Net return 108.7% · drawdown 35.1% · 54 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: 4.4%. 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.
#48 · 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 18.0%, distance 6.0%; partial sale at 20.0% (0 = off).
Account reconciliation
Cash৳208,750
Unsettled৳0
Holdings৳0
NAV৳208,750
Realized P&L৳108,750
Unrealized P&L৳0
Fees৳94,120
Friction৳46,757
NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳8.73e-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 #48
118 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 |
| 2013-07-10 | SELL | 284 | 220.7 | 275.79 | 126.76 | 62,276.25 | 11,368.97 |
| 2013-07-14 | SELL | 285 | 211.5 | 265.22 | 121.49 | 59,890.79 | 8,804.27 |
| 2013-12-10 | BUY | 593 | 204.6 | 533.84 | 248.28 | -122,109.92 | 0 |
| 2014-04-08 | SELL | 296 | 247 | 321.69 | 148.04 | 72,642.27 | 11,690.27 |
| 2014-04-16 | SELL | 297 | 255.68 | 334.12 | 153.11 | 75,449.73 | 14,291.81 |
| 2014-04-27 | BUY | 554 | 265.8 | 647.91 | 297.83 | -148,198.94 | 0 |
| 2014-08-07 | SELL | 277 | 323.9 | 394.77 | 181.33 | 89,144.2 | 15,044.73 |
| 2014-08-21 | SELL | 277 | 329.38 | 401.44 | 183.78 | 90,651.93 | 16,552.46 |
| 2014-09-04 | BUY | 528 | 338.1 | 785.47 | 362.29 | -179,664.56 | 0 |
| 2014-09-28 | SELL | 264 | 405.72 | 471.28 | 216.48 | 106,422.32 | 16,590.04 |
| 2014-09-30 | SELL | 264 | 381.9 | 443.62 | 203.61 | 100,174.38 | 10,342.1 |
| 2015-02-12 | BUY | 582 | 352.5 | 902.68 | 437.37 | -206,495.05 | 0 |
| 2015-03-02 | SELL | 582 | 331.35 | 848.52 | 409.23 | 191,587.95 | -14,907.11 |
| 2015-07-09 | BUY | 571 | 333.5 | 837.89 | 393.6 | -191,659.98 | 0 |
| 2015-08-03 | SELL | 571 | 328.5 | 825.32 | 384.7 | 186,363.48 | -5,296.5 |
| 2015-12-24 | BUY | 676 | 253.5 | 754.01 | 373.4 | -172,493.41 | 0 |
| 2015-12-29 | SELL | 676 | 254 | 755.5 | 376 | 170,572.51 | -1,920.91 |
| 2016-01-12 | BUY | 709 | 258.5 | 806.42 | 429.63 | -184,512.55 | 0 |
| 2016-01-17 | SELL | 709 | 257 | 801.74 | 425.35 | 180,985.91 | -3,526.64 |
| 2016-05-24 | BUY | 700 | 256.7 | 790.64 | 406.07 | -180,886.71 | 0 |
| 2016-05-29 | SELL | 700 | 255.2 | 786.02 | 406.58 | 177,447.4 | -3,439.31 |
| 2016-07-14 | BUY | 686 | 257 | 775.73 | 406 | -177,483.73 | 0 |
| 2016-07-18 | SELL | 686 | 259 | 781.77 | 406.37 | 176,485.87 | -997.86 |
| 2016-09-06 | BUY | 655 | 268 | 772.38 | 390.13 | -176,702.5 | 0 |
| 2016-09-20 | SELL | 655 | 262 | 755.08 | 394.51 | 170,460.41 | -6,242.09 |
| 2016-09-25 | BUY | 633 | 267.1 | 743.93 | 391.11 | -170,209.34 | 0 |
| 2017-02-02 | SELL | 633 | 306.5 | 853.66 | 405.95 | 192,754.88 | 22,545.54 |
| 2017-02-12 | BUY | 624 | 307.1 | 843.17 | 402.55 | -192,876.12 | 0 |
| 2017-06-22 | SELL | 624 | 338.8 | 930.21 | 467.06 | 210,013.93 | 17,137.81 |
| 2017-07-16 | BUY | 571 | 365.1 | 917.28 | 432.22 | -209,821.59 | 0 |
| 2017-09-18 | SELL | 571 | 408.9 | 1,027.32 | 489.62 | 231,964.96 | 22,143.37 |
| 2017-10-10 | BUY | 546 | 422 | 1,013.81 | 484.39 | -231,910.21 | 0 |
| 2017-11-14 | SELL | 273 | 506.4 | 608.29 | 283.86 | 137,355.05 | 21,399.95 |
