Net return 22.6% · drawdown 51.1% · 41 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: 1.2%. 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.
#43 · Flow: Anchored VWAP + Flow: RVOL percentile
Net return 64.1% · drawdown 10.9% · 6 closed positions
Net return 68.0% · drawdown 8.5% · 5 closed positions
Variant 2; fixed stop 10.0%; maximum 30 sessions; gate None; fresh signal only; exit stop/time only; trailing arms at 18.0%, distance 3.5%; partial sale at 0.0% (0 = off).
Account reconciliation
Cash৳122,615
Unsettled৳0
Holdings৳0
NAV৳122,615
Realized P&L৳22,615
Unrealized P&L৳0
Fees৳30,028
Friction৳14,165
NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.46e-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 #43
82 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 |
| 2011-01-03 | SELL | 368 | 242.2 | 392.17 | 179.3 | 88,558.13 | -11,402.45 |
| 2011-10-27 | BUY | 540 | 162.8 | 386.81 | 179.58 | -88,478.39 | 0 |
| 2011-11-15 | SELL | 540 | 146.52 | 348.13 | 160.84 | 78,611.83 | -9,866.56 |
| 2011-11-20 | BUY | 469 | 166.6 | 343.8 | 158.62 | -78,637.82 | 0 |
| 2012-01-03 | SELL | 469 | 174.1 | 359.27 | 167.18 | 81,126.45 | 2,488.63 |
| 2012-07-23 | BUY | 396 | 203.5 | 354.58 | 164 | -81,104.58 | 0 |
| 2012-08-26 | SELL | 396 | 183.15 | 319.12 | 147.15 | 72,061.13 | -9,043.45 |
| 2012-10-31 | BUY | 410 | 174.8 | 315.34 | 147.88 | -72,131.22 | 0 |
| 2012-12-13 | SELL | 410 | 166.5 | 300.37 | 140.89 | 67,823.74 | -4,307.48 |
| 2012-12-30 | BUY | 385 | 175 | 296.45 | 140.24 | -67,811.69 | 0 |
| 2013-02-11 | SELL | 385 | 165.9 | 281.03 | 131.89 | 63,458.58 | -4,353.11 |
| 2013-05-30 | BUY | 363 | 173.7 | 277.43 | 130.78 | -63,461.32 | 0 |
| 2013-07-14 | SELL | 363 | 211.5 | 337.81 | 155.06 | 76,281.63 | 12,820.31 |
| 2013-10-29 | BUY | 405 | 187.2 | 333.59 | 157.82 | -76,307.41 | 0 |
| 2013-12-10 | SELL | 405 | 204.6 | 364.6 | 168.35 | 82,330.05 | 6,022.64 |
| 2014-03-03 | BUY | 371 | 220.3 | 359.62 | 165.95 | -82,256.87 | 0 |
| 2014-04-16 | SELL | 371 | 255.8 | 417.57 | 191.73 | 94,292.5 | 12,035.63 |
| 2014-04-27 | BUY | 352 | 265.8 | 411.67 | 188.46 | -94,161.74 | 0 |
| 2014-06-10 | SELL | 352 | 286.3 | 443.42 | 204.36 | 100,129.82 | 5,968.08 |
| 2014-09-23 | BUY | 261 | 380.7 | 437.2 | 200.77 | -100,000.67 | 0 |
| 2014-11-09 | SELL | 261 | 342.63 | 393.48 | 180.53 | 88,852.43 | -11,148.24 |
| 2015-02-12 | BUY | 251 | 352.5 | 389.3 | 181.99 | -89,048.79 | 0 |
| 2015-03-30 | SELL | 251 | 358.7 | 396.15 | 183.72 | 89,453.83 | 405.04 |
| 2015-06-14 | BUY | 265 | 335 | 390.61 | 180.09 | -89,345.7 | 0 |
| 2015-08-02 | SELL | 265 | 330 | 384.78 | 177.05 | 86,888.17 | -2,457.54 |
| 2015-12-01 | BUY | 323 | 267.9 | 380.74 | 182.43 | -87,094.87 | 0 |
| 2016-01-13 | SELL | 323 | 255.4 | 362.97 | 178.08 | 81,953.14 | -5,141.72 |
| 2016-01-18 | BUY | 314 | 259.5 | 358.53 | 174.21 | -82,015.73 | 0 |
| 2016-03-02 | SELL | 314 | 244.1 | 337.25 | 159.69 | 76,150.46 | -5,865.27 |
| 2016-04-21 | BUY | 311 | 243 | 332.52 | 164.01 | -76,069.53 | 0 |
| 2016-06-06 | SELL | 311 | 255.2 | 349.22 | 168.98 | 78,849 | 2,779.47 |
| 2016-07-27 | BUY | 282 | 278 | 344.94 | 161.99 | -78,902.93 | 0 |
| 2016-09-18 | SELL | 282 | 265 | 328.81 | 157.69 | 74,243.5 | -4,659.44 |
| 2016-10-24 | BUY | 262 | 281.2 | 324.17 | 153.5 | -74,152.06 | 0 |
| 2016-12-05 | SELL | 262 | 284 | 327.4 | 152.49 | 73,928.11 | -223.95 |
