Net return 67.9% · drawdown 42.4% · 30 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: 3.1%. 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.
#52 · RSI corridor + Flow: RVOL percentile + Flow: Accumulation streak
Net return 65.9% · drawdown 8.3% · 4 closed positions
Net return 57.7% · drawdown 8.3% · 4 closed positions
Variant 2; fixed stop 22.0%; maximum 30 sessions; gate None; continuous signal; exit stop/time only; trailing arms at 18.0%, distance 6.0%; partial sale at 15.0% (0 = off).
Account reconciliation
Cash৳167,949
Unsettled৳0
Holdings৳0
NAV৳167,949
Realized P&L৳67,949
Unrealized P&L৳0
Fees৳25,425
Friction৳12,092
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 #52
66 fills, including partial sales. Page 1.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2012-07-10 | BUY | 515 | 192.7 | 436.66 | 203.78 | -99,880.94 | 0 |
| 2012-07-22 | SELL | 515 | 150.31 | 340.59 | 157.58 | 76,909.42 | -22,971.52 |
| 2013-10-31 | BUY | 398 | 192 | 336.23 | 159.38 | -76,911.61 | 0 |
| 2013-12-12 | SELL | 398 | 202.1 | 353.92 | 163.39 | 79,918.5 | 3,006.89 |
| 2014-07-17 | BUY | 278 | 285.1 | 348.73 | 160.66 | -79,767.2 | 0 |
| 2014-08-07 | SELL | 139 | 327.87 | 200.52 | 91.63 | 45,281.08 | 5,397.48 |
| 2014-08-21 | SELL | 139 | 329.38 | 201.45 | 91.89 | 45,489.92 | 5,606.32 |
| 2015-03-18 | BUY | 266 | 340 | 397.94 | 185.58 | -91,023.52 | 0 |
| 2015-05-05 | SELL | 266 | 327 | 382.72 | 177.71 | 86,421.57 | -4,601.95 |
| 2015-05-19 | BUY | 257 | 333.8 | 377.46 | 175.88 | -86,339.94 | 0 |
| 2015-07-02 | SELL | 257 | 330.1 | 373.28 | 172.3 | 84,290.13 | -2,049.82 |
| 2015-07-09 | BUY | 251 | 333.5 | 368.32 | 169.88 | -84,246.7 | 0 |
| 2015-08-26 | SELL | 251 | 318.7 | 351.97 | 162.92 | 79,478.8 | -4,767.89 |
| 2016-01-17 | BUY | 307 | 257 | 347.16 | 169.22 | -79,415.38 | 0 |
| 2016-03-02 | SELL | 307 | 244.1 | 329.73 | 155.99 | 74,452.98 | -4,962.4 |
| 2016-04-21 | BUY | 305 | 243 | 326.11 | 160.6 | -74,601.71 | 0 |
| 2016-06-06 | SELL | 305 | 255.2 | 342.48 | 165.53 | 77,327.99 | 2,726.28 |
| 2016-06-29 | BUY | 302 | 253.9 | 337.38 | 163.99 | -77,179.17 | 0 |
| 2016-08-17 | SELL | 302 | 272 | 361.43 | 167.96 | 81,614.6 | 4,435.43 |
| 2016-09-26 | BUY | 303 | 268.1 | 357.43 | 174.39 | -81,766.12 | 0 |
| 2016-11-09 | SELL | 303 | 281.3 | 375.03 | 177.21 | 84,681.66 | 2,915.54 |
| 2016-11-21 | BUY | 293 | 287.1 | 370.13 | 173.87 | -84,664.3 | 0 |
| 2017-01-04 | SELL | 293 | 286.1 | 368.84 | 173.57 | 83,284.89 | -1,379.41 |
| 2017-01-15 | BUY | 284 | 291 | 363.63 | 170.14 | -83,177.78 | 0 |
| 2017-02-27 | SELL | 284 | 315.1 | 393.75 | 183.68 | 88,910.97 | 5,733.19 |
| 2017-06-05 | BUY | 263 | 336 | 388.82 | 187.13 | -88,943.95 | 0 |
| 2017-07-20 | SELL | 263 | 370 | 428.16 | 197.47 | 96,684.37 | 7,740.42 |
| 2017-10-11 | BUY | 224 | 429.5 | 423.32 | 196.57 | -96,827.88 | 0 |
