Net return 98.6% · drawdown 25.9% · 47 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: 4.1%. 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 · MACD
Net return -21.5% · drawdown 23.7% · 8 closed positions
Net return -38.8% · drawdown 40.1% · 8 closed positions
Variant 1; fixed stop 4.0%; maximum 90 sessions; gate EMA 50; fresh signal only; exit EMA 200 break; trailing arms at 18.0%, distance 0.0%; partial sale at 20.0% (0 = off).
Account reconciliation
Cash৳198,569
Unsettled৳0
Holdings৳0
NAV৳198,569
Realized P&L৳98,569
Unrealized P&L৳0
Fees৳70,721
Friction৳34,410
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
97 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 |
| 2012-06-25 | SELL | 470 | 195.46 | 404.2 | 188.91 | 91,271.21 | -5,036.96 |
| 2012-06-28 | BUY | 434 | 208.8 | 398.72 | 185.81 | -91,203.73 | 0 |
| 2012-07-04 | SELL | 434 | 200.45 | 382.78 | 178.05 | 86,433.61 | -4,770.12 |
| 2012-07-22 | BUY | 431 | 199.4 | 378.14 | 175.29 | -86,494.83 | 0 |
| 2012-07-25 | SELL | 431 | 205.5 | 389.71 | 180.41 | 88,000.38 | 1,505.54 |
| 2012-12-03 | BUY | 520 | 168.1 | 384.61 | 181.73 | -87,978.34 | 0 |
| 2012-12-06 | SELL | 520 | 167.6 | 383.47 | 181.23 | 86,587.3 | -1,391.04 |
| 2013-06-12 | BUY | 483 | 178.1 | 378.5 | 176.61 | -86,577.41 | 0 |
| 2013-07-10 | SELL | 241 | 220.7 | 234.03 | 107.39 | 52,847.28 | 9,648.2 |
| 2013-07-11 | SELL | 242 | 217 | 231.06 | 105.81 | 52,177.13 | 8,798.8 |
| 2013-12-10 | BUY | 510 | 204.6 | 459.12 | 212.85 | -105,017.97 | 0 |
| 2014-04-08 | SELL | 510 | 242.2 | 543.5 | 252.22 | 122,726.29 | 17,708.31 |
| 2014-04-27 | BUY | 459 | 265.8 | 536.81 | 246.29 | -122,785.3 | 0 |
| 2014-05-22 | SELL | 459 | 255.17 | 515.34 | 237.01 | 116,369.77 | -6,415.53 |
| 2014-06-01 | BUY | 420 | 275.4 | 508.94 | 235.24 | -116,412.18 | 0 |
| 2014-08-07 | SELL | 210 | 330.48 | 305.36 | 139.93 | 68,955.5 | 10,749.41 |
| 2014-08-10 | SELL | 210 | 331 | 305.84 | 140.11 | 69,064.05 | 10,857.96 |
| 2014-09-04 | BUY | 405 | 338.1 | 602.49 | 276.95 | -137,809.95 | 0 |
| 2014-09-28 | SELL | 405 | 397.5 | 708.35 | 327.07 | 159,952.08 | 22,142.13 |
| 2014-10-29 | BUY | 425 | 374.6 | 700.5 | 322.57 | -160,228.07 | 0 |
| 2014-11-05 | SELL | 425 | 358.5 | 670.4 | 308.86 | 151,383.25 | -8,844.82 |
| 2014-12-29 | BUY | 421 | 356.5 | 660.38 | 313.87 | -151,060.75 | 0 |
| 2015-01-25 | SELL | 421 | 342.24 | 633.97 | 303.14 | 143,145.93 | -7,914.82 |
