← 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: 4.7%. 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 →

#74 · MACD

Full-history NAV৳218,910

Net return 118.9% · drawdown 32.7% · 37 closed positions

2024 onward NAV৳116,721

Net return 16.7% · drawdown 24.4% · 6 closed positions

2024 stress NAV৳108,021

Net return 8.0% · drawdown 28.3% · 6 closed positions

Variant 1; fixed stop 4.0%; maximum 90 sessions; gate EMA 50; fresh signal only; exit stop/time only; trailing arms at 18.0%, distance 6.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳218,910
Unsettled৳0
Holdings৳0
NAV৳218,910
Realized P&L৳118,910
Unrealized P&L৳0
Fees৳48,488
Friction৳23,499

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.16e-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 #74

77 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
2013-02-25SELL466150.6308.79144.2469,726.56-9,114.92
2013-06-12BUY389178.1304.84141.52-69,727.260
2013-07-14SELL389211.5362166.2881,745.2112,017.96
2013-12-10BUY397204.6357.4164.97-81,748.570
2014-04-16SELL397255.68446.62205.22100,853.1219,104.55
2014-04-27BUY377265.8440.91201.95-100,849.460
2014-05-22SELL377255.17423.27194.2695,580.8-5,268.66
2014-06-01BUY345275.4418.06192.66-95,623.720
2014-08-21SELL345329.38499.99229.29112,905.4417,281.72
2014-09-04BUY331338.1492.41225.89-112,629.40
2014-09-30SELL331381.9556.2255.9125,596.812,967.4
2014-10-29BUY333374.6548.86252.04-125,542.70
2014-11-05SELL333358.5525.27241.3118,613.93-6,928.77
2014-12-29BUY331356.5519.21244.47-118,765.170
2015-01-25SELL331342.24498.44235.82112,547.18-6,217.99
2015-06-14BUY334335492.32227.82-112,610.130
2015-08-11SELL334321.6472.62218.01106,723.77-5,886.37
2016-05-10BUY419253.4467.17229.33-106,871.10
2016-09-28SELL419267.1492.43248.29111,174.184,303.09
2016-10-19BUY401275485.21238.22-110,998.430
2017-02-27SELL401315.1555.96262.09125,537.0514,538.61
2017-03-09BUY394316.9549.38259.03-125,667.010
2017-07-23SELL394367.9637.79296.02144,018.7918,351.78
2017-07-27BUY381375.5629.49291.95-143,986.940
2017-11-16SELL381476.49798.78373.43180,368.9536,382.01
2017-12-06BUY368487788.55366.41-180,370.960
2017-12-14SELL368467.52757.01354.16170,936.2-9,434.76
2017-12-28BUY361469.4745.59350.49-170,549.490
2018-05-13SELL361466740.19348.39167,137.42-3,412.07
2019-01-24BUY425391.3731.73348.83-167,383.060
2019-02-19SELL425376703.12327.24158,769.64-8,613.42
2019-02-27BUY400394.5694.32322.4-158,816.720
2019-04-07SELL400378.72666.55313.56150,507.89-8,308.82
2019-06-27BUY411363.5657.35326.15-150,382.010
2019-07-07SELL411348.96631.06311.46142,480.04-7,901.96
2020-08-09BUY556255623.83292.03-142,695.860
2020-09-21SELL556333.42815.67381.52184,183.2141,487.36
2020-10-14BUY549333804.39389.02-184,010.410
2020-11-23SELL549319.68772.22381.74174,350.36-9,660.05
2020-12-07BUY533325.1762.42377.44-174,418.160
2021-01-25SELL533367.54861.95407.77194,629.0920,210.93
2021-02-07BUY502385850.39405.6-194,525.990
2021-02-10SELL502377.7834.26397.49188,373.65-6,152.34
2021-05-12BUY541346.2824.09418.31-188,536.60
2021-10-04SELL541380904.55432.8204,242.6515,706.04
2021-12-06BUY435362.8694.4361.95-158,874.340
2021-12-20SELL435348.29666.62345.59150,493.06-8,381.28
2022-02-07BUY547355.3855.14453-195,657.230
2022-02-27SELL547345830.35431.98187,452.67-8,204.56
2024-07-24BUY751248.2820.15420.76-187,639.120
2024-08-15SELL7513811,258.98588.91284,283.1296,644
2024-09-25BUY814347.11,243.17582.14-284,364.710
2024-10-06SELL814333.221,193.45558.23269,486.15-14,878.56
2024-12-18BUY8363201,177.09604.86-269,301.940
2025-04-27SELL709307.2958.34540216,306.46-12,084.78
2025-04-28SELL127309.7173.0681.6739,077.17-1,833.53
2025-07-21BUY8373031,115.89612.7-255,339.590
2025-10-15SELL450290.88575.94320.64129,999.42-7,279.93
2025-10-16SELL344290438.94233.9899,087.07-5,855.36
2025-10-19SELL4329054.8725.4712,389.66-728.15
2026-02-16BUY8632781,055.62537.22-241,506.840
2026-02-19SELL8632671,013.85511.6228,895.54-12,611.3
2026-07-28BUY876259.81,001.37514.16-229,100.330
2026-08-16SELL876251.5969.38495.8218,848.82-10,251.51