Net return 87.4% · drawdown 33.5% · 40 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.
#34 · 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 18.0%, distance 1.0%; partial sale at 15.0% (0 = off).
Account reconciliation
Cash৳187,351
Unsettled৳0
Holdings৳0
NAV৳187,351
Realized P&L৳87,351
Unrealized P&L৳0
Fees৳58,686
Friction৳28,548
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 #34
89 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 | 217 | 238.7 | 109.33 | 53,901.97 | 9,089.56 |
| 2013-12-10 | BUY | 528 | 204.6 | 475.33 | 220.52 | -108,724.64 | 0 |
| 2014-04-07 | SELL | 264 | 240.7 | 279.6 | 128.74 | 63,136.47 | 8,774.14 |
| 2014-04-09 | SELL | 264 | 247.9 | 287.96 | 132.14 | 65,025.5 | 10,663.18 |
| 2014-04-27 | BUY | 479 | 265.8 | 560.2 | 257.12 | -128,135.52 | 0 |
| 2014-06-15 | SELL | 239 | 307.9 | 323.79 | 148.54 | 73,115.77 | 9,181.77 |
| 2014-08-04 | SELL | 240 | 310.8 | 328.2 | 150.76 | 74,113.03 | 9,911.52 |
| 2014-09-04 | BUY | 432 | 338.1 | 642.66 | 295.64 | -146,997.5 | 0 |
| 2014-09-22 | SELL | 216 | 388.82 | 369.53 | 169.51 | 83,445 | 9,946.25 |
| 2014-09-28 | SELL | 216 | 395.8 | 376.17 | 172.42 | 84,944.64 | 11,445.89 |
| 2014-10-29 | BUY | 447 | 374.6 | 736.76 | 339.49 | -168,522.45 | 0 |
| 2014-11-06 | SELL | 447 | 352.12 | 692.56 | 319.74 | 156,387.13 | -12,135.33 |
| 2014-12-29 | BUY | 436 | 356.5 | 683.91 | 325.55 | -156,443.46 | 0 |
| 2015-01-25 | SELL | 436 | 335.11 | 642.88 | 307.62 | 145,157.47 | -11,286 |
| 2015-06-14 | BUY | 430 | 335 | 633.82 | 294.79 | -144,978.61 | 0 |
| 2015-06-22 | SELL | 430 | 328.9 | 622.28 | 289.04 | 140,515.68 | -4,462.93 |
| 2015-07-02 | BUY | 423 | 330.1 | 614.38 | 286.38 | -140,533.06 | 0 |
| 2015-07-08 | SELL | 423 | 328 | 610.47 | 284.57 | 137,848.96 | -2,684.1 |
| 2016-05-10 | BUY | 541 | 253.4 | 603.19 | 302.48 | -137,995.08 | 0 |
| 2016-05-15 | SELL | 541 | 251.1 | 597.72 | 297.85 | 134,949.54 | -3,045.54 |
| 2016-05-24 | BUY | 522 | 256.7 | 589.59 | 293.96 | -134,880.95 | 0 |
| 2016-05-29 | SELL | 522 | 255.2 | 586.14 | 293.85 | 132,334.41 | -2,546.54 |
| 2016-06-30 | BUY | 522 | 251.7 | 578.1 | 292.29 | -132,257.79 | 0 |
| 2016-07-12 | SELL | 522 | 255.8 | 587.52 | 296.27 | 132,643.81 | 386.02 |
| 2016-09-06 | BUY | 492 | 268 | 580.17 | 285.74 | -132,721.91 | 0 |
| 2016-09-20 | SELL | 492 | 262 | 567.18 | 286.74 | 128,050.08 | -4,671.83 |
| 2016-09-25 | BUY | 476 | 267.1 | 559.41 | 284.23 | -127,983.24 | 0 |
| 2017-01-24 | SELL | 238 | 307.17 | 321.66 | 149.31 | 72,634.3 | 8,642.68 |
| 2017-02-15 | SELL | 238 | 317.2 | 332.17 | 153.89 | 75,006.59 | 11,014.96 |
| 2017-03-09 | BUY | 463 | 316.9 | 645.59 | 306.31 | -147,676.6 | 0 |
| 2017-07-13 | SELL | 231 | 364.43 | 370.41 | 171.53 | 83,642.55 | 9,963.73 |
| 2017-07-17 | SELL | 232 | 370.9 | 378.61 | 174.52 | 85,495.66 | 11,497.88 |
| 2017-07-27 | BUY | 448 | 375.5 | 740.19 | 344.5 | -169,308.68 | 0 |
| 2017-09-10 | SELL | 224 | 431.83 | 425.61 | 198.25 | 96,104.94 | 11,450.6 |