| 2015-06-14 | BUY | 425 | 335 | 626.45 | 291.29 | -143,292.74 | 0 |
| 2015-06-22 | SELL | 425 | 328.9 | 615.04 | 285.61 | 138,881.85 | -4,410.89 |
| 2015-07-02 | BUY | 418 | 330.1 | 607.12 | 282.91 | -138,871.83 | 0 |
| 2015-07-08 | SELL | 418 | 328 | 603.26 | 281.12 | 136,219.62 | -2,652.21 |
| 2016-05-10 | BUY | 534 | 253.4 | 595.39 | 298.21 | -136,209.2 | 0 |
| 2016-05-15 | SELL | 534 | 251.1 | 589.98 | 293.66 | 133,203.76 | -3,005.44 |
| 2016-05-24 | BUY | 516 | 256.7 | 582.81 | 290.28 | -133,330.3 | 0 |
| 2016-05-29 | SELL | 516 | 255.2 | 579.41 | 290.16 | 130,813.64 | -2,516.66 |
| 2016-06-30 | BUY | 516 | 251.7 | 571.46 | 288.59 | -130,737.25 | 0 |
| 2016-07-12 | SELL | 516 | 255.8 | 580.77 | 292.53 | 131,119.5 | 382.25 |
| 2016-09-06 | BUY | 486 | 268 | 573.09 | 281.99 | -131,103.08 | 0 |
| 2016-09-20 | SELL | 486 | 262 | 560.26 | 282.9 | 126,488.84 | -4,614.24 |
| 2016-09-25 | BUY | 471 | 267.1 | 553.54 | 280.93 | -126,638.57 | 0 |
| 2017-02-02 | SELL | 471 | 306.5 | 635.19 | 298.65 | 143,427.66 | 16,789.09 |
| 2017-02-12 | BUY | 464 | 307.1 | 626.98 | 295.65 | -143,417.03 | 0 |
| 2017-06-22 | SELL | 464 | 338.8 | 691.69 | 338.87 | 156,172.64 | 12,755.61 |
| 2017-07-16 | BUY | 425 | 365.1 | 682.74 | 318.8 | -156,169.03 | 0 |
| 2017-09-11 | SELL | 425 | 430 | 804.1 | 380.57 | 181,565.33 | 25,396.3 |
| 2017-10-10 | BUY | 427 | 422 | 792.85 | 374.8 | -181,361.66 | 0 |
| 2017-11-14 | SELL | 213 | 506.4 | 474.6 | 220.21 | 107,168.39 | 16,699.93 |
| 2017-11-15 | SELL | 214 | 500 | 470.8 | 217.8 | 106,311.4 | 15,418.2 |
| 2017-12-06 | BUY | 436 | 487 | 934.26 | 435.86 | -213,702.12 | 0 |
| 2017-12-14 | SELL | 436 | 467.52 | 896.89 | 421.8 | 202,520.03 | -11,182.09 |
| 2017-12-28 | BUY | 428 | 469.4 | 883.97 | 418.09 | -202,205.27 | 0 |
| 2018-05-13 | SELL | 428 | 466 | 877.57 | 415.67 | 198,154.76 | -4,050.51 |
| 2019-01-24 | BUY | 503 | 391.3 | 866.03 | 416.37 | -198,106.3 | 0 |
| 2019-02-13 | SELL | 503 | 388 | 858.72 | 402.53 | 193,902.75 | -4,203.55 |
| 2019-02-27 | BUY | 489 | 394.5 | 848.81 | 395.98 | -194,155.28 | 0 |
| 2019-03-05 | SELL | 489 | 394 | 847.73 | 398.04 | 191,420.23 | -2,735.06 |
| 2019-03-13 | BUY | 485 | 391.7 | 835.89 | 396.07 | -191,206.46 | 0 |
| 2019-03-19 | SELL | 485 | 389 | 830.13 | 395.32 | 187,439.55 | -3,766.91 |
| 2019-06-27 | BUY | 513 | 363.5 | 820.49 | 415.57 | -187,711.56 | 0 |
| 2019-07-03 | SELL | 513 | 364.9 | 823.65 | 414.52 | 185,955.53 | -1,756.03 |
