Net return 104.7% · drawdown 36.1% · 45 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: 4.3%. 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.
#41 · 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 18.0%, distance 1.0%; partial sale at 20.0% (0 = off).
Account reconciliation
Cash৳204,715
Unsettled৳0
Holdings৳0
NAV৳204,715
Realized P&L৳104,715
Unrealized P&L৳0
Fees৳74,060
Friction৳36,588
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
96 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 |
| 2013-07-10 | SELL | 237 | 220.7 | 230.15 | 105.59 | 51,970.16 | 9,488.12 |
| 2013-07-11 | SELL | 237 | 217 | 226.29 | 103.61 | 51,099.11 | 8,617.07 |
| 2013-12-10 | BUY | 500 | 204.6 | 450.12 | 208.6 | -102,958.72 | 0 |
| 2014-04-08 | SELL | 250 | 247 | 271.7 | 124.79 | 61,353.51 | 9,874.15 |
| 2014-04-09 | SELL | 250 | 247.9 | 272.69 | 125.07 | 61,577.24 | 10,097.88 |
| 2014-04-27 | BUY | 460 | 265.8 | 537.98 | 246.83 | -123,052.81 | 0 |
| 2014-08-04 | SELL | 460 | 310.8 | 629.06 | 291.74 | 142,047.21 | 18,994.4 |
| 2014-09-04 | BUY | 417 | 338.1 | 620.35 | 285.25 | -141,893.3 | 0 |
| 2014-09-28 | SELL | 417 | 395.8 | 726.22 | 335.46 | 163,987.76 | 22,094.46 |
| 2015-02-12 | BUY | 462 | 352.5 | 716.56 | 342.76 | -163,914.33 | 0 |
| 2015-03-02 | SELL | 462 | 331.35 | 673.57 | 321 | 152,089.13 | -11,825.19 |
| 2015-07-09 | BUY | 453 | 333.5 | 664.73 | 310.17 | -152,050.4 | 0 |
| 2015-08-03 | SELL | 453 | 328.5 | 654.77 | 303.63 | 147,852.1 | -4,198.3 |
| 2016-05-24 | BUY | 573 | 256.7 | 647.19 | 325.46 | -148,061.76 | 0 |
| 2016-05-29 | SELL | 573 | 255.2 | 643.41 | 325.5 | 145,260.69 | -2,801.06 |
| 2016-07-14 | BUY | 561 | 257 | 634.38 | 324.06 | -145,135.44 | 0 |
| 2016-07-18 | SELL | 561 | 259 | 639.32 | 324.72 | 144,334.97 | -800.47 |
| 2016-09-06 | BUY | 535 | 268 | 630.87 | 312.81 | -144,323.68 | 0 |
| 2016-09-20 | SELL | 535 | 262 | 616.75 | 314.56 | 139,238.7 | -5,084.99 |
| 2016-09-25 | BUY | 518 | 267.1 | 608.77 | 312.18 | -139,278.76 | 0 |
| 2017-02-02 | SELL | 518 | 306.5 | 698.57 | 329.54 | 157,738.89 | 18,460.13 |
| 2017-02-12 | BUY | 510 | 307.1 | 689.13 | 326.12 | -157,636.26 | 0 |
| 2017-06-22 | SELL | 510 | 338.8 | 760.27 | 375.13 | 171,652.61 | 14,016.35 |
| 2017-07-16 | BUY | 467 | 365.1 | 750.21 | 351.22 | -171,603.13 | 0 |
| 2017-09-11 | SELL | 467 | 430 | 883.56 | 419.81 | 199,506.63 | 27,903.5 |
| 2017-10-10 | BUY | 470 | 422 | 872.7 | 414.14 | -199,626.84 | 0 |
| 2017-11-14 | SELL | 235 | 506.4 | 523.62 | 243.47 | 118,236.92 | 18,423.5 |
| 2017-11-15 | SELL | 235 | 500 | 517 | 239.59 | 116,743.41 | 16,929.99 |
| 2017-12-06 | BUY | 479 | 487 | 1,026.4 | 480.06 | -234,779.46 | 0 |
| 2018-04-17 | SELL | 479 | 485 | 1,022.19 | 499.68 | 230,793.13 | -3,986.33 |
| 2019-01-10 | BUY | 599 | 383.2 | 1,009.96 | 504.3 | -231,051.06 | 0 |
| 2019-01-15 | SELL | 599 | 390 | 1,027.88 | 506.77 | 232,075.34 | 1,024.28 |
| 2019-01-24 | BUY | 589 | 391.3 | 1,014.09 | 492.11 | -231,981.91 | 0 |
| 2019-02-13 | SELL | 589 | 388 | 1,005.54 | 473.8 | 227,052.66 | -4,929.25 |
| 2019-02-27 | BUY | 572 | 394.5 | 992.88 | 465.2 | -227,112.08 | 0 |
| 2019-03-05 | SELL | 505 | 394 | 875.47 | 411.5 | 197,683.03 | -2,826.76 |
