Net return 111.8% · 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: 4.5%. 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.
#14 · 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 0.0%; partial sale at 15.0% (0 = off).
Account reconciliation
Cash৳211,842
Unsettled৳0
Holdings৳0
NAV৳211,842
Realized P&L৳111,842
Unrealized P&L৳0
Fees৳63,110
Friction৳30,857
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 #14
93 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 | 217 | 238.7 | 109.33 | 53,901.97 | 9,089.56 |
| 2013-12-10 | BUY | 528 | 204.6 | 475.33 | 220.52 | -108,724.64 | 0 |
| 2014-04-07 | SELL | 264 | 240.7 | 279.6 | 128.74 | 63,136.47 | 8,774.14 |
| 2014-04-08 | SELL | 264 | 242.2 | 281.34 | 129.27 | 63,530.19 | 9,167.87 |
| 2014-04-27 | BUY | 473 | 265.8 | 553.18 | 253.87 | -126,530.45 | 0 |
| 2014-06-15 | SELL | 236 | 307.9 | 319.72 | 146.66 | 72,198.02 | 9,066.55 |
| 2014-08-04 | SELL | 237 | 310.8 | 324.1 | 148.86 | 73,186.64 | 9,787.66 |
| 2014-09-04 | BUY | 427 | 338.1 | 635.22 | 292.18 | -145,296.1 | 0 |
| 2014-09-22 | SELL | 213 | 388.82 | 364.4 | 167.13 | 82,286.06 | 9,808.15 |
| 2014-09-28 | SELL | 214 | 397.5 | 374.29 | 171.55 | 84,519.16 | 11,700.98 |
| 2014-10-29 | BUY | 443 | 374.6 | 730.17 | 336.41 | -167,014.38 | 0 |
| 2014-11-06 | SELL | 443 | 352.12 | 686.36 | 316.84 | 154,987.73 | -12,026.65 |
| 2014-12-29 | BUY | 431 | 356.5 | 676.07 | 321.65 | -154,649.22 | 0 |
| 2015-01-25 | SELL | 431 | 335.11 | 635.5 | 303.92 | 143,492.99 | -11,156.23 |
| 2015-06-14 | BUY | 426 | 335 | 627.92 | 291.99 | -143,629.91 | 0 |
| 2015-06-22 | SELL | 426 | 328.9 | 616.49 | 286.29 | 139,208.62 | -4,421.3 |
| 2015-07-02 | BUY | 419 | 330.1 | 608.57 | 283.6 | -139,204.08 | 0 |
| 2015-07-08 | SELL | 419 | 328 | 604.7 | 281.81 | 136,545.49 | -2,658.59 |
| 2016-05-10 | BUY | 536 | 253.4 | 597.62 | 299.43 | -136,719.45 | 0 |
| 2016-05-15 | SELL | 536 | 251.1 | 592.19 | 294.85 | 133,702.55 | -3,016.9 |
| 2016-05-24 | BUY | 517 | 256.7 | 583.94 | 290.9 | -133,588.74 | 0 |
| 2016-05-29 | SELL | 517 | 255.2 | 580.53 | 290.77 | 131,067.1 | -2,521.64 |
| 2016-06-30 | BUY | 517 | 251.7 | 572.57 | 289.21 | -130,990.68 | 0 |
| 2016-07-12 | SELL | 517 | 255.8 | 581.89 | 293.15 | 131,373.55 | 382.88 |
| 2016-09-06 | BUY | 487 | 268 | 574.27 | 282.62 | -131,372.89 | 0 |
| 2016-09-20 | SELL | 487 | 262 | 561.41 | 283.54 | 126,749.05 | -4,623.84 |
| 2016-09-25 | BUY | 472 | 267.1 | 554.71 | 281.59 | -126,907.5 | 0 |
| 2017-01-24 | SELL | 236 | 307.17 | 318.96 | 148.03 | 72,023.95 | 8,570.2 |
| 2017-02-02 | SELL | 236 | 306.5 | 318.27 | 147.16 | 71,868.57 | 8,414.82 |
| 2017-02-12 | BUY | 465 | 307.1 | 628.33 | 296.31 | -143,726.14 | 0 |
| 2017-06-22 | SELL | 465 | 338.8 | 693.18 | 339.65 | 156,509.17 | 12,783.03 |
| 2017-07-16 | BUY | 426 | 365.1 | 684.34 | 319.57 | -156,536.51 | 0 |
| 2017-09-10 | SELL | 213 | 419.87 | 393.5 | 182.96 | 88,854.79 | 10,586.53 |
| 2017-09-11 | SELL | 213 | 430 | 403 | 186.96 | 91,000.04 | 12,731.79 |
| 2017-10-10 | BUY | 423 | 422 | 785.43 | 371.16 | -179,662.58 | 0 |
| 2017-11-13 | SELL | 211 | 485.3 | 450.55 | 209.29 | 101,738.46 | 12,119.53 |
