Net return 118.4% · drawdown 28.7% · 41 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: 4.7%. 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 · MACD
Net return -24.7% · drawdown 26.8% · 8 closed positions
Net return -41.3% · drawdown 42.6% · 8 closed positions
Variant 1; fixed stop 6.0%; maximum 90 sessions; gate EMA 50; fresh signal only; exit EMA 200 break; trailing arms at 18.0%, distance 3.5%; partial sale at 20.0% (0 = off).
Account reconciliation
Cash৳218,415
Unsettled৳0
Holdings৳0
NAV৳218,415
Realized P&L৳118,415
Unrealized P&L৳0
Fees৳65,906
Friction৳32,330
NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳5.82e-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 #6
91 fills, including partial sales. Page 1.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2011-01-13 | BUY | 423 | 234.8 | 437.01 | 199.79 | -99,957.2 | 0 |
| 2011-01-18 | SELL | 423 | 228.7 | 425.66 | 194.63 | 96,119.81 | -3,837.39 |
| 2011-11-21 | BUY | 581 | 164.3 | 420.02 | 194.31 | -96,072.62 | 0 |
| 2011-11-24 | SELL | 581 | 166.3 | 425.13 | 196.08 | 95,999.09 | -73.53 |
| 2011-12-26 | BUY | 593 | 160.8 | 419.56 | 196.57 | -95,970.53 | 0 |
| 2011-12-29 | SELL | 593 | 163.5 | 426.6 | 200.69 | 96,328.21 | 357.67 |
| 2012-06-04 | BUY | 470 | 203.6 | 421.04 | 195.13 | -96,308.17 | 0 |
| 2012-07-11 | SELL | 470 | 191.38 | 395.78 | 184.2 | 89,370.5 | -6,937.67 |
| 2012-07-22 | BUY | 446 | 199.4 | 391.3 | 181.52 | -89,505.22 | 0 |
| 2012-07-25 | SELL | 446 | 205.5 | 403.27 | 186.81 | 91,062.92 | 1,557.7 |
| 2012-12-03 | BUY | 538 | 168.1 | 397.93 | 188.27 | -91,023.99 | 0 |
| 2012-12-06 | SELL | 538 | 167.6 | 396.74 | 187.75 | 89,584.31 | -1,439.69 |
| 2013-06-12 | BUY | 500 | 178.1 | 391.82 | 182.99 | -89,624.81 | 0 |
| 2013-07-10 | SELL | 250 | 220.7 | 242.77 | 111.44 | 54,820.79 | 10,008.38 |
| 2013-07-14 | SELL | 250 | 211.5 | 232.65 | 106.47 | 52,535.88 | 7,723.48 |
| 2013-12-10 | BUY | 521 | 204.6 | 469.03 | 217.54 | -107,283.16 | 0 |
| 2014-04-08 | SELL | 260 | 247 | 282.57 | 129.84 | 63,807.59 | 10,268.97 |
| 2014-04-09 | SELL | 261 | 245.3 | 281.71 | 129.24 | 63,613.13 | 9,868.59 |
| 2014-04-27 | BUY | 476 | 265.8 | 556.69 | 255.49 | -127,332.99 | 0 |
| 2014-08-07 | SELL | 476 | 323.9 | 678.38 | 313.94 | 153,184.08 | 25,851.1 |
| 2014-09-04 | BUY | 450 | 338.1 | 669.44 | 308.11 | -153,122.55 | 0 |
| 2014-09-28 | SELL | 225 | 405.72 | 401.66 | 184.21 | 90,701.12 | 14,139.85 |
| 2014-09-29 | SELL | 225 | 392.2 | 388.28 | 177.96 | 87,678.76 | 11,117.49 |
