Net return 56.9% · drawdown 52.3% · 44 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: 2.7%. 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.
#60 · Flow: VPT
Net return 36.2% · drawdown 18.6% · 5 closed positions
Net return 27.9% · drawdown 21.7% · 5 closed positions
Variant 2; fixed stop 6.0%; maximum 45 sessions; gate None; fresh signal only; exit all bearish; trailing arms at 18.0%, distance 6.0%; partial sale at 0.0% (0 = off).
Account reconciliation
Cash৳156,885
Unsettled৳0
Holdings৳0
NAV৳156,885
Realized P&L৳56,885
Unrealized P&L৳0
Fees৳43,121
Friction৳20,396
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 #60
89 fills, including partial sales. Page 1.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2011-06-28 | BUY | 643 | 154.5 | 437.11 | 205.22 | -99,985.83 | 0 |
| 2011-07-25 | SELL | 643 | 205.6 | 581.68 | 267.28 | 131,351.84 | 31,366 |
| 2011-08-01 | BUY | 718 | 181.6 | 573.71 | 263.02 | -131,225.53 | 0 |
| 2011-09-07 | SELL | 718 | 170.7 | 539.29 | 250.67 | 121,775.51 | -9,450.02 |
| 2011-10-31 | BUY | 760 | 159.3 | 532.7 | 248.73 | -121,849.43 | 0 |
| 2011-11-15 | SELL | 760 | 147.3 | 492.57 | 229.09 | 111,226.33 | -10,623.1 |
| 2011-11-20 | BUY | 663 | 166.6 | 486.01 | 225.61 | -111,167.42 | 0 |
| 2011-11-28 | SELL | 663 | 156.6 | 456.85 | 210.9 | 103,160.7 | -8,006.71 |
| 2011-12-26 | BUY | 638 | 160.8 | 451.4 | 211.97 | -103,253.77 | 0 |
| 2012-01-25 | SELL | 638 | 151.15 | 424.31 | 195.71 | 95,814.95 | -7,438.81 |
| 2012-03-20 | BUY | 551 | 172.8 | 418.94 | 194.12 | -95,825.85 | 0 |
| 2012-04-29 | SELL | 551 | 213.2 | 516.88 | 236.76 | 116,719.56 | 20,893.71 |
| 2012-05-14 | BUY | 556 | 208.5 | 510.07 | 233.82 | -116,669.9 | 0 |
| 2012-06-25 | SELL | 556 | 195.99 | 479.47 | 225.23 | 108,265.74 | -8,404.16 |
| 2012-07-25 | BUY | 523 | 205.5 | 472.9 | 219.77 | -108,169.17 | 0 |
| 2012-08-05 | SELL | 523 | 189.1 | 435.16 | 201.72 | 98,262.42 | -9,906.75 |
| 2012-11-19 | BUY | 568 | 172.1 | 430.11 | 203.01 | -98,385.92 | 0 |
| 2013-01-27 | SELL | 568 | 168.4 | 420.87 | 207.12 | 95,023.22 | -3,362.7 |
| 2013-02-05 | BUY | 540 | 174.9 | 415.56 | 201.44 | -95,063 | 0 |
| 2013-02-11 | SELL | 540 | 164.41 | 390.63 | 185.56 | 88,203.05 | -6,859.95 |
| 2013-05-15 | BUY | 566 | 154.7 | 385.26 | 194.19 | -88,139.65 | 0 |
| 2013-06-09 | SELL | 566 | 176.5 | 439.56 | 206.96 | 99,252.48 | 11,112.83 |
| 2013-08-21 | BUY | 503 | 196.1 | 434.01 | 199.44 | -99,271.75 | 0 |
