Net return 126.7% · drawdown 28.7% · 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: 5.0%. 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.
#4 · 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 90 sessions; gate EMA 50; fresh signal only; exit EMA 200 break; trailing arms at 18.0%, distance 2.0%; partial sale at 20.0% (0 = off).
Account reconciliation
Cash৳226,708
Unsettled৳0
Holdings৳0
NAV৳226,708
Realized P&L৳126,708
Unrealized P&L৳0
Fees৳67,718
Friction৳33,283
NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳5.82e-11. 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 #4
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 |
| 2013-07-11 | SELL | 250 | 216.87 | 238.56 | 109.27 | 53,870.67 | 9,058.26 |
| 2013-12-10 | BUY | 527 | 204.6 | 474.43 | 220.09 | -108,518.72 | 0 |
| 2014-04-08 | SELL | 263 | 247 | 285.83 | 131.35 | 64,543.82 | 10,387.42 |
| 2014-04-09 | SELL | 264 | 247.9 | 287.96 | 132.14 | 65,025.5 | 10,663.18 |
| 2014-04-27 | BUY | 485 | 265.8 | 567.22 | 260.37 | -129,740.59 | 0 |
| 2014-08-07 | SELL | 485 | 323.9 | 691.2 | 319.99 | 156,080.31 | 26,339.72 |
| 2014-09-04 | BUY | 458 | 338.1 | 681.34 | 313.66 | -155,844.79 | 0 |
| 2014-09-28 | SELL | 229 | 405.72 | 408.8 | 187.52 | 92,313.56 | 14,391.16 |
| 2014-09-29 | SELL | 229 | 392.2 | 395.18 | 181.15 | 89,237.47 | 11,315.07 |
| 2014-10-29 | BUY | 482 | 374.6 | 794.45 | 366.46 | -181,718.11 | 0 |
| 2014-11-06 | SELL | 482 | 352.12 | 746.78 | 345.2 | 168,631.79 | -13,086.32 |
| 2014-12-29 | BUY | 470 | 356.5 | 737.24 | 352.18 | -168,644.42 | 0 |
| 2015-01-25 | SELL | 470 | 335.11 | 693.01 | 332.9 | 156,475.79 | -12,168.63 |
| 2015-06-14 | BUY | 464 | 335 | 683.94 | 318.67 | -156,442.61 | 0 |
| 2015-06-22 | SELL | 464 | 328.9 | 671.48 | 312.42 | 151,625.7 | -4,816.91 |
| 2015-07-02 | BUY | 456 | 330.1 | 662.31 | 309.32 | -151,497.23 | 0 |
| 2015-07-08 | SELL | 456 | 328 | 658.1 | 307.36 | 148,602.54 | -2,894.7 |
| 2016-05-10 | BUY | 583 | 253.4 | 650.02 | 328.34 | -148,710.56 | 0 |
| 2016-05-15 | SELL | 583 | 251.1 | 644.12 | 323.16 | 145,424.02 | -3,286.54 |
| 2016-05-24 | BUY | 563 | 256.7 | 635.9 | 319.25 | -145,477.24 | 0 |
| 2016-05-29 | SELL | 563 | 255.2 | 632.18 | 319.25 | 142,726.17 | -2,751.07 |
| 2016-06-30 | BUY | 563 | 251.7 | 623.51 | 317.75 | -142,648.36 | 0 |
| 2016-07-12 | SELL | 563 | 255.8 | 633.67 | 322.01 | 143,059.72 | 411.36 |
| 2016-09-06 | BUY | 530 | 268 | 624.98 | 309.65 | -142,974.62 | 0 |
| 2016-09-20 | SELL | 530 | 262 | 610.98 | 311.3 | 137,937.72 | -5,036.91 |
| 2016-09-25 | BUY | 513 | 267.1 | 602.9 | 308.83 | -137,934.03 | 0 |
| 2017-02-02 | SELL | 513 | 306.5 | 691.83 | 326.24 | 156,216.43 | 18,282.4 |
| 2017-02-12 | BUY | 506 | 307.1 | 683.73 | 323.47 | -156,399.79 | 0 |
| 2017-06-22 | SELL | 506 | 338.8 | 754.3 | 371.95 | 170,306.54 | 13,906.75 |
| 2017-07-16 | BUY | 463 | 365.1 | 743.78 | 348.12 | -170,133.21 | 0 |
| 2017-09-11 | SELL | 463 | 426.3 | 868.46 | 412.33 | 196,096.11 | 25,962.91 |
| 2017-10-10 | BUY | 462 | 422 | 857.84 | 406.8 | -196,228.64 | 0 |
| 2017-11-14 | SELL | 231 | 506.4 | 514.7 | 239.23 | 116,224.46 | 18,110.14 |
