Net return 159.7% · drawdown 30.4% · 30 closed positions
Searching for profit that survives costs
10,790 unique configurations in this batch; 66 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: 5.8%. 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.
#6 · Kalman milestone + Flow: NVI
Net return -19.8% · drawdown 23.0% · 8 closed positions
Net return -31.5% · drawdown 33.8% · 7 closed positions
Variant 2; fixed stop 6.0%; maximum 120 sessions; gate EMA 50; fresh signal only; exit EMA 200 break; trailing arms at 0.0%, distance 0.0%; partial sale at 0.0% (0 = off).
Account reconciliation
Cash৳259,708
Unsettled৳0
Holdings৳0
NAV৳259,708
Realized P&L৳159,708
Unrealized P&L৳0
Fees৳52,383
Friction৳26,401
NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.75e-10. 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 #6
65 fills, including partial sales. Page 1.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2010-12-23 | BUY | 376 | 263.8 | 436.43 | 199.91 | -99,825.14 | 0 |
| 2010-12-28 | SELL | 376 | 251.9 | 416.74 | 190.64 | 94,107.02 | -5,718.12 |
| 2011-07-12 | BUY | 538 | 174 | 411.89 | 190.21 | -94,214.1 | 0 |
| 2011-07-17 | SELL | 538 | 177.1 | 419.23 | 193.2 | 94,667.37 | 453.27 |
| 2011-10-30 | BUY | 606 | 155.2 | 413.83 | 192.2 | -94,657.23 | 0 |
| 2011-11-02 | SELL | 606 | 163 | 434.62 | 201.63 | 98,141.75 | 3,484.53 |
| 2012-04-09 | BUY | 498 | 195.9 | 429.26 | 197.28 | -98,184.73 | 0 |
| 2012-07-22 | SELL | 498 | 184.15 | 403.5 | 187.29 | 91,113.92 | -7,070.82 |
| 2013-02-10 | BUY | 538 | 168.3 | 398.4 | 190.04 | -91,133.84 | 0 |
| 2013-02-13 | SELL | 538 | 166.6 | 394.38 | 186.65 | 89,049.77 | -2,084.07 |
| 2013-05-15 | BUY | 571 | 154.7 | 388.67 | 196.07 | -88,918.44 | 0 |
| 2013-05-20 | SELL | 571 | 166.2 | 417.56 | 208 | 94,274.64 | 5,356.2 |
| 2013-05-30 | BUY | 540 | 173.7 | 412.71 | 197.95 | -94,408.66 | 0 |
| 2013-07-31 | SELL | 540 | 184.2 | 437.66 | 200.35 | 98,829.99 | 4,421.33 |
| 2013-08-27 | BUY | 468 | 209.8 | 432.02 | 199.05 | -98,817.47 | 0 |
| 2013-09-12 | SELL | 468 | 196.3 | 404.22 | 185.22 | 91,278.96 | -7,538.5 |
| 2013-11-13 | BUY | 466 | 194.6 | 399.01 | 187.32 | -91,269.93 | 0 |
| 2014-05-14 | SELL | 466 | 267 | 547.46 | 251.45 | 123,623.09 | 32,353.17 |
| 2014-06-08 | BUY | 432 | 284 | 539.83 | 249.49 | -123,477.32 | 0 |
| 2014-12-10 | SELL | 432 | 365 | 693.79 | 326.93 | 156,659.27 | 33,181.96 |
| 2015-12-02 | BUY | 574 | 271.1 | 684.69 | 341.59 | -156,637.68 | 0 |
| 2015-12-07 | SELL | 574 | 267.4 | 675.35 | 334.28 | 152,477.97 | -4,159.71 |
| 2016-01-19 | BUY | 576 | 263.3 | 667.31 | 340.66 | -152,668.77 | 0 |
| 2016-01-24 | SELL | 576 | 266 | 674.15 | 333.77 | 152,208.08 | -460.69 |
| 2016-11-21 | BUY | 526 | 287.1 | 664.46 | 320.17 | -151,999.24 | 0 |
| 2017-05-16 | SELL | 526 | 332 | 768.38 | 382.29 | 173,481.33 | 21,482.09 |
| 2017-07-11 | BUY | 495 | 348.3 | 758.6 | 358.72 | -173,525.81 | 0 |
