Net return 94.5% · drawdown 32.4% · 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: 4.0%. 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.
#27 · MACD
Net return -28.3% · drawdown 30.3% · 8 closed positions
Net return -43.7% · drawdown 45.0% · 8 closed positions
Variant 1; fixed stop 8.0%; 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৳194,468
Unsettled৳0
Holdings৳0
NAV৳194,468
Realized P&L৳94,468
Unrealized P&L৳0
Fees৳61,909
Friction৳30,229
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 #27
88 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 | 187.31 | 387.36 | 180.19 | 87,469.09 | -8,839.08 |
| 2012-07-22 | BUY | 436 | 199.4 | 382.53 | 177.37 | -87,498.29 | 0 |
| 2012-07-25 | SELL | 436 | 205.5 | 394.23 | 182.54 | 89,021.23 | 1,522.93 |
| 2012-12-03 | BUY | 526 | 168.1 | 389.05 | 183.91 | -88,993.56 | 0 |
| 2012-12-06 | SELL | 526 | 167.6 | 387.89 | 183.4 | 87,586.3 | -1,407.25 |
| 2013-06-12 | BUY | 489 | 178.1 | 383.2 | 178.86 | -87,652.96 | 0 |
| 2013-07-10 | SELL | 244 | 220.7 | 236.94 | 108.74 | 53,505.12 | 9,768.26 |
| 2013-07-14 | SELL | 245 | 211.5 | 228 | 104.32 | 51,485.18 | 7,569.07 |
| 2013-12-10 | BUY | 510 | 204.6 | 459.12 | 212.85 | -105,017.97 | 0 |
| 2014-04-08 | SELL | 255 | 247 | 277.13 | 127.31 | 62,580.55 | 10,071.56 |
| 2014-04-09 | SELL | 255 | 245.3 | 275.23 | 126.25 | 62,150.79 | 9,641.8 |
| 2014-04-27 | BUY | 466 | 265.8 | 545 | 250.08 | -124,657.87 | 0 |
| 2014-08-07 | SELL | 466 | 323.9 | 664.12 | 307.23 | 149,966.04 | 25,308.17 |
| 2014-09-04 | BUY | 441 | 338.1 | 656.05 | 301.87 | -150,060.02 | 0 |
| 2014-09-28 | SELL | 220 | 405.72 | 392.74 | 180.08 | 88,685.58 | 13,825.7 |
| 2014-09-29 | SELL | 221 | 392.2 | 381.38 | 174.77 | 86,120.05 | 10,919.9 |
| 2014-10-29 | BUY | 463 | 374.6 | 763.14 | 351.81 | -174,554.75 | 0 |
| 2014-11-09 | SELL | 463 | 344.63 | 702.08 | 324.46 | 158,538.07 | -16,016.68 |
| 2014-12-29 | BUY | 442 | 356.5 | 693.32 | 330.24 | -158,596.56 | 0 |
| 2015-01-27 | SELL | 442 | 327.98 | 637.86 | 305.32 | 144,023.99 | -14,572.57 |
| 2015-06-14 | BUY | 427 | 335 | 629.4 | 292.69 | -143,967.09 | 0 |
| 2015-06-22 | SELL | 427 | 328.9 | 617.94 | 286.98 | 139,535.38 | -4,431.71 |
| 2015-07-02 | BUY | 420 | 330.1 | 610.02 | 284.3 | -139,536.32 | 0 |
| 2015-07-08 | SELL | 420 | 328 | 606.14 | 282.5 | 136,871.36 | -2,664.97 |
| 2016-05-10 | BUY | 537 | 253.4 | 598.73 | 300.04 | -136,974.57 | 0 |
| 2016-05-15 | SELL | 537 | 251.1 | 593.3 | 295.45 | 133,951.95 | -3,022.62 |
| 2016-05-24 | BUY | 519 | 256.7 | 586.2 | 292.12 | -134,105.62 | 0 |
| 2016-05-29 | SELL | 519 | 255.2 | 582.77 | 292 | 131,574.02 | -2,531.6 |
| 2016-06-30 | BUY | 519 | 251.7 | 574.78 | 290.44 | -131,497.52 | 0 |
| 2016-07-12 | SELL | 519 | 255.8 | 584.14 | 294.4 | 131,881.66 | 384.14 |
| 2016-09-06 | BUY | 489 | 268 | 576.63 | 283.87 | -131,912.5 | 0 |
| 2016-09-20 | SELL | 489 | 262 | 563.72 | 284.82 | 127,269.46 | -4,643.04 |
| 2016-09-25 | BUY | 473 | 267.1 | 555.89 | 282.25 | -127,176.44 | 0 |
| 2017-02-02 | SELL | 473 | 306.5 | 637.89 | 299.96 | 144,036.65 | 16,860.22 |
| 2017-02-12 | BUY | 466 | 307.1 | 629.68 | 296.97 | -144,035.25 | 0 |
| 2017-06-22 | SELL | 466 | 338.8 | 694.68 | 340.43 | 156,845.69 | 12,810.44 |