| 2017-10-26 | SELL | 224 | 445.5 | 439.08 | 204 | 99,148.91 | 14,494.57 |
| 2017-11-09 | BUY | 424 | 457 | 852.58 | 404.48 | -195,025.06 | 0 |
| 2018-05-07 | SELL | 424 | 464.1 | 865.82 | 411.47 | 195,501.11 | 476.04 |
| 2019-01-24 | BUY | 496 | 391.3 | 853.97 | 410.27 | -195,349.04 | 0 |
| 2019-02-13 | SELL | 496 | 388 | 846.77 | 396.76 | 191,204.47 | -4,144.58 |
| 2019-02-27 | BUY | 482 | 394.5 | 836.66 | 390.17 | -191,375.82 | 0 |
| 2019-03-05 | SELL | 482 | 394 | 835.6 | 392.17 | 188,680.24 | -2,695.58 |
| 2019-03-13 | BUY | 479 | 391.7 | 825.55 | 390.97 | -188,840.82 | 0 |
| 2019-03-19 | SELL | 479 | 389 | 819.86 | 390.21 | 185,120.93 | -3,719.89 |
| 2019-06-27 | BUY | 506 | 363.5 | 809.3 | 409.33 | -185,149.62 | 0 |
| 2019-07-03 | SELL | 506 | 364.9 | 812.41 | 408.32 | 183,418.66 | -1,730.96 |
| 2020-08-09 | BUY | 714 | 255 | 801.11 | 378.1 | -183,249.21 | 0 |
| 2020-08-13 | SELL | 714 | 290 | 911.06 | 430.04 | 205,718.9 | 22,469.69 |
| 2020-08-24 | BUY | 693 | 295 | 899.51 | 422.17 | -205,756.68 | 0 |
| 2020-09-08 | SELL | 346 | 339.25 | 516.47 | 238.59 | 116,625.44 | 13,895.55 |
| 2020-09-14 | SELL | 347 | 350.26 | 534.78 | 247.52 | 120,758.61 | 17,731.82 |
| 2020-10-14 | BUY | 708 | 333 | 1,037.36 | 510.42 | -237,311.78 | 0 |
| 2021-01-05 | SELL | 354 | 382.95 | 596.48 | 280.71 | 134,687.1 | 16,031.22 |
| 2021-03-01 | SELL | 354 | 336.33 | 523.87 | 245.97 | 118,290.98 | -364.91 |
| 2021-05-12 | BUY | 726 | 346.2 | 1,105.9 | 581.42 | -253,028.52 | 0 |
| 2021-10-27 | SELL | 726 | 356 | 1,137.21 | 561.8 | 256,756.99 | 3,728.48 |
| 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 | 705 | 355.3 | 1,102.14 | 607.78 | -252,196.42 | 0 |
| 2022-02-22 | SELL | 705 | 355.8 | 1,103.69 | 610.02 | 249,125.29 | -3,071.13 |
| 2024-07-24 | BUY | 998 | 248.2 | 1,089.9 | 580.12 | -249,373.61 | 0 |
| 2024-07-29 | SELL | 998 | 257 | 1,128.54 | 599.57 | 254,757.89 | 5,384.28 |
| 2024-08-15 | BUY | 664 | 381 | 1,113.13 | 518.98 | -254,616.11 | 0 |
| 2024-08-20 | SELL | 664 | 353 | 1,031.32 | 476.66 | 232,884.02 | -21,732.09 |
| 2024-09-25 | BUY | 667 | 347.1 | 1,018.67 | 474.49 | -233,008.86 | 0 |
| 2024-10-07 | SELL | 667 | 326.27 | 957.55 | 445.57 | 216,221.64 | -16,787.21 |
| 2024-12-18 | BUY | 671 | 320 | 944.77 | 474.42 | -216,139.18 | 0 |
| 2025-04-27 | SELL | 671 | 300.8 | 888.08 | 493.32 | 200,455.4 | -15,683.78 |
| 2025-07-21 | BUY | 657 | 303 | 875.91 | 463.13 | -200,410.04 | 0 |
| 2025-08-17 | SELL | 657 | 306 | 884.58 | 432.99 | 199,724.43 | -685.62 |
| 2025-08-31 | BUY | 646 | 307 | 872.62 | 442.4 | -199,637.01 | 0 |
| 2025-09-03 | SELL | 646 | 311.5 | 885.41 | 447.16 | 199,896.43 | 259.42 |
| 2026-02-16 | BUY | 715 | 278 | 874.59 | 436.94 | -200,081.53 | 0 |
| 2026-02-19 | SELL | 715 | 267 | 839.98 | 416.65 | 189,648.36 | -10,433.16 |
| 2026-07-28 | BUY | 725 | 259.8 | 828.76 | 417.11 | -189,600.88 | 0 |
| 2026-08-02 | SELL | 725 | 260 | 829.4 | 422.75 | 187,247.85 | -2,353.03 |