← 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: -19.2%. 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 →

#326 · MACD

Full-history NAV৳2,695

Net return -97.3% · drawdown 97.4% · 317 closed positions

2024 onward NAV৳41,673

Net return -58.3% · drawdown 58.4% · 60 closed positions

2024 stress NAV৳26,198

Net return -73.8% · drawdown 73.8% · 43 closed positions

Variant 1; fixed stop 6.0%; maximum 10 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৳50
Unsettled৳2,645
Holdings৳0
NAV৳2,695
Realized P&L৳-97,305
Unrealized P&L৳0
Fees৳66,871
Friction৳30,745

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 #326

634 fills, including partial sales. Page 6.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2022-05-30BUY2331031.3714.32-7,175.690
2022-06-02SELL23309.531.3214.37,072.88-102.81
2022-06-07BUY23307.331.114.19-7,113.190
2022-06-12SELL2330630.9714.146,992.89-120.3
2022-06-15BUY22307.829.813.62-6,815.020
2022-06-20SELL2230629.6213.556,688.83-126.18
2022-06-23BUY2230529.5213.5-6,753.020
2022-06-28SELL22303.129.3413.416,625.45-127.57
2022-07-18BUY23289.829.3313.37-6,708.10
2022-07-21SELL23287.529.113.266,570.15-137.95
2022-07-26BUY22289.428.0112.76-6,407.580
2022-07-31SELL22287.327.8112.676,280.12-127.46
2022-08-03BUY21301.227.8312.68-6,365.710
2022-08-08SELL21302.927.9912.766,320.15-45.56
2022-08-30BUY21295.227.2812.43-6,238.90
2022-09-04SELL2129527.2612.426,155.32-83.58
2022-09-15BUY2228727.7812.67-6,354.450
2022-09-20SELL22287.227.812.686,277.92-76.53
2022-09-25BUY22286.627.7412.66-6,345.60
2022-10-02SELL22286.627.7412.666,264.79-80.8
2024-03-21BUY2524126.5112.08-6,063.590
2024-03-27SELL2524426.8412.236,060.93-2.66
2024-04-01BUY25242.826.7112.17-6,108.880
2024-04-04SELL25239.626.3612.015,951.63-157.25
2024-04-15BUY2524126.5112.1-6,063.610
2024-04-18SELL25236.125.9711.865,864.67-198.93
2024-04-23BUY25233.625.711.75-5,877.440
2024-04-28SELL2523525.8511.825,837.33-40.11
2024-05-02BUY2423624.9211.39-5,700.320
2024-05-07SELL24241.825.5311.675,765.9965.68
2024-05-12BUY2423925.2411.53-5,772.760
2024-05-15SELL24238.525.1911.55,687.31-85.45
2024-05-30BUY2522825.0811.46-5,736.540
2024-06-04SELL2522825.0811.465,663.46-73.08
2024-06-09BUY25225.624.8211.37-5,676.190
2024-06-12SELL2522224.4211.195,514.39-161.79
2024-06-23BUY24228.824.1611.05-5,526.410
2024-06-26SELL24229.924.2811.15,482.22-44.19
2024-07-02BUY22247.623.9710.95-5,482.120
2024-07-07SELL2224323.5210.745,311.74-170.38
2024-07-10BUY2125023.110.54-5,283.640
2024-07-15SELL21245.922.7210.375,130.81-152.83
2024-07-24BUY21248.222.9310.46-5,245.60
2024-07-29SELL2125723.7510.835,362.42116.83
2024-08-15BUY1338121.799.91-4,984.70
2024-08-20SELL1335320.199.184,559.63-425.08
2024-09-25BUY14347.121.389.72-4,890.510
2024-09-30SELL1434921.59.784,854.72-35.78
2024-11-05BUY15316.620.99.51-4,779.410
2024-11-10SELL15321.7521.249.674,795.3515.94
2024-11-13BUY14329.320.289.23-4,639.720
2024-11-27SELL1432019.718.974,451.31-188.4
2024-12-02BUY14318.919.648.94-4,493.190
2024-12-05SELL14320.219.728.984,454.1-39.09
2024-12-18BUY1432019.718.98-4,508.690
2025-01-05SELL14321.519.89.024,472.17-36.52
2025-01-08BUY1432620.089.15-4,593.230
2025-01-14SELL14336.620.739.444,682.2288.99
2025-01-22BUY13336.919.278.77-4,407.740
2025-02-05SELL1334019.458.854,391.7-16.05
2025-02-17BUY1334119.518.88-4,461.390
2025-02-20SELL13343.219.638.934,433.03-28.35
2025-02-25BUY1334519.738.98-4,513.710
2025-03-02SELL13324.318.558.444,188.91-324.8
2025-03-17BUY13324.918.588.46-4,250.740
2025-04-08SELL13322.518.458.424,165.64-85.1
2025-04-13BUY13320.218.328.36-4,189.270
2025-04-27SELL13300.9917.227.863,887.77-301.5
2025-05-15BUY13295.416.97.71-3,864.810
2025-05-19SELL1329716.997.753,836.26-28.55
2025-06-01BUY1328616.367.47-3,741.830
2025-06-04SELL13284.616.287.443,676.08-65.75
2025-06-17BUY13286.616.397.5-3,749.690
2025-06-22SELL1329416.827.693,797.4947.8
2025-06-25BUY1329516.877.72-3,859.590
2025-06-30SELL1330317.337.923,913.7554.16
2025-07-07BUY13298.117.057.79-3,900.140
2025-07-10SELL1329917.17.813,862.08-38.06
2025-07-21BUY12303167.29-3,659.290
2025-07-24SELL12323.317.077.783,854.75195.46
2025-07-29BUY1232016.97.69-3,864.590
2025-08-17SELL1230616.167.353,648.49-216.1
2025-08-31BUY1230716.217.38-3,707.590
2025-09-03SELL12311.516.457.493,714.066.47
2025-09-08BUY12308.516.297.42-3,725.710
2025-09-11SELL12303167.293,612.71-113
2025-10-05BUY12298.415.767.2-3,603.750
2025-10-08SELL12296.415.657.153,534-69.75
2025-10-27BUY13286.116.367.49-3,743.150
2025-10-30SELL1327815.97.283,590.82-152.33
2025-11-04BUY12284156.86-3,429.860
2025-11-09SELL1228615.16.923,409.98-19.88
2025-11-23BUY13273.315.637.16-3,575.690
2025-11-26SELL13277.515.877.273,584.368.67
2025-12-01BUY1227914.736.74-3,369.470
2025-12-04SELL12280.214.796.773,340.84-28.64
2025-12-09BUY12278.814.726.74-3,367.060
2025-12-14SELL12264.813.986.383,157.24-209.82
2025-12-28BUY1226313.896.34-3,176.220
2026-01-01SELL1226013.736.263,100.01-76.22