Net return 86.4% · drawdown 26.0% · 47 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: 3.8%. 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 · MACD
Net return -21.5% · drawdown 23.7% · 8 closed positions
Net return -38.8% · drawdown 40.1% · 8 closed positions
Variant 1; fixed stop 4.0%; maximum 90 sessions; gate EMA 50; fresh signal only; exit EMA 200 break; trailing arms at 18.0%, distance 1.0%; partial sale at 15.0% (0 = off).
Account reconciliation
Cash৳186,408
Unsettled৳0
Holdings৳0
NAV৳186,408
Realized P&L৳86,408
Unrealized P&L৳0
Fees৳67,914
Friction৳32,889
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 #21
103 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 |
| 2012-06-25 | SELL | 470 | 195.46 | 404.2 | 188.91 | 91,271.21 | -5,036.96 |
| 2012-06-28 | BUY | 434 | 208.8 | 398.72 | 185.81 | -91,203.73 | 0 |
| 2012-07-04 | SELL | 434 | 200.45 | 382.78 | 178.05 | 86,433.61 | -4,770.12 |
| 2012-07-22 | BUY | 431 | 199.4 | 378.14 | 175.29 | -86,494.83 | 0 |
| 2012-07-25 | SELL | 431 | 205.5 | 389.71 | 180.41 | 88,000.38 | 1,505.54 |
| 2012-12-03 | BUY | 520 | 168.1 | 384.61 | 181.73 | -87,978.34 | 0 |
| 2012-12-06 | SELL | 520 | 167.6 | 383.47 | 181.23 | 86,587.3 | -1,391.04 |
| 2013-06-12 | BUY | 483 | 178.1 | 378.5 | 176.61 | -86,577.41 | 0 |
| 2013-07-10 | SELL | 241 | 220.7 | 234.03 | 107.39 | 52,847.28 | 9,648.2 |
| 2013-07-11 | SELL | 242 | 217 | 231.06 | 105.81 | 52,177.13 | 8,798.8 |
| 2013-12-10 | BUY | 510 | 204.6 | 459.12 | 212.85 | -105,017.97 | 0 |
| 2014-04-07 | SELL | 255 | 240.7 | 270.07 | 124.29 | 60,984.14 | 8,475.15 |
| 2014-04-09 | SELL | 255 | 247.9 | 278.14 | 127.59 | 62,808.76 | 10,299.77 |
| 2014-04-27 | BUY | 463 | 265.8 | 541.49 | 248.45 | -123,855.34 | 0 |
| 2014-05-22 | SELL | 463 | 255.17 | 519.83 | 239.1 | 117,383.86 | -6,471.48 |
| 2014-06-01 | BUY | 423 | 275.4 | 512.57 | 236.95 | -117,243.73 | 0 |
| 2014-08-07 | SELL | 211 | 323.9 | 300.71 | 137.78 | 67,904.41 | 9,421.13 |
| 2014-08-10 | SELL | 212 | 327.69 | 305.67 | 140.02 | 69,024.59 | 10,264.14 |
| 2014-09-04 | BUY | 403 | 338.1 | 599.52 | 275.57 | -137,129.39 | 0 |
| 2014-09-22 | SELL | 201 | 388.82 | 343.87 | 157.64 | 77,650.31 | 9,255.75 |
| 2014-09-28 | SELL | 202 | 395.8 | 351.79 | 161.16 | 79,439.05 | 10,704.22 |
| 2014-10-29 | BUY | 416 | 374.6 | 685.67 | 315.65 | -156,834.92 | 0 |
| 2014-11-05 | SELL | 416 | 358.5 | 656.2 | 302.23 | 148,177.57 | -8,657.35 |
| 2014-12-29 | BUY | 413 | 356.5 | 647.83 | 307.65 | -148,189.98 | 0 |
