Net return 124.4% · drawdown 25.4% · 28 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: 4.9%. 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.
#44 · MACD
Net return -21.2% · drawdown 21.2% · 3 closed positions
Net return -30.4% · drawdown 30.4% · 3 closed positions
Variant 1; fixed stop 6.0%; maximum 90 sessions; gate EMA 50 & 200; fresh signal only; exit EMA 200 break; trailing arms at 18.0%, distance 2.0%; partial sale at 20.0% (0 = off).
Account reconciliation
Cash৳224,442
Unsettled৳0
Holdings৳0
NAV৳224,442
Realized P&L৳124,442
Unrealized P&L৳0
Fees৳46,484
Friction৳22,501
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
62 fills, including partial sales. Page 1.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2011-01-13 | BUY | 423 | 234.8 | 437.01 | 199.79 | -99,957.2 | 0 |
| 2011-01-18 | SELL | 423 | 228.7 | 425.66 | 194.63 | 96,119.81 | -3,837.39 |
| 2012-06-04 | BUY | 469 | 203.6 | 420.15 | 194.7 | -96,103.25 | 0 |
| 2012-07-11 | SELL | 469 | 191.38 | 394.94 | 183.8 | 89,180.36 | -6,922.89 |
| 2012-07-22 | BUY | 444 | 199.4 | 389.55 | 180.69 | -89,103.83 | 0 |
| 2012-07-25 | SELL | 444 | 205.5 | 401.46 | 185.96 | 90,654.58 | 1,550.75 |
| 2013-06-12 | BUY | 506 | 178.1 | 396.52 | 185.25 | -90,700.37 | 0 |
| 2013-07-10 | SELL | 253 | 220.7 | 245.68 | 112.79 | 55,478.63 | 10,128.44 |
| 2013-07-11 | SELL | 253 | 216.87 | 241.42 | 110.59 | 54,517.11 | 9,166.92 |
| 2013-12-10 | BUY | 534 | 204.6 | 480.73 | 223.07 | -109,960.2 | 0 |
| 2014-04-08 | SELL | 267 | 247 | 290.18 | 133.37 | 65,525.45 | 10,545.35 |
| 2014-04-09 | SELL | 267 | 247.9 | 291.23 | 133.66 | 65,764.41 | 10,784.31 |
| 2014-04-27 | BUY | 491 | 265.8 | 574.23 | 263.63 | -131,345.66 | 0 |
| 2014-08-07 | SELL | 491 | 323.9 | 699.75 | 324.02 | 158,011.13 | 26,665.47 |
| 2014-09-04 | BUY | 464 | 338.1 | 690.26 | 317.82 | -157,886.48 | 0 |
| 2014-09-28 | SELL | 232 | 405.72 | 414.16 | 190 | 93,522.88 | 14,579.64 |
| 2014-09-29 | SELL | 232 | 392.2 | 400.36 | 183.55 | 90,406.49 | 11,463.25 |
| 2014-10-29 | BUY | 488 | 374.6 | 804.34 | 371.09 | -183,980.23 | 0 |
| 2014-11-06 | SELL | 488 | 352.12 | 756.08 | 349.57 | 170,730.87 | -13,249.36 |
| 2014-12-29 | BUY | 476 | 356.5 | 746.65 | 356.89 | -170,797.55 | 0 |
| 2015-01-25 | SELL | 476 | 335.11 | 701.85 | 337.38 | 158,473.12 | -12,324.42 |
| 2015-06-14 | BUY | 470 | 335 | 692.78 | 322.9 | -158,465.68 | 0 |
| 2015-06-22 | SELL | 470 | 328.9 | 680.17 | 316.56 | 153,586.28 | -4,879.4 |
| 2015-07-02 | BUY | 462 | 330.1 | 671.03 | 313.5 | -153,490.73 | 0 |
| 2015-07-08 | SELL | 462 | 328 | 666.76 | 311.52 | 150,557.72 | -2,933 |
| 2016-09-06 | BUY | 558 | 268 | 657.99 | 327.43 | -150,529.42 | 0 |
