Net return 114.7% · 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.
#16 · 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 4.5%; partial sale at 20.0% (0 = off).
Account reconciliation
Cash৳214,745
Unsettled৳0
Holdings৳0
NAV৳214,745
Realized P&L৳114,745
Unrealized P&L৳0
Fees৳65,362
Friction৳32,035
NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.75e-10. 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 #16
91 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 |
| 2013-07-14 | SELL | 250 | 211.5 | 232.65 | 106.47 | 52,535.88 | 7,723.48 |
| 2013-12-10 | BUY | 521 | 204.6 | 469.03 | 217.54 | -107,283.16 | 0 |
| 2014-04-08 | SELL | 260 | 247 | 282.57 | 129.84 | 63,807.59 | 10,268.97 |
| 2014-04-09 | SELL | 261 | 242.76 | 278.79 | 127.89 | 62,953.94 | 9,209.4 |
| 2014-04-27 | BUY | 474 | 265.8 | 554.35 | 254.41 | -126,797.96 | 0 |
| 2014-08-07 | SELL | 237 | 323.9 | 337.76 | 154.91 | 76,271.62 | 12,872.64 |
| 2014-08-12 | SELL | 237 | 330.9 | 345.06 | 158.05 | 77,920.19 | 14,521.21 |
| 2014-09-04 | BUY | 453 | 338.1 | 673.9 | 310.19 | -154,143.39 | 0 |
| 2014-09-28 | SELL | 226 | 405.72 | 403.45 | 185.04 | 91,104.23 | 14,202.67 |
| 2014-09-29 | SELL | 227 | 390.59 | 390.13 | 178.82 | 88,096.12 | 10,854.29 |
| 2014-10-29 | BUY | 475 | 374.6 | 782.91 | 361.06 | -179,078.98 | 0 |
| 2014-11-06 | SELL | 475 | 352.12 | 735.94 | 340.1 | 166,182.86 | -12,896.12 |
| 2014-12-29 | BUY | 463 | 356.5 | 726.26 | 346.68 | -166,132.44 | 0 |
| 2015-01-25 | SELL | 463 | 335.11 | 682.69 | 327.68 | 154,145.56 | -11,986.88 |
| 2015-06-14 | BUY | 457 | 335 | 673.62 | 313.75 | -154,082.37 | 0 |
| 2015-06-22 | SELL | 457 | 328.9 | 661.35 | 307.6 | 149,338.35 | -4,744.02 |
| 2015-07-02 | BUY | 450 | 330.1 | 653.6 | 305.14 | -149,503.74 | 0 |
| 2015-07-08 | SELL | 450 | 328 | 649.44 | 303.21 | 146,647.35 | -2,856.39 |
| 2016-05-10 | BUY | 575 | 253.4 | 641.1 | 323.39 | -146,669.49 | 0 |
| 2016-05-15 | SELL | 575 | 251.1 | 635.28 | 318.31 | 143,428.9 | -3,240.58 |
| 2016-05-24 | BUY | 555 | 256.7 | 626.86 | 314.29 | -143,409.65 | 0 |
| 2016-05-29 | SELL | 555 | 255.2 | 623.2 | 314.27 | 140,698.54 | -2,711.11 |
| 2016-06-30 | BUY | 555 | 251.7 | 614.65 | 312.75 | -140,620.9 | 0 |
| 2016-07-12 | SELL | 555 | 255.8 | 624.66 | 316.96 | 141,027.38 | 406.47 |
| 2016-09-06 | BUY | 523 | 268 | 616.72 | 305.22 | -141,085.94 | 0 |
| 2016-09-20 | SELL | 523 | 262 | 602.91 | 306.75 | 136,116.34 | -4,969.61 |
| 2016-09-25 | BUY | 506 | 267.1 | 594.67 | 304.15 | -136,051.42 | 0 |
| 2017-02-02 | SELL | 506 | 306.5 | 682.39 | 321.63 | 154,084.98 | 18,033.56 |
| 2017-02-12 | BUY | 499 | 307.1 | 674.27 | 318.82 | -154,235.99 | 0 |
| 2017-06-22 | SELL | 499 | 338.8 | 743.87 | 366.41 | 167,950.92 | 13,714.93 |
| 2017-07-16 | BUY | 457 | 365.1 | 734.14 | 343.48 | -167,928.33 | 0 |
| 2017-09-12 | SELL | 457 | 415.42 | 835.34 | 395.47 | 188,618.42 | 20,690.09 |
| 2017-10-10 | BUY | 444 | 422 | 824.42 | 390.32 | -188,582.74 | 0 |
| 2017-11-14 | SELL | 222 | 506.4 | 494.65 | 229.71 | 111,696.44 | 17,405.07 |