| 2017-11-13 | SELL | 112 | 493.92 | 243.41 | 111.95 | 54,964.24 | 6,550.3 |
| 2017-11-16 | SELL | 112 | 476.49 | 234.81 | 107.63 | 53,023.99 | 4,610.05 |
| 2017-12-05 | BUY | 221 | 484 | 470.64 | 216.81 | -107,651.45 | 0 |
| 2018-01-18 | SELL | 221 | 482.5 | 469.18 | 218.68 | 105,944.63 | -1,706.82 |
| 2018-01-23 | BUY | 212 | 496 | 462.67 | 215.32 | -105,829.99 | 0 |
| 2018-03-07 | SELL | 212 | 487.9 | 455.11 | 212.06 | 102,767.63 | -3,062.36 |
| 2018-10-25 | BUY | 269 | 381 | 450.95 | 213.56 | -103,153.52 | 0 |
| 2018-12-09 | SELL | 269 | 363.6 | 430.36 | 205.89 | 97,172.15 | -5,981.37 |
| 2019-03-27 | BUY | 235 | 410.1 | 424.04 | 197.61 | -96,995.16 | 0 |
| 2019-05-13 | SELL | 235 | 351.5 | 363.45 | 171.65 | 82,067.4 | -14,927.75 |
| 2019-06-09 | BUY | 230 | 355.1 | 359.36 | 172.01 | -82,204.37 | 0 |
| 2019-07-22 | SELL | 230 | 325.3 | 329.2 | 154.67 | 74,335.12 | -7,869.24 |
| 2019-10-24 | BUY | 228 | 324 | 325.04 | 152.38 | -74,349.42 | 0 |
| 2019-12-08 | SELL | 228 | 309.8 | 310.79 | 144.75 | 70,178.86 | -4,170.56 |
| 2020-01-21 | BUY | 249 | 279.9 | 306.66 | 143.85 | -70,145.61 | 0 |
| 2020-02-24 | SELL | 124 | 321.88 | 175.62 | 80.46 | 39,657.66 | 4,725.71 |
| 2020-02-27 | SELL | 125 | 282.7 | 155.48 | 71.12 | 35,110.77 | -102.89 |
| 2020-07-13 | BUY | 304 | 244.2 | 326.64 | 159.24 | -74,722.69 | 0 |
| 2020-08-12 | SELL | 152 | 280.83 | 187.82 | 86.09 | 42,412.26 | 5,050.91 |
| 2020-08-18 | SELL | 152 | 280.12 | 187.34 | 85.77 | 42,305.13 | 4,943.78 |
| 2020-12-08 | BUY | 257 | 327.8 | 370.68 | 175.61 | -84,790.88 | 0 |
| 2021-01-05 | SELL | 128 | 376.97 | 212.31 | 97.72 | 47,942.13 | 5,711.65 |
| 2021-01-21 | SELL | 129 | 377 | 213.99 | 98.24 | 48,320.78 | 5,760.38 |
| 2021-04-21 | BUY | 281 | 340.2 | 420.62 | 202.52 | -96,219.35 | 0 |
| 2021-06-07 | SELL | 281 | 349.5 | 432.12 | 204.45 | 97,572.93 | 1,353.58 |
| 2021-06-13 | BUY | 276 | 351 | 426.25 | 202.35 | -97,504.61 | 0 |
| 2021-08-03 | SELL | 276 | 372 | 451.76 | 212.64 | 102,007.6 | 4,502.99 |
| 2021-12-05 | BUY | 282 | 359 | 445.45 | 221.52 | -101,904.96 | 0 |
| 2022-01-17 | SELL | 282 | 360 | 446.69 | 216.69 | 100,856.62 | -1,048.34 |
| 2024-06-24 | BUY | 439 | 228.9 | 442.14 | 224.13 | -101,153.37 | 0 |
| 2024-08-11 | SELL | 219 | 345.6 | 333.02 | 157.85 | 75,195.53 | 24,734.06 |
| 2024-08-15 | SELL | 220 | 381 | 368.81 | 169.07 | 83,282.12 | 32,590.23 |
| 2024-11-10 | BUY | 486 | 324 | 692.84 | 328.84 | -158,485.68 | 0 |
| 2024-12-23 | SELL | 486 | 325.6 | 696.26 | 339.01 | 157,206.33 | -1,279.35 |
| 2025-07-21 | BUY | 515 | 303 | 686.6 | 352.02 | -157,083.62 | 0 |
| 2025-09-02 | SELL | 515 | 309 | 700.19 | 346.95 | 158,087.86 | 1,004.24 |
| 2026-06-01 | BUY | 650 | 241.5 | 690.69 | 366.63 | -158,032.32 | 0 |
| 2026-07-14 | SELL | 650 | 259.8 | 743.03 | 363.86 | 167,763.11 | 9,730.8 |