Net return 83.0% · 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: 3.6%. 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.
#53 · 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 15.0%; maximum 30 sessions; gate None; continuous signal; exit all bearish; trailing arms at 18.0%, distance 6.0%; partial sale at 15.0% (0 = off).
Account reconciliation
Cash৳182,954
Unsettled৳0
Holdings৳0
NAV৳182,954
Realized P&L৳82,954
Unrealized P&L৳0
Fees৳27,663
Friction৳13,208
NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.46e-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 #53
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 | 163.8 | 371.16 | 171.99 | 83,811.27 | -16,069.67 |
| 2013-10-31 | BUY | 434 | 192 | 366.64 | 174.44 | -83,869.08 | 0 |
| 2013-12-12 | SELL | 434 | 202.1 | 385.93 | 178.41 | 87,147.06 | 3,277.97 |
| 2014-07-17 | BUY | 303 | 285.1 | 380.1 | 175.32 | -86,940.72 | 0 |
| 2014-08-07 | SELL | 151 | 327.87 | 217.83 | 99.59 | 49,190.19 | 5,863.3 |
| 2014-08-21 | SELL | 152 | 329.38 | 220.29 | 100.52 | 49,744.34 | 6,130.52 |
| 2015-03-18 | BUY | 289 | 340 | 432.34 | 202.07 | -98,894.41 | 0 |
| 2015-05-05 | SELL | 289 | 327 | 415.81 | 193.43 | 93,893.75 | -5,000.66 |
| 2015-05-19 | BUY | 280 | 333.8 | 411.24 | 192.04 | -94,067.28 | 0 |
| 2015-07-02 | SELL | 280 | 330.1 | 406.68 | 187.97 | 91,833.34 | -2,233.94 |
| 2015-07-09 | BUY | 274 | 333.5 | 402.07 | 185.69 | -91,966.76 | 0 |
| 2015-08-26 | SELL | 274 | 318.7 | 384.22 | 178.15 | 86,761.43 | -5,205.33 |
| 2016-01-17 | BUY | 335 | 257 | 378.82 | 185.79 | -86,659.61 | 0 |
| 2016-03-02 | SELL | 335 | 244.1 | 359.8 | 170.83 | 81,242.87 | -5,416.74 |
| 2016-04-21 | BUY | 332 | 243 | 354.97 | 176.01 | -81,206.99 | 0 |
| 2016-06-06 | SELL | 332 | 255.2 | 372.8 | 181.13 | 84,172.47 | 2,965.48 |
| 2016-06-29 | BUY | 329 | 253.9 | 367.55 | 179.68 | -84,080.33 | 0 |
| 2016-08-17 | SELL | 329 | 272 | 393.75 | 183.34 | 88,910.91 | 4,830.59 |
| 2016-09-26 | BUY | 330 | 268.1 | 389.28 | 191.09 | -89,053.37 | 0 |
| 2016-11-09 | SELL | 330 | 281.3 | 408.45 | 193.66 | 92,226.89 | 3,173.53 |
| 2016-11-21 | BUY | 319 | 287.1 | 402.97 | 189.84 | -92,177.72 | 0 |
| 2017-01-04 | SELL | 319 | 286.1 | 401.57 | 189.54 | 90,674.79 | -1,502.93 |
| 2017-01-15 | BUY | 310 | 291 | 396.92 | 186.2 | -90,793.13 | 0 |
| 2017-02-27 | SELL | 310 | 315.1 | 429.8 | 200.97 | 97,050.24 | 6,257.11 |
| 2017-06-05 | BUY | 287 | 336 | 424.3 | 205.24 | -97,061.54 | 0 |
| 2017-07-20 | SELL | 287 | 370 | 467.24 | 215.77 | 105,506.99 | 8,445.45 |
| 2017-10-11 | BUY | 244 | 429.5 | 461.11 | 214.52 | -105,473.63 | 0 |
| 2017-11-13 | SELL | 122 | 493.92 | 265.14 | 122.07 | 59,871.64 | 7,134.82 |
