Net return 95.3% · drawdown 29.4% · 47 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: 4.0%. 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.
#38 · 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 1.0%; partial sale at 0.0% (0 = off).
Account reconciliation
Cash৳195,337
Unsettled৳0
Holdings৳0
NAV৳195,337
Realized P&L৳95,337
Unrealized P&L৳0
Fees৳73,455
Friction৳36,088
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 #38
97 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 |
| 2013-07-11 | SELL | 474 | 217 | 452.58 | 208.71 | 102,196.72 | 17,232.64 |
| 2013-12-10 | BUY | 496 | 204.6 | 446.52 | 206.9 | -102,135.02 | 0 |
| 2014-04-09 | SELL | 496 | 247.9 | 541.02 | 250.33 | 122,167.06 | 20,032.04 |
| 2014-04-27 | BUY | 457 | 265.8 | 534.47 | 245.2 | -122,250.27 | 0 |
| 2014-06-15 | SELL | 457 | 299.97 | 603.18 | 278.9 | 136,204.21 | 13,953.94 |
| 2014-09-04 | BUY | 400 | 338.1 | 595.06 | 273.5 | -136,108.55 | 0 |
| 2014-09-23 | SELL | 400 | 380.7 | 670.03 | 309.37 | 151,300.59 | 15,192.04 |
| 2015-02-12 | BUY | 426 | 352.5 | 660.73 | 314.83 | -151,140.56 | 0 |
| 2015-03-02 | SELL | 426 | 331.35 | 621.08 | 294.92 | 140,239.1 | -10,901.46 |
| 2015-07-09 | BUY | 418 | 333.5 | 613.37 | 285.63 | -140,302.01 | 0 |
| 2015-08-03 | SELL | 418 | 328.5 | 604.18 | 279.74 | 136,429.08 | -3,872.93 |
| 2016-05-24 | BUY | 528 | 256.7 | 596.37 | 297.64 | -136,431.6 | 0 |
| 2016-05-29 | SELL | 528 | 255.2 | 592.88 | 297.54 | 133,855.18 | -2,576.43 |
| 2016-07-14 | BUY | 518 | 257 | 585.75 | 296.7 | -134,008.45 | 0 |
| 2016-07-18 | SELL | 518 | 259 | 590.31 | 297.41 | 133,274.27 | -734.18 |
| 2016-09-06 | BUY | 494 | 268 | 582.52 | 286.99 | -133,261.52 | 0 |
| 2016-09-20 | SELL | 494 | 262 | 569.48 | 288.03 | 128,570.49 | -4,691.03 |
| 2016-09-25 | BUY | 478 | 267.1 | 561.76 | 285.55 | -128,521.11 | 0 |
| 2017-01-19 | SELL | 478 | 296.7 | 624.03 | 296.75 | 140,903.25 | 12,382.14 |
| 2017-02-02 | BUY | 457 | 306.5 | 616.31 | 289.48 | -140,976.29 | 0 |
| 2017-04-04 | SELL | 457 | 346.5 | 696.74 | 332.48 | 157,321.28 | 16,344.99 |
| 2017-06-28 | BUY | 459 | 340 | 686.66 | 333.99 | -157,080.66 | 0 |
| 2017-07-30 | SELL | 459 | 376.7 | 760.78 | 354.11 | 171,790.41 | 14,709.75 |
| 2017-08-17 | BUY | 440 | 388 | 751.17 | 352.34 | -171,823.51 | 0 |
| 2017-09-11 | SELL | 440 | 430 | 832.48 | 394.55 | 187,972.97 | 16,149.46 |
| 2017-10-10 | BUY | 443 | 422 | 822.56 | 389.41 | -188,157.97 | 0 |
| 2017-11-14 | SELL | 443 | 490.05 | 955.21 | 452.35 | 215,684.6 | 27,526.63 |
| 2017-12-06 | BUY | 440 | 487 | 942.83 | 439.96 | -215,662.79 | 0 |
| 2018-04-17 | SELL | 440 | 485 | 938.96 | 456.37 | 212,004.67 | -3,658.13 |
| 2019-01-10 | BUY | 549 | 383.2 | 925.66 | 458.75 | -211,761.2 | 0 |
| 2019-01-15 | SELL | 549 | 390 | 942.08 | 461.44 | 212,706.47 | 945.27 |
| 2019-01-24 | BUY | 540 | 391.3 | 929.73 | 448.8 | -212,680.53 | 0 |
| 2019-02-13 | SELL | 540 | 388 | 921.89 | 433.11 | 208,165.01 | -4,515.52 |
| 2019-02-27 | BUY | 525 | 394.5 | 911.3 | 425.93 | -208,449.73 | 0 |
| 2019-03-05 | SELL | 505 | 394 | 875.47 | 411.5 | 197,683.03 | -2,825.75 |
| 2019-03-06 | SELL | 20 | 391.6 | 34.46 | 15.69 | 7,781.85 | -159.09 |
| 2019-03-13 | BUY | 521 | 391.7 | 897.93 | 426.76 | -205,400.39 | 0 |
