Net return 86.4% · drawdown 28.3% · 43 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: 3.8%. 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.
#33 · 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 120 sessions; gate EMA 50; fresh signal only; exit EMA 200 break; trailing arms at 12.0%, distance 2.0%; partial sale at 15.0% (0 = off).
Account reconciliation
Cash৳186,420
Unsettled৳0
Holdings৳0
NAV৳186,420
Realized P&L৳86,420
Unrealized P&L৳0
Fees৳62,583
Friction৳30,374
NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳2.91e-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 #33
95 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 |
| 2014-04-07 | SELL | 263 | 240.7 | 278.54 | 128.24 | 62,897.32 | 8,740.92 |
| 2014-04-09 | SELL | 264 | 247.9 | 287.96 | 132.14 | 65,025.5 | 10,663.18 |
| 2014-04-27 | BUY | 478 | 265.8 | 559.03 | 256.58 | -127,868.01 | 0 |
| 2014-06-15 | SELL | 239 | 307.9 | 323.79 | 148.54 | 73,115.77 | 9,181.77 |
| 2014-06-17 | SELL | 239 | 303.7 | 319.37 | 146.36 | 72,118.57 | 8,184.56 |
| 2014-09-04 | BUY | 427 | 338.1 | 635.22 | 292.18 | -145,296.1 | 0 |
| 2014-09-22 | SELL | 213 | 388.82 | 364.4 | 167.13 | 82,286.06 | 9,808.15 |
| 2014-09-23 | SELL | 214 | 380.7 | 358.47 | 164.32 | 80,947.02 | 8,128.83 |
| 2014-10-29 | BUY | 433 | 374.6 | 713.69 | 328.72 | -163,244.21 | 0 |
| 2014-11-06 | SELL | 433 | 352.12 | 670.87 | 309.58 | 151,489.25 | -11,754.96 |
| 2014-12-29 | BUY | 422 | 356.5 | 661.95 | 314.64 | -151,419.59 | 0 |
| 2015-01-25 | SELL | 422 | 335.11 | 622.23 | 297.26 | 140,496.93 | -10,922.67 |
| 2015-06-14 | BUY | 417 | 335 | 614.66 | 285.69 | -140,595.34 | 0 |
| 2015-06-22 | SELL | 417 | 328.9 | 603.47 | 280.12 | 136,267.71 | -4,327.63 |
| 2015-07-02 | BUY | 410 | 330.1 | 595.5 | 277.37 | -136,213.87 | 0 |
| 2015-07-08 | SELL | 410 | 328 | 591.71 | 275.61 | 133,612.68 | -2,601.19 |
| 2016-05-10 | BUY | 524 | 253.4 | 584.24 | 292.12 | -133,657.96 | 0 |
| 2016-05-15 | SELL | 524 | 251.1 | 578.94 | 287.69 | 130,709.77 | -2,948.18 |
| 2016-05-24 | BUY | 506 | 256.7 | 571.52 | 284.18 | -130,745.89 | 0 |
| 2016-05-29 | SELL | 506 | 255.2 | 568.18 | 284.02 | 128,279 | -2,466.9 |
| 2016-06-30 | BUY | 506 | 251.7 | 560.38 | 282.45 | -128,203.04 | 0 |
| 2016-07-12 | SELL | 506 | 255.8 | 569.51 | 286.32 | 128,578.97 | 375.93 |
| 2016-09-06 | BUY | 477 | 268 | 562.48 | 276.38 | -128,674.86 | 0 |
| 2016-09-20 | SELL | 477 | 262 | 549.89 | 277.15 | 124,146.97 | -4,527.89 |
| 2016-09-25 | BUY | 462 | 267.1 | 542.96 | 275.01 | -124,218.18 | 0 |
| 2017-01-24 | SELL | 231 | 307.17 | 312.2 | 144.83 | 70,498.08 | 8,389 |
| 2017-01-25 | SELL | 231 | 301.84 | 306.79 | 141.95 | 69,276.3 | 7,167.21 |
| 2017-02-02 | BUY | 453 | 306.5 | 610.92 | 286.87 | -139,742.28 | 0 |
| 2017-04-04 | SELL | 226 | 352.47 | 350.5 | 163.31 | 79,145.54 | 9,428.64 |
| 2017-04-05 | SELL | 227 | 345.84 | 345.43 | 160.43 | 78,000.28 | 7,974.9 |
| 2017-05-28 | BUY | 213 | 334 | 313.02 | 149.32 | -71,604.34 | 0 |
| 2017-07-18 | SELL | 213 | 367.5 | 344.42 | 158.49 | 77,774.58 | 6,170.24 |
| 2017-07-27 | BUY | 432 | 375.5 | 713.75 | 331.92 | -163,261.67 | 0 |
| 2017-09-10 | SELL | 216 | 431.83 | 410.41 | 191.01 | 92,672.79 | 11,041.95 |
