Net return 104.3% · drawdown 28.9% · 41 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: 4.3%. 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.
#24 · MACD
Net return -24.7% · drawdown 26.8% · 8 closed positions
Net return -41.3% · drawdown 42.6% · 8 closed positions
Variant 1; fixed stop 6.0%; maximum 90 sessions; gate EMA 50; fresh signal only; exit EMA 200 break; trailing arms at 18.0%, distance 4.5%; partial sale at 15.0% (0 = off).
Account reconciliation
Cash৳204,340
Unsettled৳0
Holdings৳0
NAV৳204,340
Realized P&L৳104,340
Unrealized P&L৳0
Fees৳62,116
Friction৳30,321
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 #24
92 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 |
| 2012-07-11 | SELL | 470 | 191.38 | 395.78 | 184.2 | 89,370.5 | -6,937.67 |
| 2012-07-22 | BUY | 446 | 199.4 | 391.3 | 181.52 | -89,505.22 | 0 |
| 2012-07-25 | SELL | 446 | 205.5 | 403.27 | 186.81 | 91,062.92 | 1,557.7 |
| 2012-12-03 | BUY | 538 | 168.1 | 397.93 | 188.27 | -91,023.99 | 0 |
| 2012-12-06 | SELL | 538 | 167.6 | 396.74 | 187.75 | 89,584.31 | -1,439.69 |
| 2013-06-12 | BUY | 500 | 178.1 | 391.82 | 182.99 | -89,624.81 | 0 |
| 2013-07-10 | SELL | 250 | 220.7 | 242.77 | 111.44 | 54,820.79 | 10,008.38 |
| 2013-07-14 | SELL | 250 | 211.5 | 232.65 | 106.47 | 52,535.88 | 7,723.48 |
| 2013-12-10 | BUY | 521 | 204.6 | 469.03 | 217.54 | -107,283.16 | 0 |
| 2014-04-07 | SELL | 260 | 240.7 | 275.36 | 126.76 | 62,179.88 | 8,641.26 |
| 2014-04-09 | SELL | 261 | 242.76 | 278.79 | 127.89 | 62,953.94 | 9,209.4 |
| 2014-04-27 | BUY | 468 | 265.8 | 547.34 | 251.16 | -125,192.9 | 0 |
| 2014-06-15 | SELL | 234 | 307.9 | 317.01 | 145.4 | 71,586.18 | 8,989.74 |
| 2014-08-12 | SELL | 234 | 330.9 | 340.69 | 156.03 | 76,933.87 | 14,337.43 |
| 2014-09-04 | BUY | 436 | 338.1 | 648.61 | 298.41 | -148,358.62 | 0 |
| 2014-09-22 | SELL | 218 | 388.82 | 372.95 | 171.09 | 84,217.62 | 10,038.32 |
| 2014-09-29 | SELL | 218 | 390.59 | 374.66 | 171.67 | 84,603.38 | 10,424.07 |
| 2014-10-29 | BUY | 448 | 374.6 | 738.41 | 340.26 | -168,899.47 | 0 |
| 2014-11-06 | SELL | 448 | 352.12 | 694.11 | 320.47 | 156,736.98 | -12,162.5 |
| 2014-12-29 | BUY | 437 | 356.5 | 685.48 | 326.33 | -156,802.31 | 0 |
| 2015-01-25 | SELL | 437 | 335.11 | 644.35 | 308.36 | 145,490.36 | -11,311.95 |
| 2015-06-14 | BUY | 431 | 335 | 635.29 | 295.5 | -145,315.79 | 0 |
| 2015-06-22 | SELL | 431 | 328.9 | 623.73 | 289.73 | 140,842.45 | -4,473.34 |
| 2015-07-02 | BUY | 424 | 330.1 | 615.83 | 287.07 | -140,865.31 | 0 |
| 2015-07-08 | SELL | 424 | 328 | 611.92 | 285.26 | 138,174.83 | -2,690.48 |
| 2016-05-10 | BUY | 542 | 253.4 | 604.31 | 303.1 | -138,250.2 | 0 |
| 2016-05-15 | SELL | 542 | 251.1 | 598.82 | 298.45 | 135,198.93 | -3,051.27 |
| 2016-05-24 | BUY | 523 | 256.7 | 590.72 | 294.57 | -135,139.39 | 0 |
| 2016-05-29 | SELL | 523 | 255.2 | 587.27 | 294.46 | 132,587.87 | -2,551.52 |
| 2016-06-30 | BUY | 523 | 251.7 | 579.21 | 292.91 | -132,511.22 | 0 |
| 2016-07-12 | SELL | 523 | 255.8 | 588.65 | 296.89 | 132,897.86 | 386.64 |
| 2016-09-06 | BUY | 493 | 268 | 581.35 | 286.37 | -132,991.71 | 0 |
| 2016-09-20 | SELL | 493 | 262 | 568.33 | 287.39 | 128,310.28 | -4,681.43 |
| 2016-09-25 | BUY | 477 | 267.1 | 560.59 | 284.89 | -128,252.18 | 0 |
| 2017-01-24 | SELL | 238 | 307.17 | 321.66 | 149.31 | 72,634.3 | 8,642.64 |
| 2017-02-02 | SELL | 239 | 306.5 | 322.32 | 149.06 | 72,782.12 | 8,521.6 |
| 2017-02-12 | BUY | 471 | 307.1 | 636.43 | 300.28 | -145,580.81 | 0 |
