Net return 2.3% · drawdown 59.8% · 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: 0.1%. 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.
#45 · 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 15.0%; maximum 30 sessions; gate None; continuous signal; exit stop/time only; trailing arms at 0.0%, distance 2.0%; partial sale at 0.0% (0 = off).
Account reconciliation
Cash৳102,265
Unsettled৳0
Holdings৳0
NAV৳102,265
Realized P&L৳2,265
Unrealized P&L৳0
Fees৳27,829
Friction৳13,063
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 #45
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 |
| 2011-01-06 | SELL | 368 | 228 | 369.18 | 168.73 | 83,366.1 | -16,594.48 |
| 2011-07-11 | BUY | 475 | 174.4 | 364.5 | 168.14 | -83,372.64 | 0 |
| 2011-08-25 | SELL | 475 | 179.7 | 375.57 | 172.32 | 84,809.61 | 1,436.97 |
| 2011-10-27 | BUY | 517 | 162.8 | 370.34 | 171.77 | -84,709.71 | 0 |
| 2011-12-18 | SELL | 517 | 155.3 | 353.28 | 163.45 | 79,773.37 | -4,936.34 |
| 2012-04-01 | BUY | 405 | 196 | 349.27 | 160.55 | -79,889.82 | 0 |
| 2012-05-15 | SELL | 405 | 205.7 | 366.56 | 167.7 | 82,774.24 | 2,884.42 |
| 2012-07-23 | BUY | 404 | 203.5 | 361.74 | 167.37 | -82,743.11 | 0 |
| 2012-08-28 | SELL | 404 | 172.7 | 306.99 | 141.35 | 69,322.46 | -13,420.66 |
| 2012-10-31 | BUY | 394 | 174.8 | 303.03 | 141.94 | -69,316.17 | 0 |
| 2012-12-13 | SELL | 394 | 166.5 | 288.64 | 135.23 | 65,177.12 | -4,139.05 |
| 2012-12-30 | BUY | 370 | 175 | 284.9 | 134.57 | -65,169.47 | 0 |
| 2013-02-11 | SELL | 370 | 165.9 | 270.09 | 126.59 | 60,986.32 | -4,183.15 |
| 2013-05-15 | BUY | 392 | 154.7 | 266.83 | 130.43 | -61,039.66 | 0 |
| 2013-06-30 | SELL | 392 | 178.9 | 308.57 | 142.44 | 69,677.79 | 8,638.13 |
| 2013-10-29 | BUY | 369 | 187.2 | 303.94 | 143.29 | -69,524.03 | 0 |
| 2013-12-10 | SELL | 369 | 204.6 | 332.19 | 153.17 | 75,012.04 | 5,488.01 |
| 2014-03-03 | BUY | 339 | 220.3 | 328.6 | 151.44 | -75,161.74 | 0 |
| 2014-04-17 | SELL | 339 | 254.6 | 379.76 | 174.13 | 85,755.51 | 10,593.77 |
| 2014-04-27 | BUY | 320 | 265.8 | 374.25 | 171.22 | -85,601.47 | 0 |
| 2014-06-10 | SELL | 320 | 286.3 | 403.11 | 185.55 | 91,027.34 | 5,425.87 |
| 2014-09-23 | BUY | 238 | 380.7 | 398.67 | 182.92 | -91,188.19 | 0 |
| 2014-11-12 | SELL | 238 | 354.2 | 370.92 | 170.26 | 83,758.42 | -7,429.76 |
| 2015-02-12 | BUY | 236 | 352.5 | 366.04 | 170.83 | -83,726.87 | 0 |
| 2015-03-30 | SELL | 236 | 358.7 | 372.47 | 172.54 | 84,108.19 | 381.32 |
| 2015-06-14 | BUY | 249 | 335 | 367.03 | 169.07 | -83,951.1 | 0 |
| 2015-08-02 | SELL | 249 | 330 | 361.55 | 166.24 | 81,642.21 | -2,308.89 |
| 2015-12-01 | BUY | 303 | 267.9 | 357.16 | 170.59 | -81,701.45 | 0 |
| 2016-01-13 | SELL | 303 | 255.4 | 340.5 | 166.29 | 76,879.41 | -4,822.04 |
| 2016-01-18 | BUY | 294 | 259.5 | 335.69 | 162.44 | -76,791.13 | 0 |
| 2016-03-02 | SELL | 294 | 244.1 | 315.77 | 149.14 | 71,300.49 | -5,490.64 |
| 2016-04-21 | BUY | 292 | 243 | 312.21 | 153.25 | -71,421.46 | 0 |
| 2016-06-06 | SELL | 292 | 255.2 | 327.88 | 158.07 | 74,032.45 | 2,610.99 |
| 2016-07-27 | BUY | 264 | 278 | 322.92 | 151.34 | -73,866.27 | 0 |
| 2016-09-18 | SELL | 264 | 265 | 307.82 | 147.13 | 69,505.04 | -4,361.22 |
| 2016-10-24 | BUY | 246 | 281.2 | 304.37 | 143.77 | -69,623.34 | 0 |
| 2016-12-05 | SELL | 246 | 284 | 307.4 | 142.97 | 69,413.63 | -209.71 |
