Net return 173.2% · drawdown 25.4% · 21 closed positions
Searching for profit that survives costs
10,790 unique configurations in this batch; 66 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: 6.1%. 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.
#43 · Support rebound
Net return -15.1% · drawdown 19.4% · 4 closed positions
Net return -19.4% · drawdown 22.9% · 4 closed positions
Variant 2; fixed stop 6.0%; maximum 120 sessions; gate EMA 50; continuous signal; exit any bearish; trailing arms at 0.0%, distance 4.5%; partial sale at 0.0% (0 = off).
Account reconciliation
Cash৳273,185
Unsettled৳0
Holdings৳0
NAV৳273,185
Realized P&L৳173,185
Unrealized P&L৳0
Fees৳39,458
Friction৳19,533
NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.16e-10. 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 #43
44 fills, including partial sales. Page 1.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2012-05-16 | BUY | 482 | 205.8 | 436.46 | 200.04 | -99,832.1 | 0 |
| 2012-06-26 | SELL | 482 | 204.3 | 433.28 | 202.8 | 97,836.52 | -1,995.57 |
| 2013-02-05 | BUY | 556 | 174.9 | 427.88 | 207.79 | -97,880.06 | 0 |
| 2013-02-11 | SELL | 556 | 164.41 | 402.2 | 191.31 | 90,816.23 | -7,063.83 |
| 2013-12-18 | BUY | 451 | 200.2 | 397.28 | 183.95 | -90,871.42 | 0 |
| 2014-02-12 | SELL | 451 | 207.4 | 411.56 | 190.67 | 92,935.16 | 2,063.74 |
| 2014-03-31 | BUY | 432 | 213.8 | 406.39 | 188.35 | -92,956.34 | 0 |
| 2014-09-29 | SELL | 432 | 392.2 | 745.49 | 344.29 | 168,340.61 | 75,384.27 |
| 2014-11-02 | BUY | 451 | 370.7 | 735.62 | 339.13 | -168,260.44 | 0 |
| 2014-11-09 | SELL | 451 | 344.9 | 684.42 | 316.17 | 154,549.31 | -13,711.13 |
| 2015-01-19 | BUY | 432 | 355.5 | 675.73 | 325.63 | -154,577.36 | 0 |
| 2015-01-26 | SELL | 432 | 340 | 646.27 | 309.44 | 145,924.29 | -8,653.07 |
| 2015-07-02 | BUY | 439 | 330.1 | 637.62 | 297.49 | -145,849.01 | 0 |
| 2015-08-06 | SELL | 439 | 324 | 625.84 | 290.03 | 141,320.13 | -4,528.88 |
| 2016-06-08 | BUY | 291 | 256 | 327.78 | 157.47 | -74,981.25 | 0 |
| 2016-06-20 | SELL | 291 | 252 | 322.66 | 154.98 | 72,854.36 | -2,126.89 |
| 2016-06-29 | BUY | 545 | 253.9 | 608.85 | 311.37 | -139,295.72 | 0 |
| 2017-01-03 | SELL | 545 | 284 | 681.03 | 332.15 | 153,766.82 | 14,471.09 |
| 2017-01-08 | BUY | 530 | 288 | 671.62 | 324.21 | -153,635.83 | 0 |
| 2017-07-04 | SELL | 530 | 351.1 | 818.77 | 396.9 | 184,867.34 | 31,231.51 |
| 2017-07-10 | BUY | 540 | 340 | 807.84 | 383.75 | -184,791.59 | 0 |
| 2018-01-02 | SELL | 540 | 472.2 | 1,121.95 | 538.21 | 253,327.84 | 68,536.26 |
| 2018-01-09 | BUY | 533 | 472.6 | 1,108.34 | 534.35 | -253,538.49 | 0 |
| 2018-02-25 | SELL | 533 | 484.9 | 1,137.19 | 538.15 | 256,776.36 | 3,237.87 |
| 2020-07-21 | BUY | 1,037 | 245.9 | 1,121.99 | 574.7 | -256,694.99 | 0 |
| 2020-10-07 | SELL | 959 | 328.8 | 1,387.4 | 687.55 | 313,244.25 | 75,857.08 |
| 2020-10-08 | SELL | 78 | 326.1 | 111.92 | 51.27 | 25,272.62 | 5,964.8 |
| 2020-10-12 | BUY | 940 | 330.9 | 1,368.6 | 686.68 | -313,101.28 | 0 |
| 2020-11-22 | SELL | 940 | 327 | 1,352.47 | 708.94 | 305,318.59 | -7,782.69 |
| 2021-02-02 | BUY | 888 | 370.1 | 1,446.05 | 709.56 | -330,804.42 | 0 |
| 2021-02-22 | SELL | 888 | 359.7 | 1,405.42 | 696.85 | 317,311.33 | -13,493.09 |
| 2021-06-15 | BUY | 907 | 347.4 | 1,386.4 | 722.06 | -317,200.27 | 0 |
| 2021-10-10 | SELL | 907 | 372.3 | 1,485.77 | 737.09 | 335,453.24 | 18,252.97 |
| 2022-02-07 | BUY | 825 | 355.3 | 1,289.74 | 732.51 | -295,144.75 | 0 |
| 2022-02-27 | SELL | 620 | 345 | 941.16 | 497.89 | 212,460.95 | -9,344.8 |
| 2022-02-28 | SELL | 205 | 340.5 | 307.13 | 147.02 | 69,348.35 | -3,990.65 |
| 2024-09-15 | BUY | 965 | 331.6 | 1,407.97 | 655.01 | -322,056.98 | 0 |
| 2024-10-24 | SELL | 965 | 322.4 | 1,368.91 | 649.89 | 309,097.2 | -12,959.78 |
| 2024-12-18 | BUY | 960 | 320 | 1,351.68 | 706.46 | -309,258.14 | 0 |
| 2025-03-02 | SELL | 960 | 327.4 | 1,382.94 | 669.67 | 312,251.39 | 2,993.25 |
| 2026-02-24 | BUY | 1,164 | 266.4 | 1,364.39 | 727.23 | -312,181.22 | 0 |
| 2026-03-05 | SELL | 1,164 | 245.3 | 1,256.33 | 643.94 | 283,628.93 | -28,552.29 |
| 2026-07-19 | BUY | 1,093 | 257.8 | 1,239.81 | 634.75 | -283,649.96 | 0 |
| 2026-08-16 | SELL | 1,093 | 251.5 | 1,209.51 | 635.67 | 273,044.31 | -10,605.65 |