Net return 120.6% · drawdown 28.7% · 41 closed positions
Searching for profit that survives costs
77,233 unique configurations in this batch; 70 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.
Selection used earlier periods; 2024–2026 was replayed afterward. That period was already exposed in earlier research, so it is not a pristine holdout. No global maximum across all possible strategies has been established. Corporate-action adjustments remain incomplete.
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.
Teal: positive recent stress return. Rose: zero or negative recent stress return.
#1 · MACD
Net return -24.7% · drawdown 26.8% · 8 closed positions
Net return -41.3% · drawdown 42.6% · 8 closed positions
Variant 1; fixed stop 6.0%; maximum 90 sessions; gate EMA 50; fresh signal only; exit EMA 200 break; trailing arms at 18.0%, distance 1.0%; partial sale at 20.0% (0 = off).
Account reconciliation
Cash৳220,614
Unsettled৳0
Holdings৳0
NAV৳220,614
Realized P&L৳120,614
Unrealized P&L৳0
Fees৳65,764
Friction৳32,279
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 #1
89 fills, including partial sales. Page 1.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2011-01-13 | BUY | 423 | 234.8 | 437.01 | 199.79 | -99,957.2 | 0 |
| 2011-01-18 | SELL | 423 | 228.7 | 425.66 | 194.63 | 96,119.81 | -3,837.39 |
| 2011-11-21 | BUY | 581 | 164.3 | 420.02 | 194.31 | -96,072.62 | 0 |
| 2011-11-24 | SELL | 581 | 166.3 | 425.13 | 196.08 | 95,999.09 | -73.53 |
| 2011-12-26 | BUY | 593 | 160.8 | 419.56 | 196.57 | -95,970.53 | 0 |
| 2011-12-29 | SELL | 593 | 163.5 | 426.6 | 200.69 | 96,328.21 | 357.67 |
| 2012-06-04 | BUY | 470 | 203.6 | 421.04 | 195.13 | -96,308.17 | 0 |
| 2012-07-11 | SELL | 470 | 191.38 | 395.78 | 184.2 | 89,370.5 | -6,937.67 |
| 2012-07-22 | BUY | 446 | 199.4 | 391.3 | 181.52 | -89,505.22 | 0 |
| 2012-07-25 | SELL | 446 | 205.5 | 403.27 | 186.81 | 91,062.92 | 1,557.7 |
| 2012-12-03 | BUY | 538 | 168.1 | 397.93 | 188.27 | -91,023.99 | 0 |
| 2012-12-06 | SELL | 538 | 167.6 | 396.74 | 187.75 | 89,584.31 | -1,439.69 |
| 2013-06-12 | BUY | 500 | 178.1 | 391.82 | 182.99 | -89,624.81 | 0 |
| 2013-07-10 | SELL | 250 | 220.7 | 242.77 | 111.44 | 54,820.79 | 10,008.38 |
| 2013-07-11 | SELL | 250 | 217 | 238.7 | 109.33 | 53,901.97 | 9,089.56 |
| 2013-12-10 | BUY | 528 | 204.6 | 475.33 | 220.52 | -108,724.64 | 0 |
| 2014-04-08 | SELL | 264 | 247 | 286.92 | 131.86 | 64,789.23 | 10,426.91 |
| 2014-04-09 | SELL | 264 | 247.9 | 287.96 | 132.14 | 65,025.5 | 10,663.18 |
| 2014-04-27 | BUY | 485 | 265.8 | 567.22 | 260.37 | -129,740.59 | 0 |
