← 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: 4.4%. 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 →

#85 · MACD

Full-history NAV৳207,481

Net return 107.5% · drawdown 27.5% · 42 closed positions

2024 onward NAV৳135,483

Net return 35.5% · drawdown 16.5% · 6 closed positions

2024 stress NAV৳125,380

Net return 25.4% · drawdown 19.2% · 6 closed positions

Variant 1; fixed stop 4.0%; maximum 45 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৳207,481
Unsettled৳0
Holdings৳0
NAV৳207,481
Realized P&L৳107,481
Unrealized P&L৳0
Fees৳52,000
Friction৳24,997

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 #85

84 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
2013-07-14SELL439211.5408.53187.9192,252.0613,562
2013-12-10BUY448204.6403.31186.53-92,250.640
2014-02-18SELL448205.8405.67187.9191,604.82-645.82
2014-02-26BUY433210.4400.85185.64-91,689.690
2014-04-16SELL433255.68487.12224.04109,998.2818,308.58
2014-04-27BUY411265.8480.67220.32-109,944.790
2014-05-22SELL411255.17461.45211.96104,200.64-5,744.15
2014-06-01BUY376275.4455.62210.23-104,216.250
2014-08-11SELL376340562.5259.12127,018.3822,802.13
2014-09-04BUY373338.1554.89254.85-126,921.040
2014-09-30SELL373381.9626.77288.82141,533.1114,612.07
2014-10-29BUY375374.6618.09284.19-141,377.280
2014-11-05SELL375358.5591.53272.09133,573.88-7,803.39
2014-12-29BUY373356.5585.09276.7-133,836.290
2015-01-25SELL373342.24561.68267.07126,826.77-7,009.52
2015-06-14BUY376335554.22257.04-126,771.260
2015-08-11SELL376321.6532.06245.88120,143.67-6,627.59
2016-05-10BUY471253.4525.15260.16-120,136.70
2016-07-19SELL471259.4537.58266.23121,373.591,236.89
2016-09-06BUY450268530.64259.63-121,390.270
2016-11-16SELL450279.8554265.99125,090.013,699.74
2016-12-11BUY433287546.79258.53-125,076.320
2017-02-14SELL433319.9609.47287.28137,619.9512,543.62
2017-03-09BUY431316.9600.97284.31-137,469.180
2017-05-16SELL431332629.6308.36142,154.034,684.86
2017-05-28BUY213334313.02149.32-71,604.340
2017-08-06SELL213373.2349.76160.778,981.147,376.8
2017-08-17BUY383388653.86305.47-149,563.320
2017-10-23SELL383431.9727.84345.42164,344.4414,781.12
2017-11-09BUY357457717.86338.31-164,205.170
2018-01-15SELL357477749.27355.87169,183.854,978.69
2018-02-14BUY331508.8741.02344.98-169,498.80
2018-02-22SELL331488.45711.38330.98160,633.93-8,864.87
2018-03-07BUY327487.9701.99331.43-160,576.720
2018-03-25SELL327468.38673.91324.13152,163.52-8,413.2
2019-01-24BUY386391.3664.58315.47-152,021.850
2019-02-19SELL386376638.6296.57144,200.83-7,821.02
2019-02-27BUY363394.5630.1292-144,125.60
2019-04-07SELL363378.72604.89283.67136,586.8-7,538.8
2019-06-27BUY374363.5598.18294.55-136,841.730
2019-07-07SELL374348.96574.25281.4129,655.39-7,186.34
2020-08-09BUY505255566.61264.53-129,606.140
2020-09-21SELL505333.42740.85345.63167,289.6137,683.46
2020-10-14BUY499333731.13351.65-167,249.790
2020-11-23SELL499319.68701.89344.43158,474-8,775.79
2020-12-07BUY484325.1692.33340.16-158,380.90
2021-01-25SELL484367.54782.71368.95176,737.6918,356.8
2021-02-07BUY456385772.46366.85-176,699.310
2021-02-10SELL456377.7757.82359.54171,113.84-5,585.47
2021-05-12BUY491346.2747.93375.98-171,108.110
2021-07-26SELL491363.5785.31384.63177,308.566,200.45
2021-08-25BUY477369.9776.35370.55-177,589.20
2021-10-26SELL477355.1745.29357.94168,281.38-9,307.82
2021-12-06BUY435362.8694.4361.95-158,874.340
2021-12-20SELL435348.29666.62345.59150,493.06-8,381.28
2022-02-07BUY447355.3698.8360.58-159,878.480
2022-02-27SELL447345678.55344.86153,191.59-6,686.89
2024-07-24BUY613248.2669.45336.25-153,152.30
2024-08-15SELL6133811,027.63478.2232,047.1778,894.87
2024-09-25BUY664347.11,014.09472.3-231,960.790
2024-10-06SELL664333.22973.52452.99219,828.91-12,131.88
2024-12-18BUY683320961.66483.72-220,005.380
2025-02-23SELL683345.71,038.9500.3234,573.9114,568.52
2025-07-21BUY7693031,025.23555.05-234,587.280
2025-09-23SELL7693001,015.08562.06229,122.86-5,464.43
2026-02-16BUY8182781,000.58506.37-228,910.950
2026-02-19SELL818267960.99482.42216,962.6-11,948.36
2026-07-28BUY830259.8948.79484.22-217,067.010
2026-08-16SELL830251.5918.48467.02207,359.5-9,707.51