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 2.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2024-09-25 | BUY | 738 | 347.1 | 1,127.1 | 526.34 | -257,813.25 | 0 |
| 2024-10-07 | SELL | 738 | 326.27 | 1,059.48 | 494.21 | 239,236.52 | -18,576.72 |
| 2024-12-04 | BUY | 733 | 324.5 | 1,046.58 | 512.92 | -239,417.99 | 0 |
| 2025-04-23 | SELL | 402 | 319.6 | 565.31 | 288.84 | 127,625.05 | -3,679.23 |
| 2025-04-24 | SELL | 331 | 321 | 467.5 | 236.56 | 105,546.93 | -2,566.79 |
| 2025-07-21 | BUY | 764 | 303 | 1,018.56 | 550.87 | -233,061.43 | 0 |
| 2025-08-17 | SELL | 764 | 306 | 1,028.65 | 509.36 | 232,245.99 | -815.44 |
| 2026-01-21 | BUY | 872 | 264.7 | 1,015.6 | 548.89 | -232,382.89 | 0 |
| 2026-01-26 | SELL | 872 | 264.7 | 1,015.6 | 536.15 | 229,266.65 | -3,116.25 |
| 2026-02-16 | BUY | 819 | 278 | 1,001.8 | 507.06 | -229,190.86 | 0 |
| 2026-02-19 | SELL | 819 | 267 | 962.16 | 483.06 | 217,227.77 | -11,963.08 |
| 2026-06-18 | BUY | 858 | 251.5 | 949.46 | 507.74 | -217,244.2 | 0 |
| 2026-06-23 | SELL | 858 | 254.4 | 960.41 | 498.62 | 216,816.17 | -428.03 |
| 2026-07-28 | BUY | 829 | 259.8 | 947.65 | 483.58 | -216,805.42 | 0 |
| 2026-08-02 | SELL | 829 | 260 | 948.38 | 490.9 | 214,100.73 | -2,704.69 |