Net return 96.7% · drawdown 28.4% · 42 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.
#19 · 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 12.0%, distance 3.5%; partial sale at 20.0% (0 = off).
Account reconciliation
Cash৳196,666
Unsettled৳0
Holdings৳0
NAV৳196,666
Realized P&L৳96,666
Unrealized P&L৳0
Fees৳62,377
Friction৳30,417
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 #19
90 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 | 245.3 | 281.71 | 129.24 | 63,613.13 | 9,868.59 |
| 2014-04-27 | BUY | 476 | 265.8 | 556.69 | 255.49 | -127,332.99 | 0 |
| 2014-06-17 | SELL | 476 | 301.08 | 630.58 | 291.27 | 142,392.22 | 15,059.24 |
| 2014-09-04 | BUY | 418 | 338.1 | 621.83 | 285.95 | -142,233.58 | 0 |
| 2014-09-28 | SELL | 209 | 405.72 | 373.1 | 171.01 | 84,251.37 | 13,134.58 |
| 2014-09-29 | SELL | 209 | 392.2 | 360.67 | 165.21 | 81,443.92 | 10,327.13 |
| 2014-10-29 | BUY | 440 | 374.6 | 725.23 | 334.1 | -165,883.33 | 0 |
| 2014-11-06 | SELL | 440 | 352.12 | 681.71 | 314.66 | 153,938.19 | -11,945.14 |
| 2014-12-29 | BUY | 429 | 356.5 | 672.93 | 320.1 | -153,931.52 | 0 |
| 2015-01-25 | SELL | 429 | 335.11 | 632.55 | 302.44 | 142,827.2 | -11,104.32 |
| 2015-06-14 | BUY | 424 | 335 | 624.98 | 290.59 | -142,955.56 | 0 |
| 2015-06-22 | SELL | 424 | 328.9 | 613.6 | 284.92 | 138,555.08 | -4,400.48 |
| 2015-07-02 | BUY | 417 | 330.1 | 605.67 | 282.22 | -138,539.59 | 0 |
| 2015-07-08 | SELL | 417 | 328 | 601.81 | 280.43 | 135,893.75 | -2,645.83 |
| 2016-05-10 | BUY | 532 | 253.4 | 593.16 | 296.99 | -135,698.95 | 0 |
| 2016-05-15 | SELL | 532 | 251.1 | 587.77 | 292.46 | 132,704.96 | -2,993.99 |
| 2016-05-24 | BUY | 514 | 256.7 | 580.55 | 289.06 | -132,813.41 | 0 |
| 2016-05-29 | SELL | 514 | 255.2 | 577.16 | 288.93 | 130,306.71 | -2,506.7 |
| 2016-06-30 | BUY | 514 | 251.7 | 569.24 | 287.36 | -130,230.41 | 0 |
| 2016-07-12 | SELL | 514 | 255.8 | 578.52 | 291.29 | 130,611.4 | 380.99 |
| 2016-09-06 | BUY | 484 | 268 | 570.73 | 280.74 | -130,563.48 | 0 |
| 2016-09-20 | SELL | 484 | 262 | 557.96 | 281.62 | 125,968.43 | -4,595.05 |
| 2016-09-25 | BUY | 469 | 267.1 | 551.19 | 279.62 | -126,100.7 | 0 |
| 2017-02-02 | SELL | 469 | 306.5 | 632.49 | 297.34 | 142,818.67 | 16,717.97 |
| 2017-02-12 | BUY | 462 | 307.1 | 624.27 | 294.33 | -142,798.81 | 0 |
| 2017-04-12 | SELL | 462 | 340.55 | 692.27 | 329.67 | 156,311.47 | 13,512.66 |
| 2017-05-28 | BUY | 213 | 334 | 313.02 | 149.32 | -71,604.34 | 0 |
| 2017-09-05 | SELL | 106 | 400.8 | 186.93 | 85.92 | 42,211.95 | 6,577.86 |
| 2017-09-11 | SELL | 107 | 419.78 | 197.63 | 90.74 | 44,627.55 | 8,657.3 |
| 2017-10-10 | BUY | 404 | 422 | 750.15 | 353.88 | -171,592.03 | 0 |
| 2017-11-14 | SELL | 202 | 506.4 | 450.09 | 208.62 | 101,634.09 | 15,838.08 |
| 2017-11-15 | SELL | 202 | 489.16 | 434.76 | 200.86 | 98,174.39 | 12,378.38 |
| 2017-12-06 | BUY | 407 | 487 | 872.12 | 406.17 | -199,487.29 | 0 |