| 2017-11-15 | SELL | 231 | 496.76 | 504.91 | 233.88 | 114,013.24 | 15,898.91 |
| 2017-12-06 | BUY | 469 | 487 | 1,004.97 | 469.76 | -229,877.73 | 0 |
| 2018-04-17 | SELL | 469 | 485 | 1,000.85 | 488.53 | 225,975.62 | -3,902.11 |
| 2019-01-24 | BUY | 574 | 391.3 | 988.27 | 478.81 | -226,073.28 | 0 |
| 2019-02-13 | SELL | 574 | 388 | 979.93 | 461.32 | 221,270.75 | -4,802.52 |
| 2019-02-27 | BUY | 558 | 394.5 | 968.58 | 453.49 | -221,553.06 | 0 |
| 2019-03-05 | SELL | 505 | 394 | 875.47 | 411.5 | 197,683.03 | -2,826.46 |
| 2019-03-06 | SELL | 53 | 391.6 | 91.32 | 41.67 | 20,621.81 | -421.76 |
| 2019-03-13 | BUY | 553 | 391.7 | 953.08 | 454.18 | -218,017.37 | 0 |
| 2019-03-19 | SELL | 553 | 389 | 946.51 | 453.63 | 213,716.86 | -4,300.51 |
| 2019-06-27 | BUY | 585 | 363.5 | 935.65 | 480.72 | -214,063.86 | 0 |
| 2019-07-03 | SELL | 585 | 364.9 | 939.25 | 479.12 | 212,048.13 | -2,015.74 |
| 2020-08-09 | BUY | 826 | 255 | 926.77 | 439.94 | -211,996.72 | 0 |
| 2020-08-13 | SELL | 826 | 290 | 1,053.98 | 500.39 | 237,985.64 | 25,988.92 |
| 2020-08-24 | BUY | 801 | 295 | 1,039.7 | 490.36 | -237,825.06 | 0 |
| 2020-09-14 | SELL | 801 | 346.72 | 1,221.99 | 578.63 | 275,925.3 | 38,100.24 |
| 2020-10-14 | BUY | 823 | 333 | 1,205.86 | 600.67 | -275,865.53 | 0 |
| 2021-02-23 | SELL | 823 | 349 | 1,263.8 | 620.59 | 285,342.61 | 9,477.08 |
| 2021-05-12 | BUY | 819 | 346.2 | 1,247.57 | 667.27 | -285,452.64 | 0 |
| 2021-10-04 | SELL | 819 | 380 | 1,369.37 | 672.04 | 309,178.59 | 23,725.95 |
| 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 | 825 | 355.3 | 1,289.74 | 732.51 | -295,144.75 | 0 |
| 2022-02-22 | SELL | 815 | 355.8 | 1,275.9 | 724.74 | 287,976.36 | -3,590.87 |
| 2022-02-27 | SELL | 10 | 345 | 15.18 | 6.92 | 3,427.9 | -149.61 |
| 2024-07-24 | BUY | 1,204 | 248.2 | 1,314.86 | 720.95 | -300,868.62 | 0 |
| 2024-07-29 | SELL | 1,090 | 257 | 1,232.57 | 663.56 | 278,233.86 | 5,852.81 |
| 2024-07-30 | SELL | 114 | 254.2 | 127.51 | 59.06 | 28,792.23 | 304.67 |
| 2024-08-15 | BUY | 801 | 381 | 1,342.8 | 629.3 | -307,153.09 | 0 |
| 2024-08-20 | SELL | 801 | 353 | 1,244.11 | 576.96 | 280,931.92 | -26,221.17 |
| 2024-09-25 | BUY | 804 | 347.1 | 1,227.9 | 574.78 | -280,871.08 | 0 |
| 2024-10-07 | SELL | 804 | 326.27 | 1,154.23 | 539.64 | 260,630.43 | -20,240.65 |
| 2024-12-18 | BUY | 809 | 320 | 1,139.07 | 583.14 | -260,602.21 | 0 |
| 2025-04-27 | SELL | 709 | 300.8 | 938.38 | 526.62 | 211,802.21 | -16,587.12 |
| 2025-04-28 | SELL | 100 | 309.7 | 136.27 | 63.8 | 30,769.93 | -1,442.95 |
| 2025-07-21 | BUY | 795 | 303 | 1,059.89 | 576.93 | -242,521.82 | 0 |
| 2025-08-17 | SELL | 795 | 306 | 1,070.39 | 531.79 | 241,667.82 | -854 |
| 2025-08-31 | BUY | 782 | 307 | 1,056.33 | 547.19 | -241,677.52 | 0 |
| 2025-09-03 | SELL | 782 | 311.5 | 1,071.81 | 552.7 | 241,968.5 | 290.98 |
| 2026-02-16 | BUY | 865 | 278 | 1,058.07 | 538.6 | -242,066.67 | 0 |
| 2026-02-19 | SELL | 865 | 267 | 1,016.2 | 512.91 | 229,425.89 | -12,640.78 |
| 2026-07-28 | BUY | 877 | 259.8 | 1,002.52 | 514.81 | -229,361.93 | 0 |
| 2026-08-02 | SELL | 877 | 260 | 1,003.29 | 522.98 | 226,493.73 | -2,868.2 |