Net return 111.8% · 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.
#5 · 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 0.0%; partial sale at 0.0% (0 = off).
Account reconciliation
Cash৳211,843
Unsettled৳0
Holdings৳0
NAV৳211,843
Realized P&L৳111,843
Unrealized P&L৳0
Fees৳63,823
Friction৳31,273
NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳8.73e-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 #5
85 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 |
| 2013-07-11 | SELL | 500 | 217 | 477.4 | 220.33 | 107,802.27 | 18,177.46 |
| 2013-12-10 | BUY | 523 | 204.6 | 470.83 | 218.39 | -107,695.01 | 0 |
| 2014-04-08 | SELL | 523 | 242.2 | 557.35 | 258.78 | 125,854.47 | 18,159.46 |
| 2014-04-27 | BUY | 470 | 265.8 | 549.67 | 252.24 | -125,727.92 | 0 |
| 2014-08-04 | SELL | 470 | 310.8 | 642.73 | 298.21 | 145,135.06 | 19,407.14 |
| 2014-09-04 | BUY | 427 | 338.1 | 635.22 | 292.18 | -145,296.1 | 0 |
| 2014-09-28 | SELL | 427 | 397.5 | 746.82 | 345.13 | 168,640.54 | 23,344.45 |
| 2014-10-29 | BUY | 447 | 374.6 | 736.76 | 339.49 | -168,522.45 | 0 |
| 2014-11-06 | SELL | 447 | 352.12 | 692.56 | 319.74 | 156,387.13 | -12,135.33 |
| 2014-12-29 | BUY | 436 | 356.5 | 683.91 | 325.55 | -156,443.46 | 0 |
| 2015-01-25 | SELL | 436 | 335.11 | 642.88 | 307.62 | 145,157.47 | -11,286 |
| 2015-06-14 | BUY | 430 | 335 | 633.82 | 294.79 | -144,978.61 | 0 |
| 2015-06-22 | SELL | 430 | 328.9 | 622.28 | 289.04 | 140,515.68 | -4,462.93 |
| 2015-07-02 | BUY | 423 | 330.1 | 614.38 | 286.38 | -140,533.06 | 0 |
| 2015-07-08 | SELL | 423 | 328 | 610.47 | 284.57 | 137,848.96 | -2,684.1 |
| 2016-05-10 | BUY | 541 | 253.4 | 603.19 | 302.48 | -137,995.08 | 0 |
| 2016-05-15 | SELL | 541 | 251.1 | 597.72 | 297.85 | 134,949.54 | -3,045.54 |
| 2016-05-24 | BUY | 522 | 256.7 | 589.59 | 293.96 | -134,880.95 | 0 |
| 2016-05-29 | SELL | 522 | 255.2 | 586.14 | 293.85 | 132,334.41 | -2,546.54 |
| 2016-06-30 | BUY | 523 | 251.7 | 579.21 | 292.91 | -132,511.22 | 0 |
| 2016-07-12 | SELL | 523 | 255.8 | 588.65 | 296.89 | 132,897.86 | 386.64 |
| 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 | 477 | 267.1 | 560.59 | 284.89 | -128,252.18 | 0 |
| 2017-02-02 | SELL | 477 | 306.5 | 643.28 | 302.58 | 145,254.64 | 17,002.46 |
| 2017-02-12 | BUY | 470 | 307.1 | 635.08 | 299.62 | -145,271.7 | 0 |
| 2017-06-22 | SELL | 470 | 338.8 | 700.64 | 343.57 | 158,191.79 | 12,920.09 |
| 2017-07-16 | BUY | 430 | 365.1 | 690.77 | 322.65 | -158,006.42 | 0 |
| 2017-09-11 | SELL | 430 | 430 | 813.56 | 385.22 | 183,701.22 | 25,694.8 |
| 2017-10-10 | BUY | 432 | 422 | 802.14 | 379.36 | -183,485.5 | 0 |
| 2017-11-15 | SELL | 432 | 500 | 950.4 | 447.5 | 214,602.1 | 31,116.6 |
| 2017-12-06 | BUY | 438 | 487 | 938.55 | 437.91 | -214,682.46 | 0 |
| 2018-04-17 | SELL | 438 | 485 | 934.69 | 454.17 | 211,041.14 | -3,641.32 |
