Net return 144.8% · drawdown 29.5% · 30 closed positions
Searching for profit that survives costs
10,790 unique configurations in this batch; 66 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: 5.4%. 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.
#3 · Kalman milestone + Flow: NVI
Net return -19.8% · drawdown 23.0% · 8 closed positions
Net return -31.5% · drawdown 33.8% · 7 closed positions
Variant 2; fixed stop 4.0%; maximum 120 sessions; gate EMA 50; fresh signal only; exit EMA 200 break; trailing arms at 0.0%, distance 0.0%; partial sale at 20.0% (0 = off).
Account reconciliation
Cash৳244,834
Unsettled৳0
Holdings৳0
NAV৳244,834
Realized P&L৳144,834
Unrealized P&L৳0
Fees৳51,507
Friction৳25,811
NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.16e-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 #3
69 fills, including partial sales. Page 1.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2010-12-23 | BUY | 376 | 263.8 | 436.43 | 199.91 | -99,825.14 | 0 |
| 2010-12-28 | SELL | 376 | 251.9 | 416.74 | 190.64 | 94,107.02 | -5,718.12 |
| 2011-07-12 | BUY | 538 | 174 | 411.89 | 190.21 | -94,214.1 | 0 |
| 2011-07-17 | SELL | 538 | 177.1 | 419.23 | 193.2 | 94,667.37 | 453.27 |
| 2011-10-30 | BUY | 606 | 155.2 | 413.83 | 192.2 | -94,657.23 | 0 |
| 2011-11-02 | SELL | 606 | 163 | 434.62 | 201.63 | 98,141.75 | 3,484.53 |
| 2012-04-09 | BUY | 498 | 195.9 | 429.26 | 197.28 | -98,184.73 | 0 |
| 2012-07-11 | SELL | 498 | 188.06 | 412.09 | 191.97 | 93,051.82 | -5,132.92 |
| 2013-02-10 | BUY | 549 | 168.3 | 406.55 | 194.11 | -92,997.36 | 0 |
| 2013-02-13 | SELL | 549 | 166.6 | 402.44 | 190.62 | 90,870.34 | -2,127.02 |
| 2013-05-15 | BUY | 584 | 154.7 | 397.52 | 200.99 | -90,943.31 | 0 |
| 2013-05-20 | SELL | 584 | 166.2 | 427.07 | 213.16 | 96,420.58 | 5,477.27 |
| 2013-05-30 | BUY | 551 | 173.7 | 421.12 | 202.2 | -96,332.01 | 0 |
| 2013-07-10 | SELL | 275 | 220.7 | 267.05 | 122.7 | 60,302.75 | 12,224.16 |
| 2013-07-23 | SELL | 276 | 175 | 212.52 | 96.93 | 47,990.55 | -262.87 |
| 2013-08-27 | BUY | 513 | 209.8 | 473.56 | 218.47 | -108,319.43 | 0 |
| 2013-09-09 | SELL | 513 | 201.41 | 454.62 | 208.69 | 102,659 | -5,660.43 |
| 2013-11-13 | BUY | 524 | 194.6 | 448.67 | 211.46 | -102,630.53 | 0 |
| 2014-04-07 | SELL | 262 | 240.7 | 277.48 | 127.75 | 62,658.17 | 11,342.91 |
| 2014-05-14 | SELL | 262 | 267 | 307.8 | 140.73 | 69,505.47 | 18,190.2 |
| 2014-06-08 | BUY | 462 | 284 | 577.32 | 267.12 | -132,052.44 | 0 |
| 2014-08-11 | SELL | 231 | 340.8 | 346.39 | 158.75 | 78,219.66 | 12,193.44 |
| 2014-12-10 | SELL | 231 | 365 | 370.99 | 171.94 | 83,772.07 | 17,745.86 |
| 2015-12-02 | BUY | 594 | 271.1 | 708.55 | 354.59 | -162,096.53 | 0 |
| 2015-12-07 | SELL | 594 | 267.4 | 698.88 | 346.91 | 157,789.81 | -4,306.72 |
| 2016-01-19 | BUY | 595 | 263.3 | 689.32 | 353.17 | -157,705.99 | 0 |
| 2016-01-24 | SELL | 595 | 266 | 696.39 | 345.72 | 157,227.9 | -478.09 |
| 2016-11-21 | BUY | 544 | 287.1 | 687.2 | 331.77 | -157,201.38 | 0 |
| 2017-04-03 | SELL | 272 | 344.52 | 412.32 | 193.63 | 93,103.48 | 14,502.8 |
