Net return 91.0% · 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: 3.9%. 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.
#30 · 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 4.5%; partial sale at 20.0% (0 = off).
Account reconciliation
Cash৳191,026
Unsettled৳0
Holdings৳0
NAV৳191,026
Realized P&L৳91,026
Unrealized P&L৳0
Fees৳61,380
Friction৳29,937
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 #30
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 | 242.76 | 272.38 | 124.93 | 61,506.75 | 8,997.76 |
| 2014-04-27 | BUY | 464 | 265.8 | 542.66 | 248.99 | -124,122.85 | 0 |
| 2014-08-07 | SELL | 232 | 323.9 | 330.64 | 151.62 | 74,662.55 | 12,601.12 |
| 2014-08-12 | SELL | 232 | 330.9 | 337.78 | 154.69 | 76,276.33 | 14,214.9 |
| 2014-09-04 | BUY | 443 | 338.1 | 659.02 | 303.26 | -150,740.58 | 0 |
| 2014-09-28 | SELL | 221 | 405.72 | 394.52 | 180.91 | 89,088.69 | 13,888.53 |
| 2014-09-29 | SELL | 222 | 390.59 | 381.53 | 174.85 | 86,155.71 | 10,615.28 |
| 2014-10-29 | BUY | 465 | 374.6 | 766.43 | 353.35 | -175,308.79 | 0 |
| 2014-11-09 | SELL | 465 | 344.63 | 705.12 | 325.89 | 159,222.88 | -16,085.91 |
| 2014-12-29 | BUY | 444 | 356.5 | 696.46 | 331.8 | -159,314.26 | 0 |
| 2015-01-27 | SELL | 444 | 327.98 | 640.74 | 306.77 | 144,675.61 | -14,638.65 |
| 2015-06-14 | BUY | 429 | 335 | 632.35 | 294.09 | -144,641.44 | 0 |
| 2015-06-22 | SELL | 429 | 328.9 | 620.83 | 288.35 | 140,188.91 | -4,452.52 |
| 2015-07-02 | BUY | 422 | 330.1 | 612.93 | 285.69 | -140,200.82 | 0 |
| 2015-07-08 | SELL | 422 | 328 | 609.03 | 283.88 | 137,523.09 | -2,677.72 |
| 2016-05-10 | BUY | 539 | 253.4 | 600.96 | 301.26 | -137,484.83 | 0 |
| 2016-05-15 | SELL | 539 | 251.1 | 595.51 | 296.65 | 134,450.74 | -3,034.08 |
| 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 | 521 | 251.7 | 577 | 291.67 | -132,004.37 | 0 |
| 2016-07-12 | SELL | 521 | 255.8 | 586.4 | 295.64 | 132,389.76 | 385.39 |
| 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 | 475 | 267.1 | 558.24 | 283.57 | -127,714.31 | 0 |
| 2017-02-02 | SELL | 475 | 306.5 | 640.59 | 301.27 | 144,645.65 | 16,931.34 |
| 2017-02-12 | BUY | 468 | 307.1 | 632.38 | 298.29 | -144,653.47 | 0 |
| 2017-06-22 | SELL | 468 | 338.8 | 697.66 | 342 | 157,518.74 | 12,865.27 |
| 2017-07-16 | BUY | 428 | 365.1 | 687.56 | 321.11 | -157,271.46 | 0 |
| 2017-09-12 | SELL | 428 | 415.42 | 782.33 | 369.44 | 176,650.14 | 19,378.67 |
| 2017-10-10 | BUY | 416 | 422 | 772.43 | 364.79 | -176,689.21 | 0 |
| 2017-11-14 | SELL | 208 | 506.4 | 463.46 | 214.94 | 104,652.8 | 16,308.2 |
| 2017-11-16 | SELL | 208 | 484 | 442.96 | 204.53 | 100,024.52 | 11,679.91 |
| 2017-12-06 | BUY | 418 | 487 | 895.69 | 417.42 | -204,879.11 | 0 |
