Net return 95.0% · drawdown 28.4% · 42 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.
#28 · 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 250 sessions; gate EMA 50; fresh signal only; exit EMA 200 break; trailing arms at 12.0%, distance 3.5%; partial sale at 20.0% (0 = off).
Account reconciliation
Cash৳194,962
Unsettled৳0
Holdings৳0
NAV৳194,962
Realized P&L৳94,962
Unrealized P&L৳0
Fees৳63,045
Friction৳30,705
NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳2.04e-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 #28
90 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 |
| 2014-04-08 | SELL | 260 | 247 | 282.57 | 129.84 | 63,807.59 | 10,268.97 |
| 2014-04-09 | SELL | 261 | 245.3 | 281.71 | 129.24 | 63,613.13 | 9,868.59 |
| 2014-04-27 | BUY | 476 | 265.8 | 556.69 | 255.49 | -127,332.99 | 0 |
| 2014-06-17 | SELL | 476 | 301.08 | 630.58 | 291.27 | 142,392.22 | 15,059.24 |
| 2014-09-04 | BUY | 418 | 338.1 | 621.83 | 285.95 | -142,233.58 | 0 |
| 2014-09-28 | SELL | 209 | 405.72 | 373.1 | 171.01 | 84,251.37 | 13,134.58 |
| 2014-09-29 | SELL | 209 | 392.2 | 360.67 | 165.21 | 81,443.92 | 10,327.13 |
| 2014-10-29 | BUY | 440 | 374.6 | 725.23 | 334.1 | -165,883.33 | 0 |
| 2014-11-06 | SELL | 440 | 352.12 | 681.71 | 314.66 | 153,938.19 | -11,945.14 |
| 2014-12-29 | BUY | 429 | 356.5 | 672.93 | 320.1 | -153,931.52 | 0 |
| 2015-01-25 | SELL | 429 | 335.11 | 632.55 | 302.44 | 142,827.2 | -11,104.32 |
| 2015-06-14 | BUY | 424 | 335 | 624.98 | 290.59 | -142,955.56 | 0 |
| 2015-06-22 | SELL | 424 | 328.9 | 613.6 | 284.92 | 138,555.08 | -4,400.48 |
| 2015-07-02 | BUY | 417 | 330.1 | 605.67 | 282.22 | -138,539.59 | 0 |
| 2015-07-08 | SELL | 417 | 328 | 601.81 | 280.43 | 135,893.75 | -2,645.83 |
| 2016-05-10 | BUY | 532 | 253.4 | 593.16 | 296.99 | -135,698.95 | 0 |
| 2016-05-15 | SELL | 532 | 251.1 | 587.77 | 292.46 | 132,704.96 | -2,993.99 |
| 2016-05-24 | BUY | 514 | 256.7 | 580.55 | 289.06 | -132,813.41 | 0 |
| 2016-05-29 | SELL | 514 | 255.2 | 577.16 | 288.93 | 130,306.71 | -2,506.7 |
| 2016-06-30 | BUY | 514 | 251.7 | 569.24 | 287.36 | -130,230.41 | 0 |
| 2016-07-12 | SELL | 514 | 255.8 | 578.52 | 291.29 | 130,611.4 | 380.99 |
| 2016-09-06 | BUY | 484 | 268 | 570.73 | 280.74 | -130,563.48 | 0 |
| 2016-09-20 | SELL | 484 | 262 | 557.96 | 281.62 | 125,968.43 | -4,595.05 |
| 2016-09-25 | BUY | 469 | 267.1 | 551.19 | 279.62 | -126,100.7 | 0 |
| 2017-02-16 | SELL | 234 | 320.52 | 330.01 | 152.89 | 74,518.78 | 11,602.86 |
| 2017-02-26 | SELL | 235 | 315.2 | 325.92 | 151.17 | 73,594.92 | 10,410.13 |
| 2017-03-09 | BUY | 464 | 316.9 | 646.98 | 307 | -147,995.58 | 0 |
| 2017-07-06 | SELL | 464 | 344.22 | 702.75 | 335.43 | 158,677.81 | 10,682.23 |
| 2017-07-16 | BUY | 432 | 365.1 | 693.98 | 324.19 | -158,741.37 | 0 |
| 2017-09-11 | SELL | 432 | 419.78 | 797.91 | 377.52 | 180,167.37 | 21,426 |
| 2017-10-10 | BUY | 424 | 422 | 787.28 | 372.07 | -180,087.35 | 0 |
| 2017-11-14 | SELL | 212 | 506.4 | 472.37 | 219.16 | 106,665.27 | 16,621.6 |
