Net return 2.3% · drawdown 70.4% · 51 closed positions
Searching for profit that survives costs
80,738 unique configurations in this batch; 80 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: 0.1%. This annualized figure describes the historical raw-price simulation.
This batch was tuned on 2024–2026 stress results. Those results are in-sample and cannot validate future profitability. 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.
#41 · Flow: Chaikin Oscillator
Net return 81.2% · drawdown 5.9% · 7 closed positions
Net return 73.3% · drawdown 7.9% · 6 closed positions
Variant 2; fixed stop 12.0%; maximum 45 sessions; gate None; fresh signal only; exit all bearish; trailing arms at 18.0%, distance 3.5%; partial sale at 0.0% (0 = off).
Account reconciliation
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 #41
102 fills, including partial sales. Page 1.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2010-12-06 | BUY | 439 | 226 | 436.54 | 200.82 | -99,851.36 | 0 |
| 2010-12-21 | SELL | 439 | 284.3 | 549.15 | 253.6 | 124,004.95 | 24,153.59 |
| 2011-01-10 | BUY | 573 | 215.2 | 542.56 | 248.52 | -124,100.68 | 0 |
| 2011-01-13 | SELL | 573 | 234.8 | 591.98 | 271.19 | 133,677.23 | 9,576.55 |
| 2011-02-07 | BUY | 633 | 209.7 | 584.06 | 268.59 | -133,592.74 | 0 |
| 2011-02-14 | SELL | 633 | 172.6 | 480.73 | 220.83 | 108,554.24 | -25,038.5 |
| 2011-08-02 | BUY | 611 | 176.7 | 475.04 | 217.49 | -108,656.23 | 0 |
| 2011-09-22 | SELL | 611 | 155.5 | 418.04 | 195.47 | 94,394.55 | -14,261.68 |
| 2011-11-28 | BUY | 578 | 162.2 | 412.51 | 190.15 | -94,354.26 | 0 |
| 2011-12-22 | SELL | 578 | 162.8 | 414.03 | 193.36 | 93,491.01 | -863.25 |
| 2012-01-23 | BUY | 577 | 161 | 408.75 | 188.46 | -93,494.2 | 0 |
| 2012-03-01 | SELL | 577 | 156.5 | 397.32 | 183.27 | 89,719.91 | -3,774.3 |
| 2012-05-10 | BUY | 427 | 208.6 | 391.92 | 179.18 | -89,643.3 | 0 |
| 2012-07-15 | SELL | 427 | 193.3 | 363.17 | 168.47 | 82,007.46 | -7,635.84 |
| 2012-08-28 | BUY | 472 | 172.7 | 358.66 | 165.5 | -82,038.56 | 0 |
| 2012-10-23 | SELL | 472 | 172.2 | 357.62 | 168.66 | 80,752.11 | -1,286.45 |
| 2013-01-13 | BUY | 472 | 170 | 353.06 | 168.77 | -80,761.83 | 0 |
| 2013-02-27 | SELL | 472 | 146.7 | 304.67 | 142.28 | 68,795.45 | -11,966.37 |
| 2013-07-24 | BUY | 366 | 186.7 | 300.66 | 137.31 | -68,770.17 | 0 |
| 2013-08-26 | SELL | 366 | 210.5 | 338.99 | 155.76 | 76,548.25 | 7,778.08 |
| 2013-09-11 | BUY | 380 | 200.3 | 334.9 | 153.27 | -76,602.17 | 0 |
| 2013-10-21 | SELL | 380 | 176.26 | 294.71 | 137.41 | 66,548.2 | -10,053.97 |
| 2014-01-19 | BUY | 317 | 208.3 | 290.54 | 135.07 | -66,456.71 | 0 |
| 2014-02-02 | SELL | 317 | 211.4 | 294.86 | 136.23 | 66,582.71 | 126 |
| 2014-05-15 | BUY | 250 | 264.5 | 290.95 | 132.99 | -66,548.94 | 0 |
