Net return 115.4% · 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: 4.6%. 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.
#11 · 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 2.0%; partial sale at 15.0% (0 = off).
Account reconciliation
Cash৳215,394
Unsettled৳0
Holdings৳0
NAV৳215,394
Realized P&L৳115,394
Unrealized P&L৳0
Fees৳64,187
Friction৳31,414
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 #11
94 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 | 216.87 | 238.56 | 109.27 | 53,870.67 | 9,058.26 |
| 2013-12-10 | BUY | 527 | 204.6 | 474.43 | 220.09 | -108,518.72 | 0 |
| 2014-04-07 | SELL | 263 | 240.7 | 278.54 | 128.24 | 62,897.32 | 8,740.92 |
| 2014-04-09 | SELL | 264 | 247.9 | 287.96 | 132.14 | 65,025.5 | 10,663.18 |
| 2014-04-27 | BUY | 478 | 265.8 | 559.03 | 256.58 | -127,868.01 | 0 |
| 2014-06-15 | SELL | 239 | 307.9 | 323.79 | 148.54 | 73,115.77 | 9,181.77 |
| 2014-08-07 | SELL | 239 | 323.9 | 340.61 | 156.23 | 76,915.25 | 12,981.25 |
| 2014-09-04 | BUY | 441 | 338.1 | 656.05 | 301.87 | -150,060.02 | 0 |
| 2014-09-22 | SELL | 220 | 388.82 | 376.37 | 172.68 | 84,990.25 | 10,130.37 |
| 2014-09-29 | SELL | 221 | 392.2 | 381.38 | 174.77 | 86,120.05 | 10,919.9 |
| 2014-10-29 | BUY | 454 | 374.6 | 748.3 | 344.88 | -171,161.58 | 0 |
| 2014-11-06 | SELL | 454 | 352.12 | 703.4 | 324.83 | 158,836.06 | -12,325.52 |
| 2014-12-29 | BUY | 443 | 356.5 | 694.89 | 331.02 | -158,955.41 | 0 |
| 2015-01-25 | SELL | 443 | 335.11 | 653.2 | 312.81 | 147,487.73 | -11,467.69 |
| 2015-06-14 | BUY | 437 | 335 | 644.14 | 299.7 | -147,338.84 | 0 |
| 2015-06-22 | SELL | 437 | 328.9 | 632.41 | 293.85 | 142,803.04 | -4,535.8 |
| 2015-07-02 | BUY | 430 | 330.1 | 624.55 | 291.24 | -142,858.79 | 0 |
| 2015-07-08 | SELL | 430 | 328 | 620.58 | 289.4 | 140,130.03 | -2,728.76 |
| 2016-05-10 | BUY | 549 | 253.4 | 612.11 | 307.38 | -140,036.1 | 0 |
| 2016-05-15 | SELL | 549 | 251.1 | 606.56 | 302.64 | 136,944.7 | -3,091.4 |
| 2016-05-24 | BUY | 530 | 256.7 | 598.62 | 298.87 | -136,948.49 | 0 |
| 2016-05-29 | SELL | 530 | 255.2 | 595.13 | 298.78 | 134,362.1 | -2,586.39 |
| 2016-06-30 | BUY | 531 | 251.7 | 588.07 | 297.85 | -134,538.62 | 0 |
| 2016-07-12 | SELL | 531 | 255.8 | 597.65 | 301.89 | 134,930.26 | 391.64 |
| 2016-09-06 | BUY | 500 | 268 | 589.6 | 290.75 | -134,880.35 | 0 |
| 2016-09-20 | SELL | 500 | 262 | 576.4 | 291.89 | 130,131.71 | -4,748.64 |
| 2016-09-25 | BUY | 484 | 267.1 | 568.82 | 289.52 | -130,134.73 | 0 |
| 2017-01-24 | SELL | 242 | 307.17 | 327.07 | 151.87 | 73,854.99 | 8,787.62 |
| 2017-02-02 | SELL | 242 | 306.5 | 326.36 | 150.97 | 73,695.67 | 8,628.31 |
| 2017-02-12 | BUY | 477 | 307.1 | 644.54 | 304.24 | -147,435.48 | 0 |
| 2017-06-22 | SELL | 477 | 338.8 | 711.07 | 349.07 | 160,547.46 | 13,111.98 |
| 2017-07-16 | BUY | 437 | 365.1 | 702.01 | 328.04 | -160,578.76 | 0 |
| 2017-09-10 | SELL | 218 | 419.87 | 402.73 | 187.35 | 90,940.48 | 10,834.83 |
| 2017-09-11 | SELL | 219 | 426.3 | 410.78 | 190.65 | 92,758.27 | 12,285.16 |
| 2017-10-10 | BUY | 432 | 422 | 802.14 | 379.36 | -183,485.5 | 0 |
| 2017-11-13 | SELL | 216 | 485.3 | 461.23 | 214.36 | 104,149.21 | 12,406.46 |
