Net return 148.6% · drawdown 26.5% · 6 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: 5.5%. 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.
#50 · EMA 50/200 + Support rebound
Net return -6.7% · drawdown 11.2% · 1 closed positions
Net return -7.9% · drawdown 11.7% · 1 closed positions
Variant 1; fixed stop 12.0%; maximum 250 sessions; gate EMA 50; continuous signal; exit EMA 200 break; trailing arms at 0.0%, distance 0.0%; partial sale at 0.0% (0 = off).
Account reconciliation
Cash৳248,611
Unsettled৳0
Holdings৳0
NAV৳248,611
Realized P&L৳148,611
Unrealized P&L৳0
Fees৳11,929
Friction৳5,902
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 #50
13 fills, including partial sales. Page 1.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2013-12-19 | BUY | 497 | 199.9 | 437.14 | 203.11 | -99,990.56 | 0 |
| 2015-01-11 | SELL | 497 | 364.1 | 796.21 | 385.73 | 179,775.75 | 79,785.2 |
| 2016-08-28 | BUY | 618 | 265.1 | 720.86 | 344.84 | -164,897.5 | 0 |
| 2016-09-20 | SELL | 618 | 262 | 712.43 | 369.49 | 160,834.08 | -4,063.42 |
| 2016-12-27 | BUY | 615 | 283.7 | 767.69 | 375.66 | -175,618.85 | 0 |
| 2017-12-28 | SELL | 615 | 469.4 | 1,270.2 | 610.99 | 286,799.81 | 111,180.96 |
| 2020-10-08 | BUY | 874 | 326.1 | 1,254.05 | 619.7 | -286,885.15 | 0 |
| 2021-04-01 | SELL | 874 | 330 | 1,269.05 | 645.97 | 286,504.98 | -380.17 |
| 2021-10-07 | BUY | 755 | 376.8 | 1,251.73 | 613.17 | -286,348.9 | 0 |
| 2021-10-27 | SELL | 755 | 356 | 1,182.63 | 586.11 | 267,011.26 | -19,337.63 |
| 2024-10-08 | BUY | 809 | 327.8 | 1,166.84 | 545.93 | -266,902.97 | 0 |
| 2025-04-28 | SELL | 733 | 309.7 | 998.84 | 554.01 | 225,457.25 | -16,372.02 |
| 2025-04-29 | SELL | 76 | 302.9 | 101.29 | 47.1 | 22,872.01 | -2,201.69 |