| 2014-06-05 | SELL | 250 | 285.9 | 314.49 | 144.27 | 71,016.24 | 4,467.3 |
| 2014-06-30 | BUY | 235 | 300.3 | 310.51 | 142.14 | -71,023.15 | 0 |
| 2014-08-10 | SELL | 235 | 333.9 | 345.25 | 158.32 | 77,962.93 | 6,939.78 |
| 2014-08-27 | BUY | 238 | 325.5 | 340.86 | 155.81 | -77,965.68 | 0 |
| 2014-09-21 | SELL | 238 | 377.9 | 395.74 | 181.68 | 89,362.78 | 11,397.11 |
| 2014-11-02 | BUY | 240 | 370.7 | 391.46 | 179.28 | -89,538.74 | 0 |
| 2014-11-24 | SELL | 240 | 316.7 | 334.44 | 153.79 | 75,519.77 | -14,018.97 |
| 2015-03-30 | BUY | 209 | 358.7 | 329.86 | 152.47 | -75,450.63 | 0 |
| 2015-04-16 | SELL | 209 | 343.6 | 315.97 | 145.3 | 71,351.13 | -4,099.51 |
| 2015-07-09 | BUY | 212 | 333.5 | 311.09 | 143.16 | -71,156.25 | 0 |
| 2015-09-16 | SELL | 212 | 308.3 | 287.58 | 134.07 | 64,937.94 | -6,218.31 |
| 2015-11-03 | BUY | 257 | 251.4 | 284.28 | 131.75 | -65,025.83 | 0 |
| 2016-01-06 | SELL | 257 | 252 | 284.96 | 136.85 | 64,342.18 | -683.64 |
| 2016-01-20 | BUY | 234 | 274 | 282.11 | 133.59 | -64,531.7 | 0 |
| 2016-03-02 | SELL | 234 | 244.1 | 251.33 | 117.79 | 56,750.28 | -7,781.42 |
| 2016-04-26 | BUY | 223 | 251.9 | 247.16 | 117.88 | -56,538.74 | 0 |
| 2016-06-20 | SELL | 223 | 252 | 247.26 | 117.28 | 55,831.46 | -707.28 |
| 2016-07-20 | BUY | 211 | 263 | 244.17 | 115.19 | -55,852.36 | 0 |
| 2016-09-29 | SELL | 211 | 269 | 249.74 | 119.75 | 56,389.51 | 537.15 |
| 2016-11-20 | BUY | 199 | 282.5 | 247.36 | 115 | -56,579.86 | 0 |
| 2016-12-01 | SELL | 199 | 283.9 | 248.58 | 115.08 | 56,132.43 | -447.42 |
| 2017-01-15 | BUY | 191 | 291 | 244.56 | 113.36 | -55,938.91 | 0 |
| 2017-03-02 | SELL | 191 | 310 | 260.52 | 120.51 | 58,828.97 | 2,890.05 |
| 2017-03-30 | BUY | 177 | 330 | 257 | 119.53 | -58,786.54 | 0 |
| 2017-04-12 | SELL | 177 | 343 | 267.13 | 123.66 | 60,320.21 | 1,533.68 |
| 2017-07-02 | BUY | 174 | 344.3 | 263.6 | 122.56 | -60,294.35 | 0 |
| 2017-09-06 | SELL | 174 | 401.7 | 307.54 | 142.49 | 69,445.77 | 9,151.42 |
| 2017-11-13 | BUY | 146 | 472.9 | 303.79 | 140.13 | -69,487.32 | 0 |
| 2017-11-27 | SELL | 146 | 479.2 | 307.84 | 141.37 | 69,513.99 | 26.67 |
| 2018-01-24 | BUY | 137 | 503.8 | 303.69 | 139.91 | -69,464.2 | 0 |
| 2018-02-25 | SELL | 137 | 484.9 | 292.3 | 134.27 | 66,004.74 | -3,459.46 |
| 2018-06-25 | BUY | 161 | 408.9 | 289.66 | 133.22 | -66,255.79 | 0 |
| 2018-08-09 | SELL | 161 | 359.83 | 254.9 | 117.73 | 57,560.32 | -8,695.47 |
| 2018-08-19 | BUY | 152 | 375 | 250.8 | 116.1 | -57,366.9 | 0 |
| 2018-10-11 | SELL | 152 | 362.3 | 242.31 | 112.37 | 54,714.92 | -2,651.97 |
| 2018-10-25 | BUY | 143 | 381 | 239.73 | 111.39 | -54,834.12 | 0 |
| 2019-01-03 | SELL | 143 | 365 | 229.66 | 107.98 | 51,857.36 | -2,976.76 |
