Net return 133.0% · drawdown 24.6% · 38 closed positions
Searching for profit that survives costs
10,790 unique configurations in this batch; 66 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: 5.1%. 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.
#26 · Kalman milestone + Flow: NVI
Net return -20.3% · drawdown 23.5% · 8 closed positions
Net return -31.5% · drawdown 33.8% · 7 closed positions
Variant 2; fixed stop 8.0%; maximum 120 sessions; gate EMA 50; fresh signal only; exit EMA 200 break; trailing arms at 12.0%, distance 0.0%; partial sale at 15.0% (0 = off).
Account reconciliation
Cash৳233,008
Unsettled৳0
Holdings৳0
NAV৳233,008
Realized P&L৳133,008
Unrealized P&L৳0
Fees৳64,778
Friction৳32,017
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 #26
82 fills, including partial sales. Page 1.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2010-12-23 | BUY | 376 | 263.8 | 436.43 | 199.91 | -99,825.14 | 0 |
| 2010-12-28 | SELL | 376 | 251.9 | 416.74 | 190.64 | 94,107.02 | -5,718.12 |
| 2011-07-12 | BUY | 538 | 174 | 411.89 | 190.21 | -94,214.1 | 0 |
| 2011-07-17 | SELL | 538 | 177.1 | 419.23 | 193.2 | 94,667.37 | 453.27 |
| 2011-10-30 | BUY | 606 | 155.2 | 413.83 | 192.2 | -94,657.23 | 0 |
| 2011-11-02 | SELL | 606 | 163 | 434.62 | 201.63 | 98,141.75 | 3,484.53 |
| 2012-04-09 | BUY | 498 | 195.9 | 429.26 | 197.28 | -98,184.73 | 0 |
| 2012-04-16 | SELL | 498 | 212.1 | 464.75 | 213.03 | 104,948.02 | 6,763.28 |
| 2013-02-10 | BUY | 619 | 168.3 | 458.38 | 220.2 | -104,856.28 | 0 |
| 2013-02-13 | SELL | 619 | 166.6 | 453.75 | 216.04 | 102,455.61 | -2,400.67 |
| 2013-05-15 | BUY | 658 | 154.7 | 447.89 | 229.35 | -102,469.84 | 0 |
| 2013-05-20 | SELL | 658 | 166.2 | 481.18 | 242.88 | 108,635.53 | 6,165.69 |
| 2013-05-30 | BUY | 622 | 173.7 | 475.38 | 229.82 | -108,746.6 | 0 |
| 2013-06-27 | SELL | 622 | 184 | 503.57 | 234.87 | 113,709.56 | 4,962.96 |
| 2013-07-14 | BUY | 534 | 211.5 | 496.94 | 229.15 | -113,667.09 | 0 |
| 2013-07-17 | SELL | 534 | 232.5 | 546.28 | 251.06 | 123,357.66 | 9,690.57 |
| 2013-08-27 | BUY | 584 | 209.8 | 539.1 | 249.21 | -123,311.51 | 0 |
| 2013-09-15 | SELL | 584 | 193.02 | 495.97 | 227.62 | 111,997.75 | -11,313.76 |
| 2013-11-13 | BUY | 572 | 194.6 | 489.77 | 231.59 | -112,032.56 | 0 |
| 2013-11-24 | SELL | 572 | 206.6 | 519.97 | 242.12 | 117,413.11 | 5,380.55 |
| 2014-01-21 | BUY | 562 | 207.5 | 513.11 | 242.26 | -117,370.37 | 0 |
| 2014-04-07 | SELL | 281 | 240.7 | 297.6 | 137.14 | 67,201.96 | 8,516.78 |
| 2014-04-08 | SELL | 281 | 242.2 | 299.46 | 137.69 | 67,621.06 | 8,935.87 |
| 2014-04-16 | BUY | 524 | 255.8 | 589.77 | 271.93 | -134,900.9 | 0 |
| 2014-06-04 | SELL | 524 | 293.7 | 677.15 | 313.76 | 152,907.89 | 18,006.99 |
| 2014-06-24 | BUY | 504 | 300.9 | 667.28 | 308.01 | -152,628.89 | 0 |
| 2014-08-11 | SELL | 252 | 346.03 | 383.68 | 176 | 86,641.13 | 10,326.69 |
| 2014-08-12 | SELL | 252 | 330.9 | 366.9 | 168.13 | 82,851.77 | 6,537.32 |
| 2014-08-18 | BUY | 502 | 335.8 | 741.72 | 342.02 | -169,655.33 | 0 |
| 2014-09-22 | SELL | 251 | 386.17 | 426.49 | 195.91 | 96,306.27 | 11,478.61 |
| 2014-09-23 | SELL | 251 | 380.7 | 420.45 | 193.01 | 94,942.25 | 10,114.58 |
| 2014-10-01 | BUY | 494 | 384.2 | 835.1 | 385.88 | -191,015.78 | 0 |
| 2014-11-06 | SELL | 494 | 353.3 | 767.93 | 355.14 | 173,407.13 | -17,608.65 |
| 2015-12-02 | BUY | 636 | 271.1 | 758.65 | 382.12 | -173,560.37 | 0 |
| 2015-12-07 | SELL | 636 | 267.4 | 748.29 | 373.66 | 168,944.45 | -4,615.91 |