| 2018-04-17 | SELL | 418 | 485 | 892.01 | 432.15 | 201,405.84 | -3,473.28 |
| 2019-01-24 | BUY | 511 | 391.3 | 879.8 | 423.36 | -201,257.46 | 0 |
| 2019-02-13 | SELL | 511 | 388 | 872.38 | 409.13 | 196,986.49 | -4,270.97 |
| 2019-02-27 | BUY | 496 | 394.5 | 860.96 | 401.79 | -196,934.75 | 0 |
| 2019-03-05 | SELL | 496 | 394 | 859.87 | 403.93 | 194,160.21 | -2,774.54 |
| 2019-03-13 | BUY | 493 | 391.7 | 849.68 | 402.88 | -194,360.65 | 0 |
| 2019-03-19 | SELL | 493 | 389 | 843.82 | 402.15 | 190,531.04 | -3,829.62 |
| 2019-06-27 | BUY | 520 | 363.5 | 831.69 | 421.83 | -190,273.52 | 0 |
| 2019-07-03 | SELL | 520 | 364.9 | 834.89 | 420.73 | 188,492.38 | -1,781.14 |
| 2020-08-09 | BUY | 735 | 255 | 824.67 | 389.64 | -188,639.31 | 0 |
| 2020-08-13 | SELL | 735 | 290 | 937.86 | 443.17 | 211,768.97 | 23,129.66 |
| 2020-08-24 | BUY | 713 | 295 | 925.47 | 434.75 | -211,695.22 | 0 |
| 2020-09-14 | SELL | 356 | 354 | 554.51 | 256.82 | 125,212.67 | 19,513.52 |
| 2020-09-20 | SELL | 357 | 338.74 | 532.09 | 246.57 | 120,150.99 | 14,154.92 |
| 2020-10-14 | BUY | 732 | 333 | 1,072.53 | 529.08 | -245,357.61 | 0 |
| 2021-02-23 | SELL | 732 | 349 | 1,124.06 | 547.43 | 253,796.51 | 8,438.9 |
| 2021-05-12 | BUY | 728 | 346.2 | 1,108.95 | 583.24 | -253,725.78 | 0 |
| 2021-10-04 | SELL | 728 | 380 | 1,217.22 | 592.47 | 274,830.31 | 21,104.53 |
| 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 | 756 | 355.3 | 1,181.87 | 660.03 | -270,448.7 | 0 |
| 2022-02-22 | SELL | 756 | 355.8 | 1,183.53 | 662.55 | 267,138.72 | -3,309.99 |
| 2024-07-24 | BUY | 1,069 | 248.2 | 1,167.43 | 627.84 | -267,121.07 | 0 |
| 2024-07-29 | SELL | 1,069 | 257 | 1,208.83 | 648.83 | 272,875.35 | 5,754.27 |
| 2024-08-15 | BUY | 712 | 381 | 1,193.6 | 557.51 | -273,023.1 | 0 |
| 2024-08-20 | SELL | 712 | 350.52 | 1,098.11 | 508.07 | 247,964.06 | -25,059.04 |
| 2024-09-25 | BUY | 709 | 347.1 | 1,082.81 | 505.13 | -247,681.84 | 0 |
| 2024-10-24 | SELL | 709 | 319.33 | 996.19 | 467.46 | 224,942.74 | -22,739.1 |
| 2024-12-18 | BUY | 699 | 320 | 984.19 | 496.17 | -225,160.36 | 0 |
| 2025-04-27 | SELL | 699 | 294.4 | 905.46 | 504.76 | 204,375.39 | -20,784.97 |
| 2025-07-21 | BUY | 670 | 303 | 893.24 | 473.61 | -204,376.85 | 0 |
| 2025-08-17 | SELL | 670 | 306 | 902.09 | 442.18 | 203,675.73 | -701.12 |
| 2025-08-31 | BUY | 659 | 307 | 890.18 | 452.24 | -203,655.42 | 0 |
| 2025-09-03 | SELL | 659 | 311.5 | 903.23 | 457.08 | 203,918.2 | 262.78 |
| 2026-02-16 | BUY | 729 | 278 | 891.71 | 446.28 | -203,999.99 | 0 |
| 2026-02-19 | SELL | 729 | 267 | 856.43 | 425.51 | 193,361.06 | -10,638.93 |
| 2026-07-28 | BUY | 739 | 259.8 | 844.77 | 425.96 | -193,262.93 | 0 |
| 2026-08-02 | SELL | 739 | 260 | 845.42 | 431.81 | 190,862.77 | -2,400.16 |