| 2019-01-13 | BUY | 132 | 390 | 226.51 | 105.05 | -51,811.56 | 0 |
| 2019-02-13 | SELL | 132 | 388 | 225.35 | 103.27 | 50,887.38 | -924.19 |
| 2019-02-25 | BUY | 131 | 386.8 | 222.95 | 102.09 | -50,995.84 | 0 |
| 2019-03-21 | SELL | 131 | 399 | 229.98 | 105.91 | 51,933.1 | 937.26 |
| 2019-06-11 | BUY | 144 | 357.4 | 226.45 | 106.41 | -51,798.46 | 0 |
| 2019-07-16 | SELL | 144 | 329 | 208.45 | 96.96 | 47,070.59 | -4,727.87 |
| 2019-09-18 | BUY | 149 | 313.4 | 205.47 | 95.62 | -46,997.69 | 0 |
| 2019-11-24 | SELL | 149 | 328.9 | 215.63 | 99.93 | 48,690.54 | 1,692.85 |
| 2020-01-21 | BUY | 173 | 279.9 | 213.06 | 99 | -48,734.76 | 0 |
| 2020-02-03 | SELL | 173 | 258.5 | 196.77 | 90.73 | 44,433 | -4,301.75 |
| 2020-07-27 | BUY | 170 | 259.9 | 194.41 | 89.67 | -44,467.08 | 0 |
| 2020-09-16 | SELL | 170 | 342.29 | 256.03 | 117.45 | 57,815.06 | 13,347.98 |
| 2020-12-09 | BUY | 172 | 334.1 | 252.85 | 118.08 | -57,836.13 | 0 |
| 2021-02-14 | SELL | 172 | 373 | 282.29 | 130.43 | 63,743.29 | 5,907.16 |
| 2021-04-20 | BUY | 188 | 336.3 | 278.19 | 131.09 | -63,633.68 | 0 |
| 2021-06-27 | SELL | 188 | 344 | 284.56 | 133.39 | 64,254.05 | 620.37 |
| 2021-07-13 | BUY | 179 | 357.4 | 281.49 | 131.85 | -64,387.94 | 0 |
| 2021-09-02 | SELL | 179 | 362.5 | 285.51 | 132.29 | 64,469.71 | 81.77 |
| 2021-09-09 | BUY | 166 | 384.3 | 280.69 | 130.18 | -64,204.67 | 0 |
| 2021-10-04 | SELL | 166 | 380 | 277.55 | 128.2 | 62,674.25 | -1,530.42 |
| 2022-01-16 | BUY | 174 | 359.9 | 275.54 | 130.55 | -63,028.68 | 0 |
| 2022-03-02 | SELL | 174 | 340.5 | 260.69 | 124.05 | 58,862.26 | -4,166.42 |
| 2022-04-26 | BUY | 178 | 327 | 256.11 | 122.43 | -58,584.54 | 0 |
| 2022-05-11 | SELL | 178 | 320.5 | 251.02 | 118.33 | 56,679.66 | -1,904.88 |
| 2022-07-07 | BUY | 196 | 287.5 | 247.94 | 115.92 | -56,713.86 | 0 |
| 2022-08-17 | SELL | 196 | 287 | 247.51 | 115.02 | 55,889.47 | -824.39 |
| 2024-06-10 | BUY | 242 | 230 | 244.9 | 121.44 | -56,026.34 | 0 |
| 2024-08-15 | SELL | 242 | 381 | 405.69 | 186.13 | 91,610.18 | 35,583.84 |
| 2024-12-22 | BUY | 279 | 325.8 | 399.95 | 189.44 | -91,487.6 | 0 |
| 2025-02-25 | SELL | 279 | 345 | 423.52 | 196.7 | 95,634.77 | 4,147.18 |
| 2025-03-02 | BUY | 291 | 327.4 | 419.2 | 194.32 | -95,886.92 | 0 |
| 2025-03-16 | SELL | 291 | 325.4 | 416.64 | 194.06 | 94,080.7 | -1,806.22 |
| 2025-06-17 | BUY | 326 | 286.6 | 411.1 | 215.9 | -94,058.6 | 0 |
| 2025-08-10 | SELL | 326 | 317 | 454.7 | 215.44 | 102,671.85 | 8,613.26 |
| 2025-11-06 | BUY | 170 | 283.8 | 212.28 | 106.93 | -48,565.21 | 0 |
| 2025-12-11 | SELL | 170 | 271.3 | 202.93 | 98.66 | 45,819.41 | -2,745.81 |
| 2026-01-21 | BUY | 375 | 264.7 | 436.76 | 214.66 | -99,913.92 | 0 |
| 2026-03-01 | SELL | 375 | 262 | 432.3 | 206.16 | 97,611.54 | -2,302.37 |