| 2017-06-22 | SELL | 471 | 338.8 | 702.13 | 344.35 | 158,528.32 | 12,947.51 |
| 2017-07-16 | BUY | 431 | 365.1 | 692.38 | 323.42 | -158,373.89 | 0 |
| 2017-09-10 | SELL | 215 | 419.87 | 397.19 | 184.72 | 89,689.07 | 10,685.85 |
| 2017-09-12 | SELL | 216 | 415.42 | 394.82 | 182.99 | 89,153.99 | 9,783.32 |
| 2017-10-10 | BUY | 421 | 422 | 781.71 | 369.34 | -178,813.05 | 0 |
| 2017-11-13 | SELL | 210 | 485.3 | 448.42 | 208.27 | 101,256.31 | 12,062.15 |
| 2017-11-16 | SELL | 211 | 484 | 449.35 | 207.52 | 101,467.13 | 11,848.24 |
| 2017-12-06 | BUY | 414 | 487 | 887.12 | 413.33 | -202,918.45 | 0 |
| 2018-04-17 | SELL | 414 | 485 | 883.48 | 427.76 | 199,478.76 | -3,439.69 |
| 2019-01-24 | BUY | 506 | 391.3 | 871.19 | 418.99 | -199,287.98 | 0 |
| 2019-02-13 | SELL | 506 | 388 | 863.84 | 405.01 | 195,059.15 | -4,228.83 |
| 2019-02-27 | BUY | 491 | 394.5 | 852.28 | 397.64 | -194,949.42 | 0 |
| 2019-03-05 | SELL | 491 | 394 | 851.2 | 399.72 | 192,203.08 | -2,746.34 |
| 2019-03-13 | BUY | 488 | 391.7 | 841.06 | 398.62 | -192,389.28 | 0 |
| 2019-03-19 | SELL | 488 | 389 | 835.26 | 397.88 | 188,598.86 | -3,790.42 |
| 2019-06-27 | BUY | 515 | 363.5 | 823.69 | 417.36 | -188,443.55 | 0 |
| 2019-07-03 | SELL | 515 | 364.9 | 826.86 | 416.29 | 186,680.34 | -1,763.2 |
| 2020-08-09 | BUY | 728 | 255 | 816.82 | 385.79 | -186,842.61 | 0 |
| 2020-08-13 | SELL | 728 | 290 | 928.93 | 438.79 | 209,752.28 | 22,909.67 |
| 2020-08-24 | BUY | 706 | 295 | 916.39 | 430.34 | -209,616.73 | 0 |
| 2020-09-08 | SELL | 353 | 339.25 | 526.92 | 243.5 | 118,984.83 | 14,176.46 |
| 2020-09-20 | SELL | 353 | 338.74 | 526.13 | 243.75 | 118,804.81 | 13,996.44 |
| 2020-10-14 | BUY | 710 | 333 | 1,040.29 | 511.97 | -237,982.26 | 0 |
| 2021-01-05 | SELL | 355 | 382.95 | 598.17 | 281.53 | 135,067.55 | 16,076.42 |
| 2021-02-23 | SELL | 355 | 349 | 545.14 | 256.37 | 123,093.49 | 4,102.36 |
| 2021-05-12 | BUY | 740 | 346.2 | 1,127.23 | 594.18 | -257,909.4 | 0 |
| 2021-10-04 | SELL | 740 | 380 | 1,237.28 | 602.89 | 279,359.83 | 21,450.42 |
| 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 | 769 | 355.3 | 1,202.19 | 673.53 | -275,101.42 | 0 |
| 2022-02-22 | SELL | 769 | 355.8 | 1,203.88 | 676.12 | 271,730.19 | -3,371.23 |
| 2024-07-24 | BUY | 1,087 | 248.2 | 1,187.09 | 640.08 | -271,620.57 | 0 |
| 2024-07-29 | SELL | 1,087 | 257 | 1,229.18 | 661.45 | 277,468.37 | 5,847.8 |
| 2024-08-15 | BUY | 724 | 381 | 1,213.71 | 567.16 | -277,624.87 | 0 |
| 2024-08-20 | SELL | 724 | 353 | 1,124.52 | 520.5 | 253,926.98 | -23,697.89 |
| 2024-09-25 | BUY | 727 | 347.1 | 1,110.3 | 518.29 | -253,970.29 | 0 |
| 2024-10-07 | SELL | 727 | 326.27 | 1,043.69 | 486.66 | 235,670.85 | -18,299.44 |
| 2024-12-18 | BUY | 731 | 320 | 1,029.25 | 521.22 | -235,470.47 | 0 |
| 2025-04-27 | SELL | 709 | 300.8 | 938.38 | 526.62 | 211,802.21 | -16,581.6 |
| 2025-04-28 | SELL | 22 | 309.7 | 29.98 | 13.72 | 6,769.7 | -316.96 |
| 2025-07-21 | BUY | 717 | 303 | 955.9 | 511.9 | -218,718.81 | 0 |
| 2025-08-17 | SELL | 717 | 306 | 965.37 | 475.61 | 217,961.02 | -757.79 |
| 2025-08-31 | BUY | 705 | 307 | 952.31 | 487.36 | -217,874.68 | 0 |
| 2025-09-03 | SELL | 705 | 311.5 | 966.27 | 492.46 | 218,148.77 | 274.09 |
| 2026-02-16 | BUY | 780 | 278 | 954.1 | 480.57 | -218,274.66 | 0 |
| 2026-02-19 | SELL | 780 | 267 | 916.34 | 457.99 | 206,885.67 | -11,388.99 |
| 2026-07-28 | BUY | 791 | 259.8 | 904.21 | 459.1 | -206,865.11 | 0 |
| 2026-08-02 | SELL | 791 | 260 | 904.9 | 465.78 | 204,289.32 | -2,575.79 |