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
Cash৳102,327
Unsettled৳0
Holdings৳0
NAV৳102,327
Realized P&L৳2,327
Unrealized P&L৳0
Fees৳32,287
Friction৳15,066
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 2.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2026-06-07 | BUY | 399 | 243 | 426.61 | 212.31 | -97,595.92 | 0 |
| 2026-08-11 | SELL | 399 | 258 | 452.94 | 220.39 | 102,268.67 | 4,672.75 |