Net return -24.1% · drawdown 68.4% · 42 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: -1.6%. 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.
#44 · Flow: Anchored VWAP + Flow: RVOL percentile
Net return 61.4% · drawdown 10.9% · 6 closed positions
Net return 65.3% · drawdown 8.5% · 5 closed positions
Variant 2; fixed stop 22.0%; maximum 30 sessions; gate None; continuous signal; exit stop/time only; trailing arms at 0.0%, distance 0.0%; partial sale at 0.0% (0 = off).
Account reconciliation
Cash৳75,851
Unsettled৳0
Holdings৳0
NAV৳75,851
Realized P&L৳-24,149
Unrealized P&L৳0
Fees৳23,818
Friction৳11,112
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 #44
84 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 |
| 2011-01-20 | SELL | 368 | 207.9 | 336.63 | 154.07 | 76,016.5 | -23,944.08 |
| 2011-07-11 | BUY | 433 | 174.4 | 332.27 | 153.08 | -76,000.54 | 0 |
| 2011-08-25 | SELL | 433 | 179.7 | 342.36 | 156.95 | 77,310.79 | 1,310.24 |
| 2011-10-27 | BUY | 472 | 162.8 | 338.1 | 156.55 | -77,336.25 | 0 |
| 2011-12-18 | SELL | 472 | 155.3 | 322.53 | 149 | 72,830.07 | -4,506.18 |
| 2012-04-01 | BUY | 369 | 196 | 318.23 | 146.13 | -72,788.36 | 0 |
| 2012-05-15 | SELL | 369 | 205.7 | 333.97 | 152.71 | 75,416.62 | 2,628.26 |
| 2012-07-23 | BUY | 368 | 203.5 | 329.51 | 152.22 | -75,369.73 | 0 |
| 2012-09-16 | SELL | 368 | 170.8 | 276.56 | 127.31 | 62,450.53 | -12,919.19 |
| 2012-10-31 | BUY | 355 | 174.8 | 273.04 | 127.52 | -62,454.55 | 0 |
| 2012-12-13 | SELL | 355 | 166.5 | 260.07 | 121.49 | 58,725.94 | -3,728.61 |
| 2012-12-30 | BUY | 334 | 175 | 257.18 | 121.03 | -58,828.21 | 0 |
| 2013-02-11 | SELL | 334 | 165.9 | 243.81 | 113.94 | 55,052.85 | -3,775.36 |
| 2013-05-15 | BUY | 353 | 154.7 | 240.28 | 116.63 | -54,966.01 | 0 |
| 2013-06-30 | SELL | 353 | 178.9 | 277.87 | 128.08 | 62,745.76 | 7,779.74 |
| 2013-10-29 | BUY | 333 | 187.2 | 274.29 | 128.86 | -62,740.74 | 0 |
| 2013-12-10 | SELL | 333 | 204.6 | 299.78 | 138.04 | 67,693.98 | 4,953.24 |
| 2014-03-03 | BUY | 305 | 220.3 | 295.64 | 136.06 | -67,623.21 | 0 |
| 2014-04-17 | SELL | 305 | 254.6 | 341.67 | 156.53 | 77,154.8 | 9,531.59 |
| 2014-04-27 | BUY | 289 | 265.8 | 337.99 | 154.54 | -77,308.73 | 0 |
| 2014-06-10 | SELL | 289 | 286.3 | 364.06 | 167.37 | 82,209.27 | 4,900.54 |
| 2014-09-23 | BUY | 214 | 380.7 | 358.47 | 164.32 | -81,992.58 | 0 |
| 2014-11-12 | SELL | 214 | 354.2 | 333.51 | 152.94 | 75,312.35 | -6,680.24 |
| 2015-02-12 | BUY | 212 | 352.5 | 328.81 | 153.05 | -75,211.86 | 0 |
| 2015-03-30 | SELL | 212 | 358.7 | 334.6 | 154.7 | 75,555.11 | 343.24 |
| 2015-06-14 | BUY | 225 | 335 | 331.65 | 152.58 | -75,859.23 | 0 |
| 2015-08-02 | SELL | 225 | 330 | 326.7 | 150.05 | 73,773.25 | -2,085.98 |
| 2015-12-01 | BUY | 273 | 267.9 | 321.8 | 152.96 | -73,611.46 | 0 |
| 2016-01-13 | SELL | 273 | 255.4 | 306.79 | 148.8 | 69,268.61 | -4,342.85 |
| 2016-01-18 | BUY | 265 | 259.5 | 302.58 | 145.54 | -69,215.62 | 0 |
| 2016-03-02 | SELL | 265 | 244.1 | 284.62 | 133.93 | 64,267.95 | -4,947.67 |
| 2016-04-21 | BUY | 263 | 243 | 281.2 | 137.02 | -64,327.22 | 0 |
| 2016-06-06 | SELL | 263 | 255.2 | 295.32 | 141.57 | 66,680.72 | 2,353.5 |
| 2016-07-27 | BUY | 238 | 278 | 291.12 | 136.03 | -66,591.15 | 0 |
| 2016-09-18 | SELL | 238 | 265 | 277.51 | 132 | 62,660.49 | -3,930.66 |
| 2016-10-24 | BUY | 222 | 281.2 | 274.68 | 129.27 | -62,830.34 | 0 |
