← 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: -20.0%. 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 →

#330 · MACD

Full-history NAV৳2,298

Net return -97.7% · drawdown 97.8% · 319 closed positions

2024 onward NAV৳41,978

Net return -58.0% · drawdown 58.1% · 60 closed positions

2024 stress NAV৳26,882

Net return -73.1% · drawdown 73.1% · 43 closed positions

Variant 1; fixed stop 10.0%; maximum 10 sessions; gate None; continuous signal; exit EMA 200 break; trailing arms at 2.0%, distance 1.0%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳134
Unsettled৳2,164
Holdings৳0
NAV৳2,298
Realized P&L৳-97,702
Unrealized P&L৳0
Fees৳60,764
Friction৳27,929

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳9.91e-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 #330

639 fills, including partial sales. Page 4.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2017-10-15SELL4342981.1737.0618,328.7766.49
2017-10-24BUY42431.379.736.39-18,230.70
2017-10-29SELL42445.382.2937.5718,582.74352.04
2017-11-09BUY4045780.4336.71-18,397.140
2017-11-14SELL40490.0586.2539.3519,476.41,079.26
2017-11-19BUY4048986.0639.23-19,685.290
2017-12-03SELL40472.183.0937.8718,763.04-922.25
2017-12-06BUY3848781.4337.1-18,624.520
2017-12-20SELL3846978.4235.7717,707.82-916.71
2017-12-28BUY38469.478.4835.8-17,951.490
2018-01-04SELL38482.3380.6536.8218,211259.51
2018-01-09BUY38472.679.0236.07-18,073.890
2018-01-23SELL3849682.9337.8618,727.21653.32
2018-01-28BUY3651080.7836.83-18,477.620
2018-02-11SELL3650179.3636.1617,920.48-557.14
2018-02-14BUY35508.878.3635.71-17,922.060
2018-03-01SELL35478.973.7533.6316,654.12-1,267.94
2018-03-07BUY34487.972.9933.31-16,694.90
2018-03-22SELL3447771.3632.6116,114.03-580.87
2018-04-03BUY3447771.3632.61-16,321.970
2018-04-15SELL34484.872.5333.1416,377.5455.57
2018-04-18BUY33487.570.7932.34-16,190.630
2018-04-23SELL33484.170.2932.115,872.91-317.72
2018-05-15BUY3446669.7131.8-15,945.510
2018-05-20SELL3444566.5730.3615,033.07-912.44
2018-05-30BUY35428.465.9730.11-15,090.090
2018-06-04SELL3540562.3728.4614,084.17-1,005.92
2018-06-21BUY3638560.9827.8-13,948.780
2018-06-26SELL3640463.9929.1614,450.85502.06
2018-07-02BUY37390.163.5128.93-14,526.140
2018-07-05SELL3737861.5428.0313,896.43-629.71
2018-07-10BUY36390.661.8728.19-14,151.660
2018-07-15SELL3639061.7828.1513,950.08-201.58
2018-07-18BUY34401.960.1227.39-13,752.120
2018-07-23SELL34396.959.3827.0613,408.16-343.96
2018-07-26BUY3439158.4926.68-13,379.170
2018-07-31SELL34388.158.0626.4913,110.85-268.32
2018-08-20BUY3537457.626.3-13,173.890
2018-08-28SELL35383.559.0626.9913,336.45162.56
2018-09-03BUY3438757.926.45-13,242.350
2018-09-06SELL34388.558.1226.5513,124.33-118.02
2018-09-27BUY36366.258.0126.51-13,267.710
2018-10-02SELL3637258.9226.9313,306.1538.43
2018-10-07BUY36365.157.8326.42-13,227.860
2018-10-10SELL3636357.526.2612,984.24-243.62
2018-10-15BUY3636457.6626.33-13,187.990
2018-10-18SELL3636457.6626.3413,020.01-167.98
2018-10-23BUY3536556.2125.7-12,856.910
2018-10-28SELL3538358.9826.9513,319.07462.16
2018-10-31BUY35380.558.626.77-13,402.870
2018-11-05SELL3538058.5226.7413,214.74-188.13
2018-11-29BUY36366.758.0926.59-13,285.870
2018-12-04SELL36360.157.0426.1112,880.45-405.43
2018-12-09BUY35363.655.9925.63-12,807.620
2018-12-12SELL35355.554.7525.0512,362.71-444.91
2018-12-18BUY34360.553.9324.67-12,335.60
2018-12-23SELL34356.153.2724.4112,029.71-305.89
2018-12-27BUY3336152.4224.03-11,989.440
2019-01-03SELL333655324.2811,967.72-21.72
2019-01-08BUY3237452.6624.08-12,044.740
2019-01-13SELL3239054.9125.0812,400.01355.26
2019-01-16BUY32387.154.524.88-12,466.590
2019-01-21SELL3238754.4924.8712,304.64-161.95
2019-01-24BUY31391.353.3724.35-12,208.020
2019-01-29SELL3141156.0625.5612,659.38451.36
2019-02-03BUY31398.254.3124.74-12,423.260
2019-02-06SELL31403.655.0525.0812,431.478.22
2019-02-27BUY32394.555.5525.29-12,704.840
2019-03-05SELL3239455.4825.2712,527.25-177.58
2019-03-13BUY32391.755.1525.14-12,614.690
2019-03-19SELL3238954.7724.9712,368.25-246.44
2019-03-24BUY3039852.5423.96-12,016.490
2019-03-28SELL3041054.1224.6812,221.2204.71
2019-04-02BUY2941753.2124.26-12,170.470
2019-04-07SELL2938549.1322.3911,093.49-1,076.99
2019-04-23BUY30372.449.1622.4-11,243.550
2019-04-28SELL3036548.1821.9610,879.86-363.69
2019-05-06BUY30362.147.821.8-10,932.60
2019-05-09SELL30358.747.3521.6110,692.04-240.55
2019-05-20BUY30350.146.2121.14-10,570.350
2019-05-23SELL30349.446.1221.110,414.78-155.57
2019-05-28BUY31341.846.6221.33-10,663.750
2019-06-09SELL31355.148.4422.1710,937.49273.74
2019-06-12BUY3036548.1822.06-11,020.240
2019-06-17SELL30358.147.2721.6410,674.1-346.15
2019-06-20BUY29360.445.9921.05-10,518.640
2019-06-25SELL29360.946.0521.0810,398.97-119.67
2019-06-30BUY2836544.9720.56-10,285.530
2019-07-04SELL2836444.8420.5110,126.65-158.88
2019-07-28BUY31324.644.2820.21-10,127.090
2019-07-31SELL31325.144.3420.2510,013.51-113.58
2019-08-06BUY31321.843.8920.04-10,039.730
2019-08-18SELL3131843.3819.89,794.83-244.9
2019-08-21BUY3032743.1619.71-9,872.870
2019-08-26SELL30316.741.819.099,440.1-432.77
2019-08-29BUY30316.841.8219.1-9,564.920
2019-09-03SELL3030039.618.088,942.32-622.6
2019-09-11BUY28309.938.1817.43-8,732.810
2019-09-16SELL28306.637.7717.258,529.78-203.02
2019-09-23BUY2436138.1217.38-8,719.510