| 2017-09-11 | SELL | 216 | 426.3 | 405.16 | 187.99 | 91,487.66 | 9,856.82 |
| 2017-10-10 | BUY | 433 | 422 | 803.99 | 380.28 | -183,910.27 | 0 |
| 2017-11-13 | SELL | 216 | 485.3 | 461.23 | 214.36 | 104,149.21 | 12,406.45 |
| 2017-11-15 | SELL | 217 | 496.76 | 474.31 | 219.45 | 107,103.59 | 14,936.09 |
| 2017-12-06 | BUY | 431 | 487 | 923.55 | 430.73 | -211,251.28 | 0 |
| 2018-05-08 | SELL | 431 | 457.78 | 868.13 | 411.91 | 196,023.14 | -15,228.14 |
| 2019-01-24 | BUY | 498 | 391.3 | 857.42 | 412.01 | -196,136.83 | 0 |
| 2019-02-13 | SELL | 498 | 388 | 850.19 | 398.41 | 191,975.4 | -4,161.42 |
| 2019-02-27 | BUY | 484 | 394.5 | 840.13 | 391.83 | -192,169.95 | 0 |
| 2019-03-05 | SELL | 484 | 394 | 839.06 | 393.85 | 189,463.09 | -2,706.86 |
| 2019-03-13 | BUY | 480 | 391.7 | 827.27 | 391.82 | -189,235.09 | 0 |
| 2019-03-19 | SELL | 480 | 389 | 821.57 | 391.06 | 185,507.37 | -3,727.73 |
| 2019-06-27 | BUY | 507 | 363.5 | 810.9 | 410.22 | -185,515.61 | 0 |
| 2019-07-03 | SELL | 507 | 364.9 | 814.02 | 409.21 | 183,781.07 | -1,734.54 |
| 2020-08-09 | BUY | 717 | 255 | 804.47 | 379.75 | -184,019.22 | 0 |
| 2020-08-13 | SELL | 717 | 290 | 914.89 | 431.92 | 206,583.19 | 22,563.97 |
| 2020-08-24 | BUY | 695 | 295 | 902.11 | 423.43 | -206,350.54 | 0 |
| 2020-09-08 | SELL | 347 | 339.25 | 517.97 | 239.29 | 116,962.49 | 13,935.68 |
| 2020-09-09 | SELL | 348 | 337.12 | 516.2 | 238.45 | 116,563.11 | 13,239.39 |
| 2020-10-14 | BUY | 697 | 333 | 1,021.24 | 501.89 | -233,624.14 | 0 |
| 2021-01-05 | SELL | 697 | 368.48 | 1,130.05 | 548.06 | 255,152.45 | 21,528.31 |
| 2021-01-19 | BUY | 660 | 384.2 | 1,115.72 | 534.35 | -255,222.07 | 0 |
| 2021-02-22 | SELL | 660 | 359.7 | 1,044.57 | 506.86 | 235,850.57 | -19,371.49 |
| 2021-05-12 | BUY | 676 | 346.2 | 1,029.74 | 536.33 | -235,597.26 | 0 |
| 2021-09-09 | SELL | 676 | 380.14 | 1,130.69 | 555.99 | 255,289.31 | 19,692.05 |
| 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 | 702 | 355.3 | 1,097.45 | 604.74 | -251,122.79 | 0 |
| 2022-02-22 | SELL | 702 | 355.8 | 1,099 | 606.96 | 248,065.64 | -3,057.15 |
| 2024-07-24 | BUY | 992 | 248.2 | 1,083.34 | 576.12 | -247,873.87 | 0 |
| 2024-07-29 | SELL | 992 | 257 | 1,121.75 | 595.45 | 253,226.8 | 5,352.93 |
| 2024-08-15 | BUY | 660 | 381 | 1,106.42 | 515.78 | -253,082.2 | 0 |
| 2024-08-20 | SELL | 660 | 353 | 1,025.11 | 473.74 | 231,481.15 | -21,601.05 |
| 2024-09-25 | BUY | 663 | 347.1 | 1,012.56 | 471.57 | -231,611.43 | 0 |
| 2024-10-07 | SELL | 663 | 326.27 | 951.81 | 442.84 | 214,925.02 | -16,686.41 |
| 2024-12-18 | BUY | 667 | 320 | 939.14 | 471.32 | -214,850.46 | 0 |
| 2025-04-27 | SELL | 667 | 300.8 | 882.79 | 489.85 | 199,260.97 | -15,589.49 |
| 2025-07-21 | BUY | 654 | 303 | 871.91 | 460.72 | -199,494.63 | 0 |
| 2025-08-17 | SELL | 654 | 306 | 880.55 | 430.87 | 198,812.58 | -682.05 |
| 2025-08-31 | BUY | 643 | 307 | 868.56 | 440.13 | -198,709.69 | 0 |
| 2025-09-03 | SELL | 643 | 311.5 | 881.3 | 444.88 | 198,968.32 | 258.63 |
| 2026-02-16 | BUY | 711 | 278 | 869.7 | 434.27 | -198,961.97 | 0 |
| 2026-02-19 | SELL | 711 | 267 | 835.28 | 414.13 | 188,587.59 | -10,374.38 |
| 2026-07-28 | BUY | 721 | 259.8 | 824.19 | 414.59 | -188,554.58 | 0 |
| 2026-08-02 | SELL | 721 | 260 | 824.82 | 420.17 | 186,215.01 | -2,339.57 |