| 2018-04-17 | SELL | 407 | 485 | 868.54 | 420.09 | 196,106.37 | -3,380.93 |
| 2019-01-24 | BUY | 498 | 391.3 | 857.42 | 412.01 | -196,136.83 | 0 |
| 2019-02-13 | SELL | 498 | 388 | 850.19 | 398.41 | 191,975.4 | -4,161.42 |
| 2019-02-27 | BUY | 484 | 394.5 | 840.13 | 391.83 | -192,169.95 | 0 |
| 2019-03-05 | SELL | 484 | 394 | 839.06 | 393.85 | 189,463.09 | -2,706.86 |
| 2019-03-13 | BUY | 481 | 391.7 | 828.99 | 392.67 | -189,629.37 | 0 |
| 2019-03-19 | SELL | 481 | 389 | 823.28 | 391.92 | 185,893.8 | -3,735.56 |
| 2019-06-27 | BUY | 508 | 363.5 | 812.5 | 411.11 | -185,881.6 | 0 |
| 2019-07-03 | SELL | 508 | 364.9 | 815.62 | 410.09 | 184,143.48 | -1,738.12 |
| 2020-08-09 | BUY | 717 | 255 | 804.47 | 379.75 | -184,019.22 | 0 |
| 2020-08-13 | SELL | 717 | 290 | 914.89 | 431.92 | 206,583.19 | 22,563.97 |
| 2020-08-24 | BUY | 696 | 295 | 903.41 | 424.06 | -206,647.46 | 0 |
| 2020-09-14 | SELL | 348 | 354 | 542.04 | 250.95 | 122,399.01 | 19,075.28 |
| 2020-09-16 | SELL | 348 | 342.29 | 524.11 | 242.72 | 118,348.53 | 15,024.8 |
| 2020-10-14 | BUY | 718 | 333 | 1,052.01 | 518.18 | -240,664.2 | 0 |
| 2021-01-06 | SELL | 718 | 374.42 | 1,182.87 | 573.09 | 267,077.6 | 26,413.41 |
| 2021-01-19 | BUY | 691 | 384.2 | 1,168.12 | 560.78 | -267,211.11 | 0 |
| 2021-02-22 | SELL | 691 | 359.7 | 1,093.63 | 532.24 | 246,926.83 | -20,284.28 |
| 2021-05-12 | BUY | 708 | 346.2 | 1,078.48 | 565.1 | -246,753.18 | 0 |
| 2021-09-13 | SELL | 708 | 382.91 | 1,192.85 | 590.17 | 269,318.68 | 22,565.5 |
| 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 | 740 | 355.3 | 1,156.86 | 643.52 | -264,722.38 | 0 |
| 2022-02-22 | SELL | 740 | 355.8 | 1,158.48 | 645.95 | 261,487.57 | -3,234.81 |
| 2024-07-24 | BUY | 1,047 | 248.2 | 1,143.41 | 612.96 | -261,621.77 | 0 |
| 2024-07-29 | SELL | 1,047 | 257 | 1,183.95 | 633.47 | 267,261.58 | 5,639.81 |
| 2024-08-15 | BUY | 697 | 381 | 1,168.45 | 545.45 | -267,270.9 | 0 |
| 2024-08-20 | SELL | 697 | 353 | 1,082.58 | 500.76 | 244,457.66 | -22,813.24 |
| 2024-09-25 | BUY | 700 | 347.1 | 1,069.07 | 498.56 | -244,537.62 | 0 |
| 2024-10-07 | SELL | 700 | 326.27 | 1,004.92 | 468.15 | 226,918.73 | -17,618.9 |
| 2024-12-18 | BUY | 704 | 320 | 991.23 | 500.07 | -226,771.3 | 0 |
| 2025-04-27 | SELL | 704 | 300.8 | 931.76 | 522.2 | 210,309.24 | -16,462.06 |
| 2025-07-21 | BUY | 690 | 303 | 919.91 | 489.82 | -210,479.73 | 0 |
| 2025-08-17 | SELL | 690 | 306 | 929.02 | 456.37 | 209,754.62 | -725.11 |
| 2025-08-31 | BUY | 678 | 307 | 915.84 | 466.69 | -209,528.53 | 0 |
| 2025-09-03 | SELL | 678 | 311.5 | 929.27 | 471.64 | 209,796.1 | 267.56 |
| 2026-02-16 | BUY | 750 | 278 | 917.4 | 460.35 | -209,877.75 | 0 |
| 2026-02-19 | SELL | 750 | 267 | 881.1 | 438.84 | 198,930.06 | -10,947.69 |
| 2026-07-28 | BUY | 761 | 259.8 | 869.91 | 439.93 | -199,017.65 | 0 |
| 2026-08-02 | SELL | 761 | 260 | 870.58 | 446.13 | 196,543.29 | -2,474.36 |