| 2017-01-19 | BUY | 247 | 297 | 322.78 | 150.22 | -73,832 | 0 |
| 2017-03-05 | SELL | 247 | 311.9 | 338.97 | 157.62 | 76,542.7 | 2,710.7 |
| 2017-03-30 | BUY | 231 | 330 | 335.41 | 157.08 | -76,722.49 | 0 |
| 2017-05-15 | SELL | 231 | 335.6 | 341.1 | 161.72 | 77,020.78 | 298.29 |
| 2017-07-02 | BUY | 222 | 344.3 | 336.31 | 157.33 | -76,928.24 | 0 |
| 2017-08-13 | SELL | 222 | 381.6 | 372.75 | 171.62 | 84,170.84 | 7,242.6 |
| 2017-09-10 | BUY | 205 | 408 | 368.02 | 170.86 | -84,178.88 | 0 |
| 2017-10-23 | SELL | 205 | 431.9 | 389.57 | 181.26 | 87,968.67 | 3,789.79 |
| 2017-11-14 | BUY | 177 | 493.8 | 384.57 | 177.75 | -87,964.92 | 0 |
| 2017-12-27 | SELL | 177 | 465.3 | 362.38 | 167.43 | 81,828.3 | -6,136.62 |
| 2018-10-24 | BUY | 218 | 372 | 356.82 | 167.83 | -81,620.65 | 0 |
| 2018-12-06 | SELL | 218 | 362 | 347.23 | 164.48 | 78,404.29 | -3,216.36 |
| 2019-01-09 | BUY | 204 | 382 | 342.88 | 161.65 | -78,432.53 | 0 |
| 2019-02-20 | SELL | 204 | 379.5 | 340.64 | 156.54 | 76,920.82 | -1,511.71 |
| 2019-03-27 | BUY | 187 | 410.1 | 337.43 | 156.46 | -77,182.59 | 0 |
| 2019-04-08 | SELL | 187 | 369.09 | 303.69 | 140.13 | 68,576.01 | -8,606.58 |
| 2019-09-23 | BUY | 188 | 361 | 298.62 | 139.21 | -68,305.83 | 0 |
| 2019-10-13 | SELL | 188 | 324.9 | 268.76 | 124.51 | 60,687.94 | -7,617.9 |
| 2020-01-05 | BUY | 213 | 283.5 | 265.7 | 126.05 | -60,777.25 | 0 |
| 2020-01-09 | SELL | 213 | 254.2 | 238.24 | 112.74 | 53,793.63 | -6,983.62 |
| 2020-01-20 | BUY | 202 | 265.3 | 235.8 | 110.52 | -53,936.92 | 0 |
| 2020-02-24 | SELL | 202 | 310.15 | 275.66 | 126.87 | 62,247.97 | 8,311.05 |
| 2020-07-26 | BUY | 246 | 251 | 271.68 | 126.35 | -62,144.03 | 0 |
| 2020-08-16 | SELL | 246 | 287.57 | 311.27 | 143.27 | 70,287.68 | 8,143.65 |
| 2020-12-29 | BUY | 198 | 353 | 307.53 | 142.84 | -70,344.37 | 0 |
| 2021-02-10 | SELL | 198 | 377.7 | 329.05 | 152.41 | 74,303.14 | 3,958.76 |
| 2021-04-21 | BUY | 217 | 340.2 | 324.82 | 154.4 | -74,302.63 | 0 |
| 2021-06-07 | SELL | 217 | 349.5 | 333.7 | 156.47 | 75,351.32 | 1,048.7 |
| 2021-08-02 | BUY | 197 | 380 | 329.38 | 153.99 | -75,343.37 | 0 |
| 2021-09-19 | SELL | 197 | 384.9 | 333.63 | 154.85 | 75,336.82 | -6.55 |
| 2022-01-04 | BUY | 215 | 347.8 | 329.02 | 159.7 | -75,265.72 | 0 |
| 2022-02-15 | SELL | 215 | 358 | 338.67 | 165.79 | 76,465.54 | 1,199.82 |
| 2022-07-06 | BUY | 260 | 292 | 334.05 | 157.91 | -76,411.96 | 0 |
| 2022-08-24 | SELL | 260 | 288 | 329.47 | 154.37 | 74,396.16 | -2,015.8 |
| 2024-06-27 | BUY | 314 | 236.2 | 326.33 | 159.66 | -74,652.8 | 0 |
| 2024-08-15 | SELL | 314 | 381 | 526.39 | 242.18 | 118,865.43 | 44,212.63 |
| 2025-01-07 | BUY | 362 | 325.8 | 518.93 | 251.98 | -118,710.52 | 0 |
| 2025-02-18 | SELL | 362 | 347.9 | 554.14 | 261.44 | 125,124.22 | 6,413.7 |
| 2025-02-24 | BUY | 359 | 346 | 546.54 | 255.51 | -125,016.05 | 0 |
| 2025-04-16 | SELL | 359 | 321 | 507.05 | 253.76 | 114,478.18 | -10,537.86 |
| 2025-06-29 | BUY | 376 | 302.7 | 500.79 | 267.6 | -114,583.59 | 0 |
| 2025-08-17 | SELL | 376 | 306 | 506.25 | 240.23 | 114,309.52 | -274.07 |
| 2026-01-05 | BUY | 448 | 253.3 | 499.3 | 256.11 | -114,233.82 | 0 |
| 2026-02-19 | SELL | 448 | 267 | 526.31 | 252.91 | 118,836.78 | 4,602.96 |
| 2026-06-08 | BUY | 479 | 246.8 | 520.16 | 262.55 | -118,999.9 | 0 |
| 2026-07-21 | SELL | 479 | 257.5 | 542.71 | 261.25 | 122,538.54 | 3,538.64 |