Net return 83.8% · drawdown 26.0% · 47 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.
#31 · MACD
Net return -21.5% · drawdown 23.7% · 8 closed positions
Net return -38.8% · drawdown 40.1% · 8 closed positions
Variant 1; fixed stop 4.0%; maximum 90 sessions; gate EMA 50; fresh signal only; exit EMA 200 break; trailing arms at 18.0%, distance 2.0%; partial sale at 15.0% (0 = off).
Account reconciliation
Cash৳183,778
Unsettled৳0
Holdings৳0
NAV৳183,778
Realized P&L৳83,778
Unrealized P&L৳0
Fees৳67,378
Friction৳32,605
NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.46e-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 #31
103 fills, including partial sales. Page 2.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2026-02-19 | SELL | 701 | 267 | 823.53 | 407.83 | 185,935.64 | -10,227.45 |
| 2026-07-28 | BUY | 711 | 259.8 | 812.76 | 408.29 | -185,938.85 | 0 |
| 2026-08-02 | SELL | 711 | 260 | 813.38 | 413.72 | 183,632.9 | -2,305.96 |