| 2015-01-25 | SELL | 413 | 342.24 | 621.92 | 297.1 | 140,426.1 | -7,763.88 |
| 2015-06-14 | BUY | 417 | 335 | 614.66 | 285.69 | -140,595.34 | 0 |
| 2015-06-22 | SELL | 417 | 328.9 | 603.47 | 280.12 | 136,267.71 | -4,327.63 |
| 2015-07-02 | BUY | 410 | 330.1 | 595.5 | 277.37 | -136,213.87 | 0 |
| 2015-07-08 | SELL | 410 | 328 | 591.71 | 275.61 | 133,612.68 | -2,601.19 |
| 2016-05-10 | BUY | 524 | 253.4 | 584.24 | 292.12 | -133,657.96 | 0 |
| 2016-05-15 | SELL | 524 | 251.1 | 578.94 | 287.69 | 130,709.77 | -2,948.18 |
| 2016-05-24 | BUY | 506 | 256.7 | 571.52 | 284.18 | -130,745.89 | 0 |
| 2016-05-29 | SELL | 506 | 255.2 | 568.18 | 284.02 | 128,279 | -2,466.9 |
| 2016-06-30 | BUY | 506 | 251.7 | 560.38 | 282.45 | -128,203.04 | 0 |
| 2016-07-12 | SELL | 506 | 255.8 | 569.51 | 286.32 | 128,578.97 | 375.93 |
| 2016-09-06 | BUY | 477 | 268 | 562.48 | 276.38 | -128,674.86 | 0 |
| 2016-09-20 | SELL | 477 | 262 | 549.89 | 277.15 | 124,146.97 | -4,527.89 |
| 2016-09-25 | BUY | 462 | 267.1 | 542.96 | 275.01 | -124,218.18 | 0 |
| 2017-01-24 | SELL | 231 | 307.17 | 312.2 | 144.83 | 70,498.08 | 8,389 |
| 2017-02-02 | SELL | 231 | 306.5 | 311.53 | 143.99 | 70,345.98 | 8,236.9 |
| 2017-02-12 | BUY | 455 | 307.1 | 614.81 | 289.71 | -140,635.03 | 0 |
| 2017-06-22 | SELL | 455 | 338.8 | 678.28 | 331.83 | 153,143.89 | 12,508.86 |
| 2017-07-16 | BUY | 417 | 365.1 | 669.89 | 312.64 | -153,229.22 | 0 |
| 2017-09-10 | SELL | 208 | 419.87 | 384.26 | 178.57 | 86,769.09 | 10,338.2 |
| 2017-09-11 | SELL | 209 | 430 | 395.43 | 183.38 | 89,291.19 | 12,492.85 |
| 2017-10-10 | BUY | 414 | 422 | 768.72 | 362.97 | -175,839.68 | 0 |
| 2017-11-13 | SELL | 207 | 485.3 | 442.01 | 205.24 | 99,809.85 | 11,890.01 |
| 2017-11-15 | SELL | 207 | 500 | 455.4 | 210.56 | 102,834.04 | 14,914.2 |
| 2017-12-06 | BUY | 414 | 487 | 887.12 | 413.33 | -202,918.45 | 0 |
| 2017-12-14 | SELL | 414 | 467.52 | 851.63 | 399.84 | 192,301.81 | -10,616.64 |
| 2017-12-28 | BUY | 407 | 469.4 | 840.6 | 396.82 | -192,283.22 | 0 |
| 2018-05-13 | SELL | 407 | 466 | 834.51 | 394.5 | 188,432.99 | -3,850.23 |
| 2019-01-24 | BUY | 478 | 391.3 | 822.98 | 394.61 | -188,258.99 | 0 |
| 2019-02-13 | SELL | 478 | 388 | 816.04 | 381.95 | 184,266.01 | -3,992.98 |
| 2019-02-27 | BUY | 464 | 394.5 | 805.41 | 375.24 | -184,228.65 | 0 |
| 2019-03-05 | SELL | 464 | 394 | 804.39 | 377.08 | 181,634.53 | -2,594.12 |
| 2019-03-13 | BUY | 461 | 391.7 | 794.52 | 375.71 | -181,743.94 | 0 |
| 2019-03-19 | SELL | 461 | 389 | 789.05 | 374.91 | 178,165.04 | -3,578.9 |
