Net return 109.8% · drawdown 28.4% · 56 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: 4.5%. 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.
#45 · 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 2.0%; partial sale at 0.0% (0 = off).
Account reconciliation
Cash৳209,816
Unsettled৳0
Holdings৳0
NAV৳209,816
Realized P&L৳109,816
Unrealized P&L৳0
Fees৳95,337
Friction৳47,240
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 #45
116 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 |
| 2013-07-11 | SELL | 569 | 216.87 | 542.97 | 251.11 | 122,607.23 | 20,613.43 |
| 2013-12-10 | BUY | 595 | 204.6 | 535.64 | 249.14 | -122,521.78 | 0 |
| 2014-04-09 | SELL | 595 | 247.9 | 649 | 301.35 | 146,550.15 | 24,028.37 |
| 2014-04-27 | BUY | 548 | 265.8 | 640.9 | 294.57 | -146,593.87 | 0 |
| 2014-06-17 | SELL | 548 | 303.7 | 732.28 | 339.12 | 165,356.2 | 18,762.33 |
| 2014-09-04 | BUY | 486 | 338.1 | 722.99 | 333.09 | -165,372.68 | 0 |
| 2014-09-23 | SELL | 486 | 380.7 | 814.09 | 377.15 | 183,828.97 | 18,456.28 |
| 2015-02-12 | BUY | 518 | 352.5 | 803.42 | 386.63 | -183,785.05 | 0 |
| 2015-03-02 | SELL | 518 | 331.35 | 755.21 | 361.92 | 170,522.16 | -13,262.88 |
| 2015-07-09 | BUY | 508 | 333.5 | 745.44 | 348.92 | -170,512.36 | 0 |
| 2015-08-03 | SELL | 508 | 328.5 | 734.26 | 341.31 | 165,802.42 | -4,709.94 |
| 2015-12-24 | BUY | 650 | 253.5 | 725.01 | 357.91 | -165,857.92 | 0 |
| 2015-12-29 | SELL | 650 | 254 | 726.44 | 360.33 | 164,013.23 | -1,844.69 |
| 2016-01-12 | BUY | 630 | 258.5 | 716.56 | 375.51 | -163,947.08 | 0 |
| 2016-01-17 | SELL | 630 | 257 | 712.4 | 371.92 | 160,825.67 | -3,121.4 |
| 2016-05-24 | BUY | 623 | 256.7 | 703.67 | 356.83 | -160,984.6 | 0 |
| 2016-05-29 | SELL | 623 | 255.2 | 699.55 | 357.03 | 157,933.01 | -3,051.58 |
| 2016-07-14 | BUY | 610 | 257 | 689.79 | 355.76 | -157,815.55 | 0 |
| 2016-07-18 | SELL | 610 | 259 | 695.16 | 356.32 | 156,938.52 | -877.02 |
| 2016-09-06 | BUY | 582 | 268 | 686.29 | 342.78 | -157,005.08 | 0 |
| 2016-09-20 | SELL | 582 | 262 | 670.93 | 345.46 | 151,467.61 | -5,537.46 |
| 2016-09-25 | BUY | 563 | 267.1 | 661.66 | 342.65 | -151,381.61 | 0 |
| 2017-01-25 | SELL | 563 | 301.84 | 747.72 | 354.72 | 168,833.49 | 17,451.87 |
| 2017-02-02 | BUY | 547 | 306.5 | 737.68 | 348.7 | -168,741.88 | 0 |
| 2017-04-05 | SELL | 547 | 345.84 | 832.37 | 398.18 | 187,945.02 | 19,203.14 |
| 2017-06-28 | BUY | 549 | 340 | 821.3 | 404.61 | -187,885.92 | 0 |
| 2017-08-06 | SELL | 549 | 373.2 | 901.5 | 421.16 | 203,564.13 | 15,678.22 |
| 2017-08-17 | BUY | 522 | 388 | 891.16 | 420.41 | -203,847.57 | 0 |
| 2017-09-11 | SELL | 522 | 426.3 | 979.13 | 467.4 | 221,082.08 | 17,234.51 |
| 2017-10-10 | BUY | 520 | 422 | 965.54 | 460.26 | -220,865.79 | 0 |
| 2017-11-15 | SELL | 520 | 496.76 | 1,136.59 | 538.8 | 256,640.85 | 35,775.06 |
| 2017-12-06 | BUY | 524 | 487 | 1,122.83 | 526.55 | -256,837.37 | 0 |
| 2018-04-17 | SELL | 524 | 485 | 1,118.22 | 550.22 | 252,471.56 | -4,365.81 |
