Net return 95.7% · drawdown 26.0% · 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.
#13 · 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 0.0% (0 = off).
Account reconciliation
Cash৳195,722
Unsettled৳0
Holdings৳0
NAV৳195,722
Realized P&L৳95,722
Unrealized P&L৳0
Fees৳69,937
Friction৳34,009
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 #13
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 |
| 2012-06-25 | 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 |
| 2013-07-11 | SELL | 483 | 217 | 461.17 | 212.73 | 104,137.1 | 17,559.7 |
| 2013-12-10 | BUY | 506 | 204.6 | 455.52 | 211.15 | -104,194.27 | 0 |
| 2014-04-08 | SELL | 506 | 242.2 | 539.23 | 250.2 | 121,763.77 | 17,569.5 |
| 2014-04-27 | BUY | 455 | 265.8 | 532.13 | 244.12 | -121,715.25 | 0 |
| 2014-05-22 | SELL | 455 | 255.17 | 510.85 | 234.92 | 115,355.68 | -6,359.57 |
| 2014-06-01 | BUY | 416 | 275.4 | 504.09 | 232.96 | -115,303.46 | 0 |
| 2014-08-10 | SELL | 416 | 331 | 605.86 | 279.65 | 136,810.49 | 21,507.03 |
| 2014-09-04 | BUY | 402 | 338.1 | 598.03 | 274.88 | -136,789.11 | 0 |
| 2014-09-28 | SELL | 402 | 397.5 | 703.1 | 324.61 | 158,767.29 | 21,978.18 |
| 2014-10-29 | BUY | 421 | 374.6 | 693.91 | 319.49 | -158,720 | 0 |
| 2014-11-05 | SELL | 421 | 358.5 | 664.09 | 305.91 | 149,958.5 | -8,761.5 |
| 2014-12-29 | BUY | 418 | 356.5 | 655.67 | 311.53 | -149,984.21 | 0 |
| 2015-01-25 | SELL | 418 | 342.24 | 629.45 | 300.88 | 142,125.99 | -7,858.21 |
| 2015-06-14 | BUY | 422 | 335 | 622.03 | 289.19 | -142,281.22 | 0 |
| 2015-06-22 | SELL | 422 | 328.9 | 610.7 | 283.55 | 137,901.55 | -4,379.67 |
| 2015-07-02 | BUY | 415 | 330.1 | 602.76 | 280.83 | -137,875.09 | 0 |
| 2015-07-08 | SELL | 415 | 328 | 598.93 | 279.05 | 135,242.02 | -2,633.08 |
| 2016-05-10 | BUY | 530 | 253.4 | 590.93 | 295.77 | -135,188.7 | 0 |
| 2016-05-15 | SELL | 530 | 251.1 | 585.57 | 291.27 | 132,206.17 | -2,982.53 |
| 2016-05-24 | BUY | 512 | 256.7 | 578.29 | 287.84 | -132,296.53 | 0 |
| 2016-05-29 | SELL | 512 | 255.2 | 574.91 | 287.7 | 129,799.78 | -2,496.75 |
| 2016-06-30 | BUY | 512 | 251.7 | 567.03 | 286.13 | -129,723.56 | 0 |
| 2016-07-12 | SELL | 512 | 255.8 | 576.27 | 290.04 | 130,103.29 | 379.73 |
| 2016-09-06 | BUY | 482 | 268 | 568.37 | 279.5 | -130,023.87 | 0 |
| 2016-09-20 | SELL | 482 | 262 | 555.65 | 280.34 | 125,448.01 | -4,575.86 |
| 2016-09-25 | BUY | 467 | 267.1 | 548.84 | 278.3 | -125,562.84 | 0 |
| 2017-02-02 | SELL | 467 | 306.5 | 629.8 | 296.03 | 142,209.68 | 16,646.84 |
| 2017-02-12 | BUY | 460 | 307.1 | 621.57 | 293.01 | -142,180.58 | 0 |
| 2017-06-22 | SELL | 460 | 338.8 | 685.73 | 335.74 | 154,826.53 | 12,645.95 |
| 2017-07-16 | BUY | 421 | 365.1 | 676.31 | 315.72 | -154,699.13 | 0 |
| 2017-09-11 | SELL | 421 | 430 | 796.53 | 376.84 | 179,856.62 | 25,157.5 |
| 2017-10-10 | BUY | 424 | 422 | 787.28 | 372.07 | -180,087.35 | 0 |
| 2017-11-15 | SELL | 424 | 500 | 932.8 | 438.93 | 210,628.27 | 30,540.92 |
| 2017-12-06 | BUY | 429 | 487 | 919.26 | 428.69 | -210,270.95 | 0 |
| 2017-12-14 | SELL | 429 | 467.52 | 882.49 | 414.8 | 199,268.78 | -11,002.16 |
| 2017-12-28 | BUY | 422 | 469.4 | 871.58 | 412.01 | -199,370.39 | 0 |
