← 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: 4.5%. 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 →

#80 · MACD

Full-history NAV৳209,183

Net return 109.2% · drawdown 23.3% · 39 closed positions

2024 onward NAV৳120,243

Net return 20.2% · drawdown 20.6% · 6 closed positions

2024 stress NAV৳111,349

Net return 11.3% · drawdown 23.1% · 6 closed positions

Variant 1; fixed stop 6.0%; maximum 45 sessions; gate EMA 50; fresh signal only; exit stop/time only; trailing arms at 12.0%, distance 4.5%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳209,183
Unsettled৳0
Holdings৳0
NAV৳209,183
Realized P&L৳109,183
Unrealized P&L৳0
Fees৳50,667
Friction৳24,361

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳2.91e-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 #80

85 fills, including partial sales. Page 1.

DateSideSharesPriceFeesFrictionCash flowRealized P&L
2011-01-13BUY423234.8437.01199.79-99,957.20
2011-01-20SELL423207.9386.94177.2887,377.48-12,579.72
2011-11-21BUY528164.3381.7176.3-87,308.40
2011-12-11SELL528154.3358.47165.5880,946.35-6,362.05
2011-12-26BUY500160.8353.76164.97-80,918.730
2012-01-10SELL500172.5379.5175.3485,695.164,776.43
2012-06-04BUY418203.6374.46173.17-85,652.430
2012-07-11SELL418191.38351.99163.479,483.12-6,169.31
2012-07-22BUY396199.4347.43160.8-79,470.640
2012-07-25SELL396205.5358.06165.5280,854.421,383.78
2012-12-03BUY479168.1354.29166.9-81,041.090
2013-02-07SELL479170.1358.5170.7480,948.66-92.43
2013-06-12BUY451178.1353.42164.63-80,841.150
2013-07-10SELL225220.7218.49100.249,338.819,007.86
2013-07-14SELL226211.5210.3296.1847,492.56,982.3
2013-12-10BUY470204.6423.11195.86-96,780.970
2014-02-18SELL470205.8425.59197.3296,103.09-677.89
2014-02-26BUY454210.4420.3194.82-96,136.710
2014-04-08SELL227252.48252.18115.7456,945.048,876.69
2014-04-09SELL227242.76242.47111.154,753.186,684.82
2014-04-27BUY418265.8488.86224.1-111,817.360
2014-06-19SELL418297.96548.01252.52123,746.7511,929.39
2014-09-04BUY363338.1540.01247.95-123,518.260
2014-09-28SELL181405.72323.12147.9372,964.2711,375.28
2014-09-29SELL182390.59312.79143.1370,632.378,703.1
2014-10-29BUY381374.6627.98288.79-143,639.370
2014-11-06SELL381352.12590.3271.91133,297.03-10,342.33
2014-12-29BUY372356.5583.52275.93-133,477.450
2015-01-25SELL372335.11548.51260.53123,851.88-9,625.57
2015-06-14BUY367335540.96250.77-123,736.720
2015-08-17SELL367314.9508.5235.45114,824.35-8,912.38
2016-05-10BUY450253.4501.73247.64-114,779.380
2016-07-19SELL450259.4513.61253.42115,962.961,183.59
2016-09-06BUY430268507.06247.31-115,994.360
2016-11-16SELL430279.8529.38253.56119,531.063,536.69
2016-12-11BUY414287522.8246.77-119,587.570
2017-02-14SELL414319.9582.73274.24131,581.6311,994.06
2017-03-09BUY412316.9574.48271.31-131,408.580
2017-05-16SELL412332601.85293.83135,888.324,479.73
2017-05-28BUY213334313.02149.32-71,604.340
2017-08-06SELL213373.2349.76160.778,981.147,376.8
2017-08-17BUY367388626.54292.38-143,314.920
2017-09-12SELL367415.42670.83315.09151,475.068,160.14
2017-10-10BUY357422662.88311.38-151,628.260
2017-11-14SELL178506.4396.61183.4189,559.1813,957.41
2017-11-16SELL179484381.2175.6386,079.1710,052.68
2017-12-06BUY358487767.12356.24-175,469.360
2018-02-11SELL358501789.18367.77178,201.052,731.69
2018-02-14BUY348508.8779.07363.14-178,204.620
2018-02-25SELL348478.27732.33341.69165,364.64-12,839.98
2018-03-07BUY337487.9723.46341.96-165,487.710
2018-05-08SELL337458.63680.05319.73153,557.18-11,930.53
2019-01-24BUY390391.3671.47318.88-153,597.350
2019-04-03SELL390407698.41330.24157,701.354,104
2019-06-27BUY431363.5689.34343.42-157,701.260
2019-07-07SELL431341.69647.98320.49146,299.92-11,401.34
2020-08-09BUY570255639.54299.6-146,289.140
2020-08-18SELL570284.59713.75333.3161,169.2414,880.11
2020-08-24BUY543295704.81328.54-161,218.350
2020-09-14SELL271354422.11194.6395,317.2614,856.53
2020-09-20SELL272338.74405.4187.0191,544.4610,786.84
2020-10-14BUY557333816.12395.03-186,692.150
2020-12-20SELL557348.5854.1414.07192,846.326,154.18
2020-12-29BUY543353843.39406.3-192,928.680
2021-03-04SELL543344.1822.12393.78185,630.39-7,298.29
2021-05-12BUY532346.2810.38410.63-185,399.420
2021-07-26SELL532363.5850.88419.26192,111.866,712.44
2021-08-25BUY516369.9839.82402.41-192,110.630
2021-10-26SELL516347.71789.43380.34178,246.53-13,864.11
2021-12-06BUY435362.8694.4361.95-158,874.340
2022-02-08SELL435357.4684.06352154,432.93-4,441.41
2024-07-24BUY697248.2761.18387.31-174,143.890
2024-08-11SELL348345.6529.18256.88119,482.7432,535.72
2024-08-15SELL349381585.06269.53132,114.444,917.54
2024-09-25BUY720347.11,099.61513.17-251,524.780
2024-10-07SELL720326.271,033.64481.86233,401.78-18,123
2024-12-18BUY7243201,019.39515.72-233,215.110
2025-02-23SELL724345.71,101.26532.11248,653.4215,438.31
2025-07-21BUY8153031,086.56593.9-248,625.460
2025-09-23SELL8153001,075.8602.07242,822.13-5,803.32
2026-02-16BUY8682781,061.74540.67-242,906.410
2026-02-26SELL868261.32998.03510.66225,317.07-17,589.34
2026-07-28BUY862259.8985.37505.01-225,437.980
2026-08-24SELL724244.21777.96390.47175,641.06-13,705.92
2026-08-25SELL138244148.1668.6933,455.15-2,635.85