| 2014-08-04 | SELL | 485 | 310.8 | 663.25 | 307.92 | 149,766.83 | 20,026.24 |
| 2014-09-04 | BUY | 440 | 338.1 | 654.56 | 301.18 | -149,719.74 | 0 |
| 2014-09-28 | SELL | 440 | 395.8 | 766.27 | 354.27 | 173,032.34 | 23,312.59 |
| 2014-10-29 | BUY | 459 | 374.6 | 756.54 | 348.73 | -173,046.67 | 0 |
| 2014-11-06 | SELL | 459 | 352.12 | 711.15 | 328.46 | 160,585.3 | -12,461.37 |
| 2014-12-29 | BUY | 447 | 356.5 | 701.16 | 334.15 | -160,390.81 | 0 |
| 2015-01-25 | SELL | 447 | 335.11 | 659.09 | 315.78 | 148,819.3 | -11,571.51 |
| 2015-06-14 | BUY | 442 | 335 | 651.51 | 303.21 | -149,024.72 | 0 |
| 2015-06-22 | SELL | 442 | 328.9 | 639.64 | 297.28 | 144,436.87 | -4,587.85 |
| 2015-07-02 | BUY | 435 | 330.1 | 631.81 | 294.71 | -144,520.02 | 0 |
| 2015-07-08 | SELL | 435 | 328 | 627.79 | 292.85 | 141,759.36 | -2,760.66 |
| 2016-05-10 | BUY | 555 | 253.4 | 618.8 | 311.06 | -141,566.87 | 0 |
| 2016-05-15 | SELL | 555 | 251.1 | 613.19 | 306.25 | 138,441.07 | -3,125.8 |
| 2016-05-24 | BUY | 536 | 256.7 | 605.4 | 302.56 | -138,499.16 | 0 |
| 2016-05-29 | SELL | 536 | 255.2 | 601.86 | 302.48 | 135,882.85 | -2,616.3 |
| 2016-06-30 | BUY | 536 | 251.7 | 593.61 | 300.94 | -135,805.75 | 0 |
| 2016-07-12 | SELL | 536 | 255.8 | 603.28 | 305.02 | 136,200.5 | 394.75 |
| 2016-09-06 | BUY | 505 | 268 | 595.5 | 293.89 | -136,229.39 | 0 |
| 2016-09-20 | SELL | 505 | 262 | 582.16 | 295.11 | 131,432.73 | -4,796.66 |
| 2016-09-25 | BUY | 489 | 267.1 | 574.69 | 292.83 | -131,479.42 | 0 |
| 2017-02-02 | SELL | 489 | 306.5 | 659.47 | 310.45 | 148,908.58 | 17,429.16 |
| 2017-02-12 | BUY | 482 | 307.1 | 651.3 | 307.55 | -148,981.05 | 0 |
| 2017-06-22 | SELL | 482 | 338.8 | 718.53 | 353 | 162,230.08 | 13,249.03 |
| 2017-07-16 | BUY | 441 | 365.1 | 708.44 | 331.13 | -162,048.67 | 0 |
| 2017-09-11 | SELL | 441 | 430 | 834.37 | 395.48 | 188,400.15 | 26,351.48 |
| 2017-10-10 | BUY | 444 | 422 | 824.42 | 390.32 | -188,582.74 | 0 |
| 2017-11-14 | SELL | 222 | 506.4 | 494.65 | 229.71 | 111,696.44 | 17,405.07 |
| 2017-11-15 | SELL | 222 | 500 | 488.4 | 226.09 | 110,285.51 | 15,994.14 |
| 2017-12-06 | BUY | 453 | 487 | 970.69 | 453.31 | -222,035 | 0 |
| 2018-04-17 | SELL | 453 | 485 | 966.7 | 470.76 | 218,267.54 | -3,767.46 |
| 2019-01-24 | BUY | 554 | 391.3 | 953.83 | 461.13 | -218,195.16 | 0 |
| 2019-02-13 | SELL | 554 | 388 | 945.79 | 444.71 | 213,561.5 | -4,633.66 |
| 2019-02-27 | BUY | 538 | 394.5 | 933.86 | 436.78 | -213,611.64 | 0 |
| 2019-03-05 | SELL | 505 | 394 | 875.47 | 411.5 | 197,683.03 | -2,826.03 |
| 2019-03-06 | SELL | 33 | 391.6 | 56.86 | 25.91 | 12,840.03 | -262.54 |
