Net return 92.6% · 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.
#25 · 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 3.5%; partial sale at 20.0% (0 = off).
Account reconciliation
Cash৳192,562
Unsettled৳0
Holdings৳0
NAV৳192,562
Realized P&L৳92,562
Unrealized P&L৳0
Fees৳69,529
Friction৳33,762
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 #25
100 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 |
| 2013-07-14 | SELL | 242 | 211.5 | 225.21 | 103.04 | 50,854.76 | 7,476.43 |
| 2013-12-10 | BUY | 504 | 204.6 | 453.72 | 210.3 | -103,782.42 | 0 |
| 2014-04-08 | SELL | 252 | 247 | 273.87 | 125.8 | 61,844.33 | 9,953.11 |
| 2014-04-09 | SELL | 252 | 245.3 | 271.99 | 124.75 | 61,419.62 | 9,528.41 |
| 2014-04-27 | BUY | 461 | 265.8 | 539.15 | 247.37 | -123,320.32 | 0 |
| 2014-05-22 | SELL | 461 | 255.17 | 517.58 | 238.05 | 116,876.81 | -6,443.5 |
| 2014-06-01 | BUY | 421 | 275.4 | 510.15 | 235.81 | -116,689.36 | 0 |
| 2014-08-07 | SELL | 210 | 330.48 | 305.36 | 139.93 | 68,955.5 | 10,749.41 |
| 2014-08-12 | SELL | 211 | 330.9 | 307.21 | 140.59 | 69,372.1 | 10,888.83 |
| 2014-09-04 | BUY | 407 | 338.1 | 605.47 | 278.34 | -138,490.51 | 0 |
| 2014-09-28 | SELL | 203 | 405.72 | 362.39 | 166.06 | 81,832.71 | 12,757.6 |
| 2014-09-29 | SELL | 204 | 392.2 | 352.04 | 161.23 | 79,495.53 | 10,080.14 |
| 2014-10-29 | BUY | 428 | 374.6 | 705.45 | 324.87 | -161,359.12 | 0 |
| 2014-11-05 | SELL | 428 | 358.5 | 675.13 | 311.07 | 152,451.81 | -8,907.31 |
| 2014-12-29 | BUY | 424 | 356.5 | 665.09 | 316.2 | -152,137.29 | 0 |
| 2015-01-25 | SELL | 424 | 342.24 | 638.48 | 305.41 | 144,165.87 | -7,971.42 |
| 2015-06-14 | BUY | 428 | 335 | 630.87 | 293.39 | -144,304.26 | 0 |
| 2015-06-22 | SELL | 428 | 328.9 | 619.38 | 287.67 | 139,862.15 | -4,442.12 |
| 2015-07-02 | BUY | 421 | 330.1 | 611.48 | 284.99 | -139,868.57 | 0 |
| 2015-07-08 | SELL | 421 | 328 | 607.59 | 283.19 | 137,197.22 | -2,671.35 |
| 2016-05-10 | BUY | 538 | 253.4 | 599.85 | 300.65 | -137,229.7 | 0 |
| 2016-05-15 | SELL | 538 | 251.1 | 594.4 | 296.05 | 134,201.35 | -3,028.35 |
| 2016-05-24 | BUY | 520 | 256.7 | 587.33 | 292.73 | -134,364.06 | 0 |
| 2016-05-29 | SELL | 520 | 255.2 | 583.9 | 292.62 | 131,827.49 | -2,536.58 |
| 2016-06-30 | BUY | 520 | 251.7 | 575.89 | 291.06 | -131,750.95 | 0 |
| 2016-07-12 | SELL | 520 | 255.8 | 585.27 | 295.02 | 132,135.71 | 384.76 |
| 2016-09-06 | BUY | 490 | 268 | 577.81 | 284.49 | -132,182.3 | 0 |
| 2016-09-20 | SELL | 490 | 262 | 564.87 | 285.46 | 127,529.67 | -4,652.63 |
| 2016-09-25 | BUY | 474 | 267.1 | 557.06 | 282.91 | -127,445.37 | 0 |
| 2017-02-02 | SELL | 474 | 306.5 | 639.24 | 300.61 | 144,341.15 | 16,895.78 |
| 2017-02-12 | BUY | 467 | 307.1 | 631.03 | 297.63 | -144,344.36 | 0 |
| 2017-06-22 | SELL | 467 | 338.8 | 696.17 | 341.22 | 157,182.22 | 12,837.85 |
| 2017-07-16 | BUY | 428 | 365.1 | 687.56 | 321.11 | -157,271.46 | 0 |
| 2017-09-11 | SELL | 428 | 419.78 | 790.52 | 373.89 | 178,499.29 | 21,227.83 |
| 2017-10-10 | BUY | 420 | 422 | 779.86 | 368.43 | -178,388.28 | 0 |
| 2017-11-14 | SELL | 210 | 506.4 | 467.91 | 217.05 | 105,659.04 | 16,464.9 |
| 2017-11-15 | SELL | 210 | 489.16 | 451.98 | 208.95 | 102,062.35 | 12,868.21 |
| 2017-12-06 | BUY | 424 | 487 | 908.55 | 423.56 | -207,820.11 | 0 |