| 2017-11-16 | SELL | 222 | 484 | 472.77 | 218.52 | 106,756.71 | 12,465.34 |
| 2017-12-06 | BUY | 445 | 487 | 953.55 | 445.09 | -218,113.64 | 0 |
| 2018-04-17 | SELL | 445 | 485 | 949.63 | 461.9 | 214,413.47 | -3,700.17 |
| 2019-01-24 | BUY | 545 | 391.3 | 938.34 | 453.2 | -214,650.03 | 0 |
| 2019-02-13 | SELL | 545 | 388 | 930.42 | 437.25 | 210,092.33 | -4,557.71 |
| 2019-02-27 | BUY | 529 | 394.5 | 918.24 | 429.27 | -210,038 | 0 |
| 2019-03-05 | SELL | 505 | 394 | 875.47 | 411.5 | 197,683.03 | -2,825.84 |
| 2019-03-06 | SELL | 24 | 391.6 | 41.35 | 18.83 | 9,338.22 | -190.92 |
| 2019-03-13 | BUY | 525 | 391.7 | 904.83 | 430.18 | -206,977.5 | 0 |
| 2019-03-19 | SELL | 525 | 389 | 898.59 | 429.53 | 202,896.88 | -4,080.63 |
| 2019-06-27 | BUY | 555 | 363.5 | 887.67 | 453.37 | -203,083.53 | 0 |
| 2019-07-03 | SELL | 555 | 364.9 | 891.09 | 452.01 | 201,176.4 | -1,907.13 |
| 2020-08-09 | BUY | 784 | 255 | 879.65 | 416.67 | -201,216.32 | 0 |
| 2020-08-13 | SELL | 784 | 290 | 1,000.38 | 473.92 | 225,885.7 | 24,669.38 |
| 2020-08-24 | BUY | 761 | 295 | 987.78 | 465.03 | -225,947.81 | 0 |
| 2020-09-14 | SELL | 380 | 354 | 591.89 | 274.48 | 133,653.63 | 20,828.18 |
| 2020-09-20 | SELL | 381 | 338.74 | 567.86 | 263.48 | 128,228.03 | 15,105.67 |
| 2020-10-14 | BUY | 781 | 333 | 1,144.32 | 567.47 | -261,784.79 | 0 |
| 2021-02-23 | SELL | 781 | 349 | 1,199.3 | 586.69 | 270,783.01 | 8,998.22 |
| 2021-05-12 | BUY | 777 | 346.2 | 1,183.59 | 628.18 | -270,809.17 | 0 |
| 2021-10-04 | SELL | 777 | 380 | 1,299.14 | 635.16 | 293,325.69 | 22,516.52 |
| 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 | 807 | 355.3 | 1,261.6 | 713.4 | -288,702.1 | 0 |
| 2022-02-22 | SELL | 807 | 355.8 | 1,263.37 | 716.22 | 285,151.01 | -3,551.09 |
| 2024-07-24 | BUY | 1,142 | 248.2 | 1,247.16 | 677.81 | -285,369.36 | 0 |
| 2024-07-29 | SELL | 1,090 | 257 | 1,232.57 | 663.56 | 278,233.86 | 5,858.55 |
| 2024-07-30 | SELL | 52 | 254.2 | 58.16 | 26.67 | 13,133.57 | 139.52 |
| 2024-08-15 | BUY | 759 | 381 | 1,272.39 | 595.36 | -291,046.75 | 0 |
| 2024-08-20 | SELL | 759 | 353 | 1,178.88 | 546.14 | 266,201.98 | -24,844.77 |
| 2024-09-25 | BUY | 763 | 347.1 | 1,165.28 | 544.66 | -266,547.25 | 0 |
| 2024-10-07 | SELL | 763 | 326.27 | 1,095.37 | 511.4 | 247,340.3 | -19,206.95 |
| 2024-12-18 | BUY | 767 | 320 | 1,079.94 | 549.65 | -247,069.58 | 0 |
| 2025-04-27 | SELL | 709 | 300.8 | 938.38 | 526.62 | 211,802.21 | -16,584.15 |
| 2025-04-28 | SELL | 58 | 309.7 | 79.04 | 36.55 | 17,847.01 | -836.21 |
| 2025-07-21 | BUY | 753 | 303 | 1,003.9 | 541.69 | -229,704.59 | 0 |
| 2025-08-17 | SELL | 753 | 306 | 1,013.84 | 501.43 | 228,902.73 | -801.86 |
| 2025-08-31 | BUY | 741 | 307 | 1,000.94 | 515.17 | -229,003.12 | 0 |
| 2025-09-03 | SELL | 741 | 311.5 | 1,015.61 | 520.46 | 229,285.42 | 282.31 |
| 2026-02-16 | BUY | 819 | 278 | 1,001.8 | 507.06 | -229,190.86 | 0 |
| 2026-02-19 | SELL | 819 | 267 | 962.16 | 483.06 | 217,227.77 | -11,963.08 |
| 2026-07-28 | BUY | 831 | 259.8 | 949.93 | 484.87 | -217,328.6 | 0 |
| 2026-08-02 | SELL | 831 | 260 | 950.66 | 492.23 | 214,617.11 | -2,711.49 |