← 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 →

#333 · MACD

Full-history NAV৳2,154

Net return -97.8% · drawdown 97.9% · 324 closed positions

2024 onward NAV৳44,280

Net return -55.7% · drawdown 55.8% · 61 closed positions

2024 stress NAV৳22,242

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

Variant 1; fixed stop 10.0%; 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৳230
Unsettled৳1,924
Holdings৳0
NAV৳2,154
Realized P&L৳-97,846
Unrealized P&L৳0
Fees৳64,103
Friction৳29,464

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳5.82e-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 #333

648 fills, including partial sales. Page 6.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2022-03-14BUY18329.926.1311.92-5,976.250
2022-03-20SELL1832625.8211.785,830.4-145.84
2022-03-23BUY1832825.9811.85-5,941.830
2022-03-28SELL18329.926.1311.935,900.14-41.69
2022-03-31BUY17329.724.6611.26-5,640.820
2022-04-05SELL17325.124.3211.115,491.28-149.54
2022-04-06BUY1323.31.420.65-325.370
2022-04-11SELL1324.91.430.65322.82-2.55
2022-04-18BUY17323.124.1711.05-5,527.920
2022-04-21SELL17322.124.0911.015,440.6-87.32
2022-04-26BUY1732724.4611.17-5,594.630
2022-05-05SELL17320.123.9410.935,406.83-187.8
2022-05-30BUY1731023.1910.57-5,303.760
2022-06-02SELL17309.523.1510.565,227.79-75.97
2022-06-07BUY17307.322.9910.48-5,257.570
2022-06-12SELL1730622.8910.445,168.67-88.9
2022-06-15BUY17307.823.0210.51-5,266.130
2022-06-20SELL1730622.8910.455,168.66-97.48
2022-06-23BUY1730522.8110.42-5,218.230
2022-06-28SELL17303.122.6710.355,119.68-98.55
2022-07-18BUY17289.821.689.87-4,958.150
2022-07-21SELL17287.521.519.794,856.2-101.95
2022-07-26BUY17289.421.659.86-4,951.30
2022-07-31SELL17287.321.499.794,852.82-98.48
2022-08-03BUY16301.221.29.66-4,850.060
2022-08-08SELL16302.921.329.714,815.36-34.7
2022-08-30BUY16295.220.789.46-4,753.450
2022-09-04SELL1629520.779.464,689.78-63.67
2022-09-15BUY1628720.29.2-4,621.410
2022-09-20SELL16287.220.229.214,565.77-55.64
2022-09-25BUY16286.620.189.19-4,614.970
2022-10-02SELL16286.620.189.24,556.22-58.75
2024-03-21BUY1924120.159.18-4,608.320
2024-03-27SELL1924420.49.294,606.31-2.01
2024-04-01BUY19242.820.39.24-4,642.740
2024-04-04SELL19239.620.039.124,523.24-119.5
2024-04-15BUY1924120.159.18-4,608.330
2024-04-18SELL19236.119.7494,457.16-151.17
2024-04-23BUY19233.619.538.92-4,466.840
2024-04-28SELL1923519.658.974,436.38-30.46
2024-05-02BUY1823618.698.53-4,275.220
2024-05-07SELL18241.819.158.744,324.5149.28
2024-05-12BUY1823918.938.63-4,329.560
2024-05-15SELL18238.518.898.624,265.49-64.07
2024-05-30BUY1922819.068.7-4,359.760
2024-06-04SELL1922819.068.74,304.24-55.52
2024-06-09BUY19225.618.868.63-4,313.890
2024-06-12SELL1922218.568.494,190.96-122.93
2024-06-23BUY18228.818.128.28-4,144.80
2024-06-26SELL18229.918.218.314,111.68-33.12
2024-07-02BUY17247.618.528.45-4,236.170
2024-07-07SELL1724318.188.294,104.53-131.64
2024-07-10BUY1625017.68.02-4,025.620
2024-07-15SELL16245.917.317.893,909.2-116.43
2024-07-24BUY15248.216.387.47-3,746.850
2024-07-29SELL1525716.967.733,830.3183.46
2024-08-15BUY1038116.767.62-3,834.390
2024-08-21SELL10342.915.096.863,407.05-427.33
2024-09-25BUY10347.115.276.94-3,493.220
2024-10-02SELL10347.115.276.943,448.78-44.43
2024-11-05BUY11316.615.326.97-3,504.90
2024-11-12SELL11325.715.767.173,559.7654.87
2024-11-17BUY1132715.837.2-3,620.030
2024-11-24SELL11316.115.36.963,454.84-165.19
2024-11-28BUY10322.914.216.46-3,249.670
2024-12-05SELL10320.214.096.413,181.5-68.17
2024-12-18BUY1032014.086.41-3,220.490
2024-12-26SELL10323.914.256.493,218.26-2.23
2025-01-01BUY10323.514.236.48-3,255.710
2025-01-08SELL1032614.346.533,239.12-16.59
2025-01-13BUY10334.214.76.69-3,363.40
2025-01-20SELL10333.514.676.683,313.65-49.75
2025-01-23BUY9335.913.36.05-3,042.450
2025-01-30SELL9331.913.145.982,967.98-74.48
2025-02-04BUY9340.113.476.13-3,080.50
2025-02-11SELL933813.386.093,022.52-57.97
2025-02-17BUY934113.56.15-3,088.650
2025-02-24SELL934613.76.233,094.075.42
2025-03-17BUY9324.912.875.85-2,942.820
2025-03-24SELL9319.912.675.772,860.67-82.15
2025-04-06BUY932212.755.81-2,916.560
2025-04-13SELL9320.212.685.782,863.34-53.22
2025-04-17BUY9320.212.685.78-2,900.260
2025-04-24SELL932112.715.82,870.49-29.77
2025-05-15BUY10295.4135.92-2,972.920
2025-05-19SELL1029713.075.962,950.97-21.95
2025-06-01BUY1028612.585.74-2,878.330
2025-06-04SELL10284.612.525.722,827.76-50.56
2025-06-17BUY10286.612.615.76-2,884.370
2025-06-22SELL1029412.945.912,921.1636.79
2025-06-25BUY1029512.985.93-2,968.910
2025-06-30SELL1030313.336.093,010.5841.67
2025-07-07BUY10298.113.125.99-3,000.10
2025-07-10SELL1029913.1662,970.84-29.26
2025-07-21BUY9303125.47-2,744.460
2025-07-28SELL9320.812.75.782,868.71124.25
2025-08-31BUY1030713.516.15-3,089.660
2025-09-03SELL10311.513.716.243,095.055.39
2025-09-08BUY10308.513.576.18-3,104.760
2025-09-11SELL1030313.336.073,010.6-94.16