| 2017-11-16 | SELL | 122 | 476.49 | 255.78 | 117.32 | 57,758.19 | 5,021.37 |
| 2017-12-05 | BUY | 241 | 484 | 513.23 | 236.72 | -117,393.95 | 0 |
| 2018-01-18 | SELL | 241 | 482.5 | 511.64 | 239.01 | 115,531.85 | -1,862.1 |
| 2018-01-23 | BUY | 231 | 496 | 504.13 | 235.1 | -115,315.24 | 0 |
| 2018-03-07 | SELL | 231 | 487.9 | 495.9 | 231.57 | 111,977.43 | -3,337.81 |
| 2018-10-25 | BUY | 293 | 381 | 491.19 | 233.45 | -112,357.64 | 0 |
| 2018-12-09 | SELL | 293 | 363.6 | 468.75 | 225.26 | 105,840.78 | -6,516.85 |
| 2019-03-27 | BUY | 256 | 410.1 | 461.94 | 215.75 | -105,663.28 | 0 |
| 2019-05-13 | SELL | 256 | 351.5 | 395.93 | 187.61 | 89,400.46 | -16,262.82 |
| 2019-06-09 | BUY | 250 | 355.1 | 390.61 | 187.78 | -89,353.39 | 0 |
| 2019-07-22 | SELL | 250 | 325.3 | 357.83 | 168.6 | 80,798.57 | -8,554.82 |
| 2019-10-24 | BUY | 248 | 324 | 353.55 | 166.19 | -80,871.74 | 0 |
| 2019-12-08 | SELL | 248 | 309.8 | 338.05 | 157.78 | 76,334.57 | -4,537.17 |
| 2020-01-21 | BUY | 271 | 279.9 | 333.75 | 156.99 | -76,343.64 | 0 |
| 2020-02-24 | SELL | 135 | 321.88 | 191.2 | 87.66 | 43,175.61 | 5,144.65 |
| 2020-02-27 | SELL | 136 | 282.7 | 169.17 | 77.43 | 38,200.47 | -112.21 |
| 2020-07-13 | BUY | 332 | 244.2 | 356.73 | 174.99 | -81,606.12 | 0 |
| 2020-08-12 | SELL | 166 | 280.83 | 205.12 | 94.09 | 46,318.58 | 5,515.51 |
| 2020-08-18 | SELL | 166 | 280.12 | 204.6 | 93.73 | 46,201.59 | 5,398.53 |
| 2020-12-08 | BUY | 280 | 327.8 | 403.85 | 192.02 | -92,379.87 | 0 |
| 2021-01-05 | SELL | 140 | 376.97 | 232.21 | 107 | 52,436.58 | 6,246.65 |
| 2021-01-21 | SELL | 140 | 377 | 232.23 | 106.7 | 52,441.07 | 6,251.13 |
| 2021-04-21 | BUY | 306 | 340.2 | 458.05 | 221.64 | -104,780.88 | 0 |
| 2021-06-07 | SELL | 306 | 349.5 | 470.57 | 223.42 | 106,253.02 | 1,472.13 |
| 2021-06-13 | BUY | 301 | 351 | 464.86 | 221.53 | -106,337.4 | 0 |
| 2021-08-03 | SELL | 301 | 372 | 492.68 | 232.62 | 111,246.7 | 4,909.3 |
| 2021-12-05 | BUY | 308 | 359 | 486.52 | 243.86 | -111,302.37 | 0 |
| 2022-01-17 | SELL | 308 | 360 | 487.87 | 238.05 | 110,154.08 | -1,148.29 |
| 2024-06-24 | BUY | 478 | 228.9 | 481.42 | 246.28 | -110,141.9 | 0 |
| 2024-08-11 | SELL | 239 | 345.6 | 363.43 | 172.91 | 82,062.06 | 26,991.11 |
| 2024-08-15 | SELL | 239 | 381 | 400.66 | 183.8 | 90,474.54 | 35,403.59 |
| 2024-11-10 | BUY | 529 | 324 | 754.14 | 359.28 | -172,509.42 | 0 |
| 2024-12-23 | SELL | 529 | 325.6 | 757.87 | 371.17 | 171,113.36 | -1,396.05 |
| 2025-07-21 | BUY | 561 | 303 | 747.93 | 387.35 | -171,118.28 | 0 |
| 2025-09-02 | SELL | 561 | 309 | 762.74 | 380.73 | 172,205.54 | 1,087.26 |
| 2026-06-01 | BUY | 708 | 241.5 | 752.32 | 404.46 | -172,138.78 | 0 |
| 2026-07-14 | SELL | 708 | 259.8 | 809.33 | 398.86 | 182,730.21 | 10,591.42 |