| 2019-03-06 | SELL | 67 | 391.6 | 115.44 | 52.73 | 26,069.02 | -533.27 |
| 2019-03-13 | BUY | 568 | 391.7 | 978.94 | 467.08 | -223,931.62 | 0 |
| 2019-03-19 | SELL | 568 | 389 | 972.19 | 466.58 | 219,513.23 | -4,418.39 |
| 2019-09-24 | BUY | 599 | 363.9 | 959.09 | 467.77 | -219,402.96 | 0 |
| 2019-09-29 | SELL | 599 | 360 | 948.82 | 458.1 | 214,233.09 | -5,169.88 |
| 2019-11-20 | BUY | 659 | 323.1 | 936.86 | 468.55 | -214,328.31 | 0 |
| 2019-11-25 | SELL | 659 | 312 | 904.68 | 444.99 | 204,258.33 | -10,069.97 |
| 2020-07-22 | BUY | 823 | 246.5 | 892.63 | 444.44 | -204,206.56 | 0 |
| 2020-07-27 | SELL | 823 | 259.9 | 941.15 | 458.43 | 212,498.12 | 8,291.56 |
| 2020-08-09 | BUY | 828 | 255 | 929.02 | 441.05 | -212,510.07 | 0 |
| 2020-08-13 | SELL | 828 | 290 | 1,056.53 | 501.65 | 238,561.82 | 26,051.75 |
| 2020-08-24 | BUY | 803 | 295 | 1,042.29 | 491.63 | -238,418.92 | 0 |
| 2020-09-14 | SELL | 803 | 350.26 | 1,237.55 | 586.3 | 279,436.54 | 41,017.62 |
| 2020-10-14 | BUY | 834 | 333 | 1,221.98 | 609.41 | -279,553.38 | 0 |
| 2021-02-23 | SELL | 834 | 349 | 1,280.69 | 629.51 | 289,155.8 | 9,602.41 |
| 2021-06-13 | BUY | 818 | 351 | 1,263.32 | 649.78 | -289,031.1 | 0 |
| 2021-10-27 | SELL | 818 | 356 | 1,281.32 | 639.4 | 289,287.28 | 256.18 |
| 2022-01-13 | BUY | 805 | 357.1 | 1,264.85 | 690.19 | -289,420.54 | 0 |
| 2022-01-30 | SELL | 647 | 352 | 1,002.07 | 526.92 | 226,215.01 | -6,400.01 |
| 2022-01-31 | SELL | 158 | 356.2 | 247.63 | 116.86 | 55,915.11 | -890.41 |
| 2022-02-07 | BUY | 788 | 355.3 | 1,231.9 | 693.39 | -281,901.69 | 0 |
| 2022-02-22 | SELL | 788 | 355.8 | 1,233.63 | 696.09 | 278,440.68 | -3,461.01 |
| 2024-07-02 | BUY | 1,118 | 247.6 | 1,217.99 | 696.93 | -278,731.73 | 0 |
| 2024-07-07 | SELL | 1,118 | 243 | 1,195.37 | 672.6 | 269,806.04 | -8,925.69 |
| 2024-07-24 | BUY | 1,079 | 248.2 | 1,178.35 | 634.63 | -269,620.79 | 0 |
| 2024-07-29 | SELL | 1,079 | 257 | 1,220.13 | 655.84 | 275,427.03 | 5,806.25 |
| 2024-08-15 | BUY | 718 | 381 | 1,203.66 | 562.33 | -275,323.99 | 0 |
| 2024-08-20 | SELL | 718 | 353 | 1,115.2 | 516.11 | 251,822.69 | -23,501.3 |
| 2024-09-25 | BUY | 721 | 347.1 | 1,101.14 | 513.9 | -251,874.14 | 0 |
| 2024-10-07 | SELL | 721 | 326.27 | 1,035.07 | 482.55 | 233,725.94 | -18,148.21 |
| 2024-12-04 | BUY | 716 | 324.5 | 1,022.3 | 500.18 | -233,864.48 | 0 |
| 2025-04-23 | SELL | 402 | 319.6 | 565.31 | 288.84 | 127,625.05 | -3,678.75 |
| 2025-04-24 | SELL | 314 | 321 | 443.49 | 223.24 | 100,127.26 | -2,433.42 |
| 2025-07-21 | BUY | 746 | 303 | 994.57 | 535.87 | -227,568.43 | 0 |
| 2025-08-17 | SELL | 746 | 306 | 1,004.41 | 496.39 | 226,775.19 | -793.24 |
| 2026-01-28 | BUY | 842 | 267.7 | 991.77 | 515.6 | -226,910.78 | 0 |
| 2026-02-02 | SELL | 842 | 261.8 | 969.92 | 498.62 | 218,967.06 | -7,943.72 |
| 2026-02-16 | BUY | 783 | 278 | 957.77 | 482.6 | -219,114.36 | 0 |
| 2026-02-19 | SELL | 783 | 267 | 919.87 | 459.91 | 207,681.22 | -11,433.14 |
| 2026-06-18 | BUY | 820 | 251.5 | 907.41 | 482.03 | -207,619.44 | 0 |
| 2026-06-23 | SELL | 820 | 254.4 | 917.88 | 473.91 | 207,216.21 | -403.23 |
| 2026-07-28 | BUY | 792 | 259.8 | 905.35 | 459.74 | -207,126.69 | 0 |
| 2026-08-02 | SELL | 792 | 260 | 906.05 | 466.44 | 204,547.52 | -2,579.18 |