Net return 101.9% · drawdown 28.9% · 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: 4.2%. 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.
#20 · 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 0.0% (0 = off).
Account reconciliation
Cash৳201,902
Unsettled৳0
Holdings৳0
NAV৳201,902
Realized P&L৳101,902
Unrealized P&L৳0
Fees৳62,439
Friction৳30,526
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 #20
83 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 |
| 2013-07-14 | SELL | 500 | 211.5 | 465.3 | 214.37 | 105,070.33 | 15,445.52 |
| 2013-12-10 | BUY | 510 | 204.6 | 459.12 | 212.85 | -105,017.97 | 0 |
| 2014-04-09 | SELL | 510 | 245.3 | 550.46 | 254.77 | 124,299.3 | 19,281.32 |
| 2014-04-27 | BUY | 464 | 265.8 | 542.66 | 248.99 | -124,122.85 | 0 |
| 2014-08-07 | SELL | 464 | 323.9 | 661.27 | 305.89 | 149,322.44 | 25,199.58 |
| 2014-09-04 | BUY | 439 | 338.1 | 653.07 | 300.49 | -149,379.46 | 0 |
| 2014-09-29 | SELL | 439 | 392.2 | 757.57 | 349.96 | 171,068.27 | 21,688.81 |
| 2014-10-29 | BUY | 454 | 374.6 | 748.3 | 344.88 | -171,161.58 | 0 |
| 2014-11-06 | SELL | 454 | 352.12 | 703.4 | 324.83 | 158,836.06 | -12,325.52 |
| 2014-12-29 | BUY | 442 | 356.5 | 693.32 | 330.24 | -158,596.56 | 0 |
| 2015-01-25 | SELL | 442 | 335.11 | 651.72 | 312.07 | 147,154.83 | -11,441.73 |
| 2015-06-14 | BUY | 437 | 335 | 644.14 | 299.7 | -147,338.84 | 0 |
| 2015-06-22 | SELL | 437 | 328.9 | 632.41 | 293.85 | 142,803.04 | -4,535.8 |
| 2015-07-02 | BUY | 430 | 330.1 | 624.55 | 291.24 | -142,858.79 | 0 |
| 2015-07-08 | SELL | 430 | 328 | 620.58 | 289.4 | 140,130.03 | -2,728.76 |
| 2016-05-10 | BUY | 549 | 253.4 | 612.11 | 307.38 | -140,036.1 | 0 |
| 2016-05-15 | SELL | 549 | 251.1 | 606.56 | 302.64 | 136,944.7 | -3,091.4 |
| 2016-05-24 | BUY | 530 | 256.7 | 598.62 | 298.87 | -136,948.49 | 0 |
| 2016-05-29 | SELL | 530 | 255.2 | 595.13 | 298.78 | 134,362.1 | -2,586.39 |
| 2016-06-30 | BUY | 530 | 251.7 | 586.96 | 297.23 | -134,285.19 | 0 |
| 2016-07-12 | SELL | 530 | 255.8 | 596.53 | 301.26 | 134,676.21 | 391.02 |
| 2016-09-06 | BUY | 500 | 268 | 589.6 | 290.75 | -134,880.35 | 0 |
| 2016-09-20 | SELL | 500 | 262 | 576.4 | 291.89 | 130,131.71 | -4,748.64 |
| 2016-09-25 | BUY | 484 | 267.1 | 568.82 | 289.52 | -130,134.73 | 0 |
| 2017-02-02 | SELL | 484 | 306.5 | 652.72 | 307.17 | 147,386.11 | 17,251.37 |
| 2017-02-12 | BUY | 476 | 307.1 | 643.19 | 303.58 | -147,126.37 | 0 |
| 2017-06-22 | SELL | 476 | 338.8 | 709.58 | 348.28 | 160,210.94 | 13,084.57 |
| 2017-07-16 | BUY | 436 | 365.1 | 700.41 | 327.27 | -160,211.28 | 0 |
| 2017-09-11 | SELL | 436 | 419.78 | 805.3 | 381.15 | 181,835.45 | 21,624.17 |
| 2017-10-10 | BUY | 428 | 422 | 794.71 | 375.71 | -181,786.43 | 0 |
| 2017-11-15 | SELL | 428 | 489.16 | 921.18 | 433.28 | 208,005.38 | 26,218.95 |
