Net return 115.0% · 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.
#3 · 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 0.0%; partial sale at 20.0% (0 = off).
Account reconciliation
Cash৳215,030
Unsettled৳0
Holdings৳0
NAV৳215,030
Realized P&L৳115,030
Unrealized P&L৳0
Fees৳64,525
Friction৳31,633
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 #3
87 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 |
| 2013-07-11 | SELL | 250 | 217 | 238.7 | 109.33 | 53,901.97 | 9,089.56 |
| 2013-12-10 | BUY | 528 | 204.6 | 475.33 | 220.52 | -108,724.64 | 0 |
| 2014-04-08 | SELL | 528 | 242.2 | 562.68 | 261.31 | 127,057.61 | 18,332.97 |
| 2014-04-27 | BUY | 474 | 265.8 | 554.35 | 254.41 | -126,797.96 | 0 |
| 2014-08-04 | SELL | 474 | 310.8 | 648.2 | 300.8 | 146,370.2 | 19,572.24 |
| 2014-09-04 | BUY | 430 | 338.1 | 639.69 | 294.25 | -146,316.94 | 0 |
| 2014-09-28 | SELL | 430 | 397.5 | 752.07 | 347.6 | 169,825.33 | 23,508.39 |
| 2014-10-29 | BUY | 451 | 374.6 | 743.36 | 342.57 | -170,030.53 | 0 |
| 2014-11-06 | SELL | 451 | 352.12 | 698.75 | 322.65 | 157,786.52 | -12,244.01 |
| 2014-12-29 | BUY | 440 | 356.5 | 690.18 | 328.68 | -157,878.86 | 0 |
| 2015-01-25 | SELL | 440 | 335.11 | 648.77 | 310.58 | 146,489.04 | -11,389.82 |
| 2015-06-14 | BUY | 434 | 335 | 639.72 | 297.6 | -146,327.32 | 0 |
| 2015-06-22 | SELL | 434 | 328.9 | 628.07 | 291.79 | 141,822.75 | -4,504.57 |
| 2015-07-02 | BUY | 427 | 330.1 | 620.19 | 289.16 | -141,862.05 | 0 |
| 2015-07-08 | SELL | 427 | 328 | 616.25 | 287.33 | 139,152.43 | -2,709.62 |
| 2016-05-10 | BUY | 546 | 253.4 | 608.77 | 305.54 | -139,270.71 | 0 |
| 2016-05-15 | SELL | 546 | 251.1 | 603.24 | 300.84 | 136,196.51 | -3,074.2 |
| 2016-05-24 | BUY | 527 | 256.7 | 595.24 | 297.03 | -136,173.16 | 0 |
| 2016-05-29 | SELL | 527 | 255.2 | 591.76 | 296.93 | 133,601.72 | -2,571.45 |
| 2016-06-30 | BUY | 527 | 251.7 | 583.64 | 295.37 | -133,524.92 | 0 |
| 2016-07-12 | SELL | 527 | 255.8 | 593.15 | 299.39 | 133,914.06 | 389.15 |
| 2016-09-06 | BUY | 496 | 268 | 584.88 | 288.25 | -133,801.13 | 0 |
| 2016-09-20 | SELL | 496 | 262 | 571.79 | 289.31 | 129,090.9 | -4,710.23 |
| 2016-09-25 | BUY | 480 | 267.1 | 564.12 | 286.87 | -129,058.99 | 0 |
| 2017-02-02 | SELL | 480 | 306.5 | 647.33 | 304.55 | 146,168.13 | 17,109.14 |
| 2017-02-12 | BUY | 473 | 307.1 | 639.14 | 301.6 | -146,199.03 | 0 |
| 2017-06-22 | SELL | 473 | 338.8 | 705.11 | 345.92 | 159,201.37 | 13,002.33 |
| 2017-07-16 | BUY | 433 | 365.1 | 695.59 | 324.96 | -159,108.85 | 0 |
| 2017-09-11 | SELL | 433 | 430 | 819.24 | 388.02 | 184,982.75 | 25,873.9 |
| 2017-10-10 | BUY | 436 | 422 | 809.56 | 383.01 | -185,184.58 | 0 |
| 2017-11-14 | SELL | 218 | 506.4 | 485.74 | 225.49 | 109,683.97 | 17,091.68 |
| 2017-11-15 | SELL | 218 | 500 | 479.6 | 221.95 | 108,298.45 | 15,706.16 |