| 2013-10-08 | SELL | 503 | 178.8 | 395.72 | 184.29 | 89,356.39 | -9,915.37 |
| 2013-11-21 | BUY | 423 | 209.9 | 390.67 | 181.12 | -89,359.48 | 0 |
| 2014-01-30 | SELL | 423 | 212.3 | 395.13 | 183.76 | 89,224.01 | -135.47 |
| 2014-02-27 | BUY | 414 | 214 | 389.82 | 180.38 | -89,166.21 | 0 |
| 2014-04-16 | SELL | 414 | 255.68 | 465.75 | 214.1 | 105,171.67 | 16,005.46 |
| 2014-07-23 | BUY | 351 | 297.7 | 459.77 | 212.63 | -105,165.1 | 0 |
| 2014-09-30 | SELL | 351 | 381.9 | 589.81 | 271.56 | 133,185.53 | 28,020.43 |
| 2014-10-28 | BUY | 348 | 379.7 | 581.4 | 267.11 | -132,984.11 | 0 |
| 2014-11-06 | SELL | 348 | 353.3 | 540.97 | 248.91 | 122,158.51 | -10,825.59 |
| 2015-03-18 | BUY | 357 | 340 | 534.07 | 251.23 | -122,165.3 | 0 |
| 2015-04-26 | SELL | 357 | 319.6 | 502.03 | 232.63 | 113,362.54 | -8,802.75 |
| 2015-06-14 | BUY | 337 | 335 | 496.74 | 229.9 | -113,621.64 | 0 |
| 2015-08-17 | SELL | 337 | 314.9 | 466.93 | 215.88 | 105,438.49 | -8,183.15 |
| 2016-01-20 | BUY | 382 | 274 | 460.54 | 223.63 | -105,352.16 | 0 |
| 2016-01-31 | SELL | 382 | 257.56 | 432.91 | 207.29 | 97,747.72 | -7,604.44 |
| 2016-05-29 | BUY | 381 | 255.2 | 427.82 | 209.07 | -97,868.09 | 0 |
| 2016-08-04 | SELL | 381 | 275.1 | 461.18 | 216.36 | 104,135.56 | 6,267.47 |
| 2016-08-10 | BUY | 386 | 267.9 | 455 | 212.81 | -104,077.21 | 0 |
| 2016-10-24 | SELL | 386 | 281.2 | 477.59 | 230.43 | 107,835.18 | 3,757.96 |
| 2017-01-04 | BUY | 374 | 286.1 | 470.81 | 223.64 | -107,695.84 | 0 |
| 2017-03-09 | SELL | 374 | 316.9 | 521.49 | 245.43 | 117,753.68 | 10,057.84 |
| 2017-03-30 | BUY | 355 | 330 | 515.46 | 245.21 | -117,910.67 | 0 |
| 2017-06-05 | SELL | 355 | 336 | 524.83 | 257.5 | 118,497.67 | 587 |
| 2017-06-28 | BUY | 346 | 340 | 517.62 | 247.71 | -118,405.32 | 0 |
| 2017-07-09 | SELL | 346 | 340.5 | 518.38 | 242.97 | 117,051.65 | -1,353.67 |
| 2017-07-16 | BUY | 318 | 365.1 | 510.85 | 236.94 | -116,849.59 | 0 |
| 2017-09-18 | SELL | 318 | 408.9 | 572.13 | 267.09 | 129,190.98 | 12,341.39 |
| 2018-01-24 | BUY | 255 | 503.8 | 565.26 | 263.41 | -129,297.68 | 0 |
| 2018-02-25 | SELL | 255 | 473.57 | 531.35 | 246.16 | 119,983.35 | -9,314.32 |
| 2018-06-25 | BUY | 292 | 408.9 | 525.35 | 243.92 | -120,168.08 | 0 |
| 2018-07-02 | SELL | 292 | 384.37 | 493.83 | 228.44 | 111,512.6 | -8,655.48 |
| 2018-07-18 | BUY | 275 | 401.9 | 486.3 | 225.25 | -111,234.05 | 0 |
| 2018-08-07 | SELL | 275 | 376 | 454.96 | 212.83 | 102,732.21 | -8,501.84 |