| 2017-11-15 | SELL | 216 | 496.76 | 472.12 | 218.43 | 106,610.04 | 14,867.29 |
| 2017-12-06 | BUY | 430 | 487 | 921.4 | 429.71 | -210,761.11 | 0 |
| 2018-04-17 | SELL | 430 | 485 | 917.62 | 445.35 | 207,187.03 | -3,574.08 |
| 2019-01-24 | BUY | 527 | 391.3 | 907.35 | 437.38 | -207,559.82 | 0 |
| 2019-02-13 | SELL | 527 | 388 | 899.69 | 422.35 | 203,153.96 | -4,405.87 |
| 2019-02-27 | BUY | 511 | 394.5 | 886.99 | 414.27 | -202,890.76 | 0 |
| 2019-03-05 | SELL | 505 | 394 | 875.47 | 411.5 | 197,683.03 | -2,825.45 |
| 2019-03-06 | SELL | 6 | 391.6 | 10.34 | 4.7 | 2,334.56 | -47.72 |
| 2019-03-13 | BUY | 508 | 391.7 | 875.53 | 415.66 | -200,274.78 | 0 |
| 2019-03-19 | SELL | 508 | 389 | 869.49 | 414.96 | 196,327.54 | -3,947.24 |
| 2019-06-27 | BUY | 536 | 363.5 | 857.28 | 436.2 | -196,129.48 | 0 |
| 2019-07-03 | SELL | 536 | 364.9 | 860.58 | 434.99 | 194,290.83 | -1,838.64 |
| 2020-08-09 | BUY | 757 | 255 | 849.35 | 401.76 | -194,286.12 | 0 |
| 2020-08-13 | SELL | 757 | 290 | 965.93 | 456.96 | 218,107.11 | 23,821 |
| 2020-08-24 | BUY | 735 | 295 | 954.03 | 448.61 | -218,227.64 | 0 |
| 2020-09-08 | SELL | 367 | 339.25 | 547.82 | 253.32 | 123,703.61 | 14,738.24 |
| 2020-09-14 | SELL | 368 | 346.72 | 561.42 | 260.08 | 126,772.93 | 17,510.66 |
| 2020-10-14 | BUY | 747 | 333 | 1,094.5 | 540.79 | -250,386.3 | 0 |
| 2021-01-05 | SELL | 373 | 382.95 | 628.5 | 296.32 | 141,915.53 | 16,889.98 |
| 2021-02-23 | SELL | 374 | 349 | 574.31 | 270.58 | 129,681.11 | 4,320.36 |
| 2021-05-12 | BUY | 779 | 346.2 | 1,186.64 | 630.03 | -271,506.46 | 0 |
| 2021-10-04 | SELL | 779 | 380 | 1,302.49 | 636.91 | 294,080.6 | 22,574.13 |
| 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 | 810 | 355.3 | 1,266.29 | 716.58 | -289,775.87 | 0 |
| 2022-02-22 | SELL | 810 | 355.8 | 1,268.07 | 719.41 | 286,210.52 | -3,565.35 |
| 2024-07-24 | BUY | 1,145 | 248.2 | 1,250.43 | 679.88 | -286,119.31 | 0 |
| 2024-07-29 | SELL | 1,090 | 257 | 1,232.57 | 663.56 | 278,233.86 | 5,858.28 |
| 2024-07-30 | SELL | 55 | 254.2 | 61.52 | 28.22 | 13,891.26 | 147.54 |
| 2024-08-15 | BUY | 762 | 381 | 1,277.42 | 597.78 | -292,197.2 | 0 |
| 2024-08-20 | SELL | 762 | 353 | 1,183.54 | 548.34 | 267,254.12 | -24,943.08 |
| 2024-09-25 | BUY | 765 | 347.1 | 1,168.34 | 546.13 | -267,245.97 | 0 |
| 2024-10-07 | SELL | 765 | 326.27 | 1,098.24 | 512.77 | 247,988.6 | -19,257.37 |
| 2024-12-18 | BUY | 770 | 320 | 1,084.16 | 552.03 | -248,036.19 | 0 |
| 2025-04-27 | SELL | 709 | 300.8 | 938.38 | 526.62 | 211,802.21 | -16,584.36 |
| 2025-04-28 | SELL | 61 | 309.7 | 83.12 | 38.48 | 18,770.1 | -879.52 |
| 2025-07-21 | BUY | 756 | 303 | 1,007.9 | 544.19 | -230,620.09 | 0 |
| 2025-08-17 | SELL | 756 | 306 | 1,017.88 | 503.59 | 229,814.53 | -805.56 |
| 2025-08-31 | BUY | 743 | 307 | 1,003.64 | 516.73 | -229,621.37 | 0 |
| 2025-09-03 | SELL | 743 | 311.5 | 1,018.36 | 522.03 | 229,904.12 | 282.75 |
| 2026-02-16 | BUY | 822 | 278 | 1,005.47 | 509.1 | -230,030.57 | 0 |
| 2026-02-19 | SELL | 822 | 267 | 965.69 | 485 | 218,023.31 | -12,007.26 |
| 2026-07-28 | BUY | 833 | 259.8 | 952.22 | 486.17 | -217,851.78 | 0 |
| 2026-08-02 | SELL | 833 | 260 | 952.95 | 493.55 | 215,133.49 | -2,718.29 |