| 2017-01-19 | BUY | 232 | 297 | 303.18 | 140.9 | -69,348.08 | 0 |
| 2017-03-05 | SELL | 232 | 311.9 | 318.39 | 147.85 | 71,894.56 | 2,546.48 |
| 2017-03-30 | BUY | 217 | 330 | 315.08 | 147.3 | -72,072.38 | 0 |
| 2017-05-15 | SELL | 217 | 335.6 | 320.43 | 151.53 | 72,353.23 | 280.85 |
| 2017-07-02 | BUY | 208 | 344.3 | 315.1 | 147.14 | -72,076.65 | 0 |
| 2017-08-13 | SELL | 208 | 381.6 | 349.24 | 160.66 | 78,862.9 | 6,786.25 |
| 2017-09-10 | BUY | 192 | 408 | 344.68 | 159.82 | -78,840.49 | 0 |
| 2017-10-23 | SELL | 192 | 431.9 | 364.87 | 169.51 | 82,390.42 | 3,549.92 |
| 2017-11-14 | BUY | 166 | 493.8 | 360.67 | 166.53 | -82,498 | 0 |
| 2017-12-27 | SELL | 166 | 465.3 | 339.86 | 156.86 | 76,743.08 | -5,754.92 |
| 2018-10-24 | BUY | 205 | 372 | 335.54 | 157.5 | -76,753.05 | 0 |
| 2018-12-06 | SELL | 205 | 362 | 326.52 | 154.3 | 73,729.18 | -3,023.87 |
| 2019-01-09 | BUY | 192 | 382 | 322.71 | 151.82 | -73,818.53 | 0 |
| 2019-02-20 | SELL | 192 | 379.5 | 320.6 | 147.24 | 72,396.16 | -1,422.37 |
| 2019-03-27 | BUY | 175 | 410.1 | 315.78 | 146.23 | -72,229.51 | 0 |
| 2019-05-13 | SELL | 175 | 351.5 | 270.66 | 126.6 | 61,115.25 | -11,114.26 |
| 2019-09-23 | BUY | 169 | 361 | 268.44 | 124.83 | -61,402.27 | 0 |
| 2019-11-05 | SELL | 169 | 313.1 | 232.82 | 108.73 | 52,572.35 | -8,829.92 |
| 2020-01-05 | BUY | 184 | 283.5 | 229.52 | 108.27 | -52,501.79 | 0 |
| 2020-01-13 | SELL | 184 | 240.98 | 195.09 | 91.58 | 44,052.72 | -8,449.07 |
| 2020-01-20 | BUY | 165 | 265.3 | 192.61 | 89.78 | -44,056.89 | 0 |
| 2020-03-02 | SELL | 165 | 273 | 198.2 | 90.82 | 44,755.98 | 699.1 |
| 2020-07-26 | BUY | 177 | 251 | 195.48 | 90.33 | -44,712.81 | 0 |
| 2020-09-09 | SELL | 177 | 339 | 264.01 | 121 | 59,617.98 | 14,905.17 |
| 2020-12-29 | BUY | 168 | 353 | 260.94 | 120.8 | -59,685.74 | 0 |
| 2021-02-10 | SELL | 168 | 377.7 | 279.2 | 128.95 | 63,045.45 | 3,359.71 |
| 2021-04-21 | BUY | 184 | 340.2 | 275.43 | 130.05 | -63,002.28 | 0 |
| 2021-06-07 | SELL | 184 | 349.5 | 282.96 | 132.06 | 63,892.99 | 890.71 |
| 2021-08-02 | BUY | 167 | 380 | 279.22 | 129.99 | -63,869.21 | 0 |
| 2021-09-19 | SELL | 167 | 384.9 | 282.82 | 130.85 | 63,864.62 | -4.59 |
| 2022-01-04 | BUY | 182 | 347.8 | 278.52 | 133.87 | -63,711.99 | 0 |
| 2022-02-15 | SELL | 182 | 358 | 286.69 | 138.8 | 64,730.51 | 1,018.52 |
| 2022-07-06 | BUY | 221 | 292 | 283.94 | 133.45 | -64,949.39 | 0 |
| 2022-08-24 | SELL | 221 | 288 | 280.05 | 130.63 | 63,237.32 | -1,712.07 |
| 2024-06-27 | BUY | 266 | 236.2 | 276.45 | 133.79 | -63,239.44 | 0 |
| 2024-08-18 | SELL | 266 | 374.9 | 438.78 | 201.18 | 99,083.44 | 35,844 |
| 2025-01-07 | BUY | 302 | 325.8 | 432.92 | 207.99 | -99,032.51 | 0 |
| 2025-02-18 | SELL | 302 | 347.9 | 462.29 | 216.79 | 104,386.72 | 5,354.21 |
| 2025-02-24 | BUY | 300 | 346 | 456.72 | 212.54 | -104,469.26 | 0 |
| 2025-04-16 | SELL | 300 | 321 | 423.72 | 208.86 | 95,667.42 | -8,801.84 |
| 2025-06-29 | BUY | 314 | 302.7 | 418.21 | 217.97 | -95,683.98 | 0 |
| 2025-08-17 | SELL | 314 | 306 | 422.77 | 199.23 | 95,462 | -221.98 |
| 2026-01-05 | BUY | 374 | 253.3 | 416.83 | 209.79 | -95,360.82 | 0 |
| 2026-02-19 | SELL | 374 | 267 | 439.38 | 209.25 | 99,209.38 | 3,848.56 |
| 2026-06-08 | BUY | 399 | 246.8 | 433.28 | 215.06 | -99,121.55 | 0 |
| 2026-07-21 | SELL | 399 | 257.5 | 452.07 | 215.59 | 102,074.84 | 2,953.3 |