| 2019-03-19 | SELL | 521 | 389 | 891.74 | 426.1 | 201,351.15 | -4,049.24 |
| 2019-09-24 | BUY | 550 | 363.9 | 880.64 | 427.11 | -201,452.75 | 0 |
| 2019-09-29 | SELL | 550 | 360 | 871.2 | 418.61 | 196,710.19 | -4,742.56 |
| 2019-11-20 | BUY | 604 | 323.1 | 858.67 | 426.18 | -196,437.25 | 0 |
| 2019-11-25 | SELL | 604 | 312 | 829.17 | 405.27 | 187,213.56 | -9,223.69 |
| 2020-07-22 | BUY | 755 | 246.5 | 818.87 | 404.78 | -187,331.16 | 0 |
| 2020-07-27 | SELL | 755 | 259.9 | 863.39 | 418.23 | 194,942.88 | 7,611.73 |
| 2020-08-09 | BUY | 760 | 255 | 852.72 | 403.42 | -195,056.14 | 0 |
| 2020-08-13 | SELL | 760 | 290 | 969.76 | 458.84 | 218,971.4 | 23,915.26 |
| 2020-08-24 | BUY | 737 | 295 | 956.63 | 449.87 | -218,821.5 | 0 |
| 2020-09-09 | SELL | 737 | 339 | 1,099.31 | 516.99 | 248,226.7 | 29,405.2 |
| 2020-10-14 | BUY | 741 | 333 | 1,085.71 | 536.1 | -248,374.82 | 0 |
| 2021-01-05 | SELL | 741 | 370.6 | 1,208.3 | 588.56 | 272,817.74 | 24,442.92 |
| 2021-01-19 | BUY | 705 | 384.2 | 1,191.79 | 572.76 | -272,625.55 | 0 |
| 2021-02-22 | SELL | 705 | 359.7 | 1,115.79 | 543.75 | 251,928.96 | -20,696.59 |
| 2021-06-13 | BUY | 713 | 351 | 1,101.16 | 557.92 | -251,922.08 | 0 |
| 2021-09-13 | SELL | 713 | 389.7 | 1,222.57 | 606.09 | 276,027.44 | 24,105.36 |
| 2022-01-13 | BUY | 768 | 357.1 | 1,206.71 | 653.42 | -276,112.93 | 0 |
| 2022-01-30 | SELL | 647 | 352 | 1,002.07 | 526.92 | 226,215.01 | -6,395.75 |
| 2022-01-31 | SELL | 121 | 356.2 | 189.64 | 88.72 | 42,821.84 | -680.33 |
| 2022-02-07 | BUY | 752 | 355.3 | 1,175.62 | 655.89 | -269,017.11 | 0 |
| 2022-02-22 | SELL | 752 | 355.8 | 1,177.27 | 658.39 | 265,725.94 | -3,291.17 |
| 2024-07-02 | BUY | 1,066 | 247.6 | 1,161.34 | 658.16 | -265,761.11 | 0 |
| 2024-07-07 | SELL | 1,066 | 243 | 1,139.77 | 635.58 | 257,262.65 | -8,498.46 |
| 2024-07-24 | BUY | 1,030 | 248.2 | 1,124.84 | 601.52 | -257,372.36 | 0 |
| 2024-07-29 | SELL | 1,030 | 257 | 1,164.72 | 621.66 | 262,923.61 | 5,551.25 |
| 2024-08-15 | BUY | 685 | 381 | 1,148.33 | 535.82 | -262,669.15 | 0 |
| 2024-08-20 | SELL | 685 | 353 | 1,063.94 | 491.99 | 240,249.07 | -22,420.08 |
| 2024-09-25 | BUY | 688 | 347.1 | 1,050.74 | 489.8 | -240,345.34 | 0 |
| 2024-10-07 | SELL | 688 | 326.27 | 987.7 | 459.93 | 223,028.88 | -17,316.46 |
| 2024-12-04 | BUY | 683 | 324.5 | 975.19 | 475.56 | -223,084.25 | 0 |
| 2025-04-23 | SELL | 402 | 319.6 | 565.31 | 288.84 | 127,625.05 | -3,677.83 |
| 2025-04-24 | SELL | 281 | 321 | 396.88 | 197.74 | 89,606.37 | -2,175 |
| 2025-07-21 | BUY | 712 | 303 | 949.24 | 507.8 | -217,193.04 | 0 |
| 2025-08-17 | SELL | 712 | 306 | 958.64 | 472.04 | 216,441.33 | -751.71 |
| 2026-01-28 | BUY | 803 | 267.7 | 945.84 | 488.86 | -216,397.8 | 0 |
| 2026-02-02 | SELL | 803 | 261.8 | 924.99 | 472.98 | 208,827.43 | -7,570.36 |
| 2026-02-16 | BUY | 747 | 278 | 913.73 | 458.33 | -209,038.07 | 0 |
| 2026-02-19 | SELL | 747 | 267 | 877.58 | 436.93 | 198,134.49 | -10,903.57 |
| 2026-06-18 | BUY | 782 | 251.5 | 865.36 | 456.62 | -197,994.98 | 0 |
| 2026-06-23 | SELL | 782 | 254.4 | 875.34 | 449.44 | 197,616.02 | -378.96 |
| 2026-07-28 | BUY | 756 | 259.8 | 864.2 | 436.75 | -197,709.75 | 0 |
| 2026-08-02 | SELL | 756 | 260 | 864.86 | 442.87 | 195,252.27 | -2,457.48 |