| 2020-08-09 | BUY | 724 | 255 | 812.33 | 383.59 | -185,815.92 | 0 |
| 2020-08-13 | SELL | 724 | 290 | 923.82 | 436.29 | 208,599.89 | 22,783.96 |
| 2020-08-24 | BUY | 703 | 295 | 912.49 | 428.46 | -208,725.95 | 0 |
| 2020-09-13 | SELL | 703 | 347.6 | 1,075.2 | 506.22 | 242,781.38 | 34,055.43 |
| 2020-10-14 | BUY | 724 | 333 | 1,060.8 | 522.85 | -242,675.66 | 0 |
| 2020-11-23 | SELL | 724 | 319.68 | 1,018.37 | 516.34 | 229,913.6 | -12,762.05 |
| 2020-12-07 | BUY | 703 | 325.1 | 1,005.6 | 510.81 | -230,061.71 | 0 |
| 2021-01-06 | SELL | 703 | 376 | 1,163.04 | 562.9 | 262,602.06 | 32,540.34 |
| 2021-01-19 | BUY | 679 | 384.2 | 1,147.84 | 550.54 | -262,570.17 | 0 |
| 2021-01-25 | SELL | 679 | 368.83 | 1,101.92 | 526.99 | 248,808.02 | -13,762.15 |
| 2021-02-07 | BUY | 642 | 385 | 1,087.55 | 525.51 | -248,783.06 | 0 |
| 2021-02-10 | SELL | 642 | 377.7 | 1,066.93 | 514.86 | 240,901.62 | -7,881.44 |
| 2021-05-12 | BUY | 691 | 346.2 | 1,052.59 | 549.77 | -240,826.56 | 0 |
| 2021-10-04 | SELL | 691 | 380 | 1,155.35 | 560.47 | 260,864.18 | 20,037.62 |
| 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 | 717 | 355.3 | 1,120.9 | 619.97 | -256,490.98 | 0 |
| 2022-02-22 | SELL | 717 | 355.8 | 1,122.48 | 622.28 | 253,363.85 | -3,127.13 |
| 2024-07-24 | BUY | 1,014 | 248.2 | 1,107.37 | 590.8 | -253,372.96 | 0 |
| 2024-07-29 | SELL | 1,014 | 257 | 1,146.63 | 610.6 | 258,840.77 | 5,467.81 |
| 2024-08-15 | BUY | 675 | 381 | 1,131.57 | 527.8 | -258,834.37 | 0 |
| 2024-08-20 | SELL | 675 | 353 | 1,048.41 | 484.69 | 236,741.9 | -22,092.46 |
| 2024-09-25 | BUY | 677 | 347.1 | 1,033.94 | 481.77 | -236,502.42 | 0 |
| 2024-10-06 | SELL | 677 | 333.22 | 992.58 | 462.07 | 224,132.58 | -12,369.84 |
| 2024-12-18 | BUY | 696 | 320 | 979.97 | 493.83 | -224,193.8 | 0 |
| 2025-04-27 | SELL | 696 | 307.2 | 940.77 | 528.22 | 212,342.21 | -11,851.59 |
| 2025-07-21 | BUY | 696 | 303 | 927.91 | 494.71 | -212,310.62 | 0 |
| 2025-08-17 | SELL | 696 | 306 | 937.09 | 460.63 | 211,578.27 | -732.35 |
| 2025-08-31 | BUY | 685 | 307 | 925.3 | 472.03 | -211,692.33 | 0 |
| 2025-09-03 | SELL | 685 | 311.5 | 938.86 | 477.02 | 211,961.62 | 269.29 |
| 2026-02-16 | BUY | 757 | 278 | 925.96 | 465.05 | -211,837.02 | 0 |
| 2026-02-19 | SELL | 757 | 267 | 889.32 | 443.3 | 200,786.38 | -11,050.64 |
| 2026-07-28 | BUY | 768 | 259.8 | 877.92 | 444.39 | -200,848.71 | 0 |
| 2026-08-02 | SELL | 768 | 260 | 878.59 | 450.7 | 198,350.71 | -2,498 |