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 2.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2024-07-29 | SELL | 1,076 | 257 | 1,216.74 | 653.73 | 274,661.53 | 5,790.66 |
| 2024-08-15 | BUY | 716 | 381 | 1,200.3 | 560.72 | -274,557.02 | 0 |
| 2024-08-20 | SELL | 716 | 353 | 1,112.09 | 514.65 | 251,121.26 | -23,435.77 |
| 2024-09-25 | BUY | 719 | 347.1 | 1,098.09 | 512.44 | -251,175.43 | 0 |
| 2024-10-07 | SELL | 719 | 326.27 | 1,032.2 | 481.17 | 233,077.63 | -18,097.79 |
| 2024-12-04 | BUY | 714 | 324.5 | 1,019.45 | 498.68 | -233,211.13 | 0 |
| 2025-04-23 | SELL | 402 | 319.6 | 565.31 | 288.84 | 127,625.05 | -3,678.7 |
| 2025-04-24 | SELL | 312 | 321 | 440.67 | 221.68 | 99,489.65 | -2,417.74 |
| 2025-07-21 | BUY | 745 | 303 | 993.23 | 535.04 | -227,263.27 | 0 |
| 2025-08-17 | SELL | 745 | 306 | 1,003.07 | 495.68 | 226,471.26 | -792.01 |
| 2026-01-21 | BUY | 849 | 264.7 | 988.81 | 532.17 | -226,251.29 | 0 |
| 2026-01-26 | SELL | 849 | 264.7 | 988.81 | 520.1 | 223,221.39 | -3,029.9 |
| 2026-02-16 | BUY | 798 | 278 | 976.11 | 492.76 | -223,312.88 | 0 |
| 2026-02-19 | SELL | 798 | 267 | 937.49 | 469.54 | 211,658.97 | -11,653.9 |
| 2026-06-18 | BUY | 836 | 251.5 | 925.12 | 492.82 | -211,671.94 | 0 |
| 2026-06-23 | SELL | 836 | 254.4 | 935.78 | 484.29 | 211,258.33 | -413.61 |
| 2026-07-28 | BUY | 808 | 259.8 | 923.64 | 470.02 | -211,312.06 | 0 |
| 2026-08-02 | SELL | 808 | 260 | 924.35 | 476.98 | 208,678.66 | -2,633.4 |