Net return 85.3% · drawdown 29.2% · 42 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.
#35 · 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 12.0%, distance 4.5%; partial sale at 20.0% (0 = off).
Account reconciliation
Cash৳185,258
Unsettled৳0
Holdings৳0
NAV৳185,258
Realized P&L৳85,258
Unrealized P&L৳0
Fees৳60,289
Friction৳29,300
NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳8.73e-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 #35
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 |
| 2013-07-14 | SELL | 250 | 211.5 | 232.65 | 106.47 | 52,535.88 | 7,723.48 |
| 2013-12-10 | BUY | 521 | 204.6 | 469.03 | 217.54 | -107,283.16 | 0 |
| 2014-04-08 | SELL | 260 | 247 | 282.57 | 129.84 | 63,807.59 | 10,268.97 |
| 2014-04-09 | SELL | 261 | 242.76 | 278.79 | 127.89 | 62,953.94 | 9,209.4 |
| 2014-04-27 | BUY | 474 | 265.8 | 554.35 | 254.41 | -126,797.96 | 0 |
| 2014-06-19 | SELL | 474 | 297.96 | 621.43 | 286.87 | 140,324.74 | 13,526.78 |
| 2014-09-04 | BUY | 412 | 338.1 | 612.91 | 281.8 | -140,191.9 | 0 |
| 2014-09-28 | SELL | 206 | 405.72 | 367.74 | 168.53 | 83,042.04 | 12,946.09 |
| 2014-09-29 | SELL | 206 | 390.59 | 354.04 | 162.15 | 79,946.38 | 9,850.43 |
| 2014-10-29 | BUY | 432 | 374.6 | 712.04 | 327.95 | -162,867.19 | 0 |
| 2014-11-06 | SELL | 432 | 352.12 | 669.32 | 308.85 | 151,139.4 | -11,727.79 |
| 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 | 416 | 335 | 613.18 | 284.99 | -140,258.17 | 0 |
| 2015-06-22 | SELL | 416 | 328.9 | 602.02 | 279.43 | 135,940.95 | -4,317.22 |
| 2015-07-02 | BUY | 409 | 330.1 | 594.05 | 276.67 | -135,881.62 | 0 |
| 2015-07-08 | SELL | 409 | 328 | 590.27 | 274.92 | 133,286.81 | -2,594.81 |
| 2016-05-10 | BUY | 523 | 253.4 | 583.12 | 291.51 | -133,402.83 | 0 |
| 2016-05-15 | SELL | 523 | 251.1 | 577.83 | 287.1 | 130,460.37 | -2,942.46 |
| 2016-05-24 | BUY | 505 | 256.7 | 570.39 | 283.57 | -130,487.45 | 0 |
| 2016-05-29 | SELL | 505 | 255.2 | 567.05 | 283.41 | 128,025.53 | -2,461.92 |
| 2016-06-30 | BUY | 505 | 251.7 | 559.28 | 281.84 | -127,949.62 | 0 |
| 2016-07-12 | SELL | 505 | 255.8 | 568.39 | 285.7 | 128,324.91 | 375.3 |
| 2016-09-06 | BUY | 476 | 268 | 561.3 | 275.76 | -128,405.06 | 0 |
| 2016-09-20 | SELL | 476 | 262 | 548.73 | 276.51 | 123,886.76 | -4,518.3 |
| 2016-09-25 | BUY | 461 | 267.1 | 541.79 | 274.36 | -123,949.24 | 0 |
| 2017-02-02 | SELL | 461 | 306.5 | 621.7 | 292.1 | 140,382.7 | 16,433.45 |
| 2017-02-12 | BUY | 454 | 307.1 | 613.46 | 289.06 | -140,325.92 | 0 |
| 2017-04-12 | SELL | 454 | 337.02 | 673.23 | 320.21 | 152,013.42 | 11,687.5 |
| 2017-05-28 | BUY | 213 | 334 | 313.02 | 149.32 | -71,604.34 | 0 |
| 2017-09-05 | SELL | 106 | 400.8 | 186.93 | 85.92 | 42,211.95 | 6,577.86 |
| 2017-09-12 | SELL | 107 | 415.42 | 195.58 | 89.77 | 44,165.13 | 8,194.87 |
| 2017-10-10 | BUY | 393 | 422 | 729.72 | 343.9 | -166,919.63 | 0 |
| 2017-11-14 | SELL | 196 | 506.4 | 436.72 | 202.31 | 98,615.38 | 15,367.93 |