| 2016-12-05 | SELL | 222 | 284 | 277.41 | 128.73 | 62,641.85 | -188.49 |
| 2017-01-19 | BUY | 209 | 297 | 273.12 | 126.66 | -62,472.78 | 0 |
| 2017-03-05 | SELL | 209 | 311.9 | 286.82 | 132.91 | 64,767.36 | 2,294.59 |
| 2017-03-30 | BUY | 195 | 330 | 283.14 | 131.99 | -64,765.13 | 0 |
| 2017-05-15 | SELL | 195 | 335.6 | 287.94 | 135.64 | 65,018.42 | 253.29 |
| 2017-07-02 | BUY | 188 | 344.3 | 284.8 | 132.65 | -65,145.86 | 0 |
| 2017-08-13 | SELL | 188 | 381.6 | 315.66 | 145.05 | 71,280.09 | 6,134.23 |
| 2017-09-10 | BUY | 173 | 408 | 310.57 | 143.72 | -71,038.29 | 0 |
| 2017-10-23 | SELL | 173 | 431.9 | 328.76 | 152.41 | 74,237.53 | 3,199.24 |
| 2017-11-14 | BUY | 150 | 493.8 | 325.91 | 150.25 | -74,546.16 | 0 |
| 2017-12-27 | SELL | 150 | 465.3 | 307.1 | 141.54 | 69,346.37 | -5,199.8 |
| 2018-10-24 | BUY | 185 | 372 | 302.81 | 141.7 | -69,264.5 | 0 |
| 2018-12-06 | SELL | 185 | 362 | 294.67 | 138.73 | 66,536.6 | -2,727.9 |
| 2019-01-09 | BUY | 173 | 382 | 290.78 | 136.34 | -66,513.11 | 0 |
| 2019-02-20 | SELL | 173 | 379.5 | 288.88 | 132.53 | 65,232.09 | -1,281.02 |
| 2019-03-27 | BUY | 158 | 410.1 | 285.1 | 131.79 | -65,212.69 | 0 |
| 2019-05-13 | SELL | 158 | 351.5 | 244.36 | 113.99 | 55,178.65 | -10,034.04 |
| 2019-09-23 | BUY | 152 | 361 | 241.44 | 112.02 | -55,225.45 | 0 |
| 2019-11-05 | SELL | 152 | 313.1 | 209.4 | 97.53 | 47,284.27 | -7,941.19 |
| 2020-01-05 | BUY | 166 | 283.5 | 207.07 | 97.33 | -47,365.4 | 0 |
| 2020-02-16 | SELL | 166 | 261.4 | 190.93 | 87.82 | 43,113.65 | -4,251.75 |
| 2020-02-20 | BUY | 153 | 280 | 188.5 | 86.72 | -43,115.22 | 0 |
| 2020-03-18 | SELL | 153 | 218.4 | 147.03 | 67.22 | 33,200.95 | -9,914.27 |
| 2020-07-26 | BUY | 131 | 251 | 144.68 | 66.57 | -33,092.25 | 0 |
| 2020-09-09 | SELL | 131 | 339 | 195.4 | 89.36 | 44,124.24 | 11,031.99 |
| 2020-12-29 | BUY | 124 | 353 | 192.6 | 88.74 | -44,053.34 | 0 |
| 2021-02-10 | SELL | 124 | 377.7 | 206.07 | 94.78 | 46,533.94 | 2,480.61 |
| 2021-04-21 | BUY | 136 | 340.2 | 203.58 | 95.19 | -46,565.96 | 0 |
| 2021-06-07 | SELL | 136 | 349.5 | 209.14 | 96.95 | 47,225.91 | 659.95 |
| 2021-08-02 | BUY | 124 | 380 | 207.33 | 95.93 | -47,423.26 | 0 |
| 2021-09-19 | SELL | 124 | 384.9 | 210 | 96.72 | 47,420.88 | -2.38 |
| 2022-01-04 | BUY | 135 | 347.8 | 206.59 | 97.91 | -47,257.5 | 0 |
| 2022-02-15 | SELL | 135 | 358 | 212.65 | 101.33 | 48,016.02 | 758.52 |
| 2022-07-06 | BUY | 164 | 292 | 210.71 | 98.19 | -48,196.9 | 0 |
| 2022-08-24 | SELL | 164 | 288 | 207.82 | 96.3 | 46,927.88 | -1,269.02 |
| 2024-06-27 | BUY | 197 | 236.2 | 204.74 | 97.52 | -46,833.66 | 0 |
| 2024-08-18 | SELL | 197 | 374.9 | 324.96 | 148.66 | 73,381.68 | 26,548.01 |
| 2025-01-07 | BUY | 224 | 325.8 | 321.11 | 152.12 | -73,452.43 | 0 |
| 2025-02-18 | SELL | 224 | 347.9 | 342.89 | 159.52 | 77,427.19 | 3,974.76 |
| 2025-02-24 | BUY | 222 | 346 | 337.97 | 156.33 | -77,306.3 | 0 |
| 2025-04-16 | SELL | 222 | 321 | 313.55 | 151.43 | 70,797.02 | -6,509.29 |
| 2025-06-29 | BUY | 232 | 302.7 | 309 | 155.67 | -70,691.07 | 0 |
| 2025-08-17 | SELL | 232 | 306 | 312.36 | 145.84 | 70,533.8 | -157.27 |
| 2026-01-05 | BUY | 277 | 253.3 | 308.72 | 151.47 | -70,624.3 | 0 |
| 2026-02-19 | SELL | 277 | 267 | 325.42 | 153.15 | 73,480.43 | 2,856.14 |
| 2026-06-08 | BUY | 296 | 246.8 | 321.43 | 156.08 | -73,530.31 | 0 |
| 2026-07-21 | SELL | 296 | 257.5 | 335.37 | 158 | 75,726.63 | 2,196.32 |