Net return 94.3% · drawdown 8.2% · 4 closed positions
Searching for profit that survives costs
80,738 unique configurations in this batch; 80 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: 4.0%. This annualized figure describes the historical raw-price simulation.
This batch was tuned on 2024–2026 stress results. Those results are in-sample and cannot validate future profitability. 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.
#23 · Custom DMI + Support rebound + Flow: Chaikin Oscillator + Flow: Gap pressure
Net return 77.0% · drawdown 3.8% · 2 closed positions
Net return 72.5% · drawdown 3.8% · 2 closed positions
Variant 0; fixed stop 10.0%; maximum 45 sessions; gate None; fresh signal only; exit all bearish; trailing arms at 12.0%, distance 6.0%; partial sale at 0.0% (0 = off).
Account reconciliation
Cash৳194,284
Unsettled৳0
Holdings৳0
NAV৳194,284
Realized P&L৳94,284
Unrealized P&L৳0
Fees৳4,764
Friction৳2,350
NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳2.91e-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 #23
8 fills, including partial sales. Page 1.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2013-12-22 | BUY | 491 | 202.1 | 436.62 | 203.65 | -99,871.36 | 0 |
| 2014-02-12 | SELL | 491 | 207.4 | 448.07 | 207.93 | 101,177.4 | 1,306.04 |
| 2016-12-21 | BUY | 350 | 287 | 441.98 | 208.23 | -101,100.21 | 0 |
| 2017-02-26 | SELL | 350 | 315.2 | 485.41 | 227.34 | 109,607.25 | 8,507.04 |
| 2024-06-06 | BUY | 484 | 225 | 479.16 | 250.72 | -109,629.88 | 0 |
| 2024-08-15 | SELL | 484 | 381 | 811.38 | 375.72 | 183,216.9 | 73,587.02 |
| 2026-06-01 | BUY | 754 | 241.5 | 801.2 | 435.07 | -183,327.27 | 0 |
| 2026-08-04 | SELL | 754 | 259.3 | 860.25 | 441.12 | 194,210.83 | 10,883.56 |