Net return 94.3% · drawdown 40.9% · 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: 4.0%. 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.
#54 · 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 12.0%; 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
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 #54
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 | 169.58 | 384.26 | 178.18 | 86,769.2 | -13,111.74 |
| 2013-10-31 | BUY | 449 | 192 | 379.32 | 180.75 | -86,768.06 | 0 |
| 2013-12-12 | SELL | 449 | 202.1 | 399.27 | 184.69 | 90,158.94 | 3,390.88 |
| 2014-07-17 | BUY | 314 | 285.1 | 393.89 | 181.78 | -90,097.08 | 0 |
| 2014-08-07 | SELL | 157 | 327.87 | 226.49 | 103.57 | 51,144.74 | 6,096.2 |
| 2014-08-21 | SELL | 157 | 329.38 | 227.53 | 103.84 | 51,380.66 | 6,332.12 |
| 2015-03-18 | BUY | 300 | 340 | 448.8 | 209.98 | -102,658.78 | 0 |
| 2015-05-05 | SELL | 300 | 327 | 431.64 | 200.97 | 97,467.39 | -5,191.39 |
| 2015-05-19 | BUY | 290 | 333.8 | 425.93 | 199.09 | -97,427.02 | 0 |
| 2015-07-02 | SELL | 290 | 330.1 | 421.21 | 194.8 | 95,112.99 | -2,314.03 |
| 2015-07-09 | BUY | 283 | 333.5 | 415.27 | 191.89 | -94,987.66 | 0 |
| 2015-08-26 | SELL | 283 | 318.7 | 396.85 | 184.12 | 89,611.14 | -5,376.53 |
| 2016-01-17 | BUY | 347 | 257 | 392.39 | 192.95 | -89,764.34 | 0 |
| 2016-03-02 | SELL | 347 | 244.1 | 372.69 | 177.22 | 84,152.79 | -5,611.55 |
| 2016-04-21 | BUY | 344 | 243 | 367.8 | 182.93 | -84,142.73 | 0 |
| 2016-06-06 | SELL | 344 | 255.2 | 386.27 | 188.12 | 87,214.41 | 3,071.68 |
| 2016-06-29 | BUY | 341 | 253.9 | 380.95 | 186.71 | -87,147.56 | 0 |
| 2016-08-17 | SELL | 341 | 272 | 408.11 | 190.19 | 92,153.7 | 5,006.13 |
| 2016-09-26 | BUY | 341 | 268.1 | 402.26 | 197.94 | -92,022.3 | 0 |
| 2016-11-09 | SELL | 341 | 281.3 | 422.06 | 200.39 | 95,300.85 | 3,278.55 |
| 2016-11-21 | BUY | 330 | 287.1 | 416.87 | 196.63 | -95,356.5 | 0 |
| 2017-01-04 | SELL | 330 | 286.1 | 415.42 | 196.33 | 93,801.26 | -1,555.24 |
| 2017-01-15 | BUY | 321 | 291 | 411.01 | 193.02 | -94,015.03 | 0 |
| 2017-02-27 | SELL | 321 | 315.1 | 445.05 | 208.31 | 100,493.75 | 6,478.72 |
| 2017-06-05 | BUY | 297 | 336 | 439.08 | 212.84 | -100,443.92 | 0 |
| 2017-07-20 | SELL | 297 | 370 | 483.52 | 223.41 | 109,183.07 | 8,739.15 |
| 2017-10-11 | BUY | 252 | 429.5 | 476.23 | 221.72 | -108,931.95 | 0 |
| 2017-11-13 | SELL | 126 | 493.92 | 273.83 | 126.13 | 61,834.59 | 7,368.61 |
| 2017-11-16 | SELL | 126 | 476.49 | 264.16 | 121.21 | 59,651.87 | 5,185.89 |
| 2017-12-05 | BUY | 250 | 484 | 532.4 | 245.69 | -121,778.09 | 0 |
