Net return 102.5% · drawdown 25.9% · 47 closed positions
Searching for profit that survives costs
77,233 unique configurations in this batch; 70 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: 4.3%. 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 · MACD
Net return -21.5% · drawdown 23.7% · 8 closed positions
Net return -38.8% · drawdown 40.1% · 8 closed positions
Variant 1; fixed stop 4.0%; maximum 90 sessions; gate EMA 50; fresh signal only; exit EMA 200 break; trailing arms at 18.0%, distance 1.0%; partial sale at 20.0% (0 = off).
Account reconciliation
Cash৳202,469
Unsettled৳0
Holdings৳0
NAV৳202,469
Realized P&L৳102,469
Unrealized P&L৳0
Fees৳71,715
Friction৳34,932
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
99 fills, including partial sales. Page 1.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2011-01-13 | BUY | 423 | 234.8 | 437.01 | 199.79 | -99,957.2 | 0 |
| 2011-01-18 | SELL | 423 | 228.7 | 425.66 | 194.63 | 96,119.81 | -3,837.39 |
| 2011-11-21 | BUY | 581 | 164.3 | 420.02 | 194.31 | -96,072.62 | 0 |
| 2011-11-24 | SELL | 581 | 166.3 | 425.13 | 196.08 | 95,999.09 | -73.53 |
| 2011-12-26 | BUY | 593 | 160.8 | 419.56 | 196.57 | -95,970.53 | 0 |
| 2011-12-29 | SELL | 593 | 163.5 | 426.6 | 200.69 | 96,328.21 | 357.67 |
| 2012-06-04 | BUY | 470 | 203.6 | 421.04 | 195.13 | -96,308.17 | 0 |
| 2012-06-25 | SELL | 470 | 195.46 | 404.2 | 188.91 | 91,271.21 | -5,036.96 |
| 2012-06-28 | BUY | 434 | 208.8 | 398.72 | 185.81 | -91,203.73 | 0 |
| 2012-07-04 | SELL | 434 | 200.45 | 382.78 | 178.05 | 86,433.61 | -4,770.12 |
| 2012-07-22 | BUY | 431 | 199.4 | 378.14 | 175.29 | -86,494.83 | 0 |
| 2012-07-25 | SELL | 431 | 205.5 | 389.71 | 180.41 | 88,000.38 | 1,505.54 |
| 2012-12-03 | BUY | 520 | 168.1 | 384.61 | 181.73 | -87,978.34 | 0 |
| 2012-12-06 | SELL | 520 | 167.6 | 383.47 | 181.23 | 86,587.3 | -1,391.04 |
| 2013-06-12 | BUY | 483 | 178.1 | 378.5 | 176.61 | -86,577.41 | 0 |
| 2013-07-10 | SELL | 241 | 220.7 | 234.03 | 107.39 | 52,847.28 | 9,648.2 |
| 2013-07-11 | SELL | 242 | 217 | 231.06 | 105.81 | 52,177.13 | 8,798.8 |
| 2013-12-10 | BUY | 510 | 204.6 | 459.12 | 212.85 | -105,017.97 | 0 |
| 2014-04-08 | SELL | 255 | 247 | 277.13 | 127.31 | 62,580.55 | 10,071.56 |
| 2014-04-09 | SELL | 255 | 247.9 | 278.14 | 127.59 | 62,808.76 | 10,299.77 |
| 2014-04-27 | BUY | 469 | 265.8 | 548.5 | 251.7 | -125,460.41 | 0 |
| 2014-05-22 | SELL | 469 | 255.17 | 526.56 | 242.23 | 118,905 | -6,555.41 |
| 2014-06-01 | BUY | 429 | 275.4 | 519.85 | 240.37 | -118,906.81 | 0 |
| 2014-08-07 | SELL | 214 | 330.48 | 311.18 | 142.62 | 70,268.92 | 10,954.1 |
| 2014-08-10 | SELL | 215 | 327.69 | 309.99 | 142.02 | 70,001.33 | 10,409.34 |
| 2014-09-04 | BUY | 412 | 338.1 | 612.91 | 281.8 | -140,191.9 | 0 |