| 2017-12-06 | BUY | 425 | 487 | 910.69 | 424.59 | -208,310.28 | 0 |
| 2018-04-17 | SELL | 425 | 485 | 906.95 | 439.84 | 204,778.21 | -3,532.07 |
| 2019-01-24 | BUY | 520 | 391.3 | 895.29 | 431.24 | -204,802.54 | 0 |
| 2019-02-13 | SELL | 520 | 388 | 887.74 | 416.56 | 200,455.69 | -4,346.84 |
| 2019-02-27 | BUY | 504 | 394.5 | 874.84 | 408.44 | -200,111.29 | 0 |
| 2019-03-05 | SELL | 504 | 394 | 873.73 | 410.66 | 197,291.61 | -2,819.68 |
| 2019-03-13 | BUY | 501 | 391.7 | 863.46 | 409.69 | -197,514.85 | 0 |
| 2019-03-19 | SELL | 501 | 389 | 857.51 | 408.98 | 193,622.51 | -3,892.34 |
| 2019-06-27 | BUY | 529 | 363.5 | 846.08 | 429.9 | -193,567.48 | 0 |
| 2019-07-03 | SELL | 529 | 364.9 | 849.34 | 428.74 | 191,754.02 | -1,813.46 |
| 2020-08-09 | BUY | 747 | 255 | 838.13 | 396.25 | -191,719.38 | 0 |
| 2020-08-13 | SELL | 747 | 290 | 953.17 | 450.69 | 215,226.14 | 23,506.76 |
| 2020-08-24 | BUY | 725 | 295 | 941.05 | 442.31 | -215,258.36 | 0 |
| 2020-09-16 | SELL | 725 | 342.29 | 1,091.89 | 515.78 | 246,549.31 | 31,290.96 |
| 2020-10-14 | BUY | 736 | 333 | 1,078.39 | 532.2 | -246,698.59 | 0 |
| 2021-02-23 | SELL | 736 | 349 | 1,130.2 | 550.63 | 255,183.17 | 8,484.58 |
| 2021-05-12 | BUY | 732 | 346.2 | 1,115.04 | 586.88 | -255,120.32 | 0 |
| 2021-10-04 | SELL | 732 | 380 | 1,223.9 | 595.94 | 276,340.15 | 21,219.84 |
| 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 | 760 | 355.3 | 1,188.12 | 664.18 | -271,880.3 | 0 |
| 2022-02-22 | SELL | 760 | 355.8 | 1,189.8 | 666.72 | 268,551.49 | -3,328.82 |
| 2024-07-24 | BUY | 1,075 | 248.2 | 1,173.99 | 631.91 | -268,620.9 | 0 |
| 2024-07-29 | SELL | 1,075 | 257 | 1,215.61 | 653.03 | 274,406.36 | 5,785.46 |
| 2024-08-15 | BUY | 715 | 381 | 1,198.63 | 559.92 | -274,173.54 | 0 |
| 2024-08-20 | SELL | 715 | 353 | 1,110.54 | 513.92 | 250,770.54 | -23,403 |
| 2024-09-25 | BUY | 718 | 347.1 | 1,096.56 | 511.71 | -250,826.07 | 0 |
| 2024-10-07 | SELL | 718 | 326.27 | 1,030.76 | 480.49 | 232,753.48 | -18,072.59 |
| 2024-12-18 | BUY | 723 | 320 | 1,017.98 | 514.94 | -232,892.92 | 0 |
| 2025-04-27 | SELL | 709 | 300.8 | 938.38 | 526.62 | 211,802.21 | -16,581.03 |
| 2025-04-28 | SELL | 14 | 309.7 | 19.08 | 8.71 | 4,308.01 | -201.67 |
| 2025-07-21 | BUY | 708 | 303 | 943.91 | 504.52 | -215,972.43 | 0 |
| 2025-08-17 | SELL | 708 | 306 | 953.25 | 469.18 | 215,225.57 | -746.86 |
| 2025-08-31 | BUY | 697 | 307 | 941.51 | 481.22 | -215,401.73 | 0 |
| 2025-09-03 | SELL | 697 | 311.5 | 955.31 | 486.27 | 215,673.92 | 272.19 |
| 2026-02-16 | BUY | 770 | 278 | 941.86 | 473.81 | -215,475.68 | 0 |
| 2026-02-19 | SELL | 770 | 267 | 904.6 | 451.59 | 204,233.81 | -11,241.86 |
| 2026-07-28 | BUY | 781 | 259.8 | 892.78 | 452.69 | -204,249.27 | 0 |
| 2026-08-02 | SELL | 781 | 260 | 893.46 | 459.21 | 201,707.33 | -2,541.95 |