Net return 72.7% · drawdown 14.5% · 3 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: 3.3%. 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.
#58 · Bollinger breakout + Flow: Range flow
Net return 52.6% · drawdown 9.0% · 1 closed positions
Net return 49.7% · drawdown 9.0% · 1 closed positions
Variant 3; fixed stop 8.0%; maximum 120 sessions; gate EMA 50; fresh signal only; exit stop/time only; trailing arms at 18.0%, distance 4.5%; partial sale at 0.0% (0 = off).
Account reconciliation
Cash৳132
Unsettled৳0
Holdings৳172,529
NAV৳172,662
Realized P&L৳80,019
Unrealized P&L৳-7,357
Fees৳3,786
Friction৳1,844
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 #58
7 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 |
| 2016-03-02 | SELL | 362 | 244.1 | 388.8 | 185.23 | 87,790.17 | -12,045.47 |
| 2020-07-27 | BUY | 336 | 259.9 | 384.24 | 179.76 | -87,890.39 | 0 |
| 2020-09-20 | SELL | 336 | 338.74 | 500.79 | 231.8 | 113,083.54 | 25,193.15 |
| 2024-06-27 | BUY | 475 | 236.2 | 493.66 | 250.32 | -112,938.98 | 0 |
| 2024-08-15 | SELL | 475 | 381 | 796.29 | 368.61 | 179,810.1 | 66,871.12 |
| 2026-06-08 | BUY | 724 | 246.8 | 786.21 | 417.02 | -179,886.43 | 0 |