← 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 6.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2024-08-25BUY2935445.1720.54-10,331.720
2024-08-29SELL29348.944.5220.2510,053.33-278.38
2024-11-10BUY3132444.1920.14-10,108.340
2024-11-17SELL3132744.620.3310,072.07-36.27
2024-11-20BUY31321.243.8119.97-10,020.980
2024-11-27SELL3132043.6519.919,856.45-164.53
2024-12-02BUY31318.943.519.84-9,949.230
2024-12-09SELL31318.243.419.89,801-148.24
2024-12-18BUY3032042.2419.29-9,661.530
2024-12-26SELL30323.942.7519.529,654.73-6.8
2025-01-01BUY30323.542.719.51-9,767.210
2025-01-08SELL3032643.0319.679,717.3-49.91
2025-01-13BUY29334.242.6419.47-9,753.920
2025-01-20SELL29333.542.5519.419,609.53-144.38
2025-01-23BUY28335.941.3818.88-9,465.460
2025-01-30SELL28331.940.8918.659,233.66-231.8
2025-02-04BUY27340.140.418.42-9,241.520
2025-02-11SELL2733840.1518.329,067.52-174
2025-02-18BUY26347.939.818.14-9,103.340
2025-02-25SELL2634539.4717.988,912.56-190.78
2025-04-08BUY28322.539.7318.2-9,087.930
2025-04-16SELL2832139.5518.128,930.34-157.6
2025-04-21BUY27321.138.1517.48-8,725.330
2025-04-27SELL27308.2636.6216.88,269.49-455.83
2025-05-21BUY28294.336.2616.63-8,293.280
2025-05-25SELL28273.633.7115.447,611.65-681.63
2025-06-02BUY27288.534.2715.74-7,839.520
2025-06-15SELL2728533.8615.577,645.57-193.95
2025-06-18BUY2628532.615.01-7,457.610
2025-06-23SELL26290.233.215.277,496.7339.11
2025-06-26BUY25297.332.715.04-7,480.240
2025-07-02SELL25302.433.2615.287,511.4631.21
2025-07-08BUY253003315.15-7,548.150
2025-07-13SELL253003315.147,451.86-96.29
2025-07-16BUY2529832.7815.02-7,497.80
2025-07-21SELL2530333.3315.247,526.4328.62
2025-07-24BUY23323.332.7214.94-7,483.550
2025-07-29SELL23310.3731.4114.337,092.73-390.83
2025-08-03BUY23313.531.7314.47-7,256.70
2025-08-11SELL2331431.7814.497,175.74-80.96
2025-09-03BUY23311.531.5214.39-7,210.410
2025-09-08SELL23308.531.2214.257,050.03-160.38
2025-11-06BUY24283.829.9713.83-6,8550
2025-11-11SELL24276.429.1913.476,590.94-264.06
2025-11-25BUY24277.729.3313.51-6,707.630
2025-11-30SELL24278.429.413.556,638.65-68.98
2025-12-03BUY2328028.3413.05-6,481.380
2025-12-08SELL23278.728.212.996,368.91-112.47
2026-01-11BUY25254.127.9512.78-6,393.230
2026-01-14SELL25251.227.6312.646,239.72-153.51
2026-01-19BUY24259.327.3812.53-6,263.110
2026-01-22SELL2426527.9812.786,319.2456.13
2026-01-27BUY24267.128.2112.88-6,451.480
2026-02-01SELL24267.128.2112.876,369.32-82.16
2026-02-05BUY2426327.7712.67-6,352.440
2026-02-10SELL24265.528.0412.796,331.17-21.27
2026-02-17BUY23270.127.3312.46-6,252.10
2026-02-22SELL23266.226.9412.286,083.38-168.72
2026-03-25BUY24251.126.5212.09-6,065.010
2026-03-31SELL24245.525.9211.825,854.25-210.76
2026-04-12BUY24245.925.9711.86-5,939.430
2026-04-16SELL24242.725.6311.715,787.46-151.97
2026-04-21BUY24241.825.5311.68-5,840.410
2026-04-26SELL24245.225.8911.845,847.076.66
2026-04-30BUY232472511.43-5,717.430
2026-05-05SELL23242.524.5411.225,541.74-175.69
2026-05-10BUY23242.924.5811.25-5,622.530
2026-05-13SELL23239.724.2611.095,477.75-144.78
2026-05-24BUY22241.423.3710.68-5,344.850
2026-06-03SELL2224123.3310.665,268.01-76.84
2026-06-08BUY22246.823.8910.91-5,464.40
2026-06-11SELL2225124.311.15,486.6122.2
2026-06-16BUY21249.623.0610.53-5,275.190
2026-06-21SELL21252.523.3310.655,268.52-6.67
2026-06-24BUY2125523.5610.75-5,389.310
2026-06-29SELL21259.523.9810.935,414.5925.28
2026-07-05BUY21258.323.8710.88-5,459.040
2026-07-08SELL2125823.8410.865,383.3-75.75
2026-09-20BUY22240.423.2710.66-5,322.730
2026-09-23SELL22241.923.4210.745,287.65-35.08
2026-09-28BUY22242.423.4610.76-5,367.020
2026-10-01SELL22241.623.3910.725,281.09-85.93
2026-10-06BUY22240.223.2510.66-5,318.310
2026-10-11SELL2224223.4310.755,289.82-28.49