← 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: -18.9%. 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 →

#324 · MACD

Full-history NAV৳2,920

Net return -97.1% · drawdown 97.1% · 309 closed positions

2024 onward NAV৳41,812

Net return -58.2% · drawdown 58.2% · 58 closed positions

2024 stress NAV৳27,144

Net return -72.9% · drawdown 72.9% · 42 closed positions

Variant 1; fixed stop 6.0%; maximum 15 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৳34
Unsettled৳2,885
Holdings৳0
NAV৳2,920
Realized P&L৳-97,080
Unrealized P&L৳0
Fees৳68,040
Friction৳31,284

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳6.55e-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 #324

618 fills, including partial sales. Page 6.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2022-08-03BUY23301.230.4813.89-6,971.970
2022-08-08SELL23302.930.6513.986,922.07-49.9
2022-08-30BUY23295.229.8713.61-6,833.090
2022-09-04SELL2329529.8513.66,741.54-91.55
2022-09-15BUY2428730.3113.82-6,932.130
2022-09-20SELL24287.230.3313.846,848.63-83.49
2022-09-25BUY23286.62913.23-6,634.040
2022-10-02SELL23286.62913.246,549.55-84.48
2024-03-21BUY2824129.6913.54-6,791.230
2024-03-27SELL2824430.0613.76,788.24-2.99
2024-04-01BUY27242.828.8413.14-6,597.590
2024-04-04SELL27239.628.4612.986,427.76-169.83
2024-04-15BUY2724128.6313.07-6,548.70
2024-04-18SELL27236.128.0512.816,333.84-214.86
2024-04-23BUY27233.627.7512.69-6,347.650
2024-04-28SELL2723527.9212.776,304.31-43.34
2024-05-02BUY262362712.35-6,175.350
2024-05-07SELL26241.827.6612.656,246.4971.14
2024-05-12BUY2623927.3412.49-6,253.830
2024-05-15SELL26238.527.2812.476,161.25-92.59
2024-05-30BUY2722827.0912.38-6,195.470
2024-06-04SELL2722827.0912.396,116.53-78.94
2024-06-09BUY27225.626.812.29-6,130.290
2024-06-12SELL2722226.3712.095,955.54-174.75
2024-06-23BUY26228.826.1711.98-5,986.950
2024-06-26SELL26229.926.312.035,939.07-47.89
2024-07-02BUY24247.626.1511.95-5,980.50
2024-07-07SELL2424325.6611.725,794.62-185.88
2024-07-10BUY2325025.311.55-5,786.850
2024-07-15SELL23245.924.8911.365,619.46-167.39
2024-07-24BUY22248.224.0310.96-5,495.390
2024-07-29SELL2225724.8811.355,617.77122.38
2024-08-15BUY1538125.1511.44-5,751.580
2024-08-20SELL1535323.310.595,261.11-490.47
2024-09-25BUY15347.122.9110.42-5,239.830
2024-09-30SELL1534923.0310.485,201.49-38.34
2024-11-05BUY16316.622.2910.15-5,098.030
2024-11-10SELL16321.7522.6510.315,115.0417
2024-11-13BUY16329.323.1810.55-5,302.540
2024-12-04SELL16324.522.8410.45,158.75-143.78
2024-12-18BUY1632022.5310.27-5,152.790
2025-01-08SELL16325.3122.910.445,171.6818.89
2025-01-13BUY15334.222.0610.05-5,045.110
2025-02-03SELL1533221.919.984,948.11-97
2025-02-06BUY1433820.829.48-4,762.30
2025-02-18SELL14343.0421.139.624,771.749.44
2025-02-23BUY14345.721.39.69-4,870.790
2025-03-02SELL14324.9620.029.114,520.29-350.5
2025-03-17BUY14324.920.019.11-4,577.720
2025-04-16SELL1432119.779.024,465.2-112.52
2025-04-21BUY14321.119.789.03-4,524.210
2025-04-27SELL14301.8318.598.494,198.59-325.62
2025-05-15BUY14295.418.28.3-4,162.10
2025-05-19SELL1429718.38.354,131.35-30.75
2025-06-01BUY1428617.628.05-4,029.670
2025-06-04SELL14284.617.538.023,958.85-70.82
2025-06-17BUY14286.617.658.08-4,038.130
2025-06-22SELL1429418.118.294,089.651.47
2025-06-25BUY1429518.178.31-4,156.490
2025-06-30SELL1430318.668.544,214.858.31
2025-07-07BUY14298.118.368.39-4,200.160
2025-07-10SELL1429918.428.424,159.16-40.99
2025-07-21BUY1430318.668.51-4,269.180
2025-07-24SELL14323.319.929.084,497.21228.03
2025-07-29BUY1332018.38.34-4,186.640
2025-08-17SELL1330617.57.973,952.53-234.11
2025-08-31BUY1330717.568-4,016.560
2025-09-03SELL13311.517.828.124,023.577
2025-09-08BUY13308.517.658.04-4,036.190
2025-09-11SELL1330317.337.93,913.77-122.42
2025-10-05BUY13298.417.077.8-3,904.070
2025-10-08SELL13296.416.957.753,828.5-75.57
2025-10-27BUY14286.117.628.07-4,031.090
2025-10-30SELL1427817.127.843,867.04-164.06
2025-11-04BUY1328416.247.44-3,715.680
2025-11-09SELL1328616.367.53,694.14-21.54
2025-11-23BUY14273.316.847.71-3,850.750
2025-11-26SELL14277.517.097.833,860.089.33
2025-12-01BUY1327915.967.31-3,650.270
2025-12-04SELL13280.216.037.343,619.23-31.03
2025-12-09BUY13278.815.957.3-3,647.650
2025-12-14SELL13264.815.156.923,420.34-227.31
2025-12-28BUY1326315.046.87-3,440.910
2026-01-01SELL1326014.876.793,358.34-82.57
2026-01-08BUY1325414.536.63-3,323.150
2026-01-13SELL13251.214.376.553,244.68-78.48
2026-01-18BUY1325714.76.71-3,362.410
2026-01-21SELL13264.715.146.93,419.0656.65
2026-01-26BUY13264.715.146.9-3,463.140
2026-01-29SELL13271.515.537.073,506.943.76
2026-02-16BUY1227814.686.68-3,357.360
2026-02-19SELL1226714.16.423,183.48-173.88
2026-03-15BUY1325514.596.64-3,336.230
2026-03-25SELL13251.114.366.543,243.4-92.83
2026-04-09BUY1324814.196.46-3,244.650
2026-04-15SELL1324213.846.313,125.85-118.8
2026-04-20BUY13242.313.866.32-3,170.080
2026-04-23SELL13243.913.956.363,150.39-19.69
2026-04-28BUY12244.812.935.89-2,956.420
2026-05-03SELL1224312.835.852,897.32-59.1