| 2018-01-18 | SELL | 250 | 482.5 | 530.75 | 248.18 | 119,846.07 | -1,932.02 |
| 2018-01-23 | BUY | 240 | 496 | 523.78 | 244.51 | -119,808.28 | 0 |
| 2018-03-07 | SELL | 240 | 487.9 | 515.22 | 240.84 | 116,339.94 | -3,468.35 |
| 2018-10-25 | BUY | 303 | 381 | 507.95 | 241.78 | -116,192.73 | 0 |
| 2018-12-09 | SELL | 303 | 363.6 | 484.75 | 233.38 | 109,452.67 | -6,740.06 |
| 2019-03-27 | BUY | 265 | 410.1 | 478.18 | 223.54 | -109,378.22 | 0 |
| 2019-04-09 | SELL | 265 | 360.89 | 420.8 | 195.07 | 95,019.45 | -14,358.77 |
| 2019-06-09 | BUY | 266 | 355.1 | 415.61 | 200.5 | -95,072.7 | 0 |
| 2019-07-22 | SELL | 266 | 325.3 | 380.73 | 179.79 | 85,969.27 | -9,103.43 |
| 2019-10-24 | BUY | 264 | 324 | 376.36 | 177.29 | -86,089.64 | 0 |
| 2019-12-08 | SELL | 264 | 309.8 | 359.86 | 168.24 | 81,259.09 | -4,830.55 |
| 2020-01-21 | BUY | 288 | 279.9 | 354.69 | 167.19 | -81,133.08 | 0 |
| 2020-02-24 | SELL | 144 | 321.88 | 203.95 | 93.56 | 46,053.93 | 5,487.39 |
| 2020-02-27 | SELL | 144 | 282.7 | 179.12 | 82.01 | 40,447.52 | -119.01 |
| 2020-07-13 | BUY | 352 | 244.2 | 378.22 | 186.36 | -86,522.97 | 0 |
| 2020-08-12 | SELL | 176 | 280.83 | 217.47 | 99.81 | 49,108.8 | 5,847.31 |
| 2020-08-18 | SELL | 176 | 280.12 | 216.92 | 99.42 | 48,984.77 | 5,723.29 |
| 2020-12-08 | BUY | 297 | 327.8 | 428.37 | 204.22 | -97,989.19 | 0 |
| 2021-01-05 | SELL | 148 | 376.97 | 245.48 | 113.21 | 55,432.87 | 6,603.24 |
| 2021-01-21 | SELL | 149 | 377 | 247.16 | 113.64 | 55,812.2 | 6,652.64 |
| 2021-04-21 | BUY | 325 | 340.2 | 486.49 | 236.29 | -111,287.77 | 0 |
| 2021-06-07 | SELL | 325 | 349.5 | 499.79 | 237.92 | 112,849.8 | 1,562.02 |
| 2021-06-13 | BUY | 320 | 351 | 494.21 | 236.2 | -113,050.41 | 0 |
| 2021-08-03 | SELL | 320 | 372 | 523.78 | 247.89 | 118,268.33 | 5,217.92 |
| 2021-12-05 | BUY | 327 | 359 | 516.53 | 260.39 | -118,169.92 | 0 |
| 2022-01-17 | SELL | 327 | 360 | 517.97 | 253.8 | 116,948.23 | -1,221.68 |
| 2024-06-24 | BUY | 508 | 228.9 | 511.64 | 263.57 | -117,056.4 | 0 |
| 2024-08-11 | SELL | 254 | 345.6 | 386.24 | 184.27 | 87,211.89 | 28,683.68 |
| 2024-08-15 | SELL | 254 | 381 | 425.81 | 195.45 | 96,152.74 | 37,624.54 |
| 2024-11-10 | BUY | 562 | 324 | 801.19 | 382.78 | -183,271.97 | 0 |
| 2024-12-23 | SELL | 562 | 325.6 | 805.14 | 396.09 | 181,785.97 | -1,486 |
| 2025-07-21 | BUY | 596 | 303 | 794.59 | 414.66 | -181,797.25 | 0 |
| 2025-09-02 | SELL | 596 | 309 | 810.32 | 406.73 | 182,946.94 | 1,149.7 |
| 2026-06-01 | BUY | 752 | 241.5 | 799.08 | 433.72 | -182,840.8 | 0 |
| 2026-07-14 | SELL | 752 | 259.8 | 859.63 | 425.7 | 194,084.28 | 11,243.48 |