Net return 117.6% · drawdown 28.8% · 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: 4.7%. 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.
#2 · 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 0.0% (0 = off).
Account reconciliation
Cash৳217,639
Unsettled৳0
Holdings৳0
NAV৳217,639
Realized P&L৳117,639
Unrealized P&L৳0
Fees৳65,097
Friction৳31,942
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 #2
86 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 |
| 2013-07-11 | SELL | 500 | 217 | 477.4 | 220.33 | 107,802.27 | 18,177.46 |
| 2013-12-10 | BUY | 523 | 204.6 | 470.83 | 218.39 | -107,695.01 | 0 |
| 2014-04-09 | SELL | 523 | 247.9 | 570.47 | 264.21 | 128,817.03 | 21,122.01 |
| 2014-04-27 | BUY | 481 | 265.8 | 562.54 | 258.2 | -128,670.54 | 0 |
| 2014-08-04 | SELL | 481 | 310.8 | 657.78 | 305.33 | 148,531.69 | 19,861.15 |
| 2014-09-04 | BUY | 437 | 338.1 | 650.1 | 299.1 | -148,698.9 | 0 |
| 2014-09-28 | SELL | 437 | 395.8 | 761.05 | 351.82 | 171,852.61 | 23,153.71 |
| 2014-10-29 | BUY | 456 | 374.6 | 751.6 | 346.42 | -171,915.62 | 0 |
| 2014-11-06 | SELL | 456 | 352.12 | 706.5 | 326.28 | 159,535.76 | -12,379.86 |
| 2014-12-29 | BUY | 444 | 356.5 | 696.46 | 331.8 | -159,314.26 | 0 |
| 2015-01-25 | SELL | 444 | 335.11 | 654.67 | 313.55 | 147,820.62 | -11,493.64 |
| 2015-06-14 | BUY | 439 | 335 | 647.09 | 301.11 | -148,013.19 | 0 |
| 2015-06-22 | SELL | 439 | 328.9 | 635.3 | 295.22 | 143,456.57 | -4,556.62 |
| 2015-07-02 | BUY | 431 | 330.1 | 626 | 291.93 | -143,191.03 | 0 |
| 2015-07-08 | SELL | 431 | 328 | 622.02 | 290.09 | 140,455.89 | -2,735.14 |
| 2016-05-10 | BUY | 551 | 253.4 | 614.34 | 308.61 | -140,546.35 | 0 |
| 2016-05-15 | SELL | 551 | 251.1 | 608.77 | 303.84 | 137,443.49 | -3,102.86 |
| 2016-05-24 | BUY | 532 | 256.7 | 600.88 | 300.1 | -137,465.38 | 0 |
| 2016-05-29 | SELL | 532 | 255.2 | 597.37 | 300.01 | 134,869.02 | -2,596.36 |
| 2016-06-30 | BUY | 533 | 251.7 | 590.29 | 299.08 | -135,045.47 | 0 |
| 2016-07-12 | SELL | 533 | 255.8 | 599.9 | 303.14 | 135,438.36 | 392.89 |
| 2016-09-06 | BUY | 502 | 268 | 591.96 | 292.01 | -135,419.97 | 0 |
| 2016-09-20 | SELL | 502 | 262 | 578.71 | 293.17 | 130,652.12 | -4,767.85 |
| 2016-09-25 | BUY | 486 | 267.1 | 571.17 | 290.84 | -130,672.61 | 0 |
| 2017-02-02 | SELL | 486 | 306.5 | 655.42 | 308.48 | 147,995.1 | 17,322.49 |
| 2017-02-12 | BUY | 478 | 307.1 | 645.89 | 304.9 | -147,744.6 | 0 |
| 2017-06-22 | SELL | 478 | 338.8 | 712.56 | 349.85 | 160,883.98 | 13,139.39 |
| 2017-07-16 | BUY | 438 | 365.1 | 703.62 | 328.81 | -160,946.23 | 0 |
| 2017-09-11 | SELL | 438 | 430 | 828.7 | 392.68 | 187,118.62 | 26,172.39 |
| 2017-10-10 | BUY | 441 | 422 | 818.85 | 387.58 | -187,308.43 | 0 |
| 2017-11-15 | SELL | 441 | 500 | 970.2 | 457.15 | 219,072.65 | 31,764.22 |
| 2017-12-06 | BUY | 447 | 487 | 957.83 | 447.15 | -219,093.98 | 0 |
| 2018-04-17 | SELL | 447 | 485 | 953.9 | 464.11 | 215,376.99 | -3,716.99 |
