← 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: -20.3%. 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 →

#332 · MACD

Full-history NAV৳2,164

Net return -97.8% · drawdown 97.9% · 323 closed positions

2024 onward NAV৳48,371

Net return -51.6% · drawdown 51.7% · 61 closed positions

2024 stress NAV৳22,242

Net return -77.8% · drawdown 77.8% · 46 closed positions

Variant 1; fixed stop 4.0%; maximum 5 sessions; gate None; continuous signal; exit EMA 200 break; trailing arms at 5.0%, distance 2.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳240
Unsettled৳1,924
Holdings৳0
NAV৳2,164
Realized P&L৳-97,836
Unrealized P&L৳0
Fees৳63,661
Friction৳29,261

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳3.06e-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 #332

646 fills, including partial sales. Page 5.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2019-10-01BUY26352.440.3118.37-9,221.090
2019-10-06SELL2634739.718.098,964.21-256.88
2019-10-27BUY27327.638.9217.76-8,901.870
2019-10-30SELL27321.238.1617.428,616.82-285.05
2019-11-13BUY28314.638.7617.7-8,865.260
2019-11-18SELL28310.738.2817.498,643.83-221.43
2019-11-21BUY2632537.1816.96-8,504.140
2019-11-26SELL2630635.0115.967,905.03-599.1
2019-12-01BUY2531834.9815.94-8,000.920
2019-12-04SELL2531034.115.547,700.36-300.57
2020-01-01BUY2728033.2615.21-7,608.470
2020-01-06SELL27285.833.9515.537,667.1258.65
2020-01-20BUY29265.333.8515.46-7,743.010
2020-01-23SELL29270.534.5215.747,794.2451.23
2020-01-28BUY28272.433.5615.3-7,676.060
2020-02-02SELL2825831.7914.487,177.73-498.33
2020-02-05BUY27265.231.5114.35-7,206.260
2020-02-10SELL27261.931.1114.177,026.02-180.24
2020-02-19BUY26266.830.5213.9-6,981.220
2020-02-24SELL26319.836.5916.668,261.561,280.33
2020-02-27BUY29288.136.7616.73-8,408.40
2020-03-03SELL29273.934.9515.917,892.24-516.15
2020-05-31BUY33239.134.7215.82-7,940.840
2020-06-03SELL3324034.8515.887,869.27-71.57
2020-06-08BUY32238.833.6215.33-7,690.550
2020-06-11SELL32238.833.6215.337,592.65-97.9
2020-07-09BUY32238.833.6215.62-7,690.840
2020-07-14SELL32240.633.8815.57,649.82-41.02
2020-07-19BUY3124333.1515.13-7,581.280
2020-07-22SELL31246.533.6215.347,592.5411.26
2020-07-27BUY29259.933.1615.11-7,585.380
2020-07-30SELL2925532.5414.827,347.64-237.73
2020-08-09BUY2925532.5414.81-7,442.350
2020-08-13SELL292903716.858,356.15913.8
2020-08-18BUY2928836.7516.73-8,405.480
2020-08-25SELL29301.738.517.528,693.28287.8
2020-08-31BUY2731537.4217.03-8,559.450
2020-09-07SELL27320.638.0917.338,600.7841.33
2020-09-10BUY25344.937.9417.27-8,677.710
2020-09-17SELL25340.737.4817.068,462.96-214.74
2020-10-14BUY2533336.6316.7-8,378.330
2020-10-21SELL25331.936.5116.668,244.33-133.99
2020-11-08BUY24336.235.516.2-8,120.50
2020-11-15SELL24330.234.8715.917,874.02-246.48
2020-12-07BUY24325.134.3315.67-7,852.40
2020-12-14SELL2434636.5416.678,250.8398.4
2020-12-20BUY24348.536.816.78-8,417.580
2020-12-23SELL24334.5635.3316.117,978.01-439.57
2020-12-29BUY2235334.1715.57-7,815.740
2021-01-05SELL22368.4835.6716.258,054.64238.9
2021-01-10BUY22366.335.4616.15-8,110.20
2021-01-17SELL22375.436.3416.558,205.9195.71
2021-01-20BUY22379.936.7716.75-8,411.320
2021-01-26SELL22364.735.316.077,972.11-439.21
2021-02-07BUY2038533.8815.43-7,749.310
2021-02-10SELL20377.733.2415.147,505.63-243.68
2021-03-07BUY22340.332.9415.01-7,534.550
2021-03-10SELL22351.8234.0615.517,690.47155.92
2021-03-15BUY2234733.5915.31-7,682.890
2021-03-23SELL22341.733.0815.087,469.25-213.65
2021-04-08BUY2332532.8915-7,522.890
2021-04-13SELL2333033.415.247,541.3618.47
2021-04-19BUY22341.933.115.11-7,5700
2021-04-26SELL2233932.8214.997,410.2-159.81
2021-04-29BUY2234133.0115.08-7,550.090
2021-05-06SELL2233532.4314.837,322.75-227.34
2021-05-12BUY21346.231.9914.61-7,316.80
2021-05-20SELL2134331.6914.467,156.85-159.95
2021-05-30BUY20348.430.6613.98-7,012.640
2021-06-06SELL20351.930.9714.126,992.92-19.72
2021-06-13BUY2035130.8914.09-7,064.970
2021-06-20SELL20344.130.2813.816,837.91-227.06
2021-06-29BUY19346.228.9413.2-6,619.940
2021-07-08SELL1935029.2613.346,607.4-12.55
2021-07-14BUY19358.229.9513.66-6,849.40
2021-07-26SELL19363.530.3913.856,862.2612.86
2021-07-29BUY1837529.713.54-6,793.240
2021-08-11SELL1836028.5112.986,438.5-354.73
2021-08-25BUY17369.927.6712.6-6,328.570
2021-09-02SELL17362.527.1212.356,123.04-205.53
2021-09-07BUY17372.527.8612.69-6,373.050
2021-09-13SELL17388.8629.0913.256,568.35195.3
2021-11-03BUY18356.628.2412.87-6,459.910
2021-11-08SELL1835528.1212.826,349.07-110.85
2021-11-11BUY18354.728.0912.82-6,425.510
2021-11-18SELL1836228.6713.096,474.2448.73
2021-11-23BUY1835928.4312.99-6,503.420
2021-11-30SELL1836328.7513.166,492.09-11.34
2021-12-06BUY17362.827.1412.41-6,207.140
2021-12-13SELL1735826.7812.256,046.98-160.17
2022-01-02BUY1835027.7212.67-6,340.390
2022-01-05SELL18350.327.7412.686,264.97-75.42
2022-01-10BUY17350.126.1911.96-5,989.840
2022-01-13SELL17357.126.7112.196,031.841.95
2022-01-18BUY1736026.9312.29-6,159.220
2022-01-25SELL1735926.8512.266,063.89-95.33
2022-02-07BUY17355.326.5812.14-6,078.820
2022-02-14SELL1735826.7812.256,046.97-31.85
2022-02-17BUY1735726.712.2-6,107.910
2022-02-27SELL1734525.8111.785,827.41-280.5