| 2018-01-03 | SELL | 495 | 481 | 1,047.62 | 501.63 | 236,545.76 | 63,019.94 |
| 2019-01-01 | BUY | 635 | 370 | 1,033.78 | 540.5 | -236,524.28 | 0 |
| 2019-01-06 | SELL | 635 | 367.7 | 1,027.35 | 536.28 | 231,925.86 | -4,598.42 |
| 2019-01-23 | BUY | 589 | 391 | 1,013.32 | 493.81 | -231,806.13 | 0 |
| 2019-02-13 | SELL | 589 | 388 | 1,005.54 | 473.8 | 227,052.66 | -4,753.47 |
| 2020-07-26 | BUY | 899 | 251 | 992.86 | 489.46 | -227,131.31 | 0 |
| 2020-07-29 | SELL | 899 | 255 | 1,008.68 | 489.66 | 227,746.66 | 615.35 |
| 2020-08-09 | BUY | 888 | 255 | 996.34 | 474.47 | -227,910.81 | 0 |
| 2020-08-13 | SELL | 888 | 290 | 1,133.09 | 539.67 | 255,847.25 | 27,936.44 |
| 2020-08-18 | BUY | 882 | 288 | 1,117.67 | 529.78 | -255,663.46 | 0 |
| 2021-02-08 | SELL | 882 | 376.8 | 1,462.29 | 720.28 | 330,155.03 | 74,491.58 |
| 2021-05-12 | BUY | 947 | 346.2 | 1,442.55 | 789.67 | -330,083.61 | 0 |
| 2021-10-27 | SELL | 947 | 356 | 1,483.38 | 750.64 | 334,897.98 | 4,814.37 |
| 2022-01-13 | BUY | 932 | 357.1 | 1,464.4 | 820.13 | -335,101.73 | 0 |
| 2022-01-30 | SELL | 647 | 352 | 1,002.07 | 526.92 | 226,215.01 | -6,414.62 |
| 2022-01-31 | SELL | 285 | 356.2 | 446.67 | 217.02 | 100,853.31 | -1,618.79 |
| 2022-02-15 | BUY | 701 | 358 | 1,104.22 | 627.88 | -252,690.1 | 0 |
| 2022-02-22 | SELL | 701 | 355.8 | 1,097.43 | 605.94 | 247,712.43 | -4,977.67 |
| 2024-06-27 | BUY | 1,072 | 236.2 | 1,114.11 | 638.48 | -254,958.99 | 0 |
| 2024-07-03 | SELL | 752 | 239.9 | 793.78 | 418.35 | 179,192.67 | 340.84 |
| 2024-07-04 | SELL | 320 | 240.2 | 338.2 | 164.31 | 76,361.49 | 254.33 |
| 2024-07-08 | BUY | 975 | 251 | 1,076.79 | 588.57 | -246,390.36 | 0 |
| 2024-07-11 | SELL | 913 | 247 | 992.25 | 525.09 | 223,993.66 | -6,728.8 |
| 2024-07-14 | SELL | 62 | 246 | 67.11 | 30.84 | 15,154.05 | -513.85 |
| 2024-08-15 | BUY | 822 | 381 | 1,378 | 646.31 | -315,206.31 | 0 |
| 2024-08-20 | SELL | 822 | 353 | 1,276.73 | 592.4 | 288,296.87 | -26,909.43 |
| 2025-09-03 | BUY | 868 | 311.5 | 1,189.68 | 621.47 | -272,193.15 | 0 |
| 2025-09-08 | SELL | 860 | 308.5 | 1,167.36 | 618.53 | 263,524.11 | -6,160.35 |
| 2025-09-09 | SELL | 8 | 305.1 | 10.74 | 4.89 | 2,425.17 | -83.52 |
| 2026-02-16 | BUY | 1,009 | 278 | 1,234.21 | 639.46 | -282,375.67 | 0 |
| 2026-02-19 | SELL | 1,009 | 267 | 1,185.37 | 608.2 | 267,609.43 | -14,766.24 |
| 2026-06-22 | BUY | 1,032 | 257.5 | 1,169.26 | 630.67 | -267,539.93 | 0 |
| 2026-06-25 | SELL | 1,032 | 257.5 | 1,169.26 | 615.77 | 263,954.98 | -3,584.95 |
| 2026-07-12 | BUY | 1,022 | 256.6 | 1,153.88 | 590.57 | -263,989.65 | 0 |
| 2026-07-15 | SELL | 1,022 | 259 | 1,164.67 | 593.59 | 262,939.74 | -1,049.91 |
| 2026-07-28 | BUY | 1,005 | 259.8 | 1,148.84 | 599.84 | -262,847.67 | 0 |
| 2026-08-02 | SELL | 965 | 260 | 1,103.96 | 582.85 | 249,213.19 | -3,172.89 |
| 2026-08-03 | SELL | 40 | 259.9 | 45.74 | 20.93 | 10,329.33 | -132.27 |