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 2.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2024-08-20 | SELL | 720 | 353 | 1,118.3 | 517.58 | 252,524.12 | -23,566.83 |
| 2024-09-25 | BUY | 723 | 347.1 | 1,104.19 | 515.37 | -252,572.86 | 0 |
| 2024-10-07 | SELL | 723 | 326.27 | 1,037.94 | 483.92 | 234,374.24 | -18,198.62 |
| 2024-12-04 | BUY | 718 | 324.5 | 1,025.16 | 501.67 | -234,517.83 | 0 |
| 2025-04-23 | SELL | 402 | 319.6 | 565.31 | 288.84 | 127,625.05 | -3,678.81 |
| 2025-04-24 | SELL | 316 | 321 | 446.32 | 224.8 | 100,764.88 | -2,449.1 |
| 2025-07-21 | BUY | 748 | 303 | 997.23 | 537.53 | -228,178.76 | 0 |
| 2025-08-17 | SELL | 748 | 306 | 1,007.11 | 497.83 | 227,383.06 | -795.7 |
| 2026-01-21 | BUY | 854 | 264.7 | 994.64 | 535.8 | -227,584.23 | 0 |
| 2026-01-26 | SELL | 854 | 264.7 | 994.64 | 523.58 | 224,535.59 | -3,048.65 |
| 2026-02-16 | BUY | 802 | 278 | 981.01 | 495.48 | -224,432.49 | 0 |
| 2026-02-19 | SELL | 802 | 267 | 942.19 | 472.11 | 212,719.7 | -11,712.78 |
| 2026-06-18 | BUY | 840 | 251.5 | 929.54 | 495.52 | -212,685.07 | 0 |
| 2026-06-23 | SELL | 840 | 254.4 | 940.26 | 486.89 | 212,268.85 | -416.22 |
| 2026-07-28 | BUY | 812 | 259.8 | 928.21 | 472.6 | -212,358.41 | 0 |
| 2026-08-02 | SELL | 812 | 260 | 928.93 | 479.63 | 209,711.44 | -2,646.97 |