| 2019-01-24 | BUY | 546 | 391.3 | 940.06 | 454.08 | -215,043.94 | 0 |
| 2019-02-13 | SELL | 546 | 388 | 932.13 | 438.08 | 210,477.79 | -4,566.14 |
| 2019-02-27 | BUY | 530 | 394.5 | 919.97 | 430.1 | -210,435.07 | 0 |
| 2019-03-05 | SELL | 505 | 394 | 875.47 | 411.5 | 197,683.03 | -2,825.86 |
| 2019-03-06 | SELL | 25 | 391.6 | 43.08 | 19.62 | 9,727.31 | -198.87 |
| 2019-03-13 | BUY | 527 | 391.7 | 908.27 | 431.89 | -207,766.06 | 0 |
| 2019-03-19 | SELL | 527 | 389 | 902.01 | 431.25 | 203,669.74 | -4,096.33 |
| 2019-06-27 | BUY | 556 | 363.5 | 889.27 | 454.27 | -203,449.54 | 0 |
| 2019-07-03 | SELL | 556 | 364.9 | 892.69 | 452.91 | 201,538.8 | -1,910.74 |
| 2020-08-09 | BUY | 786 | 255 | 881.89 | 417.78 | -201,729.67 | 0 |
| 2020-08-13 | SELL | 786 | 290 | 1,002.94 | 475.17 | 226,461.89 | 24,732.22 |
| 2020-08-24 | BUY | 762 | 295 | 989.08 | 465.66 | -226,244.74 | 0 |
| 2020-09-14 | SELL | 762 | 350.26 | 1,174.36 | 555.21 | 265,170.08 | 38,925.34 |
| 2020-10-14 | BUY | 791 | 333 | 1,158.97 | 575.35 | -265,137.32 | 0 |
| 2021-02-23 | SELL | 791 | 349 | 1,214.66 | 594.74 | 274,249.6 | 9,112.28 |
| 2021-05-12 | BUY | 787 | 346.2 | 1,198.82 | 637.44 | -274,295.66 | 0 |
| 2021-10-04 | SELL | 787 | 380 | 1,315.86 | 643.92 | 297,100.22 | 22,804.56 |
| 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 | 818 | 355.3 | 1,278.8 | 725.06 | -292,639.26 | 0 |
| 2022-02-22 | SELL | 815 | 355.8 | 1,275.9 | 724.74 | 287,976.36 | -3,589.65 |
| 2022-02-27 | SELL | 3 | 345 | 4.55 | 2.07 | 1,028.37 | -44.87 |
| 2024-07-24 | BUY | 1,157 | 248.2 | 1,263.54 | 688.18 | -289,119.12 | 0 |
| 2024-07-29 | SELL | 1,090 | 257 | 1,232.57 | 663.56 | 278,233.86 | 5,857.16 |
| 2024-07-30 | SELL | 67 | 254.2 | 74.94 | 34.44 | 16,922.02 | 179.6 |
| 2024-08-15 | BUY | 770 | 381 | 1,290.83 | 604.24 | -295,265.07 | 0 |
| 2024-08-20 | SELL | 770 | 353 | 1,195.96 | 554.21 | 270,059.83 | -25,205.24 |
| 2024-09-25 | BUY | 773 | 347.1 | 1,180.56 | 552 | -270,040.86 | 0 |
| 2024-10-07 | SELL | 773 | 326.27 | 1,109.72 | 518.28 | 250,581.8 | -19,459.06 |
| 2024-12-18 | BUY | 777 | 320 | 1,094.02 | 557.59 | -250,291.61 | 0 |
| 2025-04-27 | SELL | 709 | 300.8 | 938.38 | 526.62 | 211,802.21 | -16,584.86 |
| 2025-04-28 | SELL | 68 | 309.7 | 92.66 | 42.98 | 20,923.96 | -980.58 |
| 2025-07-21 | BUY | 763 | 303 | 1,017.23 | 550.03 | -232,756.26 | 0 |
| 2025-08-17 | SELL | 763 | 306 | 1,027.3 | 508.64 | 231,942.06 | -814.2 |
| 2025-08-31 | BUY | 751 | 307 | 1,014.45 | 522.95 | -232,094.4 | 0 |
| 2025-09-03 | SELL | 751 | 311.5 | 1,029.32 | 528.29 | 232,378.89 | 284.49 |
| 2026-02-16 | BUY | 830 | 278 | 1,015.26 | 514.57 | -232,269.83 | 0 |
| 2026-02-19 | SELL | 830 | 267 | 975.08 | 490.17 | 220,144.74 | -12,125.08 |
| 2026-07-28 | BUY | 842 | 259.8 | 962.51 | 492 | -220,206.11 | 0 |
| 2026-08-02 | SELL | 842 | 260 | 963.25 | 499.55 | 217,457.2 | -2,748.9 |