← 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: 4.8%. 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 →

#72 · MACD

Full-history NAV৳221,598

Net return 121.6% · drawdown 27.5% · 38 closed positions

2024 onward NAV৳130,307

Net return 30.3% · drawdown 16.5% · 5 closed positions

2024 stress NAV৳122,159

Net return 22.2% · drawdown 19.2% · 5 closed positions

Variant 1; fixed stop 4.0%; maximum 45 sessions; gate EMA 50; fresh signal only; exit stop/time only; trailing arms at 0.0%, distance 0.0%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳221,598
Unsettled৳0
Holdings৳0
NAV৳221,598
Realized P&L৳121,598
Unrealized P&L৳0
Fees৳47,348
Friction৳22,924

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 #72

83 fills, including partial sales. Page 1.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2011-01-13BUY423234.8437.01199.79-99,957.20
2011-01-18SELL423228.7425.66194.6396,119.81-3,837.39
2011-11-21BUY581164.3420.02194.31-96,072.620
2011-11-27SELL581157.7403.14185.7291,034.84-5,037.79
2011-12-26BUY563160.8398.33186.35-91,115.080
2012-01-25SELL563154.37382.4176.1386,350.66-4,764.42
2012-06-04BUY421203.6377.15174.43-86,267.180
2012-06-25SELL421195.46362.06168.7381,756.18-4,511
2012-06-28BUY389208.8357.38166.12-81,746.70
2012-07-04SELL389200.45343.09159.2177,471.98-4,274.72
2012-07-22BUY386199.4338.66156.67-77,463.730
2012-07-25SELL386205.5349.02161.2778,812.711,348.98
2012-12-03BUY466168.1344.67162.22-78,841.490
2013-02-07SELL466170.1348.77165.978,751.93-89.56
2013-06-12BUY439178.1344.02160.14-78,690.060
2013-07-10SELL219220.7212.6797.548,023.138,767.72
2013-07-22SELL220179.88174.1279.3739,320.32-114.33
2013-12-10BUY424204.6381.7176.38-87,308.480
2014-02-18SELL424205.8383.94177.6786,697.59-610.89
2014-02-26BUY410210.4379.56175.61-86,819.170
2014-04-08SELL205252.48227.74104.4251,426.248,016.65
2014-05-06SELL205270.3243.81111.2755,056.4211,646.84
2014-06-01BUY384275.4465.32214.77-106,433.690
2014-08-07SELL192330.48279.19127.8563,045.129,828.28
2014-08-11SELL192340287.23131.4664,861.3111,644.47
2014-09-04BUY376338.1559.35256.92-127,941.870
2014-09-28SELL188405.72335.61153.775,786.0511,815.12
2014-11-10SELL188341.48282.47129.2863,786.68-184.26
2014-12-29BUY389356.5610.19289.05-139,577.730
2015-01-25SELL389342.24585.78279.05132,266.53-7,311.2
2015-06-14BUY392335577.81268.2-132,166.010
2015-08-11SELL392321.6554.7256.52125,255.99-6,910.02
2016-05-10BUY491253.4547.45272.15-125,2390
2016-07-19SELL491259.4560.41278.5126,526.491,287.49
2016-09-06BUY469268553.04271.4-126,516.450
2016-11-16SELL469279.8577.4277.84130,370.963,854.52
2016-12-11BUY451287569.52269.71-130,276.240
2017-02-14SELL451319.9634.81299.66143,340.4313,064.19
2017-03-09BUY450316.9627.46297.36-143,529.820
2017-05-16SELL450332657.36322.97148,419.674,889.85
2017-05-28BUY213334313.02149.32-71,604.340
2017-08-06SELL213373.2349.76160.778,981.147,376.8
2017-08-17BUY399388681.17318.59-155,811.760
2017-10-23SELL399431.9758.24360.48171,209.3715,397.61
2017-11-09BUY372457748.02353.05-171,105.070
2018-01-15SELL372477780.75371.5176,291.755,186.68
2018-02-14BUY344508.8770.12358.87-176,156.180
2018-02-22SELL344488.45739.31344.29166,942.5-9,213.68
2018-03-07BUY340487.9729.9345.12-166,961.020
2018-03-25SELL340468.38700.7337.76158,212.1-8,748.92
2019-01-24BUY402391.3692.13329.12-158,323.850
2019-02-19SELL402376665.07309.14150,177.79-8,146.06
2019-02-27BUY378394.5656.13304.31-150,081.440
2019-04-07SELL378378.72629.89295.76142,230.51-7,850.94
2019-06-27BUY389363.5622.17307.31-142,330.970
2019-07-07SELL389348.96597.28293.54134,854.62-7,476.35
2020-08-09BUY526255590.17275.84-134,996.010
2020-08-25SELL263306354.1162.9479,960.9512,462.95
2020-10-13SELL263332384.19179.7986,752.0219,254.01
2020-10-14BUY238333348.72162.9-79,765.620
2020-11-23SELL238319.68334.77157.9475,591.13-4,174.49
2020-12-07BUY496325.1709.5349.24-162,308.340
2021-01-18SELL248390.12425.7197.8396,126.2314,972.06
2021-02-10SELL248377.7412.15191.893,065.6511,911.48
2021-05-12BUY543346.2827.14420.02-189,233.760
2021-07-26SELL543363.5868.47428.61196,083.426,849.66
2021-08-25BUY527369.9857.72411.44-196,206.460
2021-10-26SELL527355.1823.42397.68185,918.72-10,287.75
2021-12-06BUY435362.8694.4361.95-158,874.340
2021-12-20SELL435348.29666.62345.59150,493.06-8,381.28
2022-02-07BUY496355.3775.41405.32-177,409.530
2022-02-27SELL496345752.93387.1169,979.98-7,429.56
2024-07-24BUY681248.2743.71377.49-170,145.40
2024-08-11SELL340345.6517.02250.61116,736.3731,788.6
2024-09-30SELL341349523.64240.98118,244.3833,046.76
2024-12-18BUY7293201,026.43519.65-234,826.080
2025-02-23SELL729345.71,108.87536.01250,370.4215,544.34
2025-07-21BUY8213031,094.56599.01-250,456.570
2025-09-23SELL8213001,083.72607.34244,608.94-5,847.63
2026-02-16BUY8742781,069.08544.81-244,585.890
2026-02-19SELL8742671,026.78518.78231,812.44-12,773.44
2026-07-28BUY887259.81,013.95521.36-231,977.910
2026-08-16SELL887251.5981.55502.73221,596.22-10,381.69