Net return 145.5% · drawdown 26.3% · 37 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: 5.5%. 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.
#21 · Kalman milestone + Flow: NVI
Net return -20.3% · drawdown 23.5% · 8 closed positions
Net return -31.5% · drawdown 33.8% · 7 closed positions
Variant 2; fixed stop 8.0%; maximum 250 sessions; gate EMA 50; fresh signal only; exit EMA 200 break; trailing arms at 12.0%, distance 4.5%; partial sale at 20.0% (0 = off).
Account reconciliation
Cash৳245,497
Unsettled৳0
Holdings৳0
NAV৳245,497
Realized P&L৳145,497
Unrealized P&L৳0
Fees৳64,377
Friction৳32,019
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 #21
83 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 |
| 2012-04-16 | SELL | 498 | 211.53 | 463.51 | 212.46 | 104,667.22 | 6,482.48 |
| 2013-02-10 | BUY | 618 | 168.3 | 457.64 | 219.82 | -104,686.87 | 0 |
| 2013-02-13 | SELL | 618 | 166.6 | 453.02 | 215.67 | 102,290.11 | -2,396.76 |
| 2013-05-15 | BUY | 656 | 154.7 | 446.53 | 228.58 | -102,158.3 | 0 |
| 2013-05-20 | SELL | 656 | 166.2 | 479.72 | 242.07 | 108,305.41 | 6,147.1 |
| 2013-05-30 | BUY | 620 | 173.7 | 473.85 | 229.04 | -108,396.89 | 0 |
| 2013-06-27 | SELL | 620 | 184 | 501.95 | 234.1 | 113,343.95 | 4,947.06 |
| 2013-07-14 | BUY | 532 | 211.5 | 495.08 | 228.28 | -113,241.36 | 0 |
| 2013-07-17 | SELL | 532 | 232.5 | 544.24 | 250.11 | 122,895.66 | 9,654.3 |
| 2013-08-27 | BUY | 582 | 209.8 | 537.26 | 248.34 | -122,889.2 | 0 |
| 2013-09-15 | SELL | 582 | 193.02 | 494.28 | 226.84 | 111,614.2 | -11,275 |
| 2013-11-13 | BUY | 570 | 194.6 | 488.06 | 230.75 | -111,640.8 | 0 |
| 2013-11-24 | SELL | 570 | 206.6 | 518.15 | 241.25 | 117,002.6 | 5,361.79 |
| 2014-01-21 | BUY | 560 | 207.5 | 511.28 | 241.37 | -116,952.65 | 0 |
| 2014-04-08 | SELL | 280 | 249 | 306.77 | 141.09 | 69,272.14 | 10,795.82 |
| 2014-04-09 | SELL | 280 | 242.76 | 299.08 | 137.29 | 67,536.7 | 9,060.38 |
| 2014-04-16 | BUY | 532 | 255.8 | 598.78 | 276.14 | -136,960.51 | 0 |
| 2014-06-08 | SELL | 532 | 284 | 664.79 | 308.41 | 150,114.8 | 13,154.28 |
| 2014-06-24 | BUY | 495 | 300.9 | 655.36 | 302.43 | -149,903.29 | 0 |
| 2014-08-12 | SELL | 495 | 330.9 | 720.7 | 332.83 | 162,741.97 | 12,838.68 |
| 2014-08-18 | BUY | 482 | 335.8 | 712.16 | 328.21 | -162,895.97 | 0 |
| 2014-09-28 | SELL | 241 | 402.96 | 427.3 | 196.08 | 96,489.98 | 15,041.99 |
| 2014-09-29 | SELL | 241 | 390.59 | 414.19 | 189.94 | 93,529.26 | 12,081.28 |
| 2014-10-01 | BUY | 249 | 384.2 | 420.93 | 192.93 | -96,279.66 | 0 |
| 2014-11-06 | SELL | 249 | 353.3 | 387.08 | 177.49 | 87,407.14 | -8,872.52 |
| 2015-12-02 | BUY | 664 | 271.1 | 792.05 | 400.66 | -181,203.1 | 0 |
| 2015-12-07 | SELL | 664 | 267.4 | 781.24 | 391.65 | 176,380.72 | -4,822.39 |
| 2016-01-19 | BUY | 665 | 263.3 | 770.42 | 399.96 | -176,264.87 | 0 |
| 2016-01-24 | SELL | 665 | 266 | 778.32 | 390.22 | 175,721.46 | -543.41 |
| 2016-11-21 | BUY | 608 | 287.1 | 768.05 | 373.36 | -175,698.21 | 0 |
