Net return 92.5% · 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.
#24 · Custom DMI + Support rebound + Flow: Chaikin Oscillator + Flow: RVOL percentile + 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 8.0%; maximum 45 sessions; gate None; continuous signal; exit all bearish; trailing arms at 5.0%, distance 6.0%; partial sale at 0.0% (0 = off).
Account reconciliation
Cash৳192,527
Unsettled৳0
Holdings৳0
NAV৳192,527
Realized P&L৳92,527
Unrealized P&L৳0
Fees৳4,726
Friction৳2,330
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 #24
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 |
| 2014-02-05 | SELL | 491 | 205.4 | 443.75 | 206.57 | 100,201.09 | 329.72 |
| 2016-12-21 | BUY | 347 | 287 | 438.19 | 206.39 | -100,233.58 | 0 |
| 2017-02-26 | SELL | 347 | 315.2 | 481.25 | 225.34 | 108,667.82 | 8,434.24 |
| 2024-06-06 | BUY | 480 | 225 | 475.2 | 248.38 | -108,723.58 | 0 |
| 2024-08-15 | SELL | 480 | 381 | 804.67 | 372.56 | 181,702.77 | 72,979.19 |
| 2026-06-01 | BUY | 747 | 241.5 | 793.76 | 430.37 | -181,624.64 | 0 |
| 2026-08-04 | SELL | 747 | 259.3 | 852.27 | 436.56 | 192,408.27 | 10,783.64 |