| 2019-01-09 | BUY | 268 | 382 | 450.45 | 214.74 | -103,041.2 | 0 |
| 2019-03-18 | SELL | 268 | 385.5 | 454.58 | 211.64 | 102,647.78 | -393.42 |
| 2019-03-21 | BUY | 255 | 399 | 447.68 | 208.7 | -102,401.38 | 0 |
| 2019-04-08 | SELL | 255 | 375.06 | 420.82 | 195.3 | 95,024.19 | -7,377.19 |
| 2019-09-23 | BUY | 262 | 361 | 416.16 | 195.92 | -95,194.08 | 0 |
| 2019-10-09 | SELL | 262 | 339.34 | 391.19 | 182.63 | 88,333.26 | -6,860.82 |
| 2019-10-27 | BUY | 268 | 327.6 | 386.31 | 182.02 | -88,365.13 | 0 |
| 2019-11-14 | SELL | 268 | 307.94 | 363.13 | 172.46 | 81,993.4 | -6,371.73 |
| 2019-11-20 | BUY | 252 | 323.1 | 358.25 | 169.09 | -81,948.54 | 0 |
| 2019-11-25 | SELL | 252 | 303.71 | 336.76 | 157.75 | 76,041.42 | -5,907.12 |
| 2019-11-28 | BUY | 236 | 320 | 332.29 | 155.03 | -76,007.32 | 0 |
| 2019-12-10 | SELL | 236 | 300.8 | 312.35 | 145.47 | 70,530.98 | -5,476.35 |
| 2020-01-20 | BUY | 264 | 265.3 | 308.17 | 145.79 | -70,493.16 | 0 |
| 2020-02-24 | SELL | 264 | 302.12 | 350.94 | 162.06 | 79,245.63 | 8,752.47 |
| 2020-08-04 | BUY | 298 | 264.8 | 347.21 | 160.92 | -79,418.53 | 0 |
| 2020-09-21 | SELL | 298 | 333.42 | 437.18 | 201.81 | 98,719.58 | 19,301.05 |
| 2020-12-13 | BUY | 285 | 343 | 430.12 | 203.92 | -98,389.04 | 0 |
| 2021-02-16 | SELL | 285 | 377.9 | 473.89 | 222.19 | 107,005.42 | 8,616.38 |
| 2021-06-28 | BUY | 309 | 345 | 469.06 | 224.04 | -107,298.1 | 0 |
| 2021-09-14 | SELL | 309 | 385.2 | 523.72 | 247.21 | 118,255.87 | 10,957.77 |
| 2022-07-06 | BUY | 402 | 292 | 516.49 | 249.28 | -118,149.77 | 0 |
| 2022-08-14 | SELL | 402 | 288 | 509.41 | 243.59 | 115,022.99 | -3,126.78 |
| 2024-06-30 | BUY | 476 | 240.1 | 502.87 | 254.47 | -115,044.93 | 0 |
| 2024-08-15 | SELL | 476 | 381 | 797.97 | 369.4 | 180,188.63 | 65,143.7 |
| 2025-01-02 | BUY | 552 | 324.5 | 788.15 | 391.08 | -180,303.22 | 0 |
| 2025-03-06 | SELL | 552 | 325.4 | 790.33 | 374.83 | 178,455.64 | -1,847.59 |
| 2025-07-22 | BUY | 571 | 310.1 | 779.1 | 399.42 | -178,245.61 | 0 |
| 2025-09-24 | SELL | 333 | 298.8 | 437.8 | 217.99 | 98,844.61 | -5,105.99 |
| 2025-09-25 | SELL | 238 | 298.5 | 312.59 | 151.79 | 70,578.62 | -3,716.4 |
| 2026-02-16 | BUY | 606 | 278 | 741.26 | 365.24 | -169,574.5 | 0 |
| 2026-02-26 | SELL | 606 | 261.32 | 696.78 | 344.5 | 157,318.63 | -12,255.86 |
| 2026-06-10 | BUY | 627 | 249 | 686.94 | 355.51 | -157,165.45 | 0 |
| 2026-08-16 | SELL | 627 | 251.5 | 693.84 | 343.65 | 156,653.02 | -512.44 |