| 2019-06-27 | BUY | 487 | 363.5 | 778.91 | 392.46 | -178,195.86 | 0 |
| 2019-07-03 | SELL | 487 | 364.9 | 781.91 | 391.58 | 176,532.81 | -1,663.05 |
| 2020-08-09 | BUY | 688 | 255 | 771.94 | 363.84 | -176,575.78 | 0 |
| 2020-08-13 | SELL | 688 | 290 | 877.89 | 413.82 | 198,228.29 | 21,652.51 |
| 2020-08-24 | BUY | 668 | 295 | 867.06 | 406.48 | -198,333.54 | 0 |
| 2020-09-08 | SELL | 334 | 339.25 | 498.56 | 230.19 | 112,580.75 | 13,413.98 |
| 2020-09-14 | SELL | 334 | 350.26 | 514.75 | 238.09 | 116,234.67 | 17,067.9 |
| 2020-10-14 | BUY | 682 | 333 | 999.27 | 490.3 | -228,595.56 | 0 |
| 2020-11-23 | SELL | 682 | 319.68 | 959.3 | 483.47 | 216,579 | -12,016.57 |
| 2020-12-07 | BUY | 662 | 325.1 | 946.95 | 478.07 | -216,641.22 | 0 |
| 2021-01-04 | SELL | 331 | 373.87 | 544.5 | 255.93 | 122,948.89 | 14,628.28 |
| 2021-01-06 | SELL | 331 | 376 | 547.61 | 256.5 | 123,651.89 | 15,331.28 |
| 2021-01-19 | BUY | 638 | 384.2 | 1,078.53 | 515.66 | -246,713.79 | 0 |
| 2021-01-25 | SELL | 638 | 368.83 | 1,035.39 | 493.68 | 233,785.75 | -12,928.04 |
| 2021-02-07 | BUY | 603 | 385 | 1,021.48 | 491.81 | -233,668.29 | 0 |
| 2021-02-10 | SELL | 603 | 377.7 | 1,002.11 | 481.87 | 226,269.11 | -7,399.18 |
| 2021-05-12 | BUY | 649 | 346.2 | 988.61 | 512.29 | -226,184.69 | 0 |
| 2021-10-04 | SELL | 649 | 380 | 1,085.13 | 524.39 | 245,010.49 | 18,825.79 |
| 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 | 673 | 355.3 | 1,052.11 | 575.57 | -240,744.58 | 0 |
| 2022-02-22 | SELL | 673 | 355.8 | 1,053.59 | 577.63 | 237,822.17 | -2,922.41 |
| 2024-07-24 | BUY | 951 | 248.2 | 1,038.57 | 548.99 | -237,625.76 | 0 |
| 2024-07-29 | SELL | 951 | 257 | 1,075.39 | 567.45 | 242,764.16 | 5,138.4 |
| 2024-08-15 | BUY | 633 | 381 | 1,061.16 | 494.17 | -242,728.33 | 0 |
| 2024-08-20 | SELL | 633 | 353 | 983.18 | 454.05 | 222,011.77 | -20,716.56 |
| 2024-09-25 | BUY | 636 | 347.1 | 971.32 | 451.93 | -222,178.85 | 0 |
| 2024-10-06 | SELL | 636 | 333.22 | 932.47 | 433.47 | 210,559.44 | -11,619.41 |
| 2024-12-18 | BUY | 654 | 320 | 920.83 | 461.29 | -210,662.12 | 0 |
| 2025-04-27 | SELL | 654 | 307.2 | 884 | 490.64 | 199,534.16 | -11,127.96 |
| 2025-07-21 | BUY | 654 | 303 | 871.91 | 460.72 | -199,494.63 | 0 |
| 2025-08-17 | SELL | 654 | 306 | 880.55 | 430.87 | 198,812.58 | -682.05 |
| 2025-08-31 | BUY | 643 | 307 | 868.56 | 440.13 | -198,709.69 | 0 |
| 2025-09-03 | SELL | 643 | 311.5 | 881.3 | 444.88 | 198,968.32 | 258.63 |
| 2026-02-16 | BUY | 711 | 278 | 869.7 | 434.27 | -198,961.97 | 0 |