Net return 106.9% · 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: 4.4%. 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.
#18 · 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 3.5%; partial sale at 15.0% (0 = off).
Account reconciliation
Cash৳206,923
Unsettled৳0
Holdings৳0
NAV৳206,923
Realized P&L৳106,923
Unrealized P&L৳0
Fees৳62,429
Friction৳30,491
NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳8.73e-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 #18
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 |
| 2013-07-14 | 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 |
| 2014-04-07 | SELL | 260 | 240.7 | 275.36 | 126.76 | 62,179.88 | 8,641.26 |
| 2014-04-09 | SELL | 261 | 245.3 | 281.71 | 129.24 | 63,613.13 | 9,868.59 |
| 2014-04-27 | BUY | 470 | 265.8 | 549.67 | 252.24 | -125,727.92 | 0 |
| 2014-06-15 | SELL | 235 | 307.9 | 318.37 | 146.03 | 71,892.1 | 9,028.14 |
| 2014-08-07 | SELL | 235 | 323.9 | 334.91 | 153.6 | 75,627.99 | 12,764.03 |
| 2014-09-04 | BUY | 433 | 338.1 | 644.15 | 296.33 | -147,337.78 | 0 |
| 2014-09-22 | SELL | 216 | 388.82 | 369.53 | 169.51 | 83,445 | 9,946.25 |
| 2014-09-29 | SELL | 217 | 392.2 | 374.47 | 171.59 | 84,561.34 | 10,722.32 |
| 2014-10-29 | BUY | 446 | 374.6 | 735.12 | 338.72 | -168,145.44 | 0 |
| 2014-11-06 | SELL | 446 | 352.12 | 691.01 | 319.02 | 156,037.28 | -12,108.16 |
| 2014-12-29 | BUY | 435 | 356.5 | 682.34 | 324.77 | -156,084.62 | 0 |
| 2015-01-25 | SELL | 435 | 335.11 | 641.4 | 306.88 | 144,824.57 | -11,260.04 |
| 2015-06-14 | BUY | 429 | 335 | 632.35 | 294.09 | -144,641.44 | 0 |
| 2015-06-22 | SELL | 429 | 328.9 | 620.83 | 288.35 | 140,188.91 | -4,452.52 |
| 2015-07-02 | BUY | 422 | 330.1 | 612.93 | 285.69 | -140,200.82 | 0 |
| 2015-07-08 | SELL | 422 | 328 | 609.03 | 283.88 | 137,523.09 | -2,677.72 |
| 2016-05-10 | BUY | 540 | 253.4 | 602.08 | 301.87 | -137,739.95 | 0 |
| 2016-05-15 | SELL | 540 | 251.1 | 596.61 | 297.25 | 134,700.14 | -3,039.81 |
| 2016-05-24 | BUY | 521 | 256.7 | 588.46 | 293.35 | -134,622.51 | 0 |
| 2016-05-29 | SELL | 521 | 255.2 | 585.02 | 293.23 | 132,080.95 | -2,541.56 |
| 2016-06-30 | BUY | 521 | 251.7 | 577 | 291.67 | -132,004.37 | 0 |
| 2016-07-12 | SELL | 521 | 255.8 | 586.4 | 295.64 | 132,389.76 | 385.39 |
| 2016-09-06 | BUY | 491 | 268 | 578.99 | 285.12 | -132,452.1 | 0 |
| 2016-09-20 | SELL | 491 | 262 | 566.02 | 286.1 | 127,789.87 | -4,662.23 |
| 2016-09-25 | BUY | 475 | 267.1 | 558.24 | 283.57 | -127,714.31 | 0 |
| 2017-01-24 | SELL | 237 | 307.17 | 320.31 | 148.67 | 72,329.12 | 8,606.41 |
| 2017-02-02 | SELL | 238 | 306.5 | 320.97 | 148.43 | 72,477.61 | 8,486.01 |
| 2017-02-12 | BUY | 469 | 307.1 | 633.73 | 298.95 | -144,962.59 | 0 |
| 2017-06-22 | SELL | 469 | 338.8 | 699.15 | 342.78 | 157,855.27 | 12,892.68 |
| 2017-07-16 | BUY | 429 | 365.1 | 689.16 | 321.88 | -157,638.94 | 0 |
| 2017-09-10 | SELL | 214 | 419.87 | 395.34 | 183.84 | 89,271.93 | 10,636.19 |
| 2017-09-11 | SELL | 215 | 419.78 | 397.11 | 184.18 | 89,670.34 | 10,667.14 |
| 2017-10-10 | BUY | 422 | 422 | 783.57 | 370.25 | -179,237.82 | 0 |
| 2017-11-13 | SELL | 211 | 485.3 | 450.55 | 209.29 | 101,738.46 | 12,119.55 |