| 2014-09-28 | SELL | 412 | 395.8 | 717.51 | 331.37 | 162,021.54 | 21,829.64 |
| 2014-10-29 | BUY | 430 | 374.6 | 708.74 | 326.41 | -162,113.15 | 0 |
| 2014-11-05 | SELL | 430 | 358.5 | 678.28 | 312.54 | 153,164.18 | -8,948.97 |
| 2014-12-29 | BUY | 427 | 356.5 | 669.79 | 318.54 | -153,213.83 | 0 |
| 2015-01-25 | SELL | 427 | 342.24 | 643 | 307.68 | 145,185.8 | -8,028.03 |
| 2015-06-14 | BUY | 430 | 335 | 633.82 | 294.79 | -144,978.61 | 0 |
| 2015-06-22 | SELL | 430 | 328.9 | 622.28 | 289.04 | 140,515.68 | -4,462.93 |
| 2015-07-02 | BUY | 423 | 330.1 | 614.38 | 286.38 | -140,533.06 | 0 |
| 2015-07-08 | SELL | 423 | 328 | 610.47 | 284.57 | 137,848.96 | -2,684.1 |
| 2016-05-10 | BUY | 541 | 253.4 | 603.19 | 302.48 | -137,995.08 | 0 |
| 2016-05-15 | SELL | 541 | 251.1 | 597.72 | 297.85 | 134,949.54 | -3,045.54 |
| 2016-05-24 | BUY | 522 | 256.7 | 589.59 | 293.96 | -134,880.95 | 0 |
| 2016-05-29 | SELL | 522 | 255.2 | 586.14 | 293.85 | 132,334.41 | -2,546.54 |
| 2016-06-30 | BUY | 522 | 251.7 | 578.1 | 292.29 | -132,257.79 | 0 |
| 2016-07-12 | SELL | 522 | 255.8 | 587.52 | 296.27 | 132,643.81 | 386.02 |
| 2016-09-06 | BUY | 492 | 268 | 580.17 | 285.74 | -132,721.91 | 0 |
| 2016-09-20 | SELL | 492 | 262 | 567.18 | 286.74 | 128,050.08 | -4,671.83 |
| 2016-09-25 | BUY | 476 | 267.1 | 559.41 | 284.23 | -127,983.24 | 0 |
| 2017-02-02 | SELL | 476 | 306.5 | 641.93 | 301.92 | 144,950.14 | 16,966.9 |
| 2017-02-12 | BUY | 469 | 307.1 | 633.73 | 298.95 | -144,962.59 | 0 |
| 2017-06-22 | SELL | 469 | 338.8 | 699.15 | 342.78 | 157,855.27 | 12,892.68 |
| 2017-07-16 | BUY | 430 | 365.1 | 690.77 | 322.65 | -158,006.42 | 0 |
| 2017-09-11 | SELL | 430 | 430 | 813.56 | 385.22 | 183,701.22 | 25,694.8 |
| 2017-10-10 | BUY | 432 | 422 | 802.14 | 379.36 | -183,485.5 | 0 |
| 2017-11-14 | SELL | 216 | 506.4 | 481.28 | 223.38 | 108,677.74 | 16,934.99 |
| 2017-11-15 | SELL | 216 | 500 | 475.2 | 219.87 | 107,304.93 | 15,562.18 |
| 2017-12-06 | BUY | 441 | 487 | 944.97 | 440.99 | -216,152.96 | 0 |
| 2017-12-14 | SELL | 441 | 467.52 | 907.18 | 426.8 | 204,842.34 | -11,310.62 |
| 2017-12-28 | BUY | 433 | 469.4 | 894.3 | 423.17 | -204,567.67 | 0 |
| 2018-05-13 | SELL | 433 | 466 | 887.82 | 420.73 | 200,469.45 | -4,098.22 |
| 2019-01-24 | BUY | 509 | 391.3 | 876.36 | 421.62 | -200,469.67 | 0 |
| 2019-02-13 | SELL | 509 | 388 | 868.96 | 407.48 | 196,215.55 | -4,254.12 |
| 2019-02-27 | BUY | 495 | 394.5 | 859.22 | 400.96 | -196,537.68 | 0 |
| 2019-03-05 | SELL | 495 | 394 | 858.13 | 403.09 | 193,768.78 | -2,768.9 |
| 2019-03-13 | BUY | 491 | 391.7 | 846.23 | 401.17 | -193,572.1 | 0 |
| 2019-03-19 | SELL | 491 | 389 | 840.4 | 400.44 | 189,758.16 | -3,813.94 |
| 2019-06-27 | BUY | 519 | 363.5 | 830.09 | 420.93 | -189,907.52 | 0 |