| 2017-11-16 | SELL | 273 | 476.49 | 572.35 | 265.47 | 129,242.85 | 13,287.75 |
| 2017-12-06 | BUY | 544 | 487 | 1,165.68 | 547.29 | -266,640.97 | 0 |
| 2018-04-17 | SELL | 544 | 485 | 1,160.9 | 572.89 | 262,106.22 | -4,534.75 |
| 2019-01-10 | BUY | 680 | 383.2 | 1,146.53 | 579.44 | -262,301.97 | 0 |
| 2019-01-15 | SELL | 680 | 390 | 1,166.88 | 581.37 | 263,451.75 | 1,149.77 |
| 2019-01-24 | BUY | 669 | 391.3 | 1,151.83 | 563.76 | -263,495.29 | 0 |
| 2019-02-13 | SELL | 669 | 388 | 1,142.12 | 540.73 | 257,889.15 | -5,606.14 |
| 2019-02-27 | BUY | 649 | 394.5 | 1,126.53 | 529.95 | -257,686.99 | 0 |
| 2019-03-05 | SELL | 505 | 394 | 875.47 | 411.5 | 197,683.03 | -2,828.41 |
| 2019-03-06 | SELL | 144 | 391.6 | 248.12 | 113.97 | 56,028.31 | -1,147.23 |
| 2019-03-13 | BUY | 644 | 391.7 | 1,109.92 | 532.94 | -253,897.66 | 0 |
| 2019-03-19 | SELL | 644 | 389 | 1,102.27 | 532.76 | 248,880.97 | -5,016.69 |
| 2019-09-24 | BUY | 679 | 363.9 | 1,087.19 | 535.05 | -248,710.34 | 0 |
| 2019-09-29 | SELL | 679 | 360 | 1,075.54 | 523.34 | 242,841.12 | -5,869.22 |
| 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 | 726 | 323.1 | 1,032.11 | 520.97 | -236,123.68 | 0 |
| 2019-11-25 | SELL | 726 | 312 | 996.65 | 494.02 | 225,021.33 | -11,102.34 |
| 2019-11-28 | BUY | 698 | 320 | 982.78 | 481.66 | -224,824.45 | 0 |
| 2019-12-03 | SELL | 698 | 311.4 | 956.37 | 467.95 | 215,932.88 | -8,891.57 |
| 2020-01-21 | BUY | 767 | 279.9 | 944.61 | 471.68 | -216,099.59 | 0 |
| 2020-01-26 | SELL | 767 | 274 | 924.7 | 456.13 | 208,777.17 | -7,322.42 |
| 2020-07-22 | BUY | 841 | 246.5 | 912.15 | 455.02 | -208,673.67 | 0 |
| 2020-07-27 | SELL | 841 | 259.9 | 961.73 | 469.14 | 217,145.03 | 8,471.36 |
| 2020-08-09 | BUY | 846 | 255 | 949.21 | 451.06 | -217,130.27 | 0 |
| 2020-08-13 | SELL | 846 | 290 | 1,079.5 | 513.03 | 243,747.47 | 26,617.2 |
| 2020-08-24 | BUY | 821 | 295 | 1,065.66 | 503.06 | -243,763.71 | 0 |
| 2020-09-14 | SELL | 410 | 354 | 638.62 | 296.61 | 144,204.77 | 22,471.37 |
| 2020-09-21 | SELL | 411 | 333.42 | 602.95 | 279.95 | 136,151.9 | 14,121.58 |
| 2020-10-14 | BUY | 837 | 333 | 1,226.37 | 611.79 | -280,559.17 | 0 |
| 2021-02-23 | SELL | 837 | 349 | 1,285.3 | 631.95 | 290,195.76 | 9,636.59 |
| 2021-06-13 | BUY | 821 | 351 | 1,267.95 | 652.44 | -290,091.4 | 0 |
| 2021-10-27 | SELL | 821 | 356 | 1,286.01 | 641.96 | 290,348.03 | 256.63 |
| 2022-01-13 | BUY | 807 | 357.1 | 1,267.99 | 692.2 | -290,139.89 | 0 |
| 2022-01-30 | SELL | 647 | 352 | 1,002.07 | 526.92 | 226,215.01 | -6,400.24 |
| 2022-01-31 | SELL | 160 | 356.2 | 250.76 | 118.39 | 56,622.84 | -901.79 |
| 2022-02-07 | BUY | 791 | 355.3 | 1,236.59 | 696.54 | -282,975.43 | 0 |
| 2022-02-22 | SELL | 791 | 355.8 | 1,238.33 | 699.26 | 279,500.22 | -3,475.21 |
| 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 | 1,115 | 247.6 | 1,214.73 | 694.68 | -277,983.4 | 0 |
| 2024-07-07 | SELL | 1,115 | 243 | 1,192.16 | 670.45 | 269,082.39 | -8,901.01 |
| 2024-07-24 | BUY | 1,076 | 248.2 | 1,175.08 | 632.59 | -268,870.87 | 0 |