| 2017-11-15 | SELL | 212 | 500 | 466.4 | 215.73 | 105,317.87 | 15,274.21 |
| 2017-12-06 | BUY | 423 | 487 | 906.4 | 422.54 | -207,329.94 | 0 |
| 2018-04-17 | SELL | 423 | 485 | 902.68 | 437.64 | 203,814.68 | -3,515.27 |
| 2019-01-24 | BUY | 517 | 391.3 | 890.13 | 428.61 | -203,620.84 | 0 |
| 2019-02-13 | SELL | 517 | 388 | 882.62 | 414.08 | 199,299.29 | -4,321.55 |
| 2019-02-27 | BUY | 502 | 394.5 | 871.37 | 406.78 | -199,317.15 | 0 |
| 2019-03-05 | SELL | 502 | 394 | 870.27 | 408.97 | 196,508.76 | -2,808.39 |
| 2019-03-13 | BUY | 499 | 391.7 | 860.02 | 407.98 | -196,726.3 | 0 |
| 2019-03-19 | SELL | 499 | 389 | 854.09 | 407.27 | 192,849.64 | -3,876.66 |
| 2019-06-27 | BUY | 527 | 363.5 | 842.88 | 428.11 | -192,835.49 | 0 |
| 2019-07-03 | SELL | 527 | 364.9 | 846.13 | 426.96 | 191,029.21 | -1,806.28 |
| 2020-08-09 | BUY | 744 | 255 | 834.77 | 394.6 | -190,949.37 | 0 |
| 2020-08-13 | SELL | 744 | 290 | 949.34 | 448.81 | 214,361.85 | 23,412.48 |
| 2020-08-24 | BUY | 722 | 295 | 937.16 | 440.42 | -214,367.57 | 0 |
| 2020-09-08 | SELL | 361 | 339.25 | 538.86 | 249.11 | 121,681.28 | 14,497.49 |
| 2020-09-13 | SELL | 361 | 347.6 | 552.13 | 255.58 | 124,675.89 | 17,492.1 |
| 2020-10-14 | BUY | 735 | 333 | 1,076.92 | 531.42 | -246,363.34 | 0 |
| 2021-01-05 | SELL | 367 | 382.95 | 618.39 | 291.39 | 139,632.88 | 16,618.8 |
| 2021-02-23 | SELL | 368 | 349 | 565.1 | 266.09 | 127,600.81 | 4,251.54 |
| 2021-05-12 | BUY | 767 | 346.2 | 1,168.36 | 618.95 | -267,322.7 | 0 |
| 2021-10-04 | SELL | 767 | 380 | 1,282.42 | 626.42 | 289,551.15 | 22,228.45 |
| 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 | 797 | 355.3 | 1,245.97 | 702.85 | -285,122.92 | 0 |
| 2022-02-22 | SELL | 797 | 355.8 | 1,247.72 | 705.6 | 281,619.28 | -3,503.64 |
| 2024-07-24 | BUY | 1,127 | 248.2 | 1,230.77 | 667.46 | -281,619.64 | 0 |
| 2024-07-29 | SELL | 1,090 | 257 | 1,232.57 | 663.56 | 278,233.86 | 5,859.95 |
| 2024-07-30 | SELL | 37 | 254.2 | 41.38 | 18.93 | 9,345.09 | 99.37 |
| 2024-08-15 | BUY | 750 | 381 | 1,257.3 | 588.1 | -287,595.4 | 0 |
| 2024-08-20 | SELL | 750 | 353 | 1,164.9 | 539.54 | 263,045.56 | -24,549.85 |
| 2024-09-25 | BUY | 753 | 347.1 | 1,150.01 | 537.33 | -263,053.64 | 0 |
| 2024-10-07 | SELL | 753 | 326.27 | 1,081.01 | 504.52 | 244,098.79 | -18,954.85 |
| 2024-12-18 | BUY | 757 | 320 | 1,065.86 | 541.72 | -243,847.58 | 0 |
| 2025-04-27 | SELL | 709 | 300.8 | 938.38 | 526.62 | 211,802.21 | -16,583.44 |
| 2025-04-28 | SELL | 48 | 309.7 | 65.41 | 30.16 | 14,770.03 | -691.9 |
| 2025-07-21 | BUY | 743 | 303 | 990.57 | 533.38 | -226,652.94 | 0 |
| 2025-08-17 | SELL | 743 | 306 | 1,000.38 | 494.24 | 225,863.39 | -789.56 |
| 2025-08-31 | BUY | 731 | 307 | 987.43 | 507.42 | -225,911.85 | 0 |
| 2025-09-03 | SELL | 731 | 311.5 | 1,001.91 | 512.66 | 226,191.94 | 280.08 |
| 2026-02-16 | BUY | 808 | 278 | 988.35 | 499.56 | -226,111.91 | 0 |
| 2026-02-19 | SELL | 808 | 267 | 949.24 | 475.97 | 214,310.79 | -11,801.11 |
| 2026-07-28 | BUY | 820 | 259.8 | 937.36 | 477.76 | -214,451.12 | 0 |
| 2026-08-02 | SELL | 820 | 260 | 938.08 | 484.92 | 211,777 | -2,674.12 |