Net return 86.1% · drawdown 33.5% · 40 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: 3.7%. 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 · 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 120 sessions; gate EMA 50; fresh signal only; exit EMA 200 break; trailing arms at 18.0%, distance 0.0%; partial sale at 15.0% (0 = off).
Account reconciliation
Cash৳186,136
Unsettled৳0
Holdings৳0
NAV৳186,136
Realized P&L৳86,136
Unrealized P&L৳0
Fees৳58,350
Friction৳28,373
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
89 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 |
| 2013-07-11 | SELL | 250 | 217 | 238.7 | 109.33 | 53,901.97 | 9,089.56 |
| 2013-12-10 | BUY | 528 | 204.6 | 475.33 | 220.52 | -108,724.64 | 0 |
| 2014-04-07 | SELL | 264 | 240.7 | 279.6 | 128.74 | 63,136.47 | 8,774.14 |
| 2014-04-08 | SELL | 264 | 242.2 | 281.34 | 129.27 | 63,530.19 | 9,167.87 |
| 2014-04-27 | BUY | 473 | 265.8 | 553.18 | 253.87 | -126,530.45 | 0 |
| 2014-06-15 | SELL | 236 | 307.9 | 319.72 | 146.66 | 72,198.02 | 9,066.55 |
| 2014-08-04 | SELL | 237 | 310.8 | 324.1 | 148.86 | 73,186.64 | 9,787.66 |
| 2014-09-04 | BUY | 427 | 338.1 | 635.22 | 292.18 | -145,296.1 | 0 |
| 2014-09-22 | SELL | 213 | 388.82 | 364.4 | 167.13 | 82,286.06 | 9,808.15 |
| 2014-09-28 | SELL | 214 | 397.5 | 374.29 | 171.55 | 84,519.16 | 11,700.98 |
| 2014-10-29 | BUY | 443 | 374.6 | 730.17 | 336.41 | -167,014.38 | 0 |
| 2014-11-06 | SELL | 443 | 352.12 | 686.36 | 316.84 | 154,987.73 | -12,026.65 |
| 2014-12-29 | BUY | 431 | 356.5 | 676.07 | 321.65 | -154,649.22 | 0 |
| 2015-01-25 | SELL | 431 | 335.11 | 635.5 | 303.92 | 143,492.99 | -11,156.23 |
| 2015-06-14 | BUY | 426 | 335 | 627.92 | 291.99 | -143,629.91 | 0 |
| 2015-06-22 | SELL | 426 | 328.9 | 616.49 | 286.29 | 139,208.62 | -4,421.3 |
| 2015-07-02 | BUY | 419 | 330.1 | 608.57 | 283.6 | -139,204.08 | 0 |
| 2015-07-08 | SELL | 419 | 328 | 604.7 | 281.81 | 136,545.49 | -2,658.59 |
| 2016-05-10 | BUY | 536 | 253.4 | 597.62 | 299.43 | -136,719.45 | 0 |
| 2016-05-15 | SELL | 536 | 251.1 | 592.19 | 294.85 | 133,702.55 | -3,016.9 |
| 2016-05-24 | BUY | 517 | 256.7 | 583.94 | 290.9 | -133,588.74 | 0 |
| 2016-05-29 | SELL | 517 | 255.2 | 580.53 | 290.77 | 131,067.1 | -2,521.64 |
| 2016-06-30 | BUY | 517 | 251.7 | 572.57 | 289.21 | -130,990.68 | 0 |
| 2016-07-12 | SELL | 517 | 255.8 | 581.89 | 293.15 | 131,373.55 | 382.88 |
| 2016-09-06 | BUY | 487 | 268 | 574.27 | 282.62 | -131,372.89 | 0 |
| 2016-09-20 | SELL | 487 | 262 | 561.41 | 283.54 | 126,749.05 | -4,623.84 |
| 2016-09-25 | BUY | 472 | 267.1 | 554.71 | 281.59 | -126,907.5 | 0 |
| 2017-01-24 | SELL | 236 | 307.17 | 318.96 | 148.03 | 72,023.95 | 8,570.2 |
| 2017-02-14 | SELL | 236 | 319.7 | 331.98 | 153.94 | 74,963.29 | 11,509.53 |
| 2017-03-09 | BUY | 461 | 316.9 | 642.8 | 304.93 | -147,038.63 | 0 |
| 2017-07-13 | SELL | 230 | 364.43 | 368.81 | 170.77 | 83,280.47 | 9,920.63 |
| 2017-07-17 | SELL | 231 | 370.9 | 376.98 | 173.76 | 85,127.15 | 11,448.36 |
| 2017-07-27 | BUY | 445 | 375.5 | 735.23 | 342.14 | -168,174.87 | 0 |
