Net return 110.6% · drawdown 28.8% · 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: 4.5%. 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.
#40 · 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 18.0%, distance 6.0%; partial sale at 20.0% (0 = off).
Account reconciliation
Cash৳210,613
Unsettled৳0
Holdings৳0
NAV৳210,613
Realized P&L৳110,613
Unrealized P&L৳0
Fees৳64,984
Friction৳31,822
NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳2.91e-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 #40
91 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 |
| 2014-04-16 | SELL | 261 | 255.68 | 293.62 | 134.42 | 66,304.44 | 12,559.9 |
| 2014-04-27 | BUY | 486 | 265.8 | 568.39 | 260.92 | -130,008.1 | 0 |
| 2014-08-07 | SELL | 243 | 323.9 | 346.31 | 158.87 | 78,202.51 | 13,198.46 |
| 2014-08-21 | SELL | 243 | 329.38 | 352.17 | 161.08 | 79,525.12 | 14,521.07 |
| 2014-09-04 | BUY | 464 | 338.1 | 690.26 | 317.82 | -157,886.48 | 0 |
| 2014-09-28 | SELL | 232 | 405.72 | 414.16 | 190 | 93,522.88 | 14,579.64 |
| 2014-09-30 | SELL | 232 | 381.9 | 389.84 | 178.72 | 88,032.24 | 9,089 |
| 2014-10-29 | BUY | 481 | 374.6 | 792.8 | 365.69 | -181,341.09 | 0 |
| 2014-11-06 | SELL | 481 | 352.12 | 745.24 | 344.47 | 168,281.94 | -13,059.15 |
| 2014-12-29 | BUY | 469 | 356.5 | 735.67 | 351.39 | -168,285.56 | 0 |
| 2015-01-25 | SELL | 469 | 335.11 | 691.53 | 332.16 | 156,142.9 | -12,142.66 |
| 2015-06-14 | BUY | 463 | 335 | 682.46 | 317.97 | -156,105.43 | 0 |
| 2015-06-22 | SELL | 463 | 328.9 | 670.04 | 311.73 | 151,298.93 | -4,806.5 |
| 2015-07-02 | BUY | 456 | 330.1 | 662.31 | 309.32 | -151,497.23 | 0 |
| 2015-07-08 | SELL | 456 | 328 | 658.1 | 307.36 | 148,602.54 | -2,894.7 |
| 2016-05-10 | BUY | 582 | 253.4 | 648.91 | 327.72 | -148,455.42 | 0 |
| 2016-05-15 | SELL | 582 | 251.1 | 643.02 | 322.55 | 145,174.63 | -3,280.79 |
| 2016-05-24 | BUY | 562 | 256.7 | 634.77 | 318.63 | -145,218.79 | 0 |
| 2016-05-29 | SELL | 562 | 255.2 | 631.06 | 318.63 | 142,472.72 | -2,746.08 |
| 2016-06-30 | BUY | 562 | 251.7 | 622.4 | 317.12 | -142,394.93 | 0 |
| 2016-07-12 | SELL | 562 | 255.8 | 632.54 | 321.38 | 142,805.68 | 410.75 |
| 2016-09-06 | BUY | 530 | 268 | 624.98 | 309.65 | -142,974.62 | 0 |
| 2016-09-20 | SELL | 530 | 262 | 610.98 | 311.3 | 137,937.72 | -5,036.91 |
| 2016-09-25 | BUY | 513 | 267.1 | 602.9 | 308.83 | -137,934.03 | 0 |
| 2017-02-02 | SELL | 513 | 306.5 | 691.83 | 326.24 | 156,216.43 | 18,282.4 |
| 2017-02-12 | BUY | 505 | 307.1 | 682.38 | 322.8 | -156,090.68 | 0 |
| 2017-06-22 | SELL | 505 | 338.8 | 752.81 | 371.16 | 169,970.02 | 13,879.35 |
| 2017-07-16 | BUY | 463 | 365.1 | 743.78 | 348.12 | -170,133.21 | 0 |
| 2017-09-18 | SELL | 463 | 408.9 | 833.01 | 393.54 | 188,094.15 | 17,960.95 |
| 2017-10-10 | BUY | 442 | 422 | 820.71 | 388.49 | -187,733.2 | 0 |
| 2017-11-14 | SELL | 221 | 506.4 | 492.42 | 228.66 | 111,193.32 | 17,326.72 |
| 2017-11-16 | SELL | 221 | 476.49 | 463.33 | 214.09 | 104,625.98 | 10,759.38 |
