Net return 101.0% · drawdown 30.6% · 46 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: 4.2%. 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.
#36 · MACD + Flow: OBV
Net return -26.5% · drawdown 26.5% · 10 closed positions
Net return -40.5% · drawdown 40.6% · 10 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 3.5%; partial sale at 0.0% (0 = off).
Account reconciliation
Cash৳201,046
Unsettled৳0
Holdings৳0
NAV৳201,046
Realized P&L৳101,046
Unrealized P&L৳0
Fees৳73,442
Friction৳36,189
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 #36
95 fills, including partial sales. Page 1.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2010-12-22 | BUY | 368 | 269.9 | 437.02 | 200.35 | -99,960.58 | 0 |
| 2010-12-27 | SELL | 368 | 258.4 | 418.4 | 191.44 | 94,481.36 | -5,479.22 |
| 2012-01-03 | BUY | 539 | 174.1 | 412.9 | 192.79 | -94,445.59 | 0 |
| 2012-01-12 | SELL | 539 | 174.7 | 414.32 | 191.4 | 93,557.58 | -888 |
| 2012-06-04 | BUY | 456 | 203.6 | 408.5 | 189.21 | -93,439.31 | 0 |
| 2012-07-11 | SELL | 456 | 191.38 | 383.99 | 178.59 | 86,708.52 | -6,730.78 |
| 2012-07-22 | BUY | 433 | 199.4 | 379.9 | 176.12 | -86,896.22 | 0 |
| 2012-07-25 | SELL | 433 | 205.5 | 391.52 | 181.26 | 88,408.72 | 1,512.5 |
| 2012-11-19 | BUY | 510 | 172.1 | 386.19 | 181.59 | -88,338.78 | 0 |
| 2012-11-22 | SELL | 510 | 169.1 | 379.46 | 178.05 | 85,683.49 | -2,655.29 |
| 2012-12-03 | BUY | 506 | 168.1 | 374.26 | 176.66 | -85,609.51 | 0 |
| 2012-12-06 | SELL | 506 | 167.6 | 373.14 | 176.17 | 84,256.29 | -1,353.23 |
| 2013-02-05 | BUY | 479 | 174.9 | 368.62 | 177.42 | -84,323.14 | 0 |
| 2013-02-10 | SELL | 479 | 168.3 | 354.71 | 168.32 | 80,092.67 | -4,230.48 |
| 2013-05-15 | BUY | 514 | 154.7 | 349.87 | 174.76 | -80,040.43 | 0 |
| 2013-05-20 | SELL | 514 | 166.2 | 375.88 | 185.6 | 84,865.32 | 4,824.9 |
| 2013-06-12 | BUY | 474 | 178.1 | 371.45 | 173.23 | -84,964.08 | 0 |
| 2013-07-14 | SELL | 474 | 211.5 | 441.1 | 203.08 | 99,606.82 | 14,642.74 |
| 2013-12-10 | BUY | 483 | 204.6 | 434.82 | 201.38 | -99,457.99 | 0 |
| 2014-04-09 | SELL | 483 | 245.3 | 521.32 | 241.06 | 117,718.97 | 18,260.98 |
| 2014-04-27 | BUY | 440 | 265.8 | 514.59 | 236 | -117,702.59 | 0 |
| 2014-06-17 | SELL | 440 | 301.08 | 582.89 | 268.92 | 131,623.39 | 13,920.8 |
| 2014-09-04 | BUY | 387 | 338.1 | 575.72 | 264.51 | -131,684.93 | 0 |
| 2014-09-29 | SELL | 387 | 392.2 | 667.84 | 307.92 | 150,805.64 | 19,120.71 |
| 2015-02-12 | BUY | 425 | 352.5 | 659.18 | 314.06 | -150,785.73 | 0 |
