Net return 151.2% · drawdown 24.8% · 37 closed positions
Searching for profit that survives costs
10,790 unique configurations in this batch; 66 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: 5.6%. This annualized figure describes the historical raw-price simulation.
Selection used earlier periods; 2024–2026 was replayed afterward. That period was already exposed in earlier research, so it is not a pristine holdout. 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.
#7 · Kalman milestone + Flow: NVI
Net return -20.3% · drawdown 23.5% · 8 closed positions
Net return -31.5% · drawdown 33.8% · 7 closed positions
Variant 2; fixed stop 8.0%; maximum 90 sessions; gate EMA 50; fresh signal only; exit EMA 200 break; trailing arms at 12.0%, distance 3.5%; partial sale at 20.0% (0 = off).
Account reconciliation
Cash৳251,184
Unsettled৳0
Holdings৳0
NAV৳251,184
Realized P&L৳151,184
Unrealized P&L৳0
Fees৳64,972
Friction৳32,362
NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.16e-10. 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 #7
83 fills, including partial sales. Page 1.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2010-12-23 | BUY | 376 | 263.8 | 436.43 | 199.91 | -99,825.14 | 0 |
| 2010-12-28 | SELL | 376 | 251.9 | 416.74 | 190.64 | 94,107.02 | -5,718.12 |
| 2011-07-12 | BUY | 538 | 174 | 411.89 | 190.21 | -94,214.1 | 0 |
| 2011-07-17 | SELL | 538 | 177.1 | 419.23 | 193.2 | 94,667.37 | 453.27 |
| 2011-10-30 | BUY | 606 | 155.2 | 413.83 | 192.2 | -94,657.23 | 0 |
| 2011-11-02 | SELL | 606 | 163 | 434.62 | 201.63 | 98,141.75 | 3,484.53 |
| 2012-04-09 | BUY | 498 | 195.9 | 429.26 | 197.28 | -98,184.73 | 0 |
| 2012-04-16 | SELL | 498 | 212.1 | 464.75 | 213.03 | 104,948.02 | 6,763.28 |
| 2013-02-10 | BUY | 619 | 168.3 | 458.38 | 220.2 | -104,856.28 | 0 |
| 2013-02-13 | SELL | 619 | 166.6 | 453.75 | 216.04 | 102,455.61 | -2,400.67 |
| 2013-05-15 | BUY | 658 | 154.7 | 447.89 | 229.35 | -102,469.84 | 0 |
| 2013-05-20 | SELL | 658 | 166.2 | 481.18 | 242.88 | 108,635.53 | 6,165.69 |
| 2013-05-30 | BUY | 622 | 173.7 | 475.38 | 229.82 | -108,746.6 | 0 |
| 2013-06-27 | SELL | 622 | 184 | 503.57 | 234.87 | 113,709.56 | 4,962.96 |
| 2013-07-14 | BUY | 534 | 211.5 | 496.94 | 229.15 | -113,667.09 | 0 |
| 2013-07-17 | SELL | 534 | 232.5 | 546.28 | 251.06 | 123,357.66 | 9,690.57 |
| 2013-08-27 | BUY | 584 | 209.8 | 539.1 | 249.21 | -123,311.51 | 0 |
| 2013-09-15 | SELL | 584 | 193.02 | 495.97 | 227.62 | 111,997.75 | -11,313.76 |
