Net return 84.7% · 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: 3.7%. 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 · 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 0.0%; partial sale at 15.0% (0 = off).
Account reconciliation
Cash৳184,740
Unsettled৳0
Holdings৳0
NAV৳184,740
Realized P&L৳84,740
Unrealized P&L৳0
Fees৳67,505
Friction৳32,676
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 #22
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 |
| 2014-04-08 | SELL | 255 | 242.2 | 271.75 | 124.82 | 61,364.44 | 8,855.45 |
| 2014-04-27 | BUY | 458 | 265.8 | 535.64 | 245.74 | -122,517.78 | 0 |
| 2014-05-22 | SELL | 458 | 255.17 | 514.21 | 236.48 | 116,116.25 | -6,401.54 |
| 2014-06-01 | BUY | 418 | 275.4 | 506.52 | 234.1 | -115,857.82 | 0 |
| 2014-08-07 | SELL | 209 | 323.9 | 297.86 | 136.47 | 67,260.77 | 9,331.86 |
| 2014-08-10 | SELL | 209 | 331 | 304.39 | 139.43 | 68,735.18 | 10,806.27 |
| 2014-09-04 | BUY | 400 | 338.1 | 595.06 | 273.5 | -136,108.55 | 0 |
| 2014-09-22 | SELL | 200 | 388.82 | 342.16 | 156.85 | 77,263.99 | 9,209.72 |
| 2014-09-28 | SELL | 200 | 397.5 | 349.8 | 160.24 | 78,989.96 | 10,935.68 |
| 2014-10-29 | BUY | 414 | 374.6 | 682.37 | 314.11 | -156,080.88 | 0 |
| 2014-11-05 | SELL | 414 | 358.5 | 653.04 | 300.76 | 147,465.2 | -8,615.69 |
| 2014-12-29 | BUY | 411 | 356.5 | 644.69 | 306.09 | -147,472.29 | 0 |
| 2015-01-25 | SELL | 411 | 342.24 | 618.91 | 295.6 | 139,746.14 | -7,726.15 |
| 2015-06-14 | BUY | 415 | 335 | 611.71 | 284.29 | -139,921 | 0 |
| 2015-06-22 | SELL | 415 | 328.9 | 600.57 | 278.75 | 135,614.18 | -4,306.82 |
| 2015-07-02 | BUY | 408 | 330.1 | 592.6 | 275.98 | -135,549.38 | 0 |
| 2015-07-08 | SELL | 408 | 328 | 588.83 | 274.23 | 132,960.94 | -2,588.44 |
| 2016-05-10 | BUY | 522 | 253.4 | 582.01 | 290.9 | -133,147.71 | 0 |
| 2016-05-15 | SELL | 522 | 251.1 | 576.73 | 286.5 | 130,210.97 | -2,936.74 |
| 2016-05-24 | BUY | 504 | 256.7 | 569.26 | 282.96 | -130,229.02 | 0 |
| 2016-05-29 | SELL | 504 | 255.2 | 565.93 | 282.8 | 127,772.07 | -2,456.95 |
| 2016-06-30 | BUY | 504 | 251.7 | 558.17 | 281.23 | -127,696.2 | 0 |
| 2016-07-12 | SELL | 504 | 255.8 | 567.26 | 285.08 | 128,070.86 | 374.66 |
| 2016-09-06 | BUY | 475 | 268 | 560.12 | 275.14 | -128,135.26 | 0 |
| 2016-09-20 | SELL | 475 | 262 | 547.58 | 275.87 | 123,626.55 | -4,508.71 |
| 2016-09-25 | BUY | 459 | 267.1 | 539.44 | 273.05 | -123,411.38 | 0 |
| 2017-01-24 | SELL | 229 | 307.17 | 309.5 | 143.55 | 69,887.74 | 8,316.48 |
| 2017-02-02 | SELL | 230 | 306.5 | 310.18 | 143.36 | 70,041.47 | 8,201.34 |
| 2017-02-12 | BUY | 453 | 307.1 | 612.11 | 288.4 | -140,016.81 | 0 |
| 2017-06-22 | SELL | 453 | 338.8 | 675.3 | 330.27 | 152,470.84 | 12,454.03 |
| 2017-07-16 | BUY | 415 | 365.1 | 666.67 | 311.1 | -152,494.27 | 0 |
| 2017-09-10 | SELL | 207 | 419.87 | 382.41 | 177.69 | 86,351.95 | 10,288.54 |
| 2017-09-11 | SELL | 208 | 430 | 393.54 | 182.49 | 88,863.98 | 12,433.11 |
| 2017-10-10 | BUY | 412 | 422 | 765 | 361.15 | -174,990.15 | 0 |
| 2017-11-13 | SELL | 206 | 485.3 | 439.88 | 204.22 | 99,327.7 | 11,832.62 |
| 2017-11-15 | SELL | 206 | 500 | 453.2 | 209.52 | 102,337.28 | 14,842.2 |
| 2017-12-06 | BUY | 412 | 487 | 882.83 | 411.29 | -201,938.12 | 0 |