| 2017-07-16 | BUY | 427 | 365.1 | 685.95 | 320.34 | -156,903.99 | 0 |
| 2017-09-11 | SELL | 427 | 419.78 | 788.67 | 372.98 | 178,082.27 | 21,178.28 |
| 2017-10-10 | BUY | 419 | 422 | 778 | 367.52 | -177,963.52 | 0 |
| 2017-11-14 | SELL | 209 | 506.4 | 465.69 | 215.99 | 105,155.92 | 16,386.53 |
| 2017-11-15 | SELL | 210 | 489.16 | 451.98 | 208.95 | 102,062.35 | 12,868.23 |
| 2017-12-06 | BUY | 423 | 487 | 906.4 | 422.54 | -207,329.94 | 0 |
| 2018-04-17 | SELL | 423 | 485 | 902.68 | 437.64 | 203,814.68 | -3,515.27 |
| 2019-01-24 | BUY | 517 | 391.3 | 890.13 | 428.61 | -203,620.84 | 0 |
| 2019-02-13 | SELL | 517 | 388 | 882.62 | 414.08 | 199,299.29 | -4,321.55 |
| 2019-02-27 | BUY | 502 | 394.5 | 871.37 | 406.78 | -199,317.15 | 0 |
| 2019-03-05 | SELL | 502 | 394 | 870.27 | 408.97 | 196,508.76 | -2,808.39 |
| 2019-03-13 | BUY | 499 | 391.7 | 860.02 | 407.98 | -196,726.3 | 0 |
| 2019-03-19 | SELL | 499 | 389 | 854.09 | 407.27 | 192,849.64 | -3,876.66 |
| 2019-06-27 | BUY | 527 | 363.5 | 842.88 | 428.11 | -192,835.49 | 0 |
| 2019-07-03 | SELL | 527 | 364.9 | 846.13 | 426.96 | 191,029.21 | -1,806.28 |
| 2020-08-09 | BUY | 744 | 255 | 834.77 | 394.6 | -190,949.37 | 0 |
| 2020-08-13 | SELL | 744 | 290 | 949.34 | 448.81 | 214,361.85 | 23,412.48 |
| 2020-08-24 | BUY | 722 | 295 | 937.16 | 440.42 | -214,367.57 | 0 |
| 2020-09-14 | SELL | 361 | 354 | 562.29 | 260.5 | 126,971.21 | 19,787.42 |
| 2020-09-16 | SELL | 361 | 342.29 | 543.69 | 251.96 | 122,769.42 | 15,585.64 |
| 2020-10-14 | BUY | 745 | 333 | 1,091.57 | 539.23 | -249,715.8 | 0 |
| 2021-02-23 | SELL | 745 | 349 | 1,144.02 | 557.82 | 258,303.16 | 8,587.36 |
| 2021-05-12 | BUY | 741 | 346.2 | 1,128.75 | 595.09 | -258,258.04 | 0 |
| 2021-10-04 | SELL | 741 | 380 | 1,238.95 | 603.76 | 279,737.29 | 21,479.25 |
| 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 | 770 | 355.3 | 1,203.76 | 674.57 | -275,459.33 | 0 |
| 2022-02-22 | SELL | 770 | 355.8 | 1,205.45 | 677.17 | 272,083.38 | -3,375.95 |
| 2024-07-24 | BUY | 1,088 | 248.2 | 1,188.18 | 640.76 | -271,870.54 | 0 |
| 2024-07-29 | SELL | 1,088 | 257 | 1,230.31 | 662.16 | 277,723.53 | 5,852.99 |
| 2024-08-15 | BUY | 724 | 381 | 1,213.71 | 567.16 | -277,624.87 | 0 |
| 2024-08-20 | SELL | 724 | 350.52 | 1,116.62 | 516.78 | 252,143.08 | -25,481.79 |
| 2024-09-25 | BUY | 722 | 347.1 | 1,102.67 | 514.63 | -252,223.5 | 0 |
| 2024-10-24 | SELL | 722 | 319.33 | 1,014.45 | 476.3 | 229,066.95 | -23,156.55 |
| 2024-12-18 | BUY | 711 | 320 | 1,001.09 | 505.54 | -229,026.63 | 0 |
| 2025-04-27 | SELL | 709 | 294.4 | 918.41 | 513.33 | 207,297.86 | -21,084.53 |
| 2025-04-28 | SELL | 2 | 309.7 | 2.73 | 1.24 | 615.44 | -28.8 |
| 2025-07-21 | BUY | 682 | 303 | 909.24 | 483.32 | -208,038.56 | 0 |
| 2025-08-17 | SELL | 682 | 306 | 918.24 | 450.68 | 207,323.07 | -715.49 |
| 2025-08-31 | BUY | 671 | 307 | 906.39 | 461.36 | -207,364.74 | 0 |
| 2025-09-03 | SELL | 671 | 311.5 | 919.67 | 466.26 | 207,630.56 | 265.82 |
| 2026-02-16 | BUY | 742 | 278 | 907.61 | 454.98 | -207,638.6 | 0 |
| 2026-02-19 | SELL | 742 | 267 | 871.7 | 433.75 | 196,808.54 | -10,830.05 |
| 2026-07-28 | BUY | 752 | 259.8 | 859.63 | 434.21 | -196,663.44 | 0 |
| 2026-08-02 | SELL | 752 | 260 | 860.29 | 440.26 | 194,219.45 | -2,443.98 |