| 2017-12-14 | SELL | 424 | 467.52 | 872.21 | 409.81 | 196,946.46 | -10,873.65 |
| 2017-12-28 | BUY | 416 | 469.4 | 859.19 | 405.93 | -196,535.52 | 0 |
| 2018-05-13 | SELL | 416 | 466 | 852.97 | 403.56 | 192,599.47 | -3,936.05 |
| 2019-01-24 | BUY | 490 | 391.3 | 843.64 | 405.04 | -192,985.68 | 0 |
| 2019-02-13 | SELL | 490 | 388 | 836.53 | 391.82 | 188,891.65 | -4,094.03 |
| 2019-02-27 | BUY | 475 | 394.5 | 824.51 | 384.36 | -188,596.36 | 0 |
| 2019-03-05 | SELL | 475 | 394 | 823.46 | 386.29 | 185,940.25 | -2,656.12 |
| 2019-03-13 | BUY | 472 | 391.7 | 813.48 | 385.03 | -186,080.92 | 0 |
| 2019-03-19 | SELL | 472 | 389 | 807.88 | 384.26 | 182,415.87 | -3,665.05 |
| 2019-06-27 | BUY | 499 | 363.5 | 798.1 | 403.1 | -182,587.7 | 0 |
| 2019-07-03 | SELL | 499 | 364.9 | 801.17 | 402.14 | 180,881.78 | -1,705.91 |
| 2020-08-09 | BUY | 704 | 255 | 789.89 | 372.61 | -180,682.5 | 0 |
| 2020-08-13 | SELL | 704 | 290 | 898.3 | 423.8 | 202,837.9 | 22,155.4 |
| 2020-08-24 | BUY | 684 | 295 | 887.83 | 416.52 | -203,084.35 | 0 |
| 2020-09-14 | SELL | 342 | 354 | 532.7 | 246.54 | 120,288.76 | 18,746.59 |
| 2020-09-16 | SELL | 342 | 342.29 | 515.07 | 238.46 | 116,308.11 | 14,765.94 |
| 2020-10-14 | BUY | 705 | 333 | 1,032.97 | 508.09 | -236,306.06 | 0 |
| 2020-11-23 | SELL | 705 | 319.68 | 991.65 | 501.43 | 223,881.33 | -12,424.73 |
| 2020-12-07 | BUY | 685 | 325.1 | 979.85 | 496.4 | -224,169.75 | 0 |
| 2021-01-06 | SELL | 685 | 374.42 | 1,128.5 | 545.2 | 254,804 | 30,634.26 |
| 2021-01-19 | BUY | 658 | 384.2 | 1,112.34 | 532.65 | -254,448.58 | 0 |
| 2021-01-25 | SELL | 658 | 368.83 | 1,067.84 | 509.9 | 241,113.71 | -13,334.87 |
| 2021-02-07 | BUY | 623 | 385 | 1,055.36 | 509.06 | -241,419.42 | 0 |
| 2021-02-10 | SELL | 623 | 377.7 | 1,035.35 | 498.76 | 233,772.99 | -7,646.44 |
| 2021-05-12 | BUY | 670 | 346.2 | 1,020.6 | 530.96 | -233,505.56 | 0 |
| 2021-10-04 | SELL | 670 | 380 | 1,120.24 | 542.39 | 252,937.37 | 19,431.8 |
| 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 | 695 | 355.3 | 1,086.51 | 597.67 | -248,617.67 | 0 |
| 2022-02-22 | SELL | 695 | 355.8 | 1,088.04 | 599.85 | 245,593.11 | -3,024.56 |
| 2024-07-24 | BUY | 983 | 248.2 | 1,073.51 | 570.14 | -245,624.26 | 0 |
| 2024-07-29 | SELL | 983 | 257 | 1,111.58 | 589.28 | 250,930.14 | 5,305.89 |
| 2024-08-15 | BUY | 654 | 381 | 1,096.37 | 510.97 | -250,781.34 | 0 |
| 2024-08-20 | SELL | 654 | 353 | 1,015.79 | 469.36 | 229,376.85 | -21,404.49 |
| 2024-09-25 | BUY | 657 | 347.1 | 1,003.4 | 467.2 | -229,515.3 | 0 |
| 2024-10-06 | SELL | 657 | 333.22 | 963.26 | 448.11 | 217,511.55 | -12,003.75 |
| 2024-12-18 | BUY | 675 | 320 | 950.4 | 477.51 | -217,427.91 | 0 |
| 2025-04-27 | SELL | 675 | 307.2 | 912.38 | 509.34 | 205,938.28 | -11,489.64 |
| 2025-07-21 | BUY | 675 | 303 | 899.91 | 477.65 | -205,902.56 | 0 |
| 2025-08-17 | SELL | 675 | 306 | 908.82 | 445.72 | 205,195.46 | -707.1 |
| 2025-08-31 | BUY | 664 | 307 | 896.93 | 456.03 | -205,200.96 | 0 |
| 2025-09-03 | SELL | 664 | 311.5 | 910.08 | 460.9 | 205,465.02 | 264.05 |
| 2026-02-16 | BUY | 735 | 278 | 899.05 | 450.29 | -205,679.34 | 0 |
| 2026-02-19 | SELL | 735 | 267 | 863.48 | 429.31 | 194,952.21 | -10,727.13 |
| 2026-07-28 | BUY | 745 | 259.8 | 851.62 | 429.77 | -194,832.39 | 0 |
| 2026-08-02 | SELL | 745 | 260 | 852.28 | 435.71 | 192,412.01 | -2,420.38 |