Net return 126.8% · drawdown 24.6% · 38 closed positions
Searching for profit that survives costs
10,790 unique configurations in this batch; 66 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.
#34 · Kalman milestone + Flow: NVI
Net return -20.3% · drawdown 23.5% · 8 closed positions
Net return -31.5% · drawdown 33.8% · 7 closed positions
Variant 2; fixed stop 8.0%; maximum 250 sessions; gate EMA 50; fresh signal only; exit EMA 200 break; trailing arms at 12.0%, distance 0.0%; partial sale at 20.0% (0 = off).
Account reconciliation
Cash৳226,768
Unsettled৳0
Holdings৳0
NAV৳226,768
Realized P&L৳126,768
Unrealized P&L৳0
Fees৳63,496
Friction৳31,353
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 #34
78 fills, including partial sales. Page 1.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2010-12-23 | BUY | 376 | 263.8 | 436.43 | 199.91 | -99,825.14 | 0 |
| 2010-12-28 | SELL | 376 | 251.9 | 416.74 | 190.64 | 94,107.02 | -5,718.12 |
| 2011-07-12 | BUY | 538 | 174 | 411.89 | 190.21 | -94,214.1 | 0 |
| 2011-07-17 | SELL | 538 | 177.1 | 419.23 | 193.2 | 94,667.37 | 453.27 |
| 2011-10-30 | BUY | 606 | 155.2 | 413.83 | 192.2 | -94,657.23 | 0 |
| 2011-11-02 | SELL | 606 | 163 | 434.62 | 201.63 | 98,141.75 | 3,484.53 |
| 2012-04-09 | BUY | 498 | 195.9 | 429.26 | 197.28 | -98,184.73 | 0 |
| 2012-04-16 | SELL | 498 | 212.1 | 464.75 | 213.03 | 104,948.02 | 6,763.28 |
| 2013-02-10 | BUY | 619 | 168.3 | 458.38 | 220.2 | -104,856.28 | 0 |
| 2013-02-13 | SELL | 619 | 166.6 | 453.75 | 216.04 | 102,455.61 | -2,400.67 |
| 2013-05-15 | BUY | 658 | 154.7 | 447.89 | 229.35 | -102,469.84 | 0 |
| 2013-05-20 | SELL | 658 | 166.2 | 481.18 | 242.88 | 108,635.53 | 6,165.69 |
| 2013-05-30 | BUY | 622 | 173.7 | 475.38 | 229.82 | -108,746.6 | 0 |
| 2013-06-27 | SELL | 622 | 184 | 503.57 | 234.87 | 113,709.56 | 4,962.96 |
| 2013-07-14 | BUY | 534 | 211.5 | 496.94 | 229.15 | -113,667.09 | 0 |
| 2013-07-17 | SELL | 534 | 232.5 | 546.28 | 251.06 | 123,357.66 | 9,690.57 |
| 2013-08-27 | BUY | 584 | 209.8 | 539.1 | 249.21 | -123,311.51 | 0 |
| 2013-09-15 | SELL | 584 | 193.02 | 495.97 | 227.62 | 111,997.75 | -11,313.76 |
| 2013-11-13 | BUY | 572 | 194.6 | 489.77 | 231.59 | -112,032.56 | 0 |
| 2013-11-24 | SELL | 572 | 206.6 | 519.97 | 242.12 | 117,413.11 | 5,380.55 |
| 2014-01-21 | BUY | 562 | 207.5 | 513.11 | 242.26 | -117,370.37 | 0 |
| 2014-04-08 | SELL | 562 | 242.2 | 598.91 | 278.51 | 135,238.97 | 17,868.61 |
| 2014-04-16 | BUY | 525 | 255.8 | 590.9 | 272.45 | -135,158.35 | 0 |
| 2014-06-04 | SELL | 525 | 293.7 | 678.45 | 314.37 | 153,199.69 | 18,041.34 |
| 2014-06-24 | BUY | 506 | 300.9 | 669.92 | 309.25 | -153,234.58 | 0 |
| 2014-08-12 | SELL | 506 | 330.9 | 736.72 | 340.35 | 166,358.34 | 13,123.76 |
| 2014-08-18 | BUY | 492 | 335.8 | 726.94 | 335.11 | -166,275.65 | 0 |
| 2014-09-23 | SELL | 492 | 380.7 | 824.14 | 381.89 | 186,098.37 | 19,822.72 |
| 2014-10-01 | BUY | 481 | 384.2 | 813.12 | 375.57 | -185,988.89 | 0 |
| 2014-11-06 | SELL | 481 | 353.3 | 747.72 | 345.64 | 168,843.94 | -17,144.95 |
| 2015-12-02 | BUY | 619 | 271.1 | 738.37 | 370.94 | -168,920.2 | 0 |
| 2015-12-07 | SELL | 619 | 267.4 | 728.29 | 362.8 | 164,429.51 | -4,490.69 |
| 2016-01-19 | BUY | 621 | 263.3 | 719.44 | 370.42 | -164,599.16 | 0 |
| 2016-01-24 | SELL | 621 | 266 | 726.82 | 362.15 | 164,097.03 | -502.13 |