| 2017-11-15 | SELL | 211 | 489.16 | 454.13 | 209.96 | 102,548.35 | 12,929.44 |
| 2017-12-06 | BUY | 416 | 487 | 891.4 | 415.38 | -203,898.78 | 0 |
| 2018-04-17 | SELL | 416 | 485 | 887.74 | 429.96 | 200,442.3 | -3,456.48 |
| 2019-01-24 | BUY | 509 | 391.3 | 876.36 | 421.62 | -200,469.67 | 0 |
| 2019-02-13 | SELL | 509 | 388 | 868.96 | 407.48 | 196,215.55 | -4,254.12 |
| 2019-02-27 | BUY | 495 | 394.5 | 859.22 | 400.96 | -196,537.68 | 0 |
| 2019-03-05 | SELL | 495 | 394 | 858.13 | 403.09 | 193,768.78 | -2,768.9 |
| 2019-03-13 | BUY | 491 | 391.7 | 846.23 | 401.17 | -193,572.1 | 0 |
| 2019-03-19 | SELL | 491 | 389 | 840.4 | 400.44 | 189,758.16 | -3,813.94 |
| 2019-06-27 | BUY | 519 | 363.5 | 830.09 | 420.93 | -189,907.52 | 0 |
| 2019-07-03 | SELL | 519 | 364.9 | 833.29 | 419.84 | 188,129.97 | -1,777.55 |
| 2020-08-09 | BUY | 733 | 255 | 822.43 | 388.54 | -188,125.97 | 0 |
| 2020-08-13 | SELL | 733 | 290 | 935.31 | 441.92 | 211,192.77 | 23,066.8 |
| 2020-08-24 | BUY | 711 | 295 | 922.88 | 433.49 | -211,101.37 | 0 |
| 2020-09-08 | SELL | 355 | 339.25 | 529.91 | 244.9 | 119,658.94 | 14,256.71 |
| 2020-09-16 | SELL | 356 | 342.29 | 536.16 | 248.4 | 121,069.08 | 15,369.94 |
| 2020-10-14 | BUY | 718 | 333 | 1,052.01 | 518.18 | -240,664.2 | 0 |
| 2021-01-05 | SELL | 359 | 382.95 | 604.91 | 284.81 | 136,589.33 | 16,257.23 |
| 2021-02-23 | SELL | 359 | 349 | 551.28 | 259.36 | 124,480.36 | 4,148.26 |
| 2021-05-12 | BUY | 749 | 346.2 | 1,140.94 | 602.41 | -261,047.15 | 0 |
| 2021-10-04 | SELL | 749 | 380 | 1,252.33 | 610.72 | 282,756.95 | 21,709.8 |
| 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 | 778 | 355.3 | 1,216.26 | 682.92 | -278,322.58 | 0 |
| 2022-02-22 | SELL | 778 | 355.8 | 1,217.97 | 685.56 | 274,908.86 | -3,413.72 |
| 2024-07-24 | BUY | 1,101 | 248.2 | 1,202.38 | 649.63 | -275,120.21 | 0 |
| 2024-07-29 | SELL | 1,090 | 257 | 1,232.57 | 663.56 | 278,233.86 | 5,862.36 |
| 2024-07-30 | SELL | 11 | 254.2 | 12.3 | 5.6 | 2,778.29 | 29.59 |
| 2024-08-15 | BUY | 732 | 381 | 1,227.12 | 573.6 | -280,692.72 | 0 |
| 2024-08-20 | SELL | 732 | 353 | 1,136.94 | 526.36 | 256,732.7 | -23,960.03 |
| 2024-09-25 | BUY | 735 | 347.1 | 1,122.52 | 524.15 | -256,765.17 | 0 |
| 2024-10-07 | SELL | 735 | 326.27 | 1,055.17 | 492.15 | 238,264.07 | -18,501.1 |
| 2024-12-18 | BUY | 740 | 320 | 1,041.92 | 528.3 | -238,370.22 | 0 |
| 2025-04-27 | SELL | 709 | 300.8 | 938.38 | 526.62 | 211,802.21 | -16,582.24 |
| 2025-04-28 | SELL | 31 | 309.7 | 42.24 | 19.38 | 9,539.08 | -446.7 |
| 2025-07-21 | BUY | 726 | 303 | 967.9 | 519.31 | -221,465.22 | 0 |
| 2025-08-17 | SELL | 726 | 306 | 977.49 | 482.05 | 220,696.47 | -768.75 |
| 2025-08-31 | BUY | 714 | 307 | 964.47 | 494.29 | -220,656.76 | 0 |
| 2025-09-03 | SELL | 714 | 311.5 | 978.61 | 499.43 | 220,932.96 | 276.2 |
| 2026-02-16 | BUY | 789 | 278 | 965.1 | 486.66 | -220,793.76 | 0 |
| 2026-02-19 | SELL | 789 | 267 | 926.92 | 463.76 | 209,272.33 | -11,521.44 |
| 2026-07-28 | BUY | 801 | 259.8 | 915.64 | 465.52 | -209,480.96 | 0 |
| 2026-08-02 | SELL | 801 | 260 | 916.34 | 472.36 | 206,871.29 | -2,609.67 |