Net return 71.5% · 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: 3.2%. 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.
#51 · 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 18.0%; maximum 45 sessions; gate None; continuous signal; exit all bearish; trailing arms at 18.0%, distance 6.0%; partial sale at 0.0% (0 = off).
Account reconciliation
Cash৳171,531
Unsettled৳0
Holdings৳0
NAV৳171,531
Realized P&L৳71,531
Unrealized P&L৳0
Fees৳4,380
Friction৳2,137
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 #51
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 |
| 2020-09-21 | SELL | 323 | 333.42 | 473.85 | 219.02 | 107,001.14 | 22,511.46 |
| 2024-06-27 | BUY | 450 | 236.2 | 467.68 | 235.85 | -106,993.53 | 0 |
| 2024-08-15 | SELL | 450 | 381 | 754.38 | 348.88 | 170,346.74 | 63,353.22 |
| 2026-06-08 | BUY | 686 | 246.8 | 744.94 | 392.16 | -170,441.91 | 0 |
| 2026-08-16 | SELL | 686 | 251.5 | 759.13 | 378.89 | 171,390.98 | 949.07 |