| 2014-10-29 | BUY | 473 | 374.6 | 779.62 | 359.52 | -178,324.94 | 0 |
| 2014-11-06 | SELL | 473 | 352.12 | 732.84 | 338.64 | 165,483.17 | -12,841.77 |
| 2014-12-29 | BUY | 461 | 356.5 | 723.12 | 345.11 | -165,414.74 | 0 |
| 2015-01-25 | SELL | 461 | 335.11 | 679.74 | 326.19 | 153,479.78 | -11,934.95 |
| 2015-06-14 | BUY | 456 | 335 | 672.14 | 313.05 | -153,745.19 | 0 |
| 2015-06-22 | SELL | 456 | 328.9 | 659.9 | 306.91 | 149,011.58 | -4,733.61 |
| 2015-07-02 | BUY | 448 | 330.1 | 650.69 | 303.75 | -148,839.24 | 0 |
| 2015-07-08 | SELL | 448 | 328 | 646.55 | 301.83 | 145,995.62 | -2,843.63 |
| 2016-05-10 | BUY | 573 | 253.4 | 638.87 | 322.15 | -146,159.22 | 0 |
| 2016-05-15 | SELL | 573 | 251.1 | 633.07 | 317.1 | 142,930.12 | -3,229.1 |
| 2016-05-24 | BUY | 553 | 256.7 | 624.6 | 313.05 | -142,892.75 | 0 |
| 2016-05-29 | SELL | 553 | 255.2 | 620.95 | 313.02 | 140,191.63 | -2,701.13 |
| 2016-06-30 | BUY | 553 | 251.7 | 612.44 | 311.5 | -140,114.04 | 0 |
| 2016-07-12 | SELL | 553 | 255.8 | 622.41 | 315.7 | 140,519.29 | 405.25 |
| 2016-09-06 | BUY | 521 | 268 | 614.36 | 303.96 | -140,546.32 | 0 |
| 2016-09-20 | SELL | 521 | 262 | 600.61 | 305.45 | 135,595.94 | -4,950.39 |
| 2016-09-25 | BUY | 504 | 267.1 | 592.32 | 302.81 | -135,513.54 | 0 |
| 2017-02-02 | SELL | 504 | 306.5 | 679.69 | 320.32 | 153,475.99 | 17,962.46 |
| 2017-02-12 | BUY | 497 | 307.1 | 671.57 | 317.49 | -153,617.76 | 0 |
| 2017-06-22 | SELL | 497 | 338.8 | 740.89 | 364.83 | 167,277.88 | 13,660.12 |
| 2017-07-16 | BUY | 455 | 365.1 | 730.93 | 341.94 | -167,193.37 | 0 |
| 2017-09-11 | SELL | 455 | 419.78 | 840.39 | 398.45 | 189,758.78 | 22,565.42 |
| 2017-10-10 | BUY | 447 | 422 | 829.99 | 393.07 | -189,857.05 | 0 |
| 2017-11-14 | SELL | 223 | 506.4 | 496.88 | 230.77 | 112,199.55 | 17,483.39 |
| 2017-11-15 | SELL | 224 | 489.16 | 482.11 | 223.13 | 108,866.26 | 13,725.36 |
| 2017-12-06 | BUY | 451 | 487 | 966.4 | 451.25 | -221,054.66 | 0 |
| 2018-04-17 | SELL | 451 | 485 | 962.43 | 468.54 | 217,304.02 | -3,750.63 |
| 2019-01-24 | BUY | 552 | 391.3 | 950.39 | 459.37 | -217,407.35 | 0 |
| 2019-02-13 | SELL | 552 | 388 | 942.37 | 443.05 | 212,790.58 | -4,616.78 |
| 2019-02-27 | BUY | 535 | 394.5 | 928.65 | 434.27 | -212,420.42 | 0 |
| 2019-03-05 | SELL | 505 | 394 | 875.47 | 411.5 | 197,683.03 | -2,825.96 |
| 2019-03-06 | SELL | 30 | 391.6 | 51.69 | 23.55 | 11,672.76 | -238.66 |
| 2019-03-13 | BUY | 532 | 391.7 | 916.89 | 436.17 | -209,737.46 | 0 |
| 2019-03-19 | SELL | 532 | 389 | 910.57 | 435.55 | 205,601.88 | -4,135.58 |