| 2019-07-03 | SELL | 519 | 364.9 | 833.29 | 419.84 | 188,129.97 | -1,777.55 |
| 2020-08-09 | BUY | 733 | 255 | 822.43 | 388.54 | -188,125.97 | 0 |
| 2020-08-13 | SELL | 733 | 290 | 935.31 | 441.92 | 211,192.77 | 23,066.8 |
| 2020-08-24 | BUY | 711 | 295 | 922.88 | 433.49 | -211,101.37 | 0 |
| 2020-09-14 | SELL | 711 | 350.26 | 1,095.76 | 516.71 | 247,423.81 | 36,322.44 |
| 2020-10-14 | BUY | 738 | 333 | 1,081.32 | 533.76 | -247,369.08 | 0 |
| 2020-11-23 | SELL | 738 | 319.68 | 1,038.06 | 527.38 | 234,358.39 | -13,010.69 |
| 2020-12-07 | BUY | 716 | 325.1 | 1,024.2 | 521.27 | -234,317.07 | 0 |
| 2021-01-06 | SELL | 716 | 376 | 1,184.55 | 573.96 | 267,457.49 | 33,140.43 |
| 2021-01-19 | BUY | 692 | 384.2 | 1,169.81 | 561.64 | -267,597.85 | 0 |
| 2021-01-25 | SELL | 692 | 368.83 | 1,123.02 | 537.58 | 253,571.14 | -14,026.71 |
| 2021-02-07 | BUY | 654 | 385 | 1,107.88 | 535.93 | -253,433.8 | 0 |
| 2021-02-10 | SELL | 654 | 377.7 | 1,086.87 | 525.05 | 245,403.88 | -8,029.92 |
| 2021-05-12 | BUY | 704 | 346.2 | 1,072.39 | 561.48 | -245,358.67 | 0 |
| 2021-10-04 | SELL | 704 | 380 | 1,177.09 | 571.69 | 265,771.22 | 20,412.55 |
| 2021-12-06 | BUY | 435 | 362.8 | 694.4 | 361.95 | -158,874.34 | 0 |
| 2021-12-15 | SELL | 435 | 357.3 | 683.87 | 357.18 | 154,384.44 | -4,489.9 |
| 2022-02-07 | BUY | 731 | 355.3 | 1,142.79 | 634.28 | -261,501.37 | 0 |
| 2022-02-22 | SELL | 731 | 355.8 | 1,144.4 | 636.66 | 258,308.75 | -3,192.62 |
| 2024-07-24 | BUY | 1,034 | 248.2 | 1,129.21 | 604.21 | -258,372.22 | 0 |
| 2024-07-29 | SELL | 1,034 | 257 | 1,169.25 | 624.44 | 263,944.32 | 5,572.1 |
| 2024-08-15 | BUY | 688 | 381 | 1,153.36 | 538.23 | -263,819.59 | 0 |
| 2024-08-20 | SELL | 688 | 353 | 1,068.6 | 494.18 | 241,301.22 | -22,518.37 |
| 2024-09-25 | BUY | 691 | 347.1 | 1,055.32 | 491.99 | -241,393.41 | 0 |
| 2024-10-06 | SELL | 691 | 333.22 | 1,013.11 | 471.85 | 228,767.29 | -12,626.12 |
| 2024-12-18 | BUY | 710 | 320 | 999.68 | 504.76 | -228,704.44 | 0 |
| 2025-04-27 | SELL | 709 | 307.2 | 958.34 | 540 | 216,306.46 | -12,075.86 |
| 2025-04-28 | SELL | 1 | 309.7 | 1.36 | 0.62 | 307.72 | -14.4 |
| 2025-07-21 | BUY | 710 | 303 | 946.57 | 506.16 | -216,582.73 | 0 |
| 2025-08-17 | SELL | 710 | 306 | 955.94 | 470.61 | 215,833.45 | -749.29 |
| 2025-08-31 | BUY | 698 | 307 | 942.86 | 481.99 | -215,710.85 | 0 |
| 2025-09-03 | SELL | 698 | 311.5 | 956.68 | 487.05 | 215,983.28 | 272.43 |
| 2026-02-16 | BUY | 772 | 278 | 944.31 | 475.16 | -216,035.47 | 0 |
| 2026-02-19 | SELL | 772 | 267 | 906.95 | 452.87 | 204,764.19 | -11,271.29 |
| 2026-07-28 | BUY | 783 | 259.8 | 895.06 | 453.97 | -204,772.44 | 0 |
| 2026-08-02 | SELL | 783 | 260 | 895.75 | 460.52 | 202,223.73 | -2,548.71 |