← 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: -17.1%. 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 →

#315 · MACD

Full-history NAV৳4,184

Net return -95.8% · drawdown 95.9% · 297 closed positions

2024 onward NAV৳47,680

Net return -52.3% · drawdown 52.3% · 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 5.0%, distance 2.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳132
Unsettled৳0
Holdings৳4,051
NAV৳4,184
Realized P&L৳-95,727
Unrealized P&L৳-89
Fees৳92,707
Friction৳42,819

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳2.26e-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 #315

595 fills, including partial sales. Page 5.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2020-08-18BUY5828873.533.5-16,8110
2020-08-23SELL5828773.2433.3816,539.37-271.63
2020-08-26BUY5331573.4633.47-16,801.930
2020-09-03SELL5332275.0934.2116,956.7154.77
2020-09-09BUY4933973.0933.3-16,717.390
2020-09-16SELL4934574.3833.916,796.7279.33
2020-10-14BUY5033373.2633.49-16,756.750
2020-10-21SELL50331.973.0233.4416,488.55-268.21
2020-11-08BUY49336.272.4833.19-16,579.480
2020-11-15SELL49330.271.1932.6116,075.99-503.48
2020-12-07BUY49325.170.0932.12-16,032.110
2020-12-14SELL4934674.634.1516,845.25813.14
2020-12-20BUY48348.573.633.65-16,835.250
2020-12-23SELL48337.671.332.616,100.9-734.35
2020-12-29BUY4635371.4532.64-16,342.090
2021-01-05SELL46368.4874.5834.0516,841.45499.36
2021-01-10BUY45366.372.5333.09-16,589.120
2021-01-14SELL4537073.2633.4316,543.31-45.81
2021-01-19BUY43384.272.6933.16-16,626.450
2021-01-24SELL4337570.9532.3616,021.69-604.75
2021-02-07BUY4138569.4531.7-15,886.150
2021-02-10SELL41377.768.1431.0915,386.47-499.68
2021-03-07BUY45340.367.3830.76-15,411.640
2021-03-10SELL45351.8269.6631.8115,730.43318.79
2021-03-15BUY4534768.7131.39-15,715.090
2021-03-23SELL45341.767.6630.9315,277.91-437.18
2021-04-08BUY4732567.2130.76-15,372.970
2021-04-18SELL47343.971.1232.6216,059.56686.59
2021-04-21BUY47340.270.3532.3-16,092.050
2021-04-28SELL47338.870.0632.1815,821.36-270.69
2021-05-03BUY4634269.2231.86-15,833.080
2021-05-06SELL4633567.831.215,311-522.09
2021-05-12BUY44346.267.0230.75-15,330.580
2021-05-20SELL4434366.430.4114,995.18-335.4
2021-05-30BUY43348.465.9230.17-15,077.290
2021-06-06SELL43351.966.5830.4515,034.67-42.62
2021-06-13BUY4235164.8629.68-14,836.550
2021-06-16SELL4234864.3129.4314,522.26-314.29
2021-06-29BUY42346.263.9829.29-14,633.670
2021-07-08SELL4235064.6829.6214,605.7-27.97
2021-07-14BUY40358.263.0428.85-14,419.890
2021-07-26SELL40363.563.9829.2614,446.7626.87
2021-07-29BUY3937564.3529.43-14,718.780
2021-08-05SELL3936863.1528.8414,260.01-458.77
2021-08-25BUY38369.961.8528.22-14,146.270
2021-08-31SELL38360.560.2827.5113,611.21-535.06
2021-09-06BUY37369.960.2227.49-13,774.010
2021-09-13SELL37389.763.4428.9714,326.48552.47
2021-11-03BUY40356.662.7628.69-14,355.450
2021-11-10SELL4035662.6628.6814,148.66-206.79
2021-11-15BUY39360.261.8128.34-14,137.950
2021-11-22SELL3936061.7828.3713,949.86-188.09
2021-11-25BUY38360.160.2127.72-13,771.730
2021-12-01SELL3835960.0227.6613,554.32-217.42
2021-12-06BUY37362.859.0627.18-13,509.850
2021-12-13SELL3735858.2826.8413,160.88-348.97
2022-01-02BUY3835058.5226.92-13,385.440
2022-01-09SELL38350.158.5426.8813,218.38-167.06
2022-01-12BUY3735457.6326.45-13,182.080
2022-01-19SELL37358.658.3826.7913,183.030.95
2022-01-24BUY36359.856.9926.15-13,035.940
2022-01-27SELL36351.455.6625.5312,569.21-466.74
2022-02-07BUY35355.354.7225.13-12,515.350
2022-02-14SELL3535855.1325.3912,449.48-65.87
2022-02-17BUY3535754.9825.27-12,575.250
2022-02-27SELL3534553.1324.3711,997.5-577.75
2022-03-14BUY36329.952.2623.92-11,952.580
2022-03-22SELL3632751.823.7211,696.48-256.09
2022-03-27BUY36325.851.6123.64-11,804.050
2022-04-03SELL36328.952.123.911,764.41-39.64
2022-04-06BUY36323.351.2123.53-11,713.540
2022-04-11SELL36324.951.4623.6911,621.24-92.3
2022-04-18BUY36323.151.1823.58-11,706.350
2022-04-25SELL36327.251.8323.8111,703.56-2.79
2022-04-28BUY36322.951.1523.46-11,699.010
2022-05-09SELL36321.150.8623.3111,485.43-213.58
2022-05-30BUY3631049.122.46-11,231.560
2022-06-06SELL36313.449.6422.7211,210.03-21.53
2022-06-09BUY3730850.1422.95-11,469.10
2022-06-16SELL37304.549.5722.7611,194.17-274.93
2022-06-21BUY36304.148.1722.1-11,017.870
2022-06-26SELL36304.548.2322.1310,891.64-126.24
2022-07-18BUY38289.848.4522.13-11,082.980
2022-07-25SELL38286.947.9721.8910,832.34-250.65
2022-07-28BUY37289.447.1121.5-10,776.410
2022-08-04SELL37299.148.6922.2210,995.78219.37
2022-08-30BUY37295.248.0621.94-10,992.40
2022-09-06SELL37288.146.921.4110,591.39-401
2022-09-15BUY3628745.4620.77-10,398.230
2022-09-25SELL36286.645.420.7610,251.45-146.78
2022-10-02BUY36286.645.420.78-10,383.780
2024-03-04SELL36246.339.0118.118,809.68-1,574.1
2024-03-21BUY3624138.1717.42-8,731.590
2024-03-31SELL36235.837.3517.038,434.42-297.18
2024-04-03BUY35239.936.9416.85-8,450.30
2024-04-16SELL35238.536.7316.798,293.98-156.31
2024-04-21BUY35234.736.1416.55-8,267.190
2024-04-28SELL3523536.1916.598,172.22-94.97
2024-05-02BUY3523636.3416.66-8,3130
2024-05-09SELL35239.936.9416.918,342.6429.64