Net return 183.5% · drawdown 25.2% · 22 closed positions
Searching for profit that survives costs
10,790 unique configurations in this batch; 66 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: 6.4%. 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.
#12 · Support rebound
Net return -15.1% · drawdown 19.4% · 4 closed positions
Net return -19.4% · drawdown 22.9% · 4 closed positions
Variant 2; fixed stop 4.0%; maximum 120 sessions; gate EMA 50; continuous signal; exit any bearish; trailing arms at 0.0%, distance 4.5%; partial sale at 0.0% (0 = off).
Account reconciliation
Cash৳283,535
Unsettled৳0
Holdings৳0
NAV৳283,535
Realized P&L৳183,535
Unrealized P&L৳0
Fees৳41,359
Friction৳20,488
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 #12
46 fills, including partial sales. Page 1.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2012-05-16 | BUY | 482 | 205.8 | 436.46 | 200.04 | -99,832.1 | 0 |
| 2012-05-29 | SELL | 482 | 197.57 | 419 | 193.48 | 94,615.29 | -5,216.81 |
| 2012-06-21 | BUY | 475 | 197.9 | 413.61 | 193.36 | -94,609.47 | 0 |
| 2012-06-26 | SELL | 475 | 204.3 | 426.99 | 199.77 | 96,415.75 | 1,806.28 |
| 2013-02-05 | BUY | 548 | 174.9 | 421.72 | 204.61 | -96,471.53 | 0 |
| 2013-02-10 | SELL | 548 | 167.9 | 404.85 | 193.26 | 91,413.28 | -5,058.25 |
| 2013-12-18 | BUY | 454 | 200.2 | 399.92 | 185.19 | -91,475.91 | 0 |
| 2014-02-12 | SELL | 454 | 207.4 | 414.3 | 191.97 | 93,553.33 | 2,077.42 |
| 2014-03-31 | BUY | 435 | 213.8 | 409.21 | 189.68 | -93,601.9 | 0 |
| 2014-09-29 | SELL | 435 | 392.2 | 750.67 | 346.72 | 169,509.61 | 75,907.71 |
| 2014-11-02 | BUY | 454 | 370.7 | 740.51 | 341.41 | -169,379.73 | 0 |
| 2014-11-06 | SELL | 454 | 353.3 | 705.75 | 325.93 | 159,366.52 | -10,013.21 |
| 2015-01-19 | BUY | 445 | 355.5 | 696.07 | 336 | -159,229.57 | 0 |
| 2015-01-25 | SELL | 445 | 341.28 | 668.23 | 320.38 | 150,880.99 | -8,348.57 |
| 2015-07-02 | BUY | 454 | 330.1 | 659.41 | 307.93 | -150,832.73 | 0 |
| 2015-08-06 | SELL | 454 | 324 | 647.22 | 300.14 | 146,148.64 | -4,684.1 |
| 2016-06-08 | BUY | 291 | 256 | 327.78 | 157.47 | -74,981.25 | 0 |
| 2016-06-20 | SELL | 291 | 252 | 322.66 | 154.98 | 72,854.36 | -2,126.89 |
| 2016-06-29 | BUY | 564 | 253.9 | 630.08 | 323.48 | -144,153.15 | 0 |
| 2017-01-03 | SELL | 564 | 284 | 704.77 | 344.54 | 159,126.68 | 14,973.53 |
| 2017-01-08 | BUY | 549 | 288 | 695.69 | 336.54 | -159,144.23 | 0 |
| 2017-07-04 | SELL | 549 | 351.1 | 848.12 | 412.04 | 191,493.74 | 32,349.51 |
| 2017-07-10 | BUY | 560 | 340 | 837.76 | 398.6 | -191,636.36 | 0 |
| 2018-01-02 | SELL | 560 | 472.2 | 1,163.5 | 559.23 | 262,709.27 | 71,072.92 |
| 2018-01-09 | BUY | 552 | 472.6 | 1,147.85 | 554.52 | -262,577.57 | 0 |
| 2018-02-25 | SELL | 552 | 484.9 | 1,177.73 | 558.12 | 265,928.95 | 3,351.38 |
| 2020-07-21 | BUY | 1,074 | 245.9 | 1,162.03 | 597.59 | -265,856.22 | 0 |
| 2020-10-07 | SELL | 959 | 328.8 | 1,387.4 | 687.55 | 313,244.25 | 75,854.94 |
| 2020-10-08 | SELL | 115 | 326.1 | 165.01 | 75.86 | 37,260.63 | 8,793.72 |
| 2020-10-12 | BUY | 941 | 330.9 | 1,370.06 | 687.48 | -313,434.43 | 0 |
| 2020-11-22 | SELL | 941 | 327 | 1,353.91 | 709.8 | 305,643.29 | -7,791.14 |
| 2021-02-02 | BUY | 920 | 370.1 | 1,498.16 | 737.09 | -342,727.25 | 0 |
| 2021-02-22 | SELL | 920 | 359.7 | 1,456.07 | 724.13 | 328,743.81 | -13,983.44 |
| 2021-06-15 | BUY | 940 | 347.4 | 1,436.85 | 751.8 | -328,744.64 | 0 |
| 2021-10-10 | SELL | 940 | 372.3 | 1,539.83 | 766.23 | 347,655.93 | 18,911.29 |
| 2022-02-07 | BUY | 825 | 355.3 | 1,289.74 | 732.51 | -295,144.75 | 0 |
| 2022-02-27 | SELL | 620 | 345 | 941.16 | 497.89 | 212,460.95 | -9,344.8 |
| 2022-02-28 | SELL | 205 | 340.5 | 307.13 | 147.02 | 69,348.35 | -3,990.65 |
| 2024-09-15 | BUY | 1,002 | 331.6 | 1,461.96 | 680.72 | -334,405.88 | 0 |
| 2024-10-24 | SELL | 1,002 | 322.4 | 1,421.4 | 675.91 | 320,947.5 | -13,458.38 |
| 2024-12-18 | BUY | 996 | 320 | 1,402.37 | 736.54 | -320,858.91 | 0 |
| 2025-03-02 | SELL | 996 | 327.4 | 1,434.8 | 696.38 | 323,959.22 | 3,100.31 |
| 2026-02-24 | BUY | 1,208 | 266.4 | 1,415.97 | 758.92 | -323,986.09 | 0 |
| 2026-03-05 | SELL | 1,208 | 245.3 | 1,303.82 | 671.14 | 294,347.44 | -29,638.65 |
| 2026-07-19 | BUY | 1,134 | 257.8 | 1,286.32 | 661.33 | -294,292.85 | 0 |
| 2026-08-16 | SELL | 1,134 | 251.5 | 1,254.88 | 662.86 | 283,283.25 | -11,009.6 |