| 2017-09-10 | SELL | 222 | 431.83 | 421.81 | 196.44 | 95,246.9 | 11,348.43 |
| 2017-10-26 | SELL | 223 | 447.9 | 439.48 | 204.19 | 99,238.03 | 14,961.64 |
| 2017-11-09 | BUY | 423 | 457 | 850.57 | 403.49 | -194,565.06 | 0 |
| 2018-05-07 | SELL | 423 | 464.1 | 863.78 | 410.46 | 195,040.06 | 475 |
| 2019-01-24 | BUY | 495 | 391.3 | 852.25 | 409.4 | -194,955.15 | 0 |
| 2019-02-13 | SELL | 495 | 388 | 845.06 | 395.94 | 190,819 | -4,136.15 |
| 2019-02-27 | BUY | 481 | 394.5 | 834.92 | 389.34 | -190,978.76 | 0 |
| 2019-03-05 | SELL | 481 | 394 | 833.86 | 391.33 | 188,288.81 | -2,689.94 |
| 2019-03-13 | BUY | 477 | 391.7 | 822.1 | 389.28 | -188,052.28 | 0 |
| 2019-03-19 | SELL | 477 | 389 | 816.43 | 388.51 | 184,348.06 | -3,704.22 |
| 2019-06-27 | BUY | 504 | 363.5 | 806.1 | 407.54 | -184,417.64 | 0 |
| 2019-07-03 | SELL | 504 | 364.9 | 809.2 | 406.56 | 182,693.84 | -1,723.8 |
| 2020-08-09 | BUY | 712 | 255 | 798.86 | 377 | -182,735.87 | 0 |
| 2020-08-13 | SELL | 712 | 290 | 908.51 | 428.79 | 205,142.7 | 22,406.83 |
| 2020-08-24 | BUY | 691 | 295 | 896.92 | 420.91 | -205,162.83 | 0 |
| 2020-09-08 | SELL | 345 | 339.25 | 514.98 | 237.89 | 116,288.38 | 13,855.42 |
| 2020-09-13 | SELL | 346 | 347.6 | 529.19 | 244.78 | 119,495.64 | 16,765.77 |
| 2020-10-14 | BUY | 704 | 333 | 1,031.5 | 507.32 | -235,970.82 | 0 |
| 2021-01-05 | SELL | 352 | 382.95 | 593.11 | 279.07 | 133,926.21 | 15,940.81 |
| 2021-03-01 | SELL | 352 | 336.33 | 520.91 | 244.54 | 117,622.72 | -362.69 |
| 2021-05-12 | BUY | 721 | 346.2 | 1,098.28 | 576.87 | -251,285.36 | 0 |
| 2021-10-27 | SELL | 721 | 356 | 1,129.37 | 557.62 | 254,989 | 3,703.64 |
| 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 | 701 | 355.3 | 1,095.89 | 603.73 | -250,764.92 | 0 |
| 2022-02-22 | SELL | 701 | 355.8 | 1,097.43 | 605.94 | 247,712.43 | -3,052.49 |
| 2024-07-24 | BUY | 991 | 248.2 | 1,082.25 | 575.46 | -247,623.91 | 0 |
| 2024-07-29 | SELL | 991 | 257 | 1,120.62 | 594.76 | 252,971.61 | 5,347.7 |
| 2024-08-15 | BUY | 660 | 381 | 1,106.42 | 515.78 | -253,082.2 | 0 |
| 2024-08-20 | SELL | 660 | 353 | 1,025.11 | 473.74 | 231,481.15 | -21,601.05 |
| 2024-09-25 | BUY | 662 | 347.1 | 1,011.03 | 470.84 | -231,262.08 | 0 |
| 2024-10-07 | SELL | 662 | 326.27 | 950.37 | 442.15 | 214,600.87 | -16,661.21 |
| 2024-12-18 | BUY | 666 | 320 | 937.73 | 470.55 | -214,528.28 | 0 |
| 2025-04-27 | SELL | 666 | 300.8 | 881.46 | 488.98 | 198,962.36 | -15,565.92 |
| 2025-07-21 | BUY | 653 | 303 | 870.58 | 459.92 | -199,189.5 | 0 |
| 2025-08-17 | SELL | 653 | 306 | 879.2 | 430.16 | 198,508.64 | -680.86 |
| 2025-08-31 | BUY | 642 | 307 | 867.21 | 439.38 | -198,400.59 | 0 |
| 2025-09-03 | SELL | 642 | 311.5 | 879.93 | 444.12 | 198,658.96 | 258.37 |
| 2026-02-16 | BUY | 710 | 278 | 868.47 | 433.61 | -198,682.08 | 0 |
| 2026-02-19 | SELL | 710 | 267 | 834.11 | 413.5 | 188,322.39 | -10,359.69 |
| 2026-07-28 | BUY | 720 | 259.8 | 823.05 | 413.96 | -188,293.01 | 0 |
| 2026-08-02 | SELL | 720 | 260 | 823.68 | 419.52 | 185,956.8 | -2,336.21 |