| 2019-01-24 | BUY | 536 | 391.3 | 922.84 | 445.28 | -211,104.92 | 0 |
| 2019-02-13 | SELL | 536 | 388 | 915.06 | 429.79 | 206,623.15 | -4,481.78 |
| 2019-02-27 | BUY | 521 | 394.5 | 904.35 | 422.6 | -206,861.45 | 0 |
| 2019-03-05 | SELL | 505 | 394 | 875.47 | 411.5 | 197,683.03 | -2,825.66 |
| 2019-03-06 | SELL | 16 | 391.6 | 27.57 | 12.55 | 6,225.49 | -127.27 |
| 2019-03-13 | BUY | 517 | 391.7 | 891.04 | 423.34 | -203,823.28 | 0 |
| 2019-03-19 | SELL | 517 | 389 | 884.9 | 422.67 | 199,805.43 | -4,017.85 |
| 2019-06-27 | BUY | 546 | 363.5 | 873.27 | 445.22 | -199,789.49 | 0 |
| 2019-07-03 | SELL | 546 | 364.9 | 876.64 | 443.93 | 197,914.83 | -1,874.66 |
| 2020-08-09 | BUY | 771 | 255 | 865.06 | 409.49 | -197,879.55 | 0 |
| 2020-08-13 | SELL | 771 | 290 | 983.8 | 465.74 | 222,140.46 | 24,260.91 |
| 2020-08-24 | BUY | 748 | 295 | 970.9 | 456.81 | -222,087.72 | 0 |
| 2020-09-13 | SELL | 748 | 347.6 | 1,144.02 | 539.82 | 258,320.96 | 36,233.24 |
| 2020-10-14 | BUY | 771 | 333 | 1,129.67 | 559.6 | -258,432.27 | 0 |
| 2021-02-23 | SELL | 771 | 349 | 1,183.95 | 578.65 | 267,316.4 | 8,884.13 |
| 2021-05-12 | BUY | 767 | 346.2 | 1,168.36 | 618.95 | -267,322.7 | 0 |
| 2021-10-04 | SELL | 767 | 380 | 1,282.42 | 626.42 | 289,551.15 | 22,228.45 |
| 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 | 797 | 355.3 | 1,245.97 | 702.85 | -285,122.92 | 0 |
| 2022-02-22 | SELL | 797 | 355.8 | 1,247.72 | 705.6 | 281,619.28 | -3,503.64 |
| 2024-07-24 | BUY | 1,127 | 248.2 | 1,230.77 | 667.46 | -281,619.64 | 0 |
| 2024-07-29 | SELL | 1,090 | 257 | 1,232.57 | 663.56 | 278,233.86 | 5,859.95 |
| 2024-07-30 | SELL | 37 | 254.2 | 41.38 | 18.93 | 9,345.09 | 99.37 |
| 2024-08-15 | BUY | 750 | 381 | 1,257.3 | 588.1 | -287,595.4 | 0 |
| 2024-08-20 | SELL | 750 | 353 | 1,164.9 | 539.54 | 263,045.56 | -24,549.85 |
| 2024-09-25 | BUY | 753 | 347.1 | 1,150.01 | 537.33 | -263,053.64 | 0 |
| 2024-10-07 | SELL | 753 | 326.27 | 1,081.01 | 504.52 | 244,098.79 | -18,954.85 |
| 2024-12-18 | BUY | 757 | 320 | 1,065.86 | 541.72 | -243,847.58 | 0 |
| 2025-04-27 | SELL | 709 | 300.8 | 938.38 | 526.62 | 211,802.21 | -16,583.44 |
| 2025-04-28 | SELL | 48 | 309.7 | 65.41 | 30.16 | 14,770.03 | -691.9 |
| 2025-07-21 | BUY | 743 | 303 | 990.57 | 533.38 | -226,652.94 | 0 |
| 2025-08-17 | SELL | 743 | 306 | 1,000.38 | 494.24 | 225,863.39 | -789.56 |
| 2025-08-31 | BUY | 731 | 307 | 987.43 | 507.42 | -225,911.85 | 0 |
| 2025-09-03 | SELL | 731 | 311.5 | 1,001.91 | 512.66 | 226,191.94 | 280.08 |
| 2026-02-16 | BUY | 808 | 278 | 988.35 | 499.56 | -226,111.91 | 0 |
| 2026-02-19 | SELL | 808 | 267 | 949.24 | 475.97 | 214,310.79 | -11,801.11 |
| 2026-07-28 | BUY | 820 | 259.8 | 937.36 | 477.76 | -214,451.12 | 0 |
| 2026-08-02 | SELL | 820 | 260 | 938.08 | 484.92 | 211,777 | -2,674.12 |