Net return 83.3% · drawdown 15.6% · 4 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: 3.7%. 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.
#46 · Bollinger breakout + Flow: Range flow
Net return 61.2% · drawdown 3.8% · 2 closed positions
Net return 57.1% · drawdown 3.8% · 2 closed positions
Variant 3; fixed stop 18.0%; maximum 30 sessions; gate None; continuous signal; exit stop/time only; trailing arms at 0.0%, distance 4.5%; partial sale at 0.0% (0 = off).
Account reconciliation
Cash৳183,343
Unsettled৳0
Holdings৳0
NAV৳183,343
Realized P&L৳83,343
Unrealized P&L৳0
Fees৳4,575
Friction৳2,231
NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳2.91e-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 #46
8 fills, including partial sales. Page 1.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2016-01-20 | BUY | 362 | 274 | 436.43 | 211.21 | -99,835.64 | 0 |
| 2016-03-03 | SELL | 362 | 241 | 383.86 | 181.5 | 86,676.64 | -13,159 |
| 2020-07-27 | BUY | 331 | 259.9 | 378.52 | 177.01 | -86,582.43 | 0 |
| 2020-09-10 | SELL | 331 | 344.9 | 502.31 | 232.08 | 113,427.5 | 26,845.08 |
| 2024-06-27 | BUY | 478 | 236.2 | 496.78 | 252.06 | -113,652.44 | 0 |
| 2024-08-18 | SELL | 478 | 374.9 | 788.49 | 364 | 178,049.71 | 64,397.27 |
| 2026-06-08 | BUY | 716 | 246.8 | 777.52 | 411.76 | -177,898.08 | 0 |
| 2026-07-21 | SELL | 716 | 257.5 | 811.23 | 401.29 | 183,157.49 | 5,259.41 |