← 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: -18.1%. 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 →

#319 · MACD

Full-history NAV৳3,426

Net return -96.6% · drawdown 96.6% · 307 closed positions

2024 onward NAV৳62,912

Net return -37.1% · drawdown 54.1% · 59 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 2.0%, distance 1.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳60
Unsettled৳3,366
Holdings৳0
NAV৳3,426
Realized P&L৳-96,574
Unrealized P&L৳0
Fees৳76,059
Friction৳35,053

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳9.87e-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 #319

614 fills, including partial sales. Page 6.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2022-09-15BUY2528731.5714.4-7,220.970
2022-09-20SELL25287.231.5914.427,133.99-86.98
2022-09-25BUY25286.631.5314.39-7,210.910
2022-10-02SELL25286.631.5314.47,119.08-91.84
2024-04-01BUY29242.830.9814.12-7,086.30
2024-04-04SELL29239.630.5713.946,903.88-182.42
2024-04-15BUY2924130.7514.04-7,033.790
2024-04-18SELL29236.130.1313.766,803.01-230.78
2024-04-23BUY29233.629.8113.64-6,817.850
2024-04-28SELL2923529.9913.736,771.29-46.56
2024-05-02BUY2823629.0813.31-6,650.380
2024-05-07SELL28241.829.7913.636,726.9876.6
2024-05-12BUY2823929.4413.46-6,734.90
2024-05-15SELL28238.529.3813.436,635.18-99.72
2024-06-05BUY29225.128.7213.15-6,569.770
2024-06-10SELL2923029.3513.496,627.1757.39
2024-06-13BUY29226.728.9313.26-6,616.480
2024-06-23SELL29228.829.1913.376,592.63-23.85
2024-06-26BUY29229.929.3413.43-6,709.870
2024-07-02SELL29247.631.5914.467,134.35424.48
2024-07-07BUY2924331.0114.18-7,092.190
2024-07-10SELL2925031.914.587,203.52111.33
2024-07-15BUY29245.931.3814.34-7,176.810
2024-07-24SELL29248.231.6714.477,151.66-25.15
2024-07-29BUY2825731.6614.46-7,242.120
2024-08-01SELL28254.731.3814.337,085.89-156.23
2024-08-15BUY1838130.1813.73-6,901.90
2024-08-20SELL1835327.9612.716,313.33-588.57
2024-08-25BUY1835428.0412.75-6,412.790
2024-08-29SELL18348.927.6312.566,240-172.78
2024-11-10BUY1932427.0912.33-6,195.420
2024-11-13SELL19329.327.5312.536,216.6421.22
2024-11-18BUY19320.526.7912.2-6,128.490
2024-11-25SELL1931726.512.075,984.43-144.06
2024-11-28BUY19322.926.9912.29-6,174.390
2024-12-05SELL19320.226.7712.196,044.84-129.55
2024-12-10BUY19319.926.7412.19-6,117.030
2024-12-18SELL1932026.7512.26,041.05-75.98
2024-12-23BUY18325.625.7911.75-5,898.340
2025-01-01SELL18323.525.6211.685,785.7-112.64
2025-01-06BUY18325.625.7911.76-5,898.350
2025-01-13SELL18334.226.4712.075,977.0778.72
2025-01-16BUY18329.126.0611.87-5,961.740
2025-01-23SELL18335.926.612.126,007.4845.74
2025-02-04BUY17340.125.4411.59-5,818.720
2025-02-11SELL1733825.2811.525,709.2-109.53
2025-02-18BUY17347.926.0211.85-5,952.170
2025-02-25SELL1734525.8111.755,827.45-124.72
2025-04-08BUY17322.524.1211.02-5,517.640
2025-04-16SELL1732124.0110.975,422.02-95.62
2025-04-17BUY1320.21.410.64-322.250
2025-04-24SELL13211.410.64318.95-3.3
2025-04-27BUY1731523.5610.77-5,389.340
2025-04-30SELL17302.322.6110.335,106.16-283.18
2025-05-21BUY18294.323.3110.65-5,331.360
2025-05-25SELL18273.621.679.94,893.23-438.13
2025-06-02BUY17288.521.589.87-4,935.950
2025-06-15SELL1728521.329.764,813.92-122.03
2025-06-18BUY1728521.329.77-4,876.090
2025-06-23SELL17290.221.719.954,901.7525.66
2025-06-26BUY16297.320.939.59-4,787.320
2025-07-02SELL16302.421.299.744,807.3720.05
2025-07-08BUY1630021.129.66-4,830.780
2025-07-13SELL1630021.129.664,769.22-61.56
2025-07-16BUY1629820.989.59-4,798.570
2025-07-21SELL1630321.339.734,816.9318.37
2025-07-24BUY15323.321.349.73-4,880.560
2025-07-29SELL15310.3720.489.334,625.7-254.86
2025-08-03BUY14313.519.318.8-4,417.110
2025-08-07SELL14317.119.538.94,410.97-6.14
2025-09-03BUY14311.519.198.74-4,388.930
2025-09-08SELL14308.5198.664,291.34-97.6
2025-11-06BUY15283.818.738.6-4,284.330
2025-11-11SELL15276.418.248.374,119.39-164.94
2025-11-25BUY15277.718.338.4-4,192.230
2025-11-30SELL15278.418.378.424,149.2-43.03
2025-12-03BUY1528018.488.47-4,226.950
2025-12-08SELL15278.718.398.434,153.67-73.28
2026-01-11BUY16254.117.898.16-4,091.650
2026-01-14SELL16251.217.688.073,993.44-98.21
2026-01-19BUY15259.317.117.81-3,914.420
2026-01-22SELL1526517.497.973,949.5435.11
2026-01-27BUY15267.117.638.03-4,032.160
2026-02-01SELL15267.117.638.033,980.84-51.32
2026-02-05BUY1526317.367.91-3,970.270
2026-02-10SELL15265.517.527.983,956.99-13.27
2026-02-17BUY15270.117.838.12-4,077.450
2026-02-22SELL15266.217.5783,967.43-110.02
2026-03-25BUY15251.116.577.55-3,790.620
2026-03-31SELL15245.516.27.383,658.92-131.71
2026-04-12BUY15245.916.237.4-3,712.130
2026-04-16SELL15242.716.027.313,617.18-94.95
2026-04-21BUY15241.815.967.28-3,650.240
2026-04-26SELL15245.216.187.383,654.434.19
2026-04-30BUY1524716.37.44-3,728.740
2026-05-05SELL15242.516.017.33,614.19-114.55
2026-05-10BUY15242.916.037.32-3,666.850
2026-05-13SELL15239.715.827.223,572.46-94.39
2026-05-24BUY14241.414.876.78-3,401.250
2026-06-03SELL1424114.856.773,352.38-48.87