| 2017-12-06 | BUY | 444 | 487 | 951.4 | 444.07 | -217,623.47 | 0 |
| 2018-04-17 | SELL | 444 | 485 | 947.5 | 460.79 | 213,931.71 | -3,691.76 |
| 2019-01-24 | BUY | 544 | 391.3 | 936.62 | 452.32 | -214,256.13 | 0 |
| 2019-02-13 | SELL | 544 | 388 | 928.72 | 436.42 | 209,706.86 | -4,549.27 |
| 2019-02-27 | BUY | 528 | 394.5 | 916.5 | 428.43 | -209,640.94 | 0 |
| 2019-03-05 | SELL | 505 | 394 | 875.47 | 411.5 | 197,683.03 | -2,825.81 |
| 2019-03-06 | SELL | 23 | 391.6 | 39.63 | 18.04 | 8,949.13 | -182.96 |
| 2019-03-13 | BUY | 524 | 391.7 | 903.1 | 429.32 | -206,583.23 | 0 |
| 2019-03-19 | SELL | 524 | 389 | 896.88 | 428.68 | 202,510.45 | -4,072.78 |
| 2019-06-27 | BUY | 554 | 363.5 | 886.07 | 452.46 | -202,717.53 | 0 |
| 2019-07-03 | SELL | 554 | 364.9 | 889.48 | 451.11 | 200,814.01 | -1,903.52 |
| 2020-08-09 | BUY | 782 | 255 | 877.4 | 415.57 | -200,702.97 | 0 |
| 2020-08-13 | SELL | 782 | 290 | 997.83 | 472.66 | 225,309.51 | 24,606.54 |
| 2020-08-24 | BUY | 759 | 295 | 985.18 | 463.76 | -225,353.95 | 0 |
| 2020-09-13 | SELL | 759 | 347.6 | 1,160.84 | 548.05 | 262,119.5 | 36,765.56 |
| 2020-10-14 | BUY | 782 | 333 | 1,145.79 | 568.26 | -262,120.04 | 0 |
| 2021-02-23 | SELL | 782 | 349 | 1,200.84 | 587.49 | 271,129.67 | 9,009.63 |
| 2021-05-12 | BUY | 778 | 346.2 | 1,185.11 | 629.1 | -271,157.82 | 0 |
| 2021-10-04 | SELL | 778 | 380 | 1,300.82 | 636.04 | 293,703.15 | 22,545.33 |
| 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 | 808 | 355.3 | 1,263.16 | 714.46 | -289,060.02 | 0 |
| 2022-02-22 | SELL | 808 | 355.8 | 1,264.94 | 717.28 | 285,504.18 | -3,555.84 |
| 2024-07-24 | BUY | 1,143 | 248.2 | 1,248.25 | 678.5 | -285,619.34 | 0 |
| 2024-07-29 | SELL | 1,090 | 257 | 1,232.57 | 663.56 | 278,233.86 | 5,858.46 |
| 2024-07-30 | SELL | 53 | 254.2 | 59.28 | 27.18 | 13,386.14 | 142.2 |
| 2024-08-15 | BUY | 760 | 381 | 1,274.06 | 596.17 | -291,430.23 | 0 |
| 2024-08-20 | SELL | 760 | 353 | 1,180.43 | 546.87 | 266,552.69 | -24,877.54 |
| 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 | 768 | 320 | 1,081.34 | 550.44 | -247,391.78 | 0 |
| 2025-04-27 | SELL | 709 | 300.8 | 938.38 | 526.62 | 211,802.21 | -16,584.22 |
| 2025-04-28 | SELL | 59 | 309.7 | 80.4 | 37.19 | 18,154.71 | -850.65 |
| 2025-07-21 | BUY | 754 | 303 | 1,005.23 | 542.52 | -230,009.75 | 0 |
| 2025-08-17 | SELL | 754 | 306 | 1,015.19 | 502.15 | 229,206.66 | -803.09 |
| 2025-08-31 | BUY | 742 | 307 | 1,002.29 | 515.95 | -229,312.24 | 0 |
| 2025-09-03 | SELL | 742 | 311.5 | 1,016.99 | 521.24 | 229,594.77 | 282.53 |
| 2026-02-16 | BUY | 820 | 278 | 1,003.02 | 507.74 | -229,470.76 | 0 |
| 2026-02-19 | SELL | 820 | 267 | 963.34 | 483.71 | 217,492.95 | -11,977.81 |
| 2026-07-28 | BUY | 832 | 259.8 | 951.08 | 485.52 | -217,590.19 | 0 |
| 2026-08-02 | SELL | 832 | 260 | 951.81 | 492.89 | 214,875.3 | -2,714.89 |