| 2017-12-14 | SELL | 412 | 467.52 | 847.52 | 397.85 | 191,372.87 | -10,565.25 |
| 2017-12-28 | BUY | 405 | 469.4 | 836.47 | 394.8 | -191,338.27 | 0 |
| 2018-05-13 | SELL | 405 | 466 | 830.41 | 392.48 | 187,507.11 | -3,831.16 |
| 2019-01-24 | BUY | 476 | 391.3 | 819.54 | 392.87 | -187,471.21 | 0 |
| 2019-02-13 | SELL | 476 | 388 | 812.63 | 380.3 | 183,495.07 | -3,976.14 |
| 2019-02-27 | BUY | 462 | 394.5 | 801.94 | 373.58 | -183,434.52 | 0 |
| 2019-03-05 | SELL | 462 | 394 | 800.92 | 375.4 | 180,851.67 | -2,582.85 |
| 2019-03-13 | BUY | 459 | 391.7 | 791.08 | 374.02 | -180,955.4 | 0 |
| 2019-03-19 | SELL | 459 | 389 | 785.62 | 373.22 | 177,392.16 | -3,563.24 |
| 2019-06-27 | BUY | 485 | 363.5 | 775.71 | 390.69 | -177,463.9 | 0 |
| 2019-07-03 | SELL | 485 | 364.9 | 778.7 | 389.82 | 175,807.98 | -1,655.92 |
| 2020-08-09 | BUY | 685 | 255 | 768.57 | 362.2 | -175,805.77 | 0 |
| 2020-08-13 | SELL | 685 | 290 | 874.06 | 411.95 | 197,363.99 | 21,558.22 |
| 2020-08-24 | BUY | 664 | 295 | 861.87 | 403.97 | -197,145.84 | 0 |
| 2020-09-08 | SELL | 332 | 339.25 | 495.58 | 228.79 | 111,906.64 | 13,333.71 |
| 2020-09-13 | SELL | 332 | 347.6 | 507.77 | 234.71 | 114,660.72 | 16,087.8 |
| 2020-10-14 | BUY | 676 | 333 | 990.48 | 485.67 | -226,584.14 | 0 |
| 2020-11-23 | SELL | 676 | 319.68 | 950.86 | 478.8 | 214,674.02 | -11,910.12 |
| 2020-12-07 | BUY | 656 | 325.1 | 938.37 | 473.31 | -214,677.28 | 0 |
| 2021-01-04 | SELL | 328 | 373.87 | 539.56 | 253.53 | 121,834.63 | 14,495.99 |
| 2021-01-06 | SELL | 328 | 376 | 542.64 | 254.11 | 122,531.25 | 15,192.61 |
| 2021-01-19 | BUY | 632 | 384.2 | 1,068.38 | 510.57 | -244,393.36 | 0 |
| 2021-01-25 | SELL | 632 | 368.83 | 1,025.65 | 488.83 | 231,587.35 | -12,806.01 |
| 2021-02-07 | BUY | 598 | 385 | 1,013.01 | 487.5 | -231,730.52 | 0 |
| 2021-02-10 | SELL | 598 | 377.7 | 993.8 | 477.66 | 224,393.13 | -7,337.38 |
| 2021-05-12 | BUY | 644 | 346.2 | 980.99 | 507.86 | -224,441.65 | 0 |
| 2021-10-04 | SELL | 644 | 380 | 1,076.77 | 520.11 | 243,123.12 | 18,681.47 |
| 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 | 667 | 355.3 | 1,042.73 | 569.57 | -238,597.41 | 0 |
| 2022-02-22 | SELL | 667 | 355.8 | 1,044.2 | 571.61 | 235,702.79 | -2,894.62 |
| 2024-07-24 | BUY | 943 | 248.2 | 1,029.83 | 543.73 | -235,626.17 | 0 |
| 2024-07-29 | SELL | 943 | 257 | 1,066.34 | 562.02 | 240,722.63 | 5,096.47 |
| 2024-08-15 | BUY | 628 | 381 | 1,052.78 | 490.18 | -240,810.95 | 0 |
| 2024-08-20 | SELL | 628 | 353 | 975.41 | 450.41 | 220,258.18 | -20,552.77 |
| 2024-09-25 | BUY | 630 | 347.1 | 962.16 | 447.56 | -220,082.73 | 0 |
| 2024-10-06 | SELL | 630 | 333.22 | 923.67 | 429.29 | 208,573.12 | -11,509.61 |
| 2024-12-18 | BUY | 648 | 320 | 912.38 | 456.67 | -208,729.05 | 0 |
| 2025-04-27 | SELL | 648 | 307.2 | 875.89 | 485.33 | 197,704.38 | -11,024.67 |
| 2025-07-21 | BUY | 648 | 303 | 863.91 | 455.91 | -197,663.82 | 0 |
| 2025-08-17 | SELL | 648 | 306 | 872.47 | 426.64 | 196,988.89 | -674.93 |
| 2025-08-31 | BUY | 637 | 307 | 860.46 | 435.6 | -196,855.06 | 0 |
| 2025-09-03 | SELL | 637 | 311.5 | 873.07 | 440.32 | 197,112.11 | 257.04 |
| 2026-02-16 | BUY | 705 | 278 | 862.36 | 430.28 | -197,282.64 | 0 |