| 2019-01-10 | BUY | 654 | 383.2 | 1,102.7 | 555.14 | -252,270.64 | 0 |
| 2019-01-15 | SELL | 654 | 390 | 1,122.26 | 557.27 | 253,380.47 | 1,109.83 |
| 2019-01-24 | BUY | 644 | 391.3 | 1,108.79 | 541.25 | -253,647.24 | 0 |
| 2019-02-13 | SELL | 644 | 388 | 1,099.44 | 519.75 | 248,252.81 | -5,394.42 |
| 2019-02-27 | BUY | 625 | 394.5 | 1,084.88 | 509.72 | -248,157.09 | 0 |
| 2019-03-05 | SELL | 505 | 394 | 875.47 | 411.5 | 197,683.03 | -2,827.9 |
| 2019-03-06 | SELL | 120 | 391.6 | 206.76 | 94.81 | 46,690.42 | -955.74 |
| 2019-03-13 | BUY | 620 | 391.7 | 1,068.56 | 512.06 | -244,434.61 | 0 |
| 2019-03-19 | SELL | 620 | 389 | 1,061.19 | 511.76 | 239,607.04 | -4,827.57 |
| 2019-09-24 | BUY | 654 | 363.9 | 1,047.16 | 513.9 | -239,551.66 | 0 |
| 2019-09-29 | SELL | 654 | 360 | 1,035.94 | 502.85 | 233,901.21 | -5,650.45 |
| 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 | 698 | 323.1 | 992.3 | 498.95 | -227,015.06 | 0 |
| 2019-11-25 | SELL | 698 | 312 | 958.21 | 473.44 | 216,344.34 | -10,670.71 |
| 2019-11-28 | BUY | 671 | 320 | 944.77 | 461.73 | -216,126.5 | 0 |
| 2019-12-03 | SELL | 671 | 311.4 | 919.38 | 448.62 | 207,581.41 | -8,545.09 |
| 2020-01-21 | BUY | 737 | 279.9 | 907.66 | 451.65 | -207,645.6 | 0 |
| 2020-01-26 | SELL | 737 | 274 | 888.53 | 436.94 | 200,612.53 | -7,033.08 |
| 2020-07-22 | BUY | 809 | 246.5 | 877.44 | 436.23 | -200,732.17 | 0 |
| 2020-07-27 | SELL | 809 | 259.9 | 925.14 | 450.12 | 208,883.84 | 8,151.67 |
| 2020-08-09 | BUY | 814 | 255 | 913.31 | 433.28 | -208,916.59 | 0 |
| 2020-08-13 | SELL | 814 | 290 | 1,038.66 | 492.81 | 234,528.52 | 25,611.93 |
| 2020-08-24 | BUY | 790 | 295 | 1,025.42 | 483.38 | -234,558.8 | 0 |
| 2020-09-09 | SELL | 790 | 337.12 | 1,171.83 | 552.31 | 264,600.66 | 30,041.86 |
| 2020-10-14 | BUY | 789 | 333 | 1,156.04 | 573.77 | -264,466.81 | 0 |
| 2021-01-05 | SELL | 789 | 368.48 | 1,279.22 | 625.54 | 288,825.97 | 24,359.15 |
| 2021-01-19 | BUY | 747 | 384.2 | 1,262.79 | 608.84 | -288,869.03 | 0 |
| 2021-02-22 | SELL | 747 | 359.7 | 1,182.26 | 578.45 | 266,935.19 | -21,933.85 |
| 2021-06-13 | BUY | 755 | 351 | 1,166.02 | 594.37 | -266,765.39 | 0 |
| 2021-09-13 | SELL | 755 | 388.86 | 1,291.81 | 643.44 | 291,657.08 | 24,891.69 |
| 2022-01-13 | BUY | 812 | 357.1 | 1,275.85 | 697.21 | -291,938.25 | 0 |
| 2022-01-30 | SELL | 647 | 352 | 1,002.07 | 526.92 | 226,215.01 | -6,400.81 |
| 2022-01-31 | SELL | 165 | 356.2 | 258.6 | 122.23 | 58,392.17 | -930.26 |
| 2022-02-07 | BUY | 795 | 355.3 | 1,242.84 | 700.75 | -284,407.08 | 0 |
| 2022-02-22 | SELL | 795 | 355.8 | 1,244.59 | 703.49 | 280,912.92 | -3,494.16 |
| 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 | 1,120 | 247.6 | 1,220.17 | 698.44 | -279,230.61 | 0 |
| 2024-07-07 | SELL | 1,120 | 243 | 1,197.5 | 674.03 | 270,288.46 | -8,942.15 |
| 2024-07-24 | BUY | 1,082 | 248.2 | 1,181.63 | 636.67 | -270,370.7 | 0 |
| 2024-07-29 | SELL | 1,082 | 257 | 1,223.53 | 657.94 | 276,192.53 | 5,821.83 |
| 2024-08-15 | BUY | 720 | 381 | 1,207.01 | 563.94 | -276,090.95 | 0 |