| 2013-11-13 | BUY | 572 | 194.6 | 489.77 | 231.59 | -112,032.56 | 0 |
| 2013-11-24 | SELL | 572 | 206.6 | 519.97 | 242.12 | 117,413.11 | 5,380.55 |
| 2014-01-21 | BUY | 562 | 207.5 | 513.11 | 242.26 | -117,370.37 | 0 |
| 2014-04-08 | SELL | 281 | 249 | 307.86 | 141.6 | 69,519.54 | 10,834.36 |
| 2014-04-09 | SELL | 281 | 245.3 | 303.29 | 139.25 | 68,487.6 | 9,802.42 |
| 2014-04-16 | BUY | 536 | 255.8 | 603.28 | 278.24 | -137,990.32 | 0 |
| 2014-06-05 | SELL | 536 | 285.9 | 674.27 | 312.56 | 152,255.57 | 14,265.25 |
| 2014-06-24 | BUY | 503 | 300.9 | 665.95 | 307.39 | -152,326.05 | 0 |
| 2014-08-12 | SELL | 503 | 330.9 | 732.35 | 338.3 | 165,372.06 | 13,046.01 |
| 2014-08-18 | BUY | 489 | 335.8 | 722.51 | 333.04 | -165,261.75 | 0 |
| 2014-09-28 | SELL | 244 | 402.96 | 432.62 | 198.55 | 97,691.08 | 15,229.18 |
| 2014-09-29 | SELL | 245 | 392.2 | 422.79 | 193.93 | 95,472.28 | 12,672.43 |
| 2014-10-01 | BUY | 253 | 384.2 | 427.69 | 196.06 | -97,826.35 | 0 |
| 2014-11-06 | SELL | 253 | 353.3 | 393.29 | 180.36 | 88,811.24 | -9,015.1 |
| 2015-12-02 | BUY | 675 | 271.1 | 805.17 | 407.98 | -184,205.65 | 0 |
| 2015-12-07 | SELL | 675 | 267.4 | 794.18 | 398.75 | 179,302.07 | -4,903.57 |
| 2016-01-19 | BUY | 676 | 263.3 | 783.16 | 407.41 | -179,181.37 | 0 |
| 2016-01-24 | SELL | 676 | 266 | 791.19 | 397.29 | 178,627.52 | -553.85 |
| 2016-11-21 | BUY | 618 | 287.1 | 780.68 | 379.9 | -178,588.39 | 0 |
| 2017-04-02 | SELL | 618 | 332.2 | 903.32 | 442.46 | 203,953.82 | 25,365.43 |
| 2017-07-11 | BUY | 582 | 348.3 | 891.93 | 424.63 | -204,027.16 | 0 |
| 2017-09-10 | SELL | 291 | 417.96 | 535.16 | 250.83 | 120,840.37 | 18,826.79 |
| 2017-09-11 | SELL | 291 | 419.78 | 537.48 | 251.04 | 121,366 | 19,352.42 |
| 2019-01-01 | BUY | 650 | 370 | 1,058.2 | 554.97 | -242,113.17 | 0 |
| 2019-01-06 | SELL | 650 | 367.7 | 1,051.62 | 550.63 | 237,402.75 | -4,710.42 |
| 2019-01-23 | BUY | 603 | 391 | 1,037.4 | 506.36 | -237,316.76 | 0 |
| 2019-02-13 | SELL | 603 | 388 | 1,029.44 | 485.47 | 232,449.09 | -4,867.67 |
| 2020-07-26 | BUY | 921 | 251 | 1,017.15 | 502.39 | -232,690.54 | 0 |
| 2020-07-29 | SELL | 921 | 255 | 1,033.36 | 502.42 | 233,319.22 | 628.67 |
| 2020-08-09 | BUY | 909 | 255 | 1,019.9 | 486.22 | -233,301.12 | 0 |
| 2020-08-13 | SELL | 909 | 290 | 1,159.88 | 553.02 | 261,897.09 | 28,595.98 |
| 2020-08-18 | BUY | 903 | 288 | 1,144.28 | 542.93 | -261,751.21 | 0 |
