Net return 74.4% · drawdown 17.7% · 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: 3.3%. 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.
#49 · Bollinger breakout + Flow: Range flow
Net return 60.0% · drawdown 4.1% · 2 closed positions
Net return 55.9% · drawdown 4.7% · 2 closed positions
Variant 3; fixed stop 15.0%; maximum 45 sessions; gate None; fresh signal only; exit stop/time only; trailing arms at 18.0%, distance 4.5%; partial sale at 0.0% (0 = off).
Account reconciliation
Cash৳174,378
Unsettled৳0
Holdings৳0
NAV৳174,378
Realized P&L৳74,378
Unrealized P&L৳0
Fees৳4,434
Friction৳2,166
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 #49
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 |
| 2016-03-27 | SELL | 362 | 235.1 | 374.47 | 178.78 | 84,552.95 | -15,282.69 |
| 2020-07-27 | BUY | 323 | 259.9 | 369.37 | 172.61 | -84,489.68 | 0 |
| 2020-09-20 | SELL | 323 | 338.74 | 481.42 | 222.68 | 108,708.44 | 24,218.76 |
| 2024-06-27 | BUY | 458 | 236.2 | 475.99 | 240.47 | -108,896.06 | 0 |
| 2024-08-15 | SELL | 458 | 381 | 767.79 | 355.19 | 173,375.02 | 64,478.97 |
| 2026-06-08 | BUY | 697 | 246.8 | 756.89 | 399.33 | -173,175.81 | 0 |
| 2026-08-16 | SELL | 697 | 251.5 | 771.3 | 385.52 | 174,138.68 | 962.87 |