| 2015-03-02 | SELL | 425 | 331.35 | 619.62 | 294.2 | 139,909.93 | -10,875.81 |
| 2015-07-09 | BUY | 417 | 333.5 | 611.91 | 284.93 | -139,966.34 | 0 |
| 2015-08-03 | SELL | 417 | 328.5 | 602.73 | 279.06 | 136,102.71 | -3,863.63 |
| 2016-05-24 | BUY | 527 | 256.7 | 595.24 | 297.03 | -136,173.16 | 0 |
| 2016-05-29 | SELL | 527 | 255.2 | 591.76 | 296.93 | 133,601.72 | -2,571.45 |
| 2016-07-14 | BUY | 516 | 257 | 583.49 | 295.43 | -133,490.93 | 0 |
| 2016-07-18 | SELL | 516 | 259 | 588.03 | 296.15 | 132,759.81 | -731.11 |
| 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 |
| 2017-02-02 | SELL | 476 | 306.5 | 641.93 | 301.92 | 144,950.14 | 16,966.9 |
| 2017-02-12 | BUY | 469 | 307.1 | 633.73 | 298.95 | -144,962.59 | 0 |
| 2017-04-12 | SELL | 469 | 340.55 | 702.76 | 334.9 | 158,679.59 | 13,717 |
| 2017-06-28 | BUY | 464 | 340 | 694.14 | 337.87 | -158,792.02 | 0 |
| 2017-09-11 | SELL | 464 | 419.78 | 857.01 | 406.67 | 193,511.92 | 34,719.91 |
| 2017-10-10 | BUY | 455 | 422 | 844.84 | 400.39 | -193,255.23 | 0 |
| 2017-11-15 | SELL | 455 | 489.16 | 979.3 | 461.59 | 221,126.23 | 27,871 |
| 2017-12-06 | BUY | 451 | 487 | 966.4 | 451.25 | -221,054.66 | 0 |
| 2018-04-17 | SELL | 451 | 485 | 962.43 | 468.54 | 217,304.02 | -3,750.63 |
| 2019-01-10 | BUY | 564 | 383.2 | 950.95 | 472.35 | -217,548.1 | 0 |
| 2019-01-15 | SELL | 564 | 390 | 967.82 | 474.99 | 218,517.19 | 969.09 |
| 2019-01-24 | BUY | 555 | 391.3 | 955.55 | 462.01 | -218,589.07 | 0 |
| 2019-02-13 | SELL | 555 | 388 | 947.5 | 445.54 | 213,946.97 | -4,642.1 |
| 2019-02-27 | BUY | 539 | 394.5 | 935.6 | 437.61 | -214,008.71 | 0 |
| 2019-03-05 | SELL | 505 | 394 | 875.47 | 411.5 | 197,683.03 | -2,826.05 |
| 2019-03-06 | SELL | 34 | 391.6 | 58.58 | 26.7 | 13,229.12 | -270.5 |
| 2019-03-13 | BUY | 535 | 391.7 | 922.06 | 438.74 | -210,920.3 | 0 |
| 2019-03-19 | SELL | 535 | 389 | 915.71 | 438.12 | 206,761.17 | -4,159.13 |
| 2019-09-24 | BUY | 564 | 363.9 | 903.05 | 438.68 | -206,581.34 | 0 |
| 2019-09-29 | SELL | 564 | 360 | 893.38 | 429.86 | 201,716.77 | -4,864.57 |
| 2019-11-20 | BUY | 620 | 323.1 | 881.42 | 438.44 | -201,641.86 | 0 |
| 2019-11-25 | SELL | 620 | 312 | 851.14 | 416.78 | 192,172.09 | -9,469.77 |
| 2020-07-22 | BUY | 775 | 246.5 | 840.57 | 416.39 | -192,294.46 | 0 |
| 2020-07-27 | SELL | 775 | 259.9 | 886.26 | 430.01 | 200,106.23 | 7,811.78 |
| 2020-08-09 | BUY | 780 | 255 | 875.16 | 414.46 | -200,189.62 | 0 |
| 2020-08-13 | SELL | 780 | 290 | 995.28 | 471.4 | 224,733.32 | 24,543.7 |
| 2020-08-24 | BUY | 757 | 295 | 982.59 | 462.5 | -224,760.09 | 0 |