| 2017-12-06 | BUY | 441 | 487 | 944.97 | 440.99 | -216,152.96 | 0 |
| 2018-04-17 | SELL | 441 | 485 | 941.09 | 457.48 | 212,486.43 | -3,666.54 |
| 2019-01-24 | BUY | 539 | 391.3 | 928.01 | 447.92 | -212,286.62 | 0 |
| 2019-02-13 | SELL | 539 | 388 | 920.18 | 432.28 | 207,779.54 | -4,507.08 |
| 2019-02-27 | BUY | 524 | 394.5 | 909.56 | 425.1 | -208,052.66 | 0 |
| 2019-03-05 | SELL | 505 | 394 | 875.47 | 411.5 | 197,683.03 | -2,825.73 |
| 2019-03-06 | SELL | 19 | 391.6 | 32.74 | 14.9 | 7,392.76 | -151.13 |
| 2019-03-13 | BUY | 520 | 391.7 | 896.21 | 425.9 | -205,006.11 | 0 |
| 2019-03-19 | SELL | 520 | 389 | 890.03 | 425.24 | 200,964.72 | -4,041.39 |
| 2019-06-27 | BUY | 549 | 363.5 | 878.07 | 447.93 | -200,887.5 | 0 |
| 2019-07-03 | SELL | 549 | 364.9 | 881.45 | 446.62 | 199,002.02 | -1,885.48 |
| 2020-08-09 | BUY | 775 | 255 | 869.55 | 411.7 | -198,906.25 | 0 |
| 2020-08-13 | SELL | 775 | 290 | 988.9 | 468.26 | 223,292.84 | 24,386.59 |
| 2020-08-24 | BUY | 752 | 295 | 976.1 | 459.34 | -223,275.44 | 0 |
| 2020-09-14 | SELL | 376 | 354 | 585.66 | 271.53 | 132,246.81 | 20,609.09 |
| 2020-09-21 | SELL | 376 | 333.42 | 551.61 | 255.65 | 124,557.91 | 12,920.19 |
| 2020-10-14 | BUY | 766 | 333 | 1,122.34 | 555.68 | -256,756.02 | 0 |
| 2021-02-23 | SELL | 766 | 349 | 1,176.27 | 574.64 | 265,583.09 | 8,827.07 |
| 2021-05-12 | BUY | 762 | 346.2 | 1,160.74 | 614.34 | -265,579.48 | 0 |
| 2021-10-04 | SELL | 762 | 380 | 1,274.06 | 622.06 | 287,663.88 | 22,084.4 |
| 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 | 792 | 355.3 | 1,238.15 | 697.59 | -283,333.34 | 0 |
| 2022-02-22 | SELL | 792 | 355.8 | 1,239.89 | 700.31 | 279,853.39 | -3,479.95 |
| 2024-07-24 | BUY | 1,120 | 248.2 | 1,223.13 | 662.65 | -279,869.78 | 0 |
| 2024-07-29 | SELL | 1,090 | 257 | 1,232.57 | 663.56 | 278,233.86 | 5,860.59 |
| 2024-07-30 | SELL | 30 | 254.2 | 33.55 | 15.33 | 7,577.12 | 80.61 |
| 2024-08-15 | BUY | 745 | 381 | 1,248.92 | 584.07 | -285,677.99 | 0 |
| 2024-08-20 | SELL | 745 | 353 | 1,157.13 | 535.88 | 261,291.98 | -24,386 |
| 2024-09-25 | BUY | 748 | 347.1 | 1,142.38 | 533.67 | -261,306.84 | 0 |
| 2024-10-07 | SELL | 748 | 326.27 | 1,073.83 | 501.08 | 242,478.04 | -18,828.81 |
| 2024-12-18 | BUY | 753 | 320 | 1,060.22 | 538.56 | -242,558.79 | 0 |
| 2025-04-27 | SELL | 709 | 300.8 | 938.38 | 526.62 | 211,802.21 | -16,583.16 |
| 2025-04-28 | SELL | 44 | 309.7 | 59.96 | 27.61 | 13,539.23 | -634.19 |
| 2025-07-21 | BUY | 739 | 303 | 985.23 | 530.06 | -225,432.29 | 0 |
| 2025-08-17 | SELL | 739 | 306 | 994.99 | 491.37 | 224,647.64 | -784.65 |
| 2025-08-31 | BUY | 727 | 307 | 982.03 | 504.32 | -224,675.35 | 0 |
| 2025-09-03 | SELL | 727 | 311.5 | 996.43 | 509.54 | 224,954.53 | 279.18 |
| 2026-02-16 | BUY | 804 | 278 | 983.45 | 496.84 | -224,992.29 | 0 |
| 2026-02-19 | SELL | 804 | 267 | 944.54 | 473.39 | 213,250.07 | -11,742.23 |
| 2026-07-28 | BUY | 815 | 259.8 | 931.64 | 474.53 | -213,143.18 | 0 |
| 2026-08-02 | SELL | 815 | 260 | 932.36 | 481.61 | 210,486.03 | -2,657.15 |