Net return 114.3% · drawdown 29.5% · 55 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: 4.6%. 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 · MACD + Flow: OBV
Net return -24.8% · drawdown 24.8% · 10 closed positions
Net return -38.7% · drawdown 38.8% · 10 closed positions
Variant 1; fixed stop 6.0%; maximum 90 sessions; gate None; fresh signal only; exit EMA 200 break; trailing arms at 12.0%, distance 3.5%; partial sale at 0.0% (0 = off).
Account reconciliation
Cash৳214,265
Unsettled৳0
Holdings৳0
NAV৳214,265
Realized P&L৳114,265
Unrealized P&L৳0
Fees৳94,188
Friction৳46,770
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 #43
115 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 |
| 2011-06-23 | BUY | 648 | 144.9 | 413.14 | 195.24 | -94,503.58 | 0 |
| 2011-06-28 | SELL | 648 | 154.5 | 440.51 | 206.87 | 99,468.62 | 4,965.04 |
| 2012-01-03 | BUY | 567 | 174.1 | 434.34 | 203.09 | -99,352.13 | 0 |
| 2012-01-12 | SELL | 567 | 174.7 | 435.84 | 201.51 | 98,417.55 | -934.58 |
| 2012-03-14 | BUY | 609 | 160.6 | 430.34 | 199.77 | -98,435.51 | 0 |
| 2012-03-19 | SELL | 609 | 174.7 | 468.13 | 217.46 | 105,706.72 | 7,271.2 |
| 2012-06-04 | BUY | 516 | 203.6 | 462.25 | 214.63 | -105,734.48 | 0 |
| 2012-07-11 | SELL | 516 | 191.38 | 434.52 | 202.69 | 98,116.94 | -7,617.54 |
| 2012-07-22 | BUY | 489 | 199.4 | 429.03 | 199.4 | -98,135.03 | 0 |
| 2012-07-25 | SELL | 489 | 205.5 | 442.15 | 205.19 | 99,842.16 | 1,707.13 |
| 2012-11-19 | BUY | 576 | 172.1 | 436.17 | 205.98 | -99,771.75 | 0 |
| 2012-11-22 | SELL | 576 | 169.1 | 428.57 | 201.9 | 96,771.13 | -3,000.62 |
| 2012-12-03 | BUY | 572 | 168.1 | 423.07 | 200.66 | -96,776.94 | 0 |
| 2012-12-06 | SELL | 572 | 167.6 | 421.82 | 200.12 | 95,245.27 | -1,531.67 |
| 2012-12-18 | BUY | 567 | 167.1 | 416.88 | 200.05 | -95,362.64 | 0 |
| 2012-12-23 | SELL | 567 | 169.9 | 423.87 | 205.56 | 95,703.87 | 341.23 |
| 2013-02-03 | BUY | 561 | 169.5 | 418.39 | 206.19 | -95,714.09 | 0 |
| 2013-02-06 | SELL | 561 | 172.8 | 426.54 | 205.52 | 96,308.74 | 594.66 |
| 2013-05-15 | BUY | 618 | 154.7 | 420.66 | 213.94 | -96,239.2 | 0 |
| 2013-05-20 | SELL | 618 | 166.2 | 451.93 | 226.74 | 102,032.93 | 5,793.73 |
| 2013-06-12 | BUY | 569 | 178.1 | 445.89 | 209.01 | -101,993.8 | 0 |
| 2013-07-14 | SELL | 569 | 211.5 | 529.51 | 244.4 | 119,569.59 | 17,575.78 |
| 2013-12-10 | BUY | 581 | 204.6 | 523.04 | 243.14 | -119,638.78 | 0 |
| 2014-04-09 | SELL | 581 | 245.3 | 627.09 | 290.97 | 141,602.98 | 21,964.2 |
| 2014-04-27 | BUY | 529 | 265.8 | 618.68 | 284.25 | -141,511.12 | 0 |
| 2014-06-17 | SELL | 529 | 301.08 | 700.79 | 324.28 | 158,246.25 | 16,735.12 |
| 2014-09-04 | BUY | 465 | 338.1 | 691.75 | 318.51 | -158,226.76 | 0 |
