← 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: -16.7%. 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 →

#314 · MACD

Full-history NAV৳4,581

Net return -95.4% · drawdown 95.5% · 296 closed positions

2024 onward NAV৳48,028

Net return -52.0% · drawdown 52.0% · 58 closed positions

2024 stress NAV৳24,105

Net return -75.9% · drawdown 75.9% · 43 closed positions

Variant 1; fixed stop 4.0%; maximum 10 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৳13
Unsettled৳4,568
Holdings৳0
NAV৳4,581
Realized P&L৳-95,419
Unrealized P&L৳0
Fees৳73,472
Friction৳33,810

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.05e-10. 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 #314

592 fills, including partial sales. Page 2.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2013-03-27BUY266144168.5479.84-38,552.380
2013-04-01SELL266146.2171.1181.4538,636.6484.26
2013-04-04BUY261147.4169.2780.41-38,721.080
2013-04-09SELL261146.5168.2479.8937,988.37-732.72
2013-04-15BUY257146.7165.8978.69-37,946.480
2013-04-18SELL257145.1164.0877.8637,048.76-897.72
2013-04-30BUY256143.8161.9877.24-37,052.020
2013-05-06SELL256145.9164.3478.7937,107.2755.26
2013-05-09BUY248148.3161.8277.46-37,017.690
2013-05-14SELL248157.4171.7582.0338,781.411,763.72
2013-05-20BUY232166.2169.6680.12-38,808.180
2013-06-04SELL232177.7181.484.1840,960.822,152.64
2013-06-09BUY231176.5179.3982.74-41,033.630
2013-06-12SELL231178.1181.0283.3340,876.75-156.88
2013-06-26BUY212191.6178.7282.05-40,879.970
2013-07-02SELL212183.9171.5478.6438,736.62-2,143.35
2013-07-14BUY182211.5169.3777.37-38,739.740
2013-07-17SELL182232.5186.1984.9542,043.873,304.13
2013-08-21BUY213196.1183.7883.93-42,037.010
2013-08-26SELL213210.5197.2890.2444,548.982,511.97
2013-09-02BUY206214.7194.688.91-44,511.710
2013-09-09SELL206204.3185.1884.5141,816.11-2,695.6
2013-10-06BUY224185.7183.0383.91-41,863.740
2013-10-09SELL224179.2176.6281.2239,882.96-1,980.77
2013-10-23BUY216183.2174.1180.62-39,825.930
2013-10-28SELL216189.3179.9183.5240,625.37799.44
2013-10-31BUY210192177.4182.46-40,579.870
2013-11-10SELL210196.8181.8484.0341,062.12482.25
2013-11-13BUY210194.6179.8182.94-41,128.750
2013-11-21SELL210209.9193.9589.0343,796.022,667.27
2013-11-26BUY217200190.9687.52-43,678.480
2013-12-10SELL217204.6195.3589.5544,113.3434.81
2014-01-06BUY213206.4193.4489.3-44,245.940
2014-01-09SELL213208.7195.5990.3144,167.2-78.74
2014-01-15BUY214204.5192.5688.88-44,044.440
2014-01-27SELL214213.4200.9492.4945,374.181,329.74
2014-02-26BUY215210.4199.0491.32-45,526.360
2014-03-04SELL215214.2202.6392.8545,757.52231.16
2014-03-09BUY208218.3199.7991.54-45,697.720
2014-03-23SELL208209.3191.5587.7743,255.08-2,442.65
2014-04-01BUY199215.7188.8786.67-43,199.840
2014-04-09SELL199247.9217.0699.3749,015.665,815.83
2014-04-16BUY190255.8213.8597.71-48,913.560
2014-04-21SELL190252.7211.2696.4747,705.27-1,208.29
2014-04-27BUY179265.8209.3495.5-47,883.050
2014-05-12SELL179270.5213.0597.2148,109.24226.19
2014-06-01BUY173275.4209.6395.95-47,949.790
2014-06-05SELL173285.9217.6399.5549,143.521,193.73
2014-06-10BUY171286.3215.4198.58-49,271.290
2014-06-17SELL171303.7228.5104.4851,599.722,328.43
2014-06-22BUY173296.5225.7103.15-51,623.350
2014-07-07SELL173293.3223.26102.1350,415.51-1,207.84
2014-08-04BUY161310.8220.17100.79-50,359.760
2014-08-11SELL161330.06233.82106.8852,799.612,439.85
2014-08-14BUY152344.2230.2105.13-52,653.730
2014-08-21SELL152330.3220.9100.8149,883.89-2,769.84
2014-09-04BUY147338.1218.6899.81-50,019.190
2014-09-18SELL147365.1236.15107.9953,325.573,306.37
2014-09-23BUY139380.7232.84106.42-53,256.550
2014-09-29SELL139392.2239.87109.5954,166.34909.78
2014-10-29BUY144374.6237.35108.36-54,288.110
2014-11-05SELL144358.5227.15103.7251,293.13-2,994.98
2014-12-04BUY144352.6223.41102.64-51,100.450
2014-12-21SELL144351.5222.71102.5250,290.77-809.68
2014-12-29BUY140356.5219.6101.33-50,230.940
2015-01-14SELL140360221.76102.6850,075.56-155.38
2015-02-05BUY147340219.91101.68-50,301.60
2015-02-22SELL147333.1215.4599.3948,650.86-1,650.74
2015-03-16BUY145334213.0998.36-48,741.450
2015-03-30SELL145352.8225.09103.4950,827.422,085.97
2015-04-02BUY143353222.11101.88-50,802.990
2015-04-19SELL143342215.1998.6348,592.18-2,210.8
2015-05-06BUY144333.9211.5697.37-48,390.520
2015-05-11SELL144330209.0996.2447,214.68-1,175.85
2015-05-14BUY144326.9207.1295.36-47,376.080
2015-05-19SELL144333.8211.597.4947,758.22382.14
2015-05-24BUY145326207.9995.81-47,573.80
2015-05-27SELL145329.9210.4896.9247,528.11-45.7
2015-06-04BUY144329.1208.5295.63-47,694.550
2015-06-09SELL144324.3205.4894.2146,399.52-1,295.03
2015-06-14BUY137335201.9492.47-46,189.410
2015-06-22SELL137328.9198.2690.7544,770.29-1,419.11
2015-07-02BUY135330.1196.0889.85-44,849.430
2015-07-08SELL135328194.8389.2843,995.89-853.54
2015-07-13BUY126346.9192.3288.09-43,989.820
2015-07-22SELL126335.2185.8385.0641,964.31-2,025.51
2015-08-24BUY132316.5183.8284.27-42,046.10
2015-08-27SELL132321.5186.7385.7542,165.52119.42
2015-09-01BUY133316.1184.9885.06-42,311.340
2015-09-06SELL133314.1183.8184.6941,506.8-804.54
2015-09-09BUY131313.2180.5383.25-41,292.980
2015-09-14SELL131307.1177.0181.5839,971.51-1,321.47
2015-10-21BUY154258.9175.4380.53-40,126.560
2015-10-27SELL154250169.477.7638,252.84-1,873.72
2015-11-01BUY151250.8166.6376.61-38,114.040
2015-11-04SELL151249165.4476.137,357.47-756.57
2015-11-09BUY149249.3163.4475.3-37,384.440
2015-11-12SELL149250163.975.637,010.5-373.94
2015-11-17BUY147250.5162.0274.9-37,060.430
2015-11-22SELL147252.2163.1275.6636,834.61-225.81