| 2020-09-16 | SELL | 757 | 342.29 | 1,140.08 | 539.45 | 257,430.59 | 32,670.51 |
| 2020-10-14 | BUY | 768 | 333 | 1,125.27 | 557.25 | -257,426.52 | 0 |
| 2021-01-06 | SELL | 768 | 374.42 | 1,265.24 | 615.64 | 285,673.68 | 28,247.16 |
| 2021-01-19 | BUY | 738 | 384.2 | 1,247.57 | 601.09 | -285,388.27 | 0 |
| 2021-02-22 | SELL | 738 | 359.7 | 1,168.02 | 570.99 | 263,719.59 | -21,668.68 |
| 2021-06-13 | BUY | 747 | 351 | 1,153.67 | 587.39 | -263,938.06 | 0 |
| 2021-09-13 | SELL | 747 | 382.91 | 1,258.56 | 625.46 | 284,151.25 | 20,213.19 |
| 2022-01-13 | BUY | 790 | 357.1 | 1,241.28 | 675.23 | -284,025.5 | 0 |
| 2022-01-30 | SELL | 647 | 352 | 1,002.07 | 526.92 | 226,215.01 | -6,398.28 |
| 2022-01-31 | SELL | 143 | 356.2 | 224.12 | 105.39 | 50,607.09 | -805.13 |
| 2022-02-07 | BUY | 774 | 355.3 | 1,210.01 | 678.74 | -276,890.95 | 0 |
| 2022-02-22 | SELL | 774 | 355.8 | 1,211.71 | 681.36 | 273,496.13 | -3,394.83 |
| 2024-07-02 | BUY | 1,097 | 247.6 | 1,195.12 | 681.2 | -273,493.52 | 0 |
| 2024-07-07 | SELL | 1,097 | 243 | 1,172.91 | 657.58 | 264,740.5 | -8,753.01 |
| 2024-07-24 | BUY | 1,060 | 248.2 | 1,157.6 | 621.74 | -264,871.35 | 0 |
| 2024-07-29 | SELL | 1,060 | 257 | 1,198.65 | 642.54 | 270,578.82 | 5,707.47 |
| 2024-08-15 | BUY | 705 | 381 | 1,181.86 | 551.88 | -270,338.74 | 0 |
| 2024-08-20 | SELL | 705 | 353 | 1,095.01 | 506.61 | 247,263.39 | -23,075.35 |
| 2024-09-25 | BUY | 708 | 347.1 | 1,081.29 | 504.4 | -247,332.49 | 0 |
| 2024-10-07 | SELL | 708 | 326.27 | 1,016.41 | 473.63 | 229,511.95 | -17,820.53 |
| 2024-12-04 | BUY | 703 | 324.5 | 1,003.74 | 490.46 | -229,617.71 | 0 |
| 2025-04-23 | SELL | 402 | 319.6 | 565.31 | 288.84 | 127,625.05 | -3,678.39 |
| 2025-04-24 | SELL | 301 | 321 | 425.13 | 213.14 | 95,982.73 | -2,331.54 |
| 2025-07-21 | BUY | 733 | 303 | 977.24 | 525.09 | -223,601.33 | 0 |
| 2025-08-17 | SELL | 733 | 306 | 986.91 | 487.06 | 222,824.03 | -777.3 |
| 2026-01-28 | BUY | 827 | 267.7 | 974.11 | 505.28 | -222,867.29 | 0 |
| 2026-02-02 | SELL | 827 | 261.8 | 952.64 | 488.73 | 215,067.23 | -7,800.06 |
| 2026-02-16 | BUY | 768 | 278 | 939.42 | 472.46 | -214,915.88 | 0 |
| 2026-02-19 | SELL | 768 | 267 | 902.25 | 450.31 | 203,703.44 | -11,212.44 |
| 2026-06-18 | BUY | 805 | 251.5 | 890.81 | 471.96 | -203,820.27 | 0 |
| 2026-06-23 | SELL | 805 | 254.4 | 901.08 | 464.22 | 203,426.69 | -393.58 |
| 2026-07-28 | BUY | 778 | 259.8 | 889.35 | 450.78 | -203,464.52 | 0 |
| 2026-08-02 | SELL | 778 | 260 | 890.03 | 457.24 | 200,932.73 | -2,531.8 |