Net return 133.5% · drawdown 24.8% · 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: 5.1%. 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.
#22 · 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 90 sessions; gate EMA 50; fresh signal only; exit EMA 200 break; trailing arms at 12.0%, distance 3.5%; partial sale at 0.0% (0 = off).
Account reconciliation
Cash৳233,507
Unsettled৳0
Holdings৳0
NAV৳233,507
Realized P&L৳133,507
Unrealized P&L৳0
Fees৳62,623
Friction৳31,053
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 #22
76 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 | 212.1 | 464.75 | 213.03 | 104,948.02 | 6,763.28 |
| 2013-02-10 | BUY | 619 | 168.3 | 458.38 | 220.2 | -104,856.28 | 0 |
| 2013-02-13 | SELL | 619 | 166.6 | 453.75 | 216.04 | 102,455.61 | -2,400.67 |
| 2013-05-15 | BUY | 658 | 154.7 | 447.89 | 229.35 | -102,469.84 | 0 |
| 2013-05-20 | SELL | 658 | 166.2 | 481.18 | 242.88 | 108,635.53 | 6,165.69 |
| 2013-05-30 | BUY | 622 | 173.7 | 475.38 | 229.82 | -108,746.6 | 0 |
| 2013-06-27 | SELL | 622 | 184 | 503.57 | 234.87 | 113,709.56 | 4,962.96 |
| 2013-07-14 | BUY | 534 | 211.5 | 496.94 | 229.15 | -113,667.09 | 0 |
| 2013-07-17 | SELL | 534 | 232.5 | 546.28 | 251.06 | 123,357.66 | 9,690.57 |
| 2013-08-27 | BUY | 584 | 209.8 | 539.1 | 249.21 | -123,311.51 | 0 |
| 2013-09-15 | SELL | 584 | 193.02 | 495.97 | 227.62 | 111,997.75 | -11,313.76 |
| 2013-11-13 | BUY | 572 | 194.6 | 489.77 | 231.59 | -112,032.56 | 0 |
| 2013-11-24 | SELL | 572 | 206.6 | 519.97 | 242.12 | 117,413.11 | 5,380.55 |
| 2014-01-21 | BUY | 562 | 207.5 | 513.11 | 242.26 | -117,370.37 | 0 |
| 2014-04-09 | SELL | 562 | 245.3 | 606.59 | 281.26 | 136,972.44 | 19,602.07 |
| 2014-04-16 | BUY | 532 | 255.8 | 598.78 | 276.14 | -136,960.51 | 0 |
| 2014-06-05 | SELL | 532 | 285.9 | 669.23 | 310.19 | 151,119.38 | 14,158.87 |
| 2014-06-24 | BUY | 499 | 300.9 | 660.66 | 304.91 | -151,114.67 | 0 |
| 2014-08-12 | SELL | 499 | 330.9 | 726.52 | 335.56 | 164,057.01 | 12,942.34 |
| 2014-08-18 | BUY | 485 | 335.8 | 716.6 | 330.28 | -163,909.87 | 0 |
| 2014-09-29 | SELL | 485 | 392.2 | 836.95 | 387.28 | 188,992.76 | 25,082.89 |
| 2014-10-14 | BUY | 504 | 372.6 | 826.28 | 381.12 | -188,997.8 | 0 |
| 2014-11-09 | SELL | 504 | 342.79 | 760.18 | 351.78 | 171,655.21 | -17,342.59 |
| 2015-12-02 | BUY | 629 | 271.1 | 750.3 | 377.51 | -171,649.71 | 0 |
| 2015-12-07 | SELL | 629 | 267.4 | 740.06 | 369.18 | 167,085.37 | -4,564.34 |
| 2016-01-19 | BUY | 631 | 263.3 | 731.03 | 377.09 | -167,250.42 | 0 |
| 2016-01-24 | SELL | 631 | 266 | 738.52 | 368.5 | 166,738.97 | -511.45 |
| 2016-11-21 | BUY | 577 | 287.1 | 728.89 | 353.15 | -166,738.74 | 0 |
| 2017-04-02 | SELL | 577 | 332.2 | 843.39 | 411.14 | 190,424.87 | 23,686.14 |
