Net return 97.5% · 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: 4.1%. 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.
#37 · 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 2.0%; partial sale at 15.0% (0 = off).
Account reconciliation
Cash৳197,538
Unsettled৳0
Holdings৳0
NAV৳197,538
Realized P&L৳97,538
Unrealized P&L৳0
Fees৳64,658
Friction৳31,496
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 #37
96 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 |
| 2018-04-17 | SELL | 431 | 485 | 919.75 | 446.45 | 207,668.8 | -3,582.48 |
| 2019-01-24 | BUY | 528 | 391.3 | 909.07 | 438.25 | -207,953.72 | 0 |
| 2019-02-13 | SELL | 528 | 388 | 901.4 | 423.18 | 203,539.42 | -4,414.3 |
| 2019-02-27 | BUY | 512 | 394.5 | 888.73 | 415.1 | -203,287.83 | 0 |
| 2019-03-05 | SELL | 505 | 394 | 875.47 | 411.5 | 197,683.03 | -2,825.47 |
| 2019-03-06 | SELL | 7 | 391.6 | 12.06 | 5.49 | 2,723.65 | -55.67 |
| 2019-03-13 | BUY | 509 | 391.7 | 877.25 | 416.51 | -200,669.06 | 0 |
| 2019-03-19 | SELL | 509 | 389 | 871.2 | 415.82 | 196,713.98 | -3,955.08 |
| 2019-06-27 | BUY | 537 | 363.5 | 858.88 | 437.1 | -196,495.48 | 0 |
| 2019-07-03 | SELL | 537 | 364.9 | 862.19 | 435.88 | 194,653.24 | -1,842.24 |
| 2020-08-09 | BUY | 759 | 255 | 851.6 | 402.87 | -194,799.46 | 0 |
| 2020-08-13 | SELL | 759 | 290 | 968.48 | 458.21 | 218,683.3 | 23,883.84 |
| 2020-08-24 | BUY | 736 | 295 | 955.33 | 449.24 | -218,524.57 | 0 |
| 2020-09-08 | SELL | 368 | 339.25 | 549.31 | 254.02 | 124,040.67 | 14,778.38 |
| 2020-09-09 | SELL | 368 | 337.12 | 545.86 | 252.39 | 123,261.91 | 13,999.62 |
| 2020-10-14 | BUY | 738 | 333 | 1,081.32 | 533.76 | -247,369.08 | 0 |
| 2021-01-05 | SELL | 738 | 368.48 | 1,196.53 | 582.44 | 270,159.27 | 22,790.19 |
| 2021-01-19 | BUY | 699 | 384.2 | 1,181.65 | 567.63 | -270,305.07 | 0 |
| 2021-02-22 | SELL | 699 | 359.7 | 1,106.29 | 538.81 | 249,785.19 | -20,519.88 |
| 2021-05-12 | BUY | 716 | 346.2 | 1,090.67 | 572.34 | -249,542.21 | 0 |
| 2021-09-09 | SELL | 716 | 380.14 | 1,197.6 | 591.52 | 270,392.55 | 20,850.34 |
| 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 | 744 | 355.3 | 1,163.11 | 647.64 | -266,153.95 | 0 |
| 2022-02-22 | SELL | 744 | 355.8 | 1,164.75 | 650.09 | 262,900.37 | -3,253.58 |
| 2024-07-24 | BUY | 1,052 | 248.2 | 1,148.87 | 616.34 | -262,871.6 | 0 |
| 2024-07-29 | SELL | 1,052 | 257 | 1,189.6 | 636.95 | 268,537.44 | 5,665.84 |
| 2024-08-15 | BUY | 700 | 381 | 1,173.48 | 547.86 | -268,421.34 | 0 |
| 2024-08-20 | SELL | 700 | 353 | 1,087.24 | 502.95 | 245,509.81 | -22,911.53 |
| 2024-09-25 | BUY | 703 | 347.1 | 1,073.65 | 500.75 | -245,585.7 | 0 |
| 2024-10-07 | SELL | 703 | 326.27 | 1,009.23 | 470.2 | 227,891.19 | -17,694.51 |
| 2024-12-18 | BUY | 707 | 320 | 995.46 | 502.41 | -227,737.87 | 0 |
| 2025-04-27 | SELL | 707 | 300.8 | 935.73 | 524.85 | 211,205.02 | -16,532.85 |
| 2025-07-21 | BUY | 693 | 303 | 923.91 | 492.27 | -211,395.17 | 0 |
| 2025-08-17 | SELL | 693 | 306 | 933.06 | 458.5 | 210,666.45 | -728.73 |
| 2025-08-31 | BUY | 681 | 307 | 919.89 | 468.98 | -210,455.87 | 0 |
| 2025-09-03 | SELL | 681 | 311.5 | 933.38 | 473.94 | 210,724.18 | 268.3 |
| 2026-02-16 | BUY | 754 | 278 | 922.29 | 463.04 | -210,997.33 | 0 |
| 2026-02-19 | SELL | 754 | 267 | 885.8 | 441.39 | 199,990.82 | -11,006.51 |
| 2026-07-28 | BUY | 764 | 259.8 | 873.34 | 441.84 | -199,802.39 | 0 |
| 2026-08-02 | SELL | 764 | 260 | 874.02 | 448.08 | 197,317.9 | -2,484.49 |