Net return 93.5% · 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: 4.0%. 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.
#23 · 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 2.0%; partial sale at 0.0% (0 = off).
Account reconciliation
Cash৳193,529
Unsettled৳0
Holdings৳0
NAV৳193,529
Realized P&L৳93,529
Unrealized P&L৳0
Fees৳69,662
Friction৳33,855
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 #23
94 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 |
| 2013-07-11 | SELL | 483 | 216.87 | 460.9 | 212.6 | 104,076.64 | 17,499.23 |
| 2013-12-10 | BUY | 506 | 204.6 | 455.52 | 211.15 | -104,194.27 | 0 |
| 2014-04-09 | SELL | 506 | 247.9 | 551.92 | 255.46 | 124,630.01 | 20,435.74 |
| 2014-04-27 | BUY | 466 | 265.8 | 545 | 250.08 | -124,657.87 | 0 |
| 2014-05-22 | SELL | 466 | 255.17 | 523.2 | 240.66 | 118,144.43 | -6,513.44 |
| 2014-06-01 | BUY | 426 | 275.4 | 516.21 | 238.66 | -118,075.27 | 0 |
| 2014-08-11 | SELL | 426 | 330.06 | 618.67 | 285.38 | 139,703.21 | 21,627.95 |
| 2014-09-04 | BUY | 410 | 338.1 | 609.93 | 280.41 | -139,511.34 | 0 |
| 2014-09-29 | SELL | 410 | 392.2 | 707.53 | 326.5 | 159,767.97 | 20,256.63 |
| 2014-10-29 | BUY | 424 | 374.6 | 698.85 | 321.8 | -159,851.05 | 0 |
| 2014-11-05 | SELL | 424 | 358.5 | 668.82 | 308.12 | 151,027.06 | -8,823.99 |
| 2014-12-29 | BUY | 421 | 356.5 | 660.38 | 313.87 | -151,060.75 | 0 |
| 2015-01-25 | SELL | 421 | 342.24 | 633.97 | 303.14 | 143,145.93 | -7,914.82 |
| 2015-06-14 | BUY | 425 | 335 | 626.45 | 291.29 | -143,292.74 | 0 |
| 2015-06-22 | SELL | 425 | 328.9 | 615.04 | 285.61 | 138,881.85 | -4,410.89 |
| 2015-07-02 | BUY | 418 | 330.1 | 607.12 | 282.91 | -138,871.83 | 0 |
| 2015-07-08 | SELL | 418 | 328 | 603.26 | 281.12 | 136,219.62 | -2,652.21 |
| 2016-05-10 | BUY | 534 | 253.4 | 595.39 | 298.21 | -136,209.2 | 0 |
| 2016-05-15 | SELL | 534 | 251.1 | 589.98 | 293.66 | 133,203.76 | -3,005.44 |
| 2016-05-24 | BUY | 515 | 256.7 | 581.68 | 289.67 | -133,071.86 | 0 |
| 2016-05-29 | SELL | 515 | 255.2 | 578.28 | 289.54 | 130,560.17 | -2,511.68 |
| 2016-06-30 | BUY | 516 | 251.7 | 571.46 | 288.59 | -130,737.25 | 0 |
| 2016-07-12 | SELL | 516 | 255.8 | 580.77 | 292.53 | 131,119.5 | 382.25 |
| 2016-09-06 | BUY | 486 | 268 | 573.09 | 281.99 | -131,103.08 | 0 |
| 2016-09-20 | SELL | 486 | 262 | 560.26 | 282.9 | 126,488.84 | -4,614.24 |
| 2016-09-25 | BUY | 470 | 267.1 | 552.36 | 280.27 | -126,369.64 | 0 |
| 2017-02-02 | SELL | 470 | 306.5 | 633.84 | 297.99 | 143,123.17 | 16,753.53 |
| 2017-02-12 | BUY | 463 | 307.1 | 625.62 | 294.99 | -143,107.92 | 0 |
| 2017-06-22 | SELL | 463 | 338.8 | 690.2 | 338.08 | 155,836.11 | 12,728.2 |
| 2017-07-16 | BUY | 424 | 365.1 | 681.13 | 318.03 | -155,801.56 | 0 |
| 2017-09-11 | SELL | 424 | 426.3 | 795.31 | 376.24 | 179,579.65 | 23,778.1 |
| 2017-10-10 | BUY | 423 | 422 | 785.43 | 371.16 | -179,662.58 | 0 |
| 2017-11-15 | SELL | 423 | 496.76 | 924.57 | 434.93 | 208,770.82 | 29,108.24 |
| 2017-12-06 | BUY | 426 | 487 | 912.83 | 425.61 | -208,800.45 | 0 |
| 2017-12-14 | SELL | 426 | 467.52 | 876.32 | 411.81 | 197,875.39 | -10,925.05 |