| 2019-03-13 | BUY | 534 | 391.7 | 920.34 | 437.88 | -210,526.02 | 0 |
| 2019-03-19 | SELL | 534 | 389 | 913.99 | 437.26 | 206,374.74 | -4,151.28 |
| 2019-06-27 | BUY | 564 | 363.5 | 902.06 | 461.54 | -206,377.6 | 0 |
| 2019-07-03 | SELL | 564 | 364.9 | 905.54 | 460.12 | 204,437.95 | -1,939.66 |
| 2020-08-09 | BUY | 796 | 255 | 893.11 | 423.31 | -204,296.42 | 0 |
| 2020-08-13 | SELL | 796 | 290 | 1,015.7 | 481.47 | 229,342.84 | 25,046.41 |
| 2020-08-24 | BUY | 773 | 295 | 1,003.35 | 472.62 | -229,510.97 | 0 |
| 2020-09-14 | SELL | 773 | 350.26 | 1,191.31 | 563.54 | 268,997.68 | 39,486.71 |
| 2020-10-14 | BUY | 802 | 333 | 1,175.09 | 584.03 | -268,825.12 | 0 |
| 2021-02-23 | SELL | 802 | 349 | 1,231.55 | 603.61 | 278,062.84 | 9,237.72 |
| 2021-05-12 | BUY | 798 | 346.2 | 1,215.58 | 647.66 | -278,130.84 | 0 |
| 2021-10-04 | SELL | 798 | 380 | 1,334.26 | 653.57 | 301,252.18 | 23,121.34 |
| 2021-12-06 | BUY | 435 | 362.8 | 694.4 | 361.95 | -158,874.34 | 0 |
| 2021-12-15 | SELL | 435 | 357.3 | 683.87 | 357.18 | 154,384.44 | -4,489.9 |
| 2022-02-07 | BUY | 825 | 355.3 | 1,289.74 | 732.51 | -295,144.75 | 0 |
| 2022-02-22 | SELL | 815 | 355.8 | 1,275.9 | 724.74 | 287,976.36 | -3,590.87 |
| 2022-02-27 | SELL | 10 | 345 | 15.18 | 6.92 | 3,427.9 | -149.61 |
| 2024-07-24 | BUY | 1,173 | 248.2 | 1,281.01 | 699.3 | -293,118.91 | 0 |
| 2024-07-29 | SELL | 1,090 | 257 | 1,232.57 | 663.56 | 278,233.86 | 5,855.68 |
| 2024-07-30 | SELL | 83 | 254.2 | 92.83 | 42.78 | 20,962.98 | 222.26 |
| 2024-08-15 | BUY | 780 | 381 | 1,307.59 | 612.32 | -299,099.91 | 0 |
| 2024-08-20 | SELL | 780 | 353 | 1,211.5 | 561.54 | 273,566.96 | -25,532.95 |
| 2024-09-25 | BUY | 783 | 347.1 | 1,195.83 | 559.34 | -273,534.47 | 0 |
| 2024-10-07 | SELL | 783 | 326.27 | 1,124.08 | 525.17 | 253,823.3 | -19,711.18 |
| 2024-12-18 | BUY | 788 | 320 | 1,109.5 | 566.35 | -253,835.85 | 0 |
| 2025-04-27 | SELL | 709 | 300.8 | 938.38 | 526.62 | 211,802.21 | -16,585.64 |
| 2025-04-28 | SELL | 79 | 309.7 | 107.65 | 50.09 | 24,308.55 | -1,139.46 |
| 2025-07-21 | BUY | 774 | 303 | 1,031.9 | 559.24 | -236,113.14 | 0 |
| 2025-08-17 | SELL | 774 | 306 | 1,042.11 | 516.58 | 235,285.31 | -827.83 |
| 2025-08-31 | BUY | 761 | 307 | 1,027.96 | 530.75 | -235,185.7 | 0 |
| 2025-09-03 | SELL | 761 | 311.5 | 1,043.03 | 536.14 | 235,472.33 | 286.63 |
| 2026-02-16 | BUY | 842 | 278 | 1,029.93 | 522.79 | -235,628.72 | 0 |
| 2026-02-19 | SELL | 842 | 267 | 989.18 | 497.95 | 223,326.87 | -12,301.85 |
| 2026-07-28 | BUY | 854 | 259.8 | 976.22 | 499.8 | -223,345.22 | 0 |
| 2026-08-02 | SELL | 854 | 260 | 976.98 | 507.56 | 220,555.47 | -2,789.76 |