Net return 85.7% · drawdown 29.2% · 41 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.
#39 · 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 12.0%, distance 4.5%; partial sale at 20.0% (0 = off).
Account reconciliation
Cash৳185,702
Unsettled৳0
Holdings৳0
NAV৳185,702
Realized P&L৳85,702
Unrealized P&L৳0
Fees৳59,986
Friction৳29,153
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 #39
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 |
| 2013-07-14 | 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 |
| 2017-02-16 | SELL | 230 | 320.52 | 324.37 | 150.23 | 73,245 | 11,404.82 |
| 2017-03-19 | SELL | 231 | 317 | 322.2 | 149.96 | 72,754.84 | 10,645.79 |
| 2017-03-30 | BUY | 439 | 330 | 637.43 | 306.42 | -145,813.85 | 0 |
| 2017-09-05 | SELL | 219 | 396 | 381.59 | 177.41 | 86,165.01 | 13,424.16 |
| 2017-09-12 | SELL | 220 | 415.42 | 402.13 | 186.44 | 90,804.93 | 17,731.93 |
| 2017-10-10 | BUY | 417 | 422 | 774.29 | 365.7 | -177,113.98 | 0 |
| 2017-11-14 | SELL | 208 | 506.4 | 463.46 | 214.94 | 104,652.8 | 16,308.18 |
| 2017-11-16 | SELL | 209 | 484 | 445.09 | 205.53 | 100,505.39 | 11,736.03 |
| 2017-12-06 | BUY | 418 | 487 | 895.69 | 417.42 | -204,879.11 | 0 |
| 2018-05-08 | SELL | 418 | 457.78 | 841.95 | 398.98 | 190,111.11 | -14,768 |
| 2019-01-24 | BUY | 483 | 391.3 | 831.59 | 398.95 | -190,228.44 | 0 |
| 2019-02-13 | SELL | 483 | 388 | 824.58 | 386.06 | 186,193.36 | -4,035.08 |
| 2019-02-27 | BUY | 469 | 394.5 | 814.09 | 379.38 | -186,213.97 | 0 |
| 2019-03-05 | SELL | 469 | 394 | 813.06 | 381.27 | 183,591.68 | -2,622.3 |
| 2019-03-13 | BUY | 466 | 391.7 | 803.14 | 379.95 | -183,715.29 | 0 |
| 2019-03-19 | SELL | 466 | 389 | 797.61 | 379.16 | 180,097.24 | -3,618.06 |
| 2019-06-27 | BUY | 492 | 363.5 | 786.9 | 396.88 | -180,025.79 | 0 |
| 2019-07-03 | SELL | 492 | 364.9 | 789.94 | 395.98 | 178,344.89 | -1,680.9 |
| 2020-08-09 | BUY | 695 | 255 | 779.79 | 367.68 | -178,372.47 | 0 |
| 2020-08-13 | SELL | 695 | 290 | 886.82 | 418.18 | 200,245 | 21,872.53 |
| 2020-08-24 | BUY | 675 | 295 | 876.15 | 410.87 | -200,412.02 | 0 |
| 2020-09-14 | SELL | 337 | 354 | 524.91 | 242.87 | 118,530.22 | 18,472.66 |
| 2020-09-20 | SELL | 338 | 338.74 | 503.77 | 233.21 | 113,756.63 | 13,402.17 |
| 2020-10-14 | BUY | 693 | 333 | 1,015.38 | 498.8 | -232,283.18 | 0 |
| 2021-01-06 | SELL | 693 | 370.54 | 1,129.85 | 545.89 | 255,108.48 | 22,825.3 |
| 2021-01-19 | BUY | 659 | 384.2 | 1,114.03 | 533.5 | -254,835.32 | 0 |
| 2021-02-22 | SELL | 659 | 359.7 | 1,042.99 | 506.04 | 235,493.27 | -19,342.05 |
| 2021-05-12 | BUY | 676 | 346.2 | 1,029.74 | 536.33 | -235,597.26 | 0 |
| 2021-09-14 | SELL | 676 | 378.94 | 1,127.13 | 554.74 | 254,484.27 | 18,887.01 |
| 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 | 699 | 355.3 | 1,092.76 | 601.71 | -250,049.17 | 0 |
| 2022-02-22 | SELL | 699 | 355.8 | 1,094.3 | 603.91 | 247,005.99 | -3,043.18 |
| 2024-07-24 | BUY | 989 | 248.2 | 1,080.07 | 574.13 | -247,123.99 | 0 |
| 2024-07-29 | SELL | 989 | 257 | 1,118.36 | 593.39 | 252,461.25 | 5,337.25 |
| 2024-08-15 | BUY | 658 | 381 | 1,103.07 | 514.17 | -252,315.25 | 0 |
| 2024-08-20 | SELL | 658 | 353 | 1,022.01 | 472.28 | 230,779.71 | -21,535.53 |
| 2024-09-25 | BUY | 661 | 347.1 | 1,009.51 | 470.12 | -230,912.72 | 0 |
| 2024-10-07 | SELL | 661 | 326.27 | 948.94 | 441.47 | 214,276.71 | -16,636.01 |
| 2024-12-18 | BUY | 665 | 320 | 936.32 | 469.78 | -214,206.1 | 0 |
| 2025-04-27 | SELL | 665 | 300.8 | 880.14 | 488.11 | 198,663.75 | -15,542.35 |
| 2025-07-21 | BUY | 651 | 303 | 867.91 | 458.31 | -198,579.23 | 0 |
| 2025-08-17 | SELL | 651 | 306 | 876.51 | 428.75 | 197,900.74 | -678.49 |
| 2025-08-31 | BUY | 641 | 307 | 865.86 | 438.62 | -198,091.48 | 0 |
| 2025-09-03 | SELL | 641 | 311.5 | 878.55 | 443.36 | 198,349.59 | 258.1 |
| 2026-02-16 | BUY | 708 | 278 | 866.03 | 432.28 | -198,122.3 | 0 |
| 2026-02-19 | SELL | 708 | 267 | 831.76 | 412.24 | 187,792 | -10,330.3 |
| 2026-07-28 | BUY | 719 | 259.8 | 821.9 | 413.33 | -188,031.43 | 0 |
| 2026-08-02 | SELL | 719 | 260 | 822.54 | 418.88 | 185,698.59 | -2,332.85 |