| 2014-09-29 | SELL | 465 | 392.2 | 802.44 | 371.04 | 181,199.52 | 22,972.76 |
| 2015-02-12 | BUY | 511 | 352.5 | 792.56 | 381.12 | -181,301.18 | 0 |
| 2015-03-02 | SELL | 511 | 331.35 | 745.01 | 356.79 | 168,218.06 | -13,083.12 |
| 2015-07-09 | BUY | 501 | 333.5 | 735.17 | 343.97 | -168,162.64 | 0 |
| 2015-08-03 | SELL | 501 | 328.5 | 724.15 | 336.51 | 163,517.85 | -4,644.8 |
| 2015-12-24 | BUY | 641 | 253.5 | 714.97 | 352.56 | -163,561.03 | 0 |
| 2015-12-29 | SELL | 641 | 254 | 716.38 | 354.93 | 161,742.69 | -1,818.35 |
| 2016-01-12 | BUY | 621 | 258.5 | 706.33 | 369.45 | -161,604.27 | 0 |
| 2016-01-17 | SELL | 621 | 257 | 702.23 | 365.93 | 158,528.84 | -3,075.43 |
| 2016-05-24 | BUY | 614 | 256.7 | 693.5 | 351.15 | -158,658.45 | 0 |
| 2016-05-29 | SELL | 614 | 255.2 | 689.45 | 351.32 | 155,652.03 | -3,006.42 |
| 2016-07-14 | BUY | 601 | 257 | 679.61 | 349.9 | -155,486.51 | 0 |
| 2016-07-18 | SELL | 601 | 259 | 684.9 | 350.48 | 154,623.62 | -862.88 |
| 2016-09-06 | BUY | 574 | 268 | 676.86 | 337.65 | -154,846.51 | 0 |
| 2016-09-20 | SELL | 574 | 262 | 661.71 | 340.16 | 149,386.13 | -5,460.38 |
| 2016-09-25 | BUY | 555 | 267.1 | 652.26 | 337.2 | -149,229.96 | 0 |
| 2017-02-02 | SELL | 555 | 306.5 | 748.47 | 353.99 | 169,005.03 | 19,775.08 |
| 2017-02-12 | BUY | 547 | 307.1 | 739.13 | 350.79 | -169,073.62 | 0 |
| 2017-04-12 | SELL | 547 | 340.55 | 819.63 | 393.6 | 185,066.8 | 15,993.18 |
| 2017-06-28 | BUY | 541 | 340 | 809.34 | 398.27 | -185,147.6 | 0 |
| 2017-09-11 | SELL | 541 | 419.78 | 999.23 | 477.46 | 225,621.58 | 40,473.98 |
| 2017-10-10 | BUY | 531 | 422 | 985.96 | 470.46 | -225,538.42 | 0 |
| 2017-11-15 | SELL | 531 | 489.16 | 1,142.87 | 541.9 | 258,058.4 | 32,519.98 |
| 2017-12-06 | BUY | 526 | 487 | 1,127.11 | 528.62 | -257,817.73 | 0 |
| 2018-04-17 | SELL | 526 | 485 | 1,122.48 | 552.48 | 253,435.03 | -4,382.7 |
| 2019-01-10 | BUY | 657 | 383.2 | 1,107.75 | 557.94 | -253,428.09 | 0 |
| 2019-01-15 | SELL | 657 | 390 | 1,127.41 | 560.04 | 254,542.55 | 1,114.45 |
| 2019-01-24 | BUY | 647 | 391.3 | 1,113.95 | 543.94 | -254,829 | 0 |
| 2019-02-13 | SELL | 647 | 388 | 1,104.56 | 522.26 | 249,409.18 | -5,419.82 |
| 2019-02-27 | BUY | 628 | 394.5 | 1,090.08 | 512.24 | -249,348.33 | 0 |
| 2019-03-05 | SELL | 505 | 394 | 875.47 | 411.5 | 197,683.03 | -2,827.96 |
| 2019-03-06 | SELL | 123 | 391.6 | 211.93 | 97.2 | 47,857.66 | -979.67 |
| 2019-03-13 | BUY | 623 | 391.7 | 1,073.73 | 514.66 | -245,617.49 | 0 |
| 2019-03-19 | SELL | 623 | 389 | 1,066.33 | 514.38 | 240,766.29 | -4,851.2 |
| 2019-09-24 | BUY | 657 | 363.9 | 1,051.96 | 516.44 | -240,650.7 | 0 |