| 2016-09-20 | SELL | 558 | 262 | 643.26 | 329.61 | 145,223.12 | -5,306.3 |
| 2016-09-25 | BUY | 540 | 267.1 | 634.63 | 327.01 | -145,195.64 | 0 |
| 2017-02-02 | SELL | 540 | 306.5 | 728.24 | 344.06 | 164,437.69 | 19,242.05 |
| 2017-02-12 | BUY | 532 | 307.1 | 718.86 | 340.77 | -164,436.83 | 0 |
| 2017-06-22 | SELL | 532 | 338.8 | 793.06 | 392.64 | 179,055.9 | 14,619.07 |
| 2017-07-16 | BUY | 487 | 365.1 | 782.34 | 366.72 | -178,952.75 | 0 |
| 2017-09-11 | SELL | 487 | 426.3 | 913.48 | 434.66 | 206,259.96 | 27,307.21 |
| 2017-10-10 | BUY | 486 | 422 | 902.4 | 428.86 | -206,423.26 | 0 |
| 2017-11-14 | SELL | 243 | 506.4 | 541.44 | 251.95 | 122,261.81 | 19,050.18 |
| 2017-11-15 | SELL | 243 | 496.76 | 531.14 | 246.27 | 119,935.76 | 16,724.13 |
| 2017-12-06 | BUY | 494 | 487 | 1,058.54 | 495.53 | -242,132.07 | 0 |
| 2018-04-17 | SELL | 494 | 485 | 1,054.2 | 516.46 | 238,019.35 | -4,112.73 |
| 2019-01-24 | BUY | 604 | 391.3 | 1,039.92 | 505.46 | -237,890.58 | 0 |
| 2019-02-13 | SELL | 604 | 388 | 1,031.15 | 486.3 | 232,834.55 | -5,056.03 |
| 2019-02-27 | BUY | 587 | 394.5 | 1,018.91 | 477.78 | -233,068.19 | 0 |
| 2019-03-05 | SELL | 505 | 394 | 875.47 | 411.5 | 197,683.03 | -2,827.08 |
| 2019-03-06 | SELL | 82 | 391.6 | 141.29 | 64.61 | 31,905.3 | -652.78 |
| 2019-03-13 | BUY | 582 | 391.7 | 1,003.07 | 479.16 | -229,451.62 | 0 |
| 2019-03-19 | SELL | 582 | 389 | 996.15 | 478.71 | 224,923.14 | -4,528.48 |
| 2020-08-24 | BUY | 758 | 295 | 983.88 | 463.13 | -225,057.02 | 0 |
| 2020-09-14 | SELL | 758 | 346.72 | 1,156.39 | 546.39 | 261,114 | 36,056.99 |
| 2020-10-14 | BUY | 779 | 333 | 1,141.39 | 565.89 | -261,114.28 | 0 |
| 2021-02-23 | SELL | 779 | 349 | 1,196.23 | 585.08 | 270,089.69 | 8,975.4 |
| 2021-05-12 | BUY | 775 | 346.2 | 1,180.54 | 626.33 | -270,111.87 | 0 |
| 2021-10-04 | SELL | 775 | 380 | 1,295.8 | 633.41 | 292,570.79 | 22,458.91 |
| 2021-12-06 | BUY | 435 | 362.8 | 694.4 | 361.95 | -158,874.34 | 0 |
| 2021-12-15 | SELL | 435 | 357.3 | 683.87 | 357.18 | 154,384.44 | -4,489.9 |
| 2022-02-07 | BUY | 805 | 355.3 | 1,258.47 | 711.29 | -287,986.26 | 0 |
| 2022-02-22 | SELL | 805 | 355.8 | 1,260.24 | 714.09 | 284,444.67 | -3,541.6 |
| 2024-08-15 | BUY | 742 | 381 | 1,243.89 | 581.65 | -284,527.54 | 0 |
| 2024-08-20 | SELL | 742 | 353 | 1,152.47 | 533.68 | 260,239.84 | -24,287.7 |
| 2024-09-25 | BUY | 745 | 347.1 | 1,137.79 | 531.47 | -260,258.76 | 0 |
| 2024-10-07 | SELL | 745 | 326.27 | 1,069.53 | 499.02 | 241,505.58 | -18,753.18 |
| 2024-12-18 | BUY | 750 | 320 | 1,056 | 536.19 | -241,592.19 | 0 |
| 2025-04-27 | SELL | 709 | 300.8 | 938.38 | 526.62 | 211,802.21 | -16,582.95 |
| 2025-04-28 | SELL | 41 | 309.7 | 55.87 | 25.71 | 12,616.12 | -590.92 |