| 2017-04-03 | SELL | 304 | 344.52 | 460.83 | 217.23 | 104,056.02 | 16,206.91 |
| 2017-04-12 | SELL | 304 | 337.02 | 450.8 | 211.27 | 101,791.86 | 13,942.75 |
| 2017-07-11 | BUY | 587 | 348.3 | 899.59 | 428.45 | -205,780.14 | 0 |
| 2017-09-10 | SELL | 293 | 417.96 | 538.83 | 252.61 | 121,670.84 | 18,956.05 |
| 2017-09-12 | SELL | 294 | 415.42 | 537.39 | 250.8 | 121,346.76 | 18,281.41 |
| 2019-01-01 | BUY | 653 | 370 | 1,063.08 | 557.88 | -243,230.96 | 0 |
| 2019-01-06 | SELL | 653 | 367.7 | 1,056.48 | 553.5 | 238,498.12 | -4,732.84 |
| 2019-01-23 | BUY | 606 | 391 | 1,042.56 | 509.05 | -238,497.62 | 0 |
| 2019-02-13 | SELL | 606 | 388 | 1,034.56 | 487.97 | 233,605.47 | -4,892.15 |
| 2020-07-26 | BUY | 924 | 251 | 1,020.47 | 504.16 | -233,448.62 | 0 |
| 2020-07-29 | SELL | 924 | 255 | 1,036.73 | 504.17 | 234,079.11 | 630.48 |
| 2020-08-09 | BUY | 912 | 255 | 1,023.26 | 487.9 | -234,071.16 | 0 |
| 2020-08-13 | SELL | 912 | 290 | 1,163.71 | 554.94 | 262,761.35 | 28,690.19 |
| 2020-08-18 | BUY | 907 | 288 | 1,149.35 | 545.44 | -262,910.79 | 0 |
| 2020-09-09 | SELL | 453 | 345.6 | 688.85 | 319.91 | 155,548.04 | 24,237.58 |
| 2020-09-20 | SELL | 454 | 338.74 | 676.66 | 315.19 | 152,795.43 | 21,195.1 |
| 2020-12-14 | BUY | 885 | 346 | 1,347.32 | 691.98 | -308,249.31 | 0 |
| 2021-01-06 | SELL | 885 | 370.54 | 1,442.88 | 708.56 | 325,776.45 | 17,527.15 |
| 2021-01-18 | BUY | 858 | 377 | 1,423.25 | 695.32 | -325,584.57 | 0 |
| 2021-02-22 | SELL | 858 | 346.84 | 1,309.39 | 645.54 | 295,633.79 | -29,950.78 |
| 2021-05-12 | BUY | 849 | 346.2 | 1,293.26 | 695.52 | -295,912.58 | 0 |
| 2021-09-14 | SELL | 849 | 378.94 | 1,415.58 | 710.34 | 319,597.53 | 23,684.95 |
| 2022-01-13 | BUY | 889 | 357.1 | 1,396.83 | 775.5 | -319,634.23 | 0 |
| 2022-01-30 | SELL | 647 | 352 | 1,002.07 | 526.92 | 226,215.01 | -6,409.68 |
| 2022-01-31 | SELL | 242 | 356.2 | 379.28 | 182.48 | 85,638.64 | -1,370.91 |
| 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 | 914 | 251 | 1,009.42 | 545.93 | -230,969.35 | 0 |
| 2024-07-11 | SELL | 913 | 247 | 992.25 | 525.09 | 223,993.66 | -6,722.99 |
| 2024-07-14 | SELL | 1 | 246 | 1.08 | 0.49 | 244.43 | -8.28 |
| 2024-08-15 | BUY | 784 | 381 | 1,314.3 | 615.55 | -300,633.85 | 0 |
| 2024-08-20 | SELL | 784 | 350.52 | 1,209.15 | 560.44 | 273,038.09 | -27,595.76 |
| 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 | 953 | 278 | 1,165.71 | 599.86 | -266,699.57 | 0 |
| 2026-02-19 | SELL | 953 | 267 | 1,119.58 | 570.8 | 252,760.61 | -13,938.96 |
| 2026-06-22 | BUY | 975 | 257.5 | 1,104.68 | 590.66 | -252,757.84 | 0 |
| 2026-06-25 | SELL | 975 | 257.5 | 1,104.68 | 577.36 | 249,380.47 | -3,377.37 |
| 2026-07-12 | BUY | 966 | 256.6 | 1,090.65 | 554.79 | -249,521.04 | 0 |
| 2026-07-15 | SELL | 966 | 259 | 1,100.85 | 557.74 | 248,535.4 | -985.63 |
| 2026-07-28 | BUY | 950 | 259.8 | 1,085.96 | 562.99 | -248,458.96 | 0 |
| 2026-08-02 | SELL | 950 | 260 | 1,086.8 | 572.55 | 245,340.65 | -3,118.31 |