| 2016-11-21 | BUY | 568 | 287.1 | 717.52 | 347.3 | -164,137.63 | 0 |
| 2017-03-30 | SELL | 568 | 330 | 824.74 | 402.81 | 186,212.45 | 22,074.83 |
| 2017-07-11 | BUY | 531 | 348.3 | 813.77 | 385.89 | -186,146.96 | 0 |
| 2017-08-20 | SELL | 531 | 391.6 | 914.93 | 431.97 | 206,592.69 | 20,445.74 |
| 2017-09-06 | BUY | 511 | 401.7 | 903.18 | 433.77 | -206,605.65 | 0 |
| 2017-10-26 | SELL | 511 | 447.9 | 1,007.06 | 480.99 | 227,388.85 | 20,783.19 |
| 2019-01-01 | BUY | 610 | 370 | 993.08 | 516.55 | -227,209.63 | 0 |
| 2019-01-06 | SELL | 610 | 367.7 | 986.91 | 512.55 | 222,797.55 | -4,412.08 |
| 2019-01-23 | BUY | 566 | 391 | 973.75 | 473.29 | -222,753.03 | 0 |
| 2019-02-13 | SELL | 566 | 388 | 966.28 | 454.67 | 218,187.06 | -4,565.98 |
| 2020-07-26 | BUY | 864 | 251 | 954.2 | 468.97 | -218,287.17 | 0 |
| 2020-07-29 | SELL | 864 | 255 | 969.41 | 469.43 | 218,881.16 | 593.99 |
| 2020-08-09 | BUY | 853 | 255 | 957.07 | 454.96 | -218,927.02 | 0 |
| 2020-08-13 | SELL | 853 | 290 | 1,088.43 | 517.46 | 245,764.11 | 26,837.09 |
| 2020-08-18 | BUY | 848 | 288 | 1,074.59 | 508.56 | -245,807.14 | 0 |
| 2020-09-02 | SELL | 848 | 322 | 1,201.45 | 566.4 | 271,288.15 | 25,481.01 |
| 2020-09-09 | BUY | 795 | 339 | 1,185.82 | 559.14 | -271,249.96 | 0 |
| 2021-01-06 | SELL | 795 | 376 | 1,315.25 | 641.63 | 296,963.12 | 25,713.15 |
| 2021-01-18 | BUY | 783 | 377 | 1,298.84 | 630.68 | -297,120.52 | 0 |
| 2021-02-22 | SELL | 783 | 346.84 | 1,194.93 | 585.1 | 269,795.69 | -27,324.83 |
| 2021-05-12 | BUY | 774 | 346.2 | 1,179.02 | 625.41 | -269,763.23 | 0 |
| 2021-09-09 | SELL | 774 | 384.3 | 1,308.77 | 651.22 | 295,488.21 | 25,724.98 |
| 2022-01-13 | BUY | 822 | 357.1 | 1,291.56 | 707.25 | -295,535.01 | 0 |
| 2022-01-30 | SELL | 647 | 352 | 1,002.07 | 526.92 | 226,215.01 | -6,401.97 |
| 2022-01-31 | SELL | 175 | 356.2 | 274.27 | 129.94 | 61,930.78 | -987.25 |
| 2022-02-15 | BUY | 701 | 358 | 1,104.22 | 627.88 | -252,690.1 | 0 |
| 2022-02-22 | SELL | 701 | 355.8 | 1,097.43 | 605.94 | 247,712.43 | -4,977.67 |
| 2024-06-27 | BUY | 1,072 | 236.2 | 1,114.11 | 638.48 | -254,958.99 | 0 |
| 2024-07-03 | SELL | 752 | 239.9 | 793.78 | 418.35 | 179,192.67 | 340.84 |
| 2024-07-04 | SELL | 320 | 240.2 | 338.2 | 164.31 | 76,361.49 | 254.33 |
| 2024-07-08 | BUY | 820 | 251 | 905.61 | 481.75 | -207,207.36 | 0 |
| 2024-07-11 | SELL | 820 | 247 | 891.18 | 464.83 | 201,184 | -6,023.36 |
| 2024-08-15 | BUY | 724 | 381 | 1,213.71 | 567.16 | -277,624.87 | 0 |
| 2024-08-20 | SELL | 724 | 350.52 | 1,116.62 | 516.78 | 252,143.08 | -25,481.79 |
| 2025-09-03 | BUY | 804 | 311.5 | 1,101.96 | 570.14 | -252,118.1 | 0 |
| 2025-09-08 | SELL | 804 | 308.5 | 1,091.35 | 572.9 | 246,369.75 | -5,748.35 |
| 2026-02-16 | BUY | 880 | 278 | 1,076.42 | 548.96 | -246,265.37 | 0 |
| 2026-02-19 | SELL | 880 | 267 | 1,033.82 | 522.7 | 233,403.47 | -12,861.9 |
| 2026-06-22 | BUY | 901 | 257.5 | 1,020.83 | 539.62 | -233,567.96 | 0 |
| 2026-06-25 | SELL | 901 | 257.5 | 1,020.83 | 528.26 | 230,458.41 | -3,109.55 |
| 2026-07-12 | BUY | 892 | 256.6 | 1,007.1 | 508.11 | -230,402.41 | 0 |
| 2026-07-15 | SELL | 892 | 259 | 1,016.52 | 510.96 | 229,500.52 | -901.9 |
| 2026-07-28 | BUY | 878 | 259.8 | 1,003.66 | 515.47 | -229,623.53 | 0 |
| 2026-08-02 | SELL | 878 | 260 | 1,004.43 | 523.66 | 226,751.91 | -2,871.61 |