| 2019-09-29 | SELL | 657 | 360 | 1,040.69 | 505.3 | 234,974.01 | -5,676.69 |
| 2019-10-27 | BUY | 645 | 327.6 | 929.73 | 459.84 | -212,691.57 | 0 |
| 2019-10-30 | SELL | 616 | 321.2 | 870.58 | 435.08 | 196,553.54 | -6,575.15 |
| 2019-10-31 | SELL | 29 | 319.6 | 40.78 | 18.62 | 9,209 | -353.88 |
| 2019-11-20 | BUY | 701 | 323.1 | 996.57 | 501.3 | -227,990.97 | 0 |
| 2019-11-25 | SELL | 701 | 312 | 962.33 | 475.64 | 217,274.03 | -10,716.95 |
| 2019-11-28 | BUY | 675 | 320 | 950.4 | 464.68 | -217,415.08 | 0 |
| 2019-12-03 | SELL | 675 | 311.4 | 924.86 | 451.47 | 208,818.67 | -8,596.41 |
| 2020-01-21 | BUY | 741 | 279.9 | 912.59 | 454.31 | -208,772.8 | 0 |
| 2020-01-26 | SELL | 741 | 274 | 893.35 | 439.5 | 201,701.16 | -7,071.64 |
| 2020-07-22 | BUY | 813 | 246.5 | 881.78 | 438.57 | -201,724.85 | 0 |
| 2020-07-27 | SELL | 813 | 259.9 | 929.71 | 452.49 | 209,916.5 | 8,191.64 |
| 2020-08-09 | BUY | 818 | 255 | 917.8 | 435.5 | -209,943.3 | 0 |
| 2020-08-13 | SELL | 818 | 290 | 1,043.77 | 495.34 | 235,680.9 | 25,737.6 |
| 2020-08-24 | BUY | 794 | 295 | 1,030.61 | 485.92 | -235,746.53 | 0 |
| 2020-09-16 | SELL | 794 | 342.29 | 1,195.81 | 566.9 | 270,011.98 | 34,265.45 |
| 2020-10-14 | BUY | 805 | 333 | 1,179.49 | 586.41 | -269,830.89 | 0 |
| 2021-01-06 | SELL | 805 | 374.42 | 1,326.2 | 647.34 | 299,434.56 | 29,603.67 |
| 2021-01-19 | BUY | 774 | 384.2 | 1,308.43 | 632.16 | -299,311.39 | 0 |
| 2021-02-22 | SELL | 774 | 359.7 | 1,224.99 | 600.9 | 276,581.91 | -22,729.48 |
| 2021-06-13 | BUY | 783 | 351 | 1,209.27 | 618.89 | -276,661.15 | 0 |
| 2021-09-13 | SELL | 783 | 382.91 | 1,319.21 | 658.3 | 297,842.59 | 21,181.43 |
| 2022-01-13 | BUY | 829 | 357.1 | 1,302.56 | 714.31 | -298,052.77 | 0 |
| 2022-01-30 | SELL | 647 | 352 | 1,002.07 | 526.92 | 226,215.01 | -6,402.77 |
| 2022-01-31 | SELL | 182 | 356.2 | 285.24 | 135.36 | 64,407.8 | -1,027.19 |
| 2022-02-07 | BUY | 812 | 355.3 | 1,269.42 | 718.7 | -290,491.71 | 0 |
| 2022-02-22 | SELL | 812 | 355.8 | 1,271.2 | 721.54 | 286,916.86 | -3,574.85 |
| 2022-04-24 | BUY | 772 | 324.1 | 1,100.9 | 613.96 | -251,920.07 | 0 |
| 2022-04-27 | SELL | 772 | 326.4 | 1,108.72 | 616.53 | 250,255.55 | -1,664.52 |
| 2024-07-02 | BUY | 1,144 | 247.6 | 1,246.32 | 716.55 | -285,217.27 | 0 |
| 2024-07-07 | SELL | 1,144 | 243 | 1,223.16 | 691.32 | 276,077.52 | -9,139.75 |
| 2024-07-24 | BUY | 1,105 | 248.2 | 1,206.75 | 652.37 | -276,120.12 | 0 |
| 2024-07-29 | SELL | 1,090 | 257 | 1,232.57 | 663.56 | 278,233.86 | 5,861.98 |
| 2024-07-30 | SELL | 15 | 254.2 | 16.78 | 7.65 | 3,788.58 | 40.34 |
| 2024-08-15 | BUY | 735 | 381 | 1,232.15 | 576.01 | -281,843.17 | 0 |
| 2024-08-20 | SELL | 735 | 353 | 1,141.6 | 528.56 | 257,784.84 | -24,058.33 |