| 2018-05-13 | SELL | 422 | 466 | 865.27 | 409.61 | 195,377.12 | -3,993.27 |
| 2019-01-24 | BUY | 496 | 391.3 | 853.97 | 410.27 | -195,349.04 | 0 |
| 2019-02-13 | SELL | 496 | 388 | 846.77 | 396.76 | 191,204.47 | -4,144.58 |
| 2019-02-27 | BUY | 482 | 394.5 | 836.66 | 390.17 | -191,375.82 | 0 |
| 2019-03-05 | SELL | 482 | 394 | 835.6 | 392.17 | 188,680.24 | -2,695.58 |
| 2019-03-13 | BUY | 479 | 391.7 | 825.55 | 390.97 | -188,840.82 | 0 |
| 2019-03-19 | SELL | 479 | 389 | 819.86 | 390.21 | 185,120.93 | -3,719.89 |
| 2019-06-27 | BUY | 505 | 363.5 | 807.7 | 408.43 | -184,783.63 | 0 |
| 2019-07-03 | SELL | 505 | 364.9 | 810.81 | 407.44 | 183,056.25 | -1,727.38 |
| 2020-08-09 | BUY | 714 | 255 | 801.11 | 378.1 | -183,249.21 | 0 |
| 2020-08-13 | SELL | 714 | 290 | 911.06 | 430.04 | 205,718.9 | 22,469.69 |
| 2020-08-24 | BUY | 693 | 295 | 899.51 | 422.17 | -205,756.68 | 0 |
| 2020-09-13 | SELL | 693 | 347.6 | 1,059.9 | 498.78 | 239,328.12 | 33,571.44 |
| 2020-10-14 | BUY | 714 | 333 | 1,046.15 | 515.08 | -239,323.23 | 0 |
| 2020-11-23 | SELL | 714 | 319.68 | 1,004.31 | 508.48 | 226,738.73 | -12,584.5 |
| 2020-12-07 | BUY | 693 | 325.1 | 991.29 | 502.8 | -226,788.39 | 0 |
| 2021-01-06 | SELL | 693 | 376 | 1,146.5 | 554.41 | 258,867.09 | 32,078.7 |
| 2021-01-19 | BUY | 669 | 384.2 | 1,130.93 | 542.01 | -258,702.74 | 0 |
| 2021-01-25 | SELL | 669 | 368.83 | 1,085.69 | 518.85 | 245,144.07 | -13,558.67 |
| 2021-02-07 | BUY | 633 | 385 | 1,072.3 | 517.71 | -245,295.01 | 0 |
| 2021-02-10 | SELL | 633 | 377.7 | 1,051.97 | 507.22 | 237,524.91 | -7,770.11 |
| 2021-05-12 | BUY | 681 | 346.2 | 1,037.35 | 540.8 | -237,340.35 | 0 |
| 2021-10-04 | SELL | 681 | 380 | 1,138.63 | 551.85 | 257,089.51 | 19,749.16 |
| 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 | 706 | 355.3 | 1,103.7 | 608.79 | -252,554.3 | 0 |
| 2022-02-22 | SELL | 706 | 355.8 | 1,105.26 | 611.04 | 249,478.51 | -3,075.79 |
| 2024-07-24 | BUY | 999 | 248.2 | 1,090.99 | 580.78 | -249,623.57 | 0 |
| 2024-07-29 | SELL | 999 | 257 | 1,129.67 | 600.26 | 255,013.07 | 5,389.5 |
| 2024-08-15 | BUY | 665 | 381 | 1,114.81 | 519.78 | -254,999.59 | 0 |
| 2024-08-20 | SELL | 665 | 353 | 1,032.88 | 477.39 | 233,234.74 | -21,764.85 |
| 2024-09-25 | BUY | 668 | 347.1 | 1,020.2 | 475.21 | -233,358.21 | 0 |
| 2024-10-06 | SELL | 668 | 333.22 | 979.39 | 455.78 | 221,153.12 | -12,205.09 |
| 2024-12-18 | BUY | 686 | 320 | 965.89 | 486.05 | -220,971.94 | 0 |
| 2025-04-27 | SELL | 686 | 307.2 | 927.25 | 519.2 | 209,292.74 | -11,679.2 |
| 2025-07-21 | BUY | 686 | 303 | 914.58 | 486.57 | -209,259.15 | 0 |
| 2025-08-17 | SELL | 686 | 306 | 923.63 | 453.52 | 208,538.85 | -720.3 |
| 2025-08-31 | BUY | 675 | 307 | 911.79 | 464.4 | -208,601.19 | 0 |
| 2025-09-03 | SELL | 675 | 311.5 | 925.16 | 469.33 | 208,868.01 | 266.82 |
| 2026-02-16 | BUY | 747 | 278 | 913.73 | 458.33 | -209,038.07 | 0 |
| 2026-02-19 | SELL | 747 | 267 | 877.58 | 436.93 | 198,134.49 | -10,903.57 |
| 2026-07-28 | BUY | 757 | 259.8 | 865.34 | 437.39 | -197,971.33 | 0 |
| 2026-08-02 | SELL | 757 | 260 | 866.01 | 443.52 | 195,510.47 | -2,460.85 |