| 2020-09-09 | SELL | 451 | 345.6 | 685.81 | 318.46 | 154,861.33 | 24,130.66 |
| 2020-09-16 | SELL | 452 | 342.29 | 680.74 | 316.99 | 153,715.32 | 22,694.78 |
| 2020-12-14 | BUY | 886 | 346 | 1,348.85 | 692.86 | -308,597.7 | 0 |
| 2021-01-06 | SELL | 886 | 374.42 | 1,459.64 | 717.41 | 329,559.07 | 20,961.37 |
| 2021-01-18 | BUY | 869 | 377 | 1,441.5 | 704.86 | -329,759.36 | 0 |
| 2021-02-22 | SELL | 869 | 346.84 | 1,326.18 | 654.47 | 299,423.31 | -30,336.05 |
| 2021-05-12 | BUY | 859 | 346.2 | 1,308.5 | 705 | -299,399.29 | 0 |
| 2021-09-13 | SELL | 859 | 382.91 | 1,447.25 | 728.45 | 326,745.71 | 27,346.42 |
| 2022-01-13 | BUY | 909 | 357.1 | 1,428.26 | 796.18 | -326,828.33 | 0 |
| 2022-01-30 | SELL | 647 | 352 | 1,002.07 | 526.92 | 226,215.01 | -6,411.98 |
| 2022-01-31 | SELL | 262 | 356.2 | 410.63 | 198.47 | 92,715.31 | -1,486.04 |
| 2022-02-15 | BUY | 701 | 358 | 1,104.22 | 627.88 | -252,690.1 | 0 |
| 2022-02-22 | SELL | 701 | 355.8 | 1,097.43 | 605.94 | 247,712.43 | -4,977.67 |
| 2024-06-27 | BUY | 1,072 | 236.2 | 1,114.11 | 638.48 | -254,958.99 | 0 |
| 2024-07-03 | SELL | 752 | 239.9 | 793.78 | 418.35 | 179,192.67 | 340.84 |
| 2024-07-04 | SELL | 320 | 240.2 | 338.2 | 164.31 | 76,361.49 | 254.33 |
| 2024-07-08 | BUY | 942 | 251 | 1,040.34 | 565.41 | -238,047.75 | 0 |
| 2024-07-11 | SELL | 913 | 247 | 992.25 | 525.09 | 223,993.66 | -6,725.66 |
| 2024-07-14 | SELL | 29 | 246 | 31.39 | 14.34 | 7,088.27 | -240.16 |
| 2024-08-15 | BUY | 802 | 381 | 1,344.47 | 630.11 | -307,536.58 | 0 |
| 2024-08-20 | SELL | 802 | 350.52 | 1,236.91 | 573.56 | 279,306.57 | -28,230.01 |
| 2025-09-03 | BUY | 868 | 311.5 | 1,189.68 | 621.47 | -272,193.15 | 0 |
| 2025-09-08 | SELL | 860 | 308.5 | 1,167.36 | 618.53 | 263,524.11 | -6,160.35 |
| 2025-09-09 | SELL | 8 | 305.1 | 10.74 | 4.89 | 2,425.17 | -83.52 |
| 2026-02-16 | BUY | 975 | 278 | 1,192.62 | 615.36 | -272,857.98 | 0 |
| 2026-02-19 | SELL | 975 | 267 | 1,145.43 | 585.44 | 258,594.13 | -14,263.85 |
| 2026-06-22 | BUY | 998 | 257.5 | 1,130.73 | 606.74 | -258,722.47 | 0 |
| 2026-06-25 | SELL | 998 | 257.5 | 1,130.73 | 592.79 | 255,261.47 | -3,461 |
| 2026-07-12 | BUY | 988 | 256.6 | 1,115.49 | 568.8 | -255,205.09 | 0 |
| 2026-07-15 | SELL | 988 | 259 | 1,125.92 | 571.78 | 254,194.29 | -1,010.79 |
| 2026-07-28 | BUY | 972 | 259.8 | 1,111.11 | 577.68 | -254,214.39 | 0 |
| 2026-08-02 | SELL | 965 | 260 | 1,103.96 | 582.85 | 249,213.19 | -3,170.44 |
| 2026-08-03 | SELL | 7 | 259.9 | 8 | 3.64 | 1,807.65 | -23.11 |