| 2019-06-27 | BUY | 561 | 363.5 | 897.26 | 458.81 | -205,279.58 | 0 |
| 2019-07-03 | SELL | 561 | 364.9 | 900.72 | 457.41 | 203,350.77 | -1,928.81 |
| 2020-08-09 | BUY | 793 | 255 | 889.75 | 421.65 | -203,526.4 | 0 |
| 2020-08-13 | SELL | 793 | 290 | 1,011.87 | 479.58 | 228,478.55 | 24,952.16 |
| 2020-08-24 | BUY | 770 | 295 | 999.46 | 470.72 | -228,620.18 | 0 |
| 2020-09-14 | SELL | 385 | 354 | 599.68 | 278.16 | 135,412.16 | 21,102.07 |
| 2020-09-16 | SELL | 385 | 342.29 | 579.83 | 269.05 | 130,931.04 | 16,620.95 |
| 2020-10-14 | BUY | 794 | 333 | 1,163.37 | 577.71 | -266,143.08 | 0 |
| 2021-02-23 | SELL | 794 | 349 | 1,219.27 | 597.16 | 275,289.58 | 9,146.49 |
| 2021-05-12 | BUY | 790 | 346.2 | 1,203.39 | 640.22 | -275,341.61 | 0 |
| 2021-10-04 | SELL | 790 | 380 | 1,320.88 | 646.55 | 298,232.57 | 22,890.96 |
| 2021-12-06 | BUY | 435 | 362.8 | 694.4 | 361.95 | -158,874.34 | 0 |
| 2021-12-15 | SELL | 435 | 357.3 | 683.87 | 357.18 | 154,384.44 | -4,489.9 |
| 2022-02-07 | BUY | 821 | 355.3 | 1,283.49 | 728.25 | -293,713.04 | 0 |
| 2022-02-22 | SELL | 815 | 355.8 | 1,275.9 | 724.74 | 287,976.36 | -3,590.17 |
| 2022-02-27 | SELL | 6 | 345 | 9.11 | 4.15 | 2,056.75 | -89.76 |
| 2024-07-24 | BUY | 1,161 | 248.2 | 1,267.9 | 690.96 | -290,119.06 | 0 |
| 2024-07-29 | SELL | 1,090 | 257 | 1,232.57 | 663.56 | 278,233.86 | 5,856.79 |
| 2024-07-30 | SELL | 71 | 254.2 | 79.41 | 36.52 | 17,932.26 | 190.27 |
| 2024-08-15 | BUY | 772 | 381 | 1,294.18 | 605.85 | -296,032.03 | 0 |
| 2024-08-20 | SELL | 772 | 353 | 1,199.07 | 555.67 | 270,761.26 | -25,270.78 |
| 2024-09-25 | BUY | 775 | 347.1 | 1,183.61 | 553.47 | -270,739.58 | 0 |
| 2024-10-07 | SELL | 775 | 326.27 | 1,112.59 | 519.66 | 251,230.1 | -19,509.48 |
| 2024-12-18 | BUY | 780 | 320 | 1,098.24 | 559.98 | -251,258.22 | 0 |
| 2025-04-27 | SELL | 709 | 300.8 | 938.38 | 526.62 | 211,802.21 | -16,585.07 |
| 2025-04-28 | SELL | 71 | 309.7 | 96.75 | 44.92 | 21,847.03 | -1,023.91 |
| 2025-07-21 | BUY | 766 | 303 | 1,021.23 | 552.54 | -233,671.77 | 0 |
| 2025-08-17 | SELL | 766 | 306 | 1,031.34 | 510.8 | 232,853.86 | -817.91 |
| 2025-08-31 | BUY | 754 | 307 | 1,018.5 | 525.29 | -233,021.79 | 0 |
| 2025-09-03 | SELL | 754 | 311.5 | 1,033.43 | 530.64 | 233,306.92 | 285.14 |
| 2026-02-16 | BUY | 833 | 278 | 1,018.93 | 516.62 | -233,109.55 | 0 |
| 2026-02-19 | SELL | 833 | 267 | 978.61 | 492.12 | 220,940.28 | -12,169.27 |
| 2026-07-28 | BUY | 845 | 259.8 | 965.94 | 493.95 | -220,990.89 | 0 |
| 2026-08-02 | SELL | 845 | 260 | 966.68 | 501.55 | 218,231.77 | -2,759.11 |