| 2017-11-15 | SELL | 212 | 489.16 | 456.29 | 210.98 | 103,034.34 | 12,990.66 |
| 2017-12-06 | BUY | 428 | 487 | 917.12 | 427.66 | -209,780.78 | 0 |
| 2018-05-08 | SELL | 428 | 457.78 | 862.09 | 408.92 | 194,658.83 | -15,121.95 |
| 2019-01-24 | BUY | 494 | 391.3 | 850.53 | 408.53 | -194,561.25 | 0 |
| 2019-02-13 | SELL | 494 | 388 | 843.36 | 395.12 | 190,433.53 | -4,127.73 |
| 2019-02-27 | BUY | 480 | 394.5 | 833.18 | 388.51 | -190,581.69 | 0 |
| 2019-03-05 | SELL | 480 | 394 | 832.13 | 390.49 | 187,897.38 | -2,684.31 |
| 2019-03-13 | BUY | 476 | 391.7 | 820.38 | 388.43 | -187,658 | 0 |
| 2019-03-19 | SELL | 476 | 389 | 814.72 | 387.66 | 183,961.62 | -3,696.39 |
| 2019-06-27 | BUY | 503 | 363.5 | 804.5 | 406.65 | -184,051.65 | 0 |
| 2019-07-03 | SELL | 503 | 364.9 | 807.6 | 405.67 | 182,331.43 | -1,720.22 |
| 2020-08-09 | BUY | 711 | 255 | 797.74 | 376.45 | -182,479.2 | 0 |
| 2020-08-13 | SELL | 711 | 290 | 907.24 | 428.17 | 204,854.6 | 22,375.4 |
| 2020-08-24 | BUY | 690 | 295 | 895.62 | 420.29 | -204,865.91 | 0 |
| 2020-09-14 | SELL | 345 | 354 | 537.37 | 248.74 | 121,343.89 | 18,910.93 |
| 2020-09-16 | SELL | 345 | 342.29 | 519.59 | 240.59 | 117,328.32 | 14,895.37 |
| 2020-10-14 | BUY | 712 | 333 | 1,043.22 | 513.52 | -238,652.74 | 0 |
| 2021-01-06 | SELL | 712 | 374.42 | 1,172.98 | 568.01 | 264,846.05 | 26,193.31 |
| 2021-01-19 | BUY | 685 | 384.2 | 1,157.98 | 555.66 | -264,890.64 | 0 |
| 2021-02-22 | SELL | 685 | 359.7 | 1,084.14 | 527.32 | 244,783.05 | -20,107.59 |
| 2021-05-12 | BUY | 702 | 346.2 | 1,069.34 | 559.68 | -244,661.42 | 0 |
| 2021-09-13 | SELL | 702 | 382.91 | 1,182.74 | 584.76 | 267,036.72 | 22,375.3 |
| 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 | 734 | 355.3 | 1,147.48 | 637.36 | -262,575.03 | 0 |
| 2022-02-22 | SELL | 734 | 355.8 | 1,149.09 | 639.75 | 259,368.36 | -3,206.67 |
| 2024-07-24 | BUY | 1,038 | 248.2 | 1,133.58 | 606.9 | -259,372.08 | 0 |
| 2024-07-29 | SELL | 1,038 | 257 | 1,173.77 | 627.21 | 264,965.02 | 5,592.94 |
| 2024-08-15 | BUY | 691 | 381 | 1,158.39 | 540.63 | -264,970.03 | 0 |
| 2024-08-20 | SELL | 691 | 353 | 1,073.26 | 496.37 | 242,353.37 | -22,616.66 |
| 2024-09-25 | BUY | 694 | 347.1 | 1,059.9 | 494.18 | -242,441.48 | 0 |
| 2024-10-07 | SELL | 694 | 326.27 | 996.31 | 464.04 | 224,973.81 | -17,467.67 |
| 2024-12-18 | BUY | 698 | 320 | 982.78 | 495.39 | -224,838.17 | 0 |
| 2025-04-27 | SELL | 698 | 300.8 | 923.82 | 516.92 | 208,517.66 | -16,320.51 |
| 2025-07-21 | BUY | 684 | 303 | 911.91 | 484.95 | -208,648.85 | 0 |
| 2025-08-17 | SELL | 684 | 306 | 920.94 | 452.1 | 207,930.96 | -717.9 |
| 2025-08-31 | BUY | 673 | 307 | 909.09 | 462.88 | -207,982.97 | 0 |
| 2025-09-03 | SELL | 673 | 311.5 | 922.41 | 467.8 | 208,249.29 | 266.32 |
| 2026-02-16 | BUY | 744 | 278 | 910.06 | 456.32 | -208,198.38 | 0 |
| 2026-02-19 | SELL | 744 | 267 | 874.05 | 435.02 | 197,338.92 | -10,859.46 |
| 2026-07-28 | BUY | 754 | 259.8 | 861.91 | 435.48 | -197,186.59 | 0 |
| 2026-08-02 | SELL | 754 | 260 | 862.58 | 441.56 | 194,735.86 | -2,450.73 |