173.88-20.46
2013-08-21BUY258196.1222.61101.76-50,918.170
2013-08-26SELL258210.5238.96109.4553,960.593,042.42
2013-09-02BUY250214.7236.17108.01-54,019.180
2013-09-09SELL250204.3224.73102.6550,747.62-3,271.56
2013-10-28BUY266189.3221.56103.36-50,678.710
2013-11-04SELL266199.1233.03108.7152,618.861,940.15
2013-11-07BUY258202.4229.76107.01-52,555.970
2013-11-13SELL258194.3220.57102.0849,807.78-2,748.19
2013-11-18BUY248199.9218.13100.7-49,894.040
2013-11-21SELL248209.9229.04105.3351,720.831,826.79
2013-11-26BUY257200226.16103.82-51,729.980
2013-12-03SELL257204.8231.59106.352,295.71565.73
2014-01-07BUY250207.7228.47105.81-52,259.280
2014-01-12SELL250209.9230.89106.8952,137.22-122.07
2014-01-16BUY251206227.51105.24-52,038.740
2014-01-23SELL251212.1234.24108.2152,894.64855.9
2014-01-28BUY250210.9231.99106.96-53,063.950
2014-02-04SELL250210.1231.11106.4252,187.47-876.48
2014-02-27BUY242214227.87104.67-52,120.530
2014-03-06SELL242214.7228.61104.8451,623.94-496.59
2014-03-11BUY241212.8225.65103.5-51,613.950
2014-03-19SELL241211.3224.06102.8150,596.43-1,017.52
2014-04-09BUY203247.9221.42101.39-50,646.510
2014-04-15SELL203256.76229.34104.8951,788.061,141.54
2014-04-20BUY205250.3225.77103.15-51,640.420
2014-04-27SELL205265.8239.75109.4354,139.822,499.4
2014-04-30BUY200268.9236.63107.98-54,124.610
2014-05-08SELL200272.6239.89109.4754,170.6446.03
2014-06-05BUY189285.9237.75108.83-54,381.680
2014-06-12SELL189299.3248.9113.9956,204.821,823.14
2014-06-17BUY183303.7244.54111.85-55,933.490
2014-06-24SELL183300.9242.28110.7554,711.67-1,221.83
2014-08-04BUY175310.8239.32109.62-54,738.940
2014-08-11SELL175340261.8119.7559,118.454,379.52
2014-08-14BUY171344.2258.98118.34-59,235.520
2014-08-21SELL171330.3248.52113.4656,119.32-3,116.2
2014-09-23BUY146380.7244.56111.81-55,938.570
2014-09-29SELL146392.2251.95115.1456,894.11955.54
2014-10-02BUY149380.2249.26113.84-57,012.90
2014-10-16SELL149377.8247.69113.0655,931.46-1,081.44
2014-12-04BUY158352.6245.13112.74-56,068.670
2014-12-11SELL158363.1252.43116.2857,001.1932.43
2014-12-18BUY161350.8248.51114.52-56,841.830
2014-12-28SELL161357.8253.47117.1657,235.17393.34
2015-01-01BUY156364249.85115.51-57,149.360
2015-01-11SELL156364.1249.92115.9556,433.74-715.63
2015-01-14BUY156360247.1114.65-56,521.760
2015-01-21SELL156350.4240.51111.5454,310.35-2,211.41
2015-02-09BUY159340237.86110.09-54,407.950
2015-02-16SELL159349.6244.58113.1155,228.71820.76
2015-02-22BUY165333.1241.83111.77-55,315.10
2015-03-01SELL165336.1244.01112.8655,099.63-215.47
2015-03-18BUY161340240.86111.2-55,092.060
2015-03-25SELL161338239.44110.4554,068.11-1,023.95
2015-03-31BUY151354.9235.8108.35-53,934.050
2015-04-07SELL151348.3231.41106.1352,255.76-1,678.29
2015-04-12BUY149349.6229.2105.07-52,424.670
2015-04-20SELL149340222.9102.2250,334.88-2,089.8
2015-05-13BUY153326219.46101.13-50,198.590
2015-05-18SELL153326219.46101.2449,557.3-641.3
2015-05-21BUY148332216.299.63-49,451.830
2015-05-26SELL148334217.5100.2349,114.27-337.56
2015-05-31BUY149328.5215.3698.96-49,260.820
2015-06-04SELL149329.1215.7698.9948,721.16-539.67
2015-06-09BUY149324.3212.6197.51-48,630.820
2015-06-14SELL149335219.63100.6349,594.74963.92
2015-06-17BUY148333216.8599.3-49,600.150
2015-06-22SELL148328.9214.1898.0948,364.93-1,235.22
2015-07-02BUY146330.1212.0697.24-48,503.890
2015-07-08SELL146328210.7196.6247,580.67-923.22
2015-07-13BUY136346.9207.5895.14-47,481.130
2015-07-22SELL136335.2200.5891.8645,294.76-2,186.37
2015-07-27BUY133338.6198.1590.67-45,322.620
2015-08-02SELL133325.06190.2286.9942,955.23-2,367.39
2015-08-27BUY133321.5188.1486.41-43,034.050
2015-09-01SELL133316.1184.9885.0641,771.26-1,262.8
2015-09-06BUY132314.1182.4384.04-41,727.670
2015-09-09SELL132313.2181.9183.941,076.6-651.08
2015-10-26BUY161253179.2382.32-40,994.550
2015-10-29SELL161246.5174.6280.2439,431.64-1,562.91
2015-11-03BUY156251.4172.5679.37-39,470.330
2015-11-08SELL156250171.679.0538,749.35-720.98