| 2017-07-11 | BUY | 543 | 348.3 | 832.16 | 394.98 | -190,354.04 | 0 |
| 2017-09-11 | SELL | 543 | 419.78 | 1,002.93 | 479.31 | 226,455.59 | 36,101.55 |
| 2019-01-01 | BUY | 608 | 370 | 989.82 | 514.64 | -226,464.47 | 0 |
| 2019-01-06 | SELL | 608 | 367.7 | 983.67 | 510.66 | 222,067.27 | -4,397.2 |
| 2019-01-23 | BUY | 564 | 391 | 970.31 | 471.5 | -221,965.81 | 0 |
| 2019-02-13 | SELL | 564 | 388 | 962.86 | 453.01 | 217,416.13 | -4,549.68 |
| 2020-07-26 | BUY | 861 | 251 | 950.89 | 467.22 | -217,529.11 | 0 |
| 2020-07-29 | SELL | 861 | 255 | 966.04 | 467.7 | 218,121.26 | 592.15 |
| 2020-08-09 | BUY | 850 | 255 | 953.7 | 453.29 | -218,156.99 | 0 |
| 2020-08-13 | SELL | 850 | 290 | 1,084.6 | 515.56 | 244,899.84 | 26,742.85 |
| 2020-08-18 | BUY | 845 | 288 | 1,070.78 | 506.69 | -244,937.47 | 0 |
| 2020-09-16 | SELL | 845 | 342.29 | 1,272.62 | 604.91 | 287,353.72 | 42,416.25 |
| 2020-12-14 | BUY | 825 | 346 | 1,255.98 | 640.04 | -287,346.02 | 0 |
| 2021-01-06 | SELL | 825 | 374.42 | 1,359.14 | 664.56 | 306,872.8 | 19,526.77 |
| 2021-01-18 | BUY | 808 | 377 | 1,340.31 | 652.15 | -306,608.46 | 0 |
| 2021-02-22 | SELL | 808 | 346.84 | 1,233.09 | 605.16 | 278,408.48 | -28,199.98 |
| 2021-05-12 | BUY | 799 | 346.2 | 1,217.1 | 648.59 | -278,479.49 | 0 |
| 2021-09-13 | SELL | 799 | 382.91 | 1,346.17 | 672.98 | 303,927.55 | 25,448.05 |
| 2022-01-13 | BUY | 846 | 357.1 | 1,329.27 | 731.52 | -304,167.38 | 0 |
| 2022-01-30 | SELL | 647 | 352 | 1,002.07 | 526.92 | 226,215.01 | -6,404.73 |
| 2022-01-31 | SELL | 199 | 356.2 | 311.89 | 148.59 | 70,423.33 | -1,124.32 |
| 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 | 854 | 251 | 943.16 | 504.75 | -215,801.91 | 0 |
| 2024-07-11 | SELL | 854 | 247 | 928.13 | 486.68 | 209,523.19 | -6,278.72 |
| 2024-08-15 | BUY | 745 | 381 | 1,248.92 | 584.07 | -285,677.99 | 0 |
| 2024-08-20 | SELL | 745 | 350.52 | 1,149 | 532.05 | 259,456.35 | -26,221.64 |
| 2025-09-03 | BUY | 828 | 311.5 | 1,134.86 | 589.29 | -259,646.14 | 0 |
| 2025-09-08 | SELL | 828 | 308.5 | 1,123.93 | 592.36 | 253,721.71 | -5,924.43 |
| 2026-02-16 | BUY | 907 | 278 | 1,109.44 | 567.69 | -253,823.13 | 0 |
| 2026-02-19 | SELL | 907 | 267 | 1,065.54 | 540.41 | 240,563.05 | -13,260.08 |
| 2026-06-22 | BUY | 928 | 257.5 | 1,051.42 | 558.13 | -240,569.55 | 0 |
| 2026-06-25 | SELL | 928 | 257.5 | 1,051.42 | 546.08 | 237,362.5 | -3,207.05 |
| 2026-07-12 | BUY | 919 | 256.6 | 1,037.59 | 525.06 | -237,378.05 | 0 |
| 2026-07-15 | SELL | 919 | 259 | 1,047.29 | 527.95 | 236,445.76 | -932.29 |
| 2026-07-28 | BUY | 904 | 259.8 | 1,033.38 | 532.54 | -236,425.12 | 0 |
| 2026-08-02 | SELL | 904 | 260 | 1,034.18 | 541.21 | 233,464.61 | -2,960.5 |