| 2017-12-28 | BUY | 418 | 469.4 | 863.32 | 407.95 | -197,480.48 | 0 |
| 2018-05-13 | SELL | 418 | 466 | 857.07 | 405.58 | 193,525.35 | -3,955.12 |
| 2019-01-24 | BUY | 492 | 391.3 | 847.09 | 406.78 | -193,773.47 | 0 |
| 2019-02-13 | SELL | 492 | 388 | 839.94 | 393.47 | 189,662.59 | -4,110.88 |
| 2019-02-27 | BUY | 478 | 394.5 | 829.71 | 386.85 | -189,787.56 | 0 |
| 2019-03-05 | SELL | 478 | 394 | 828.66 | 388.81 | 187,114.53 | -2,673.03 |
| 2019-03-13 | BUY | 474 | 391.7 | 816.93 | 386.73 | -186,869.46 | 0 |
| 2019-03-19 | SELL | 474 | 389 | 811.3 | 385.96 | 183,188.74 | -3,680.72 |
| 2019-06-27 | BUY | 501 | 363.5 | 801.3 | 404.87 | -183,319.67 | 0 |
| 2019-07-03 | SELL | 501 | 364.9 | 804.39 | 403.91 | 181,606.61 | -1,713.07 |
| 2020-08-09 | BUY | 708 | 255 | 794.38 | 374.81 | -181,709.18 | 0 |
| 2020-08-13 | SELL | 708 | 290 | 903.41 | 426.29 | 203,990.3 | 22,281.11 |
| 2020-08-24 | BUY | 687 | 295 | 891.73 | 418.4 | -203,975.13 | 0 |
| 2020-09-14 | SELL | 687 | 346.72 | 1,048.08 | 493.45 | 236,657.86 | 32,682.73 |
| 2020-10-14 | BUY | 706 | 333 | 1,034.43 | 508.87 | -236,641.3 | 0 |
| 2020-11-23 | SELL | 706 | 319.68 | 993.05 | 502.21 | 224,198.82 | -12,442.48 |
| 2020-12-07 | BUY | 685 | 325.1 | 979.85 | 496.4 | -224,169.75 | 0 |
| 2021-01-06 | SELL | 685 | 376 | 1,133.26 | 547.63 | 255,879.1 | 31,709.36 |
| 2021-01-19 | BUY | 662 | 384.2 | 1,119.1 | 536.05 | -255,995.55 | 0 |
| 2021-01-25 | SELL | 662 | 368.83 | 1,074.33 | 513.15 | 242,579.3 | -13,416.25 |
| 2021-02-07 | BUY | 626 | 385 | 1,060.44 | 511.66 | -242,582.1 | 0 |
| 2021-02-10 | SELL | 626 | 377.7 | 1,040.34 | 501.3 | 234,898.57 | -7,683.54 |
| 2021-05-12 | BUY | 674 | 346.2 | 1,026.69 | 534.54 | -234,900.03 | 0 |
| 2021-10-04 | SELL | 674 | 380 | 1,126.93 | 545.83 | 254,447.24 | 19,547.21 |
| 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 | 698 | 355.3 | 1,091.2 | 600.7 | -249,691.29 | 0 |
| 2022-02-22 | SELL | 698 | 355.8 | 1,092.73 | 602.89 | 246,652.77 | -3,038.52 |
| 2024-07-24 | BUY | 988 | 248.2 | 1,078.98 | 573.46 | -246,874.04 | 0 |
| 2024-07-29 | SELL | 988 | 257 | 1,117.23 | 592.71 | 252,206.06 | 5,332.03 |
| 2024-08-15 | BUY | 657 | 381 | 1,101.39 | 513.37 | -251,931.77 | 0 |
| 2024-08-20 | SELL | 657 | 353 | 1,020.45 | 471.55 | 230,429 | -21,502.77 |
| 2024-09-25 | BUY | 660 | 347.1 | 1,007.98 | 469.39 | -230,563.37 | 0 |
| 2024-10-06 | SELL | 660 | 333.22 | 967.66 | 450.2 | 218,504.7 | -12,058.66 |
| 2024-12-18 | BUY | 679 | 320 | 956.03 | 480.62 | -218,716.65 | 0 |
| 2025-04-27 | SELL | 679 | 307.2 | 917.79 | 512.92 | 207,158.09 | -11,558.56 |
| 2025-07-21 | BUY | 679 | 303 | 905.24 | 480.89 | -207,123.13 | 0 |
| 2025-08-17 | SELL | 679 | 306 | 914.21 | 448.56 | 206,411.24 | -711.89 |
| 2025-08-31 | BUY | 668 | 307 | 902.33 | 459.07 | -206,437.41 | 0 |
| 2025-09-03 | SELL | 668 | 311.5 | 915.56 | 463.97 | 206,702.47 | 265.07 |
| 2026-02-16 | BUY | 738 | 278 | 902.72 | 452.3 | -206,519.02 | 0 |
| 2026-02-19 | SELL | 738 | 267 | 867 | 431.21 | 195,747.78 | -10,771.24 |
| 2026-07-28 | BUY | 749 | 259.8 | 856.2 | 432.3 | -195,878.7 | 0 |
| 2026-08-02 | SELL | 749 | 260 | 856.86 | 438.31 | 193,444.84 | -2,433.87 |