| 2017-05-16 | SELL | 272 | 332 | 397.34 | 189.44 | 89,717.22 | 11,116.53 |
| 2017-07-11 | BUY | 522 | 348.3 | 799.98 | 379.08 | -182,991.66 | 0 |
| 2017-09-10 | SELL | 261 | 417.96 | 479.99 | 224.27 | 108,383.3 | 16,887.47 |
| 2018-01-03 | SELL | 261 | 481 | 552.38 | 258.15 | 124,730.47 | 33,234.64 |
| 2019-01-01 | BUY | 625 | 370 | 1,017.5 | 530.89 | -232,798.39 | 0 |
| 2019-01-06 | SELL | 625 | 367.7 | 1,011.18 | 526.76 | 228,274.56 | -4,523.83 |
| 2019-01-23 | BUY | 580 | 391 | 997.83 | 485.77 | -228,263.6 | 0 |
| 2019-02-13 | SELL | 580 | 388 | 990.18 | 466.31 | 223,583.52 | -4,680.08 |
| 2020-07-26 | BUY | 886 | 251 | 978.5 | 481.83 | -223,846.33 | 0 |
| 2020-07-29 | SELL | 886 | 255 | 994.09 | 482.13 | 224,453.77 | 607.44 |
| 2020-08-09 | BUY | 874 | 255 | 980.63 | 466.66 | -224,317.29 | 0 |
| 2020-08-13 | SELL | 874 | 290 | 1,115.22 | 530.78 | 251,814 | 27,496.71 |
| 2020-08-18 | BUY | 869 | 288 | 1,101.2 | 521.66 | -251,894.86 | 0 |
| 2020-09-09 | SELL | 434 | 345.6 | 659.96 | 306.22 | 149,024.23 | 23,221.73 |
| 2021-02-08 | SELL | 435 | 376.8 | 721.2 | 341.34 | 162,845.46 | 36,753.1 |
| 2021-05-12 | BUY | 895 | 346.2 | 1,363.34 | 739.35 | -311,951.69 | 0 |
| 2021-10-27 | SELL | 895 | 356 | 1,401.93 | 705.46 | 316,512.61 | 4,560.92 |
| 2022-01-13 | BUY | 880 | 357.1 | 1,382.69 | 766.24 | -316,396.93 | 0 |
| 2022-01-30 | SELL | 647 | 352 | 1,002.07 | 526.92 | 226,215.01 | -6,408.64 |
| 2022-01-31 | SELL | 233 | 356.2 | 365.18 | 175.34 | 82,454.09 | -1,319.19 |
| 2022-02-15 | BUY | 701 | 358 | 1,104.22 | 627.88 | -252,690.1 | 0 |
| 2022-02-22 | SELL | 701 | 355.8 | 1,097.43 | 605.94 | 247,712.43 | -4,977.67 |
| 2024-06-27 | BUY | 1,072 | 236.2 | 1,114.11 | 638.48 | -254,958.99 | 0 |
| 2024-07-03 | SELL | 752 | 239.9 | 793.78 | 418.35 | 179,192.67 | 340.84 |
| 2024-07-04 | SELL | 320 | 240.2 | 338.2 | 164.31 | 76,361.49 | 254.33 |
| 2024-07-08 | BUY | 902 | 251 | 996.17 | 537.64 | -227,935.81 | 0 |
| 2024-07-11 | SELL | 902 | 247 | 980.29 | 517.88 | 221,295.82 | -6,639.98 |
| 2024-08-15 | BUY | 776 | 381 | 1,300.89 | 609.08 | -297,565.97 | 0 |
| 2024-08-20 | SELL | 776 | 353 | 1,205.28 | 558.61 | 272,164.11 | -25,401.86 |
| 2025-09-03 | BUY | 868 | 311.5 | 1,189.68 | 621.47 | -272,193.15 | 0 |
| 2025-09-08 | SELL | 860 | 308.5 | 1,167.36 | 618.53 | 263,524.11 | -6,160.35 |
| 2025-09-09 | SELL | 8 | 305.1 | 10.74 | 4.89 | 2,425.17 | -83.52 |
| 2026-02-16 | BUY | 951 | 278 | 1,163.26 | 598.45 | -266,139.72 | 0 |
| 2026-02-19 | SELL | 951 | 267 | 1,117.23 | 569.48 | 252,230.29 | -13,909.43 |
| 2026-06-22 | BUY | 973 | 257.5 | 1,102.41 | 589.27 | -252,239.18 | 0 |
| 2026-06-25 | SELL | 973 | 257.5 | 1,102.41 | 576.02 | 248,869.07 | -3,370.11 |
| 2026-07-12 | BUY | 963 | 256.6 | 1,087.27 | 552.88 | -248,745.95 | 0 |
| 2026-07-15 | SELL | 963 | 259 | 1,097.43 | 555.83 | 247,763.73 | -982.21 |
| 2026-07-28 | BUY | 948 | 259.8 | 1,083.68 | 561.66 | -247,935.74 | 0 |
| 2026-08-02 | SELL | 948 | 260 | 1,084.51 | 571.18 | 244,824.31 | -3,111.44 |