Net return -46.1% · drawdown 80.1% · 57 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.
#59 · MACD + Flow: VPT + Flow: OBV slope + Flow: Range flow
Net return 55.4% · drawdown 8.2% · 5 closed positions
Net return 47.4% · drawdown 8.3% · 5 closed positions
Variant 1; fixed stop 15.0%; maximum 30 sessions; gate None; continuous signal; exit all bearish; trailing arms at 12.0%, distance 3.5%; partial sale at 20.0% (0 = off).
Account reconciliation
Cash৳53,881
Unsettled৳0
Holdings৳0
NAV৳53,881
Realized P&L৳-46,119
Unrealized P&L৳0
Fees৳20,389
Friction৳9,381
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 #59
119 fills, including partial sales. Page 2.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2020-12-13 | BUY | 92 | 343 | 138.85 | 63.99 | -31,758.83 | 0 |
| 2021-01-06 | SELL | 92 | 374.42 | 151.57 | 69.47 | 34,225.6 | 2,466.77 |
| 2021-06-13 | BUY | 97 | 351 | 149.81 | 69.16 | -34,265.96 | 0 |
| 2021-08-03 | SELL | 97 | 372 | 158.77 | 73.07 | 35,852.16 | 1,586.2 |
| 2021-09-06 | BUY | 96 | 369.9 | 156.25 | 71.8 | -35,738.45 | 0 |
| 2021-10-18 | SELL | 96 | 369 | 155.87 | 71.63 | 35,196.51 | -541.94 |
| 2022-07-18 | BUY | 121 | 289.8 | 154.29 | 71.18 | -35,291.27 | 0 |
| 2022-08-23 | SELL | 121 | 286.8 | 152.69 | 70.39 | 34,479.72 | -811.55 |
| 2024-06-27 | BUY | 145 | 236.2 | 150.7 | 70.91 | -34,470.61 | 0 |
| 2024-08-11 | SELL | 72 | 345.6 | 109.49 | 50.47 | 24,723.25 | 7,606.81 |
| 2024-08-15 | SELL | 73 | 381 | 122.38 | 55.78 | 27,634.84 | 10,280.67 |
| 2024-11-13 | BUY | 158 | 329.3 | 228.93 | 105.54 | -52,363.87 | 0 |
| 2024-12-29 | SELL | 158 | 322.5 | 224.2 | 104.31 | 50,626.49 | -1,737.38 |
| 2025-01-02 | BUY | 155 | 324.5 | 221.31 | 103.18 | -50,621.99 | 0 |
| 2025-02-13 | SELL | 155 | 336.1 | 229.22 | 106.5 | 51,759.78 | 1,137.79 |
| 2025-07-21 | BUY | 170 | 303 | 226.64 | 107.37 | -51,844.02 | 0 |
| 2025-09-02 | SELL | 170 | 309 | 231.13 | 108.18 | 52,190.68 | 346.67 |
| 2026-06-08 | BUY | 210 | 246.8 | 228.04 | 108.67 | -52,164.72 | 0 |
| 2026-07-21 | SELL | 210 | 257.5 | 237.93 | 110.95 | 53,726.12 | 1,561.4 |