| 2016-01-19 | BUY | 638 | 263.3 | 739.14 | 381.78 | -169,106.32 | 0 |
| 2016-01-24 | SELL | 638 | 266 | 746.72 | 372.96 | 168,588.32 | -517.99 |
| 2016-11-21 | BUY | 583 | 287.1 | 736.47 | 357.05 | -168,472.82 | 0 |
| 2017-03-29 | SELL | 291 | 330.17 | 422.74 | 199.95 | 95,455.32 | 11,363.4 |
| 2017-03-30 | SELL | 292 | 330 | 423.98 | 200.1 | 95,735.91 | 11,355.02 |
| 2017-07-11 | BUY | 545 | 348.3 | 835.22 | 396.5 | -191,055.22 | 0 |
| 2017-08-20 | SELL | 545 | 391.6 | 939.06 | 443.8 | 212,039.15 | 20,983.93 |
| 2017-09-06 | BUY | 525 | 401.7 | 927.93 | 446.31 | -212,266.74 | 0 |
| 2017-10-26 | SELL | 525 | 447.9 | 1,034.65 | 494.82 | 233,618.03 | 21,351.29 |
| 2019-01-01 | BUY | 627 | 370 | 1,020.76 | 532.81 | -233,543.57 | 0 |
| 2019-01-06 | SELL | 627 | 367.7 | 1,014.41 | 528.66 | 229,004.83 | -4,538.74 |
| 2019-01-23 | BUY | 582 | 391 | 1,001.27 | 487.56 | -229,050.83 | 0 |
| 2019-02-13 | SELL | 582 | 388 | 993.59 | 467.97 | 224,354.44 | -4,696.39 |
| 2020-07-26 | BUY | 888 | 251 | 980.71 | 483.01 | -224,351.71 | 0 |
| 2020-07-29 | SELL | 888 | 255 | 996.34 | 483.29 | 224,960.37 | 608.66 |
| 2020-08-09 | BUY | 876 | 255 | 982.87 | 467.77 | -224,830.65 | 0 |
| 2020-08-13 | SELL | 876 | 290 | 1,117.78 | 532.05 | 252,390.18 | 27,559.53 |
| 2020-08-18 | BUY | 871 | 288 | 1,103.73 | 522.91 | -252,474.64 | 0 |
| 2020-09-02 | SELL | 871 | 322 | 1,234.03 | 582.33 | 278,645.64 | 26,171 |
| 2020-09-09 | BUY | 817 | 339 | 1,218.64 | 575.19 | -278,756.83 | 0 |
| 2021-01-06 | SELL | 817 | 376 | 1,351.64 | 660.64 | 305,179.72 | 26,422.89 |
| 2021-01-18 | BUY | 804 | 377 | 1,333.68 | 648.71 | -305,090.38 | 0 |
| 2021-02-22 | SELL | 804 | 346.84 | 1,226.98 | 601.94 | 277,030.44 | -28,059.95 |
| 2021-05-12 | BUY | 795 | 346.2 | 1,211.01 | 644.87 | -277,084.88 | 0 |
| 2021-09-09 | SELL | 795 | 384.3 | 1,344.28 | 670.46 | 303,503.76 | 26,418.89 |
| 2022-01-13 | BUY | 844 | 357.1 | 1,326.13 | 729.49 | -303,448.01 | 0 |
| 2022-01-30 | SELL | 647 | 352 | 1,002.07 | 526.92 | 226,215.01 | -6,404.5 |
| 2022-01-31 | SELL | 197 | 356.2 | 308.75 | 147.02 | 69,715.62 | -1,112.88 |
| 2022-02-15 | BUY | 701 | 358 | 1,104.22 | 627.88 | -252,690.1 | 0 |
| 2022-02-22 | SELL | 701 | 355.8 | 1,097.43 | 605.94 | 247,712.43 | -4,977.67 |
| 2024-06-27 | BUY | 1,072 | 236.2 | 1,114.11 | 638.48 | -254,958.99 | 0 |
| 2024-07-03 | SELL | 752 | 239.9 | 793.78 | 418.35 | 179,192.67 | 340.84 |
| 2024-07-04 | SELL | 320 | 240.2 | 338.2 | 164.31 | 76,361.49 | 254.33 |
| 2024-07-08 | BUY | 852 | 251 | 940.95 | 503.39 | -215,296.34 | 0 |
| 2024-07-11 | SELL | 852 | 247 | 925.95 | 485.39 | 209,032.66 | -6,263.69 |
| 2024-08-15 | BUY | 744 | 381 | 1,247.24 | 583.26 | -285,294.51 | 0 |
| 2024-08-20 | SELL | 744 | 350.52 | 1,147.46 | 531.32 | 259,108.1 | -26,186.41 |
| 2025-09-03 | BUY | 826 | 311.5 | 1,132.12 | 587.69 | -259,018.8 | 0 |
| 2025-09-08 | SELL | 826 | 308.5 | 1,121.21 | 590.74 | 253,109.05 | -5,909.75 |
| 2026-02-16 | BUY | 905 | 278 | 1,107 | 566.3 | -253,263.29 | 0 |
| 2026-02-19 | SELL | 905 | 267 | 1,063.19 | 539.09 | 240,032.71 | -13,230.58 |
| 2026-06-22 | BUY | 926 | 257.5 | 1,049.16 | 556.75 | -240,050.91 | 0 |
| 2026-06-25 | SELL | 926 | 257.5 | 1,049.16 | 544.75 | 236,851.09 | -3,199.82 |
| 2026-07-12 | BUY | 917 | 256.6 | 1,035.33 | 523.8 | -236,861.33 | 0 |
| 2026-07-15 | SELL | 917 | 259 | 1,045.01 | 526.69 | 235,931.3 | -930.03 |
| 2026-07-28 | BUY | 902 | 259.8 | 1,031.09 | 531.22 | -235,901.91 | 0 |
| 2026-08-02 | SELL | 902 | 260 | 1,031.89 | 539.85 | 232,948.26 | -2,953.66 |