| 2017-11-16 | SELL | 197 | 484 | 419.53 | 193.55 | 94,734.92 | 11,062.74 |
| 2017-12-06 | BUY | 394 | 487 | 844.26 | 392.9 | -193,115.16 | 0 |
| 2018-04-17 | SELL | 394 | 485 | 840.8 | 405.89 | 189,843.31 | -3,271.85 |
| 2019-01-24 | BUY | 482 | 391.3 | 829.87 | 398.08 | -189,834.55 | 0 |
| 2019-02-13 | SELL | 482 | 388 | 822.87 | 385.24 | 185,807.89 | -4,026.66 |
| 2019-02-27 | BUY | 468 | 394.5 | 812.35 | 378.55 | -185,816.91 | 0 |
| 2019-03-05 | SELL | 468 | 394 | 811.32 | 380.43 | 183,200.25 | -2,616.66 |
| 2019-03-13 | BUY | 465 | 391.7 | 801.42 | 379.1 | -183,321.02 | 0 |
| 2019-03-19 | SELL | 465 | 389 | 795.89 | 378.31 | 179,710.8 | -3,610.22 |
| 2019-06-27 | BUY | 491 | 363.5 | 785.31 | 396 | -179,659.8 | 0 |
| 2019-07-03 | SELL | 491 | 364.9 | 788.33 | 395.1 | 177,982.47 | -1,677.33 |
| 2020-08-09 | BUY | 694 | 255 | 778.67 | 367.13 | -178,115.8 | 0 |
| 2020-08-13 | SELL | 694 | 290 | 885.54 | 417.56 | 199,956.89 | 21,841.1 |
| 2020-08-24 | BUY | 673 | 295 | 873.55 | 409.61 | -199,818.17 | 0 |
| 2020-09-14 | SELL | 336 | 354 | 523.35 | 242.14 | 118,178.51 | 18,417.88 |
| 2020-09-20 | SELL | 337 | 338.74 | 502.28 | 232.5 | 113,420.09 | 13,362.55 |
| 2020-10-14 | BUY | 691 | 333 | 1,012.45 | 497.25 | -231,612.7 | 0 |
| 2021-01-06 | SELL | 691 | 370.54 | 1,126.59 | 544.22 | 254,372.33 | 22,759.63 |
| 2021-01-19 | BUY | 658 | 384.2 | 1,112.34 | 532.65 | -254,448.58 | 0 |
| 2021-02-22 | SELL | 658 | 359.7 | 1,041.4 | 505.22 | 235,135.97 | -19,312.61 |
| 2021-05-12 | BUY | 674 | 346.2 | 1,026.69 | 534.54 | -234,900.03 | 0 |
| 2021-09-14 | SELL | 674 | 378.94 | 1,123.8 | 552.98 | 253,731.48 | 18,831.46 |
| 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 | 697 | 355.3 | 1,089.63 | 599.69 | -249,333.42 | 0 |
| 2022-02-22 | SELL | 697 | 355.8 | 1,091.17 | 601.88 | 246,299.55 | -3,033.87 |
| 2024-07-24 | BUY | 986 | 248.2 | 1,076.79 | 572.13 | -246,374.12 | 0 |
| 2024-07-29 | SELL | 986 | 257 | 1,114.97 | 591.34 | 251,695.7 | 5,321.57 |
| 2024-08-15 | BUY | 656 | 381 | 1,099.72 | 512.57 | -251,548.29 | 0 |
| 2024-08-20 | SELL | 656 | 353 | 1,018.9 | 470.82 | 230,078.28 | -21,470.01 |
| 2024-09-25 | BUY | 659 | 347.1 | 1,006.45 | 468.66 | -230,214.01 | 0 |
| 2024-10-07 | SELL | 659 | 326.27 | 946.06 | 440.1 | 213,628.4 | -16,585.61 |
| 2024-12-18 | BUY | 663 | 320 | 933.5 | 468.23 | -213,561.73 | 0 |
| 2025-04-27 | SELL | 663 | 300.8 | 877.49 | 486.38 | 198,066.53 | -15,495.21 |
| 2025-07-21 | BUY | 650 | 303 | 866.58 | 457.51 | -198,274.09 | 0 |
| 2025-08-17 | SELL | 650 | 306 | 875.16 | 428.05 | 197,596.79 | -677.3 |
| 2025-08-31 | BUY | 639 | 307 | 863.16 | 437.11 | -197,473.27 | 0 |
| 2025-09-03 | SELL | 639 | 311.5 | 875.81 | 441.84 | 197,730.85 | 257.57 |
| 2026-02-16 | BUY | 707 | 278 | 864.8 | 431.61 | -197,842.42 | 0 |
| 2026-02-19 | SELL | 707 | 267 | 830.58 | 411.61 | 187,526.81 | -10,315.61 |
| 2026-07-28 | BUY | 717 | 259.8 | 819.62 | 412.07 | -187,508.29 | 0 |
| 2026-08-02 | SELL | 717 | 260 | 820.25 | 417.59 | 185,182.17 | -2,326.12 |