Net return -99.4% · drawdown 99.4% · 452 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: -26.0%. 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.
#61 · Flow: Range flow
Net return -61.5% · drawdown 67.6% · 78 closed positions
Net return -69.5% · drawdown 71.1% · 57 closed positions
Variant 0; fixed stop 4.0%; maximum 10 sessions; gate None; continuous signal; exit all bearish; trailing arms at 8.0%, distance 3.5%; partial sale at 20.0% (0 = off).
Account reconciliation
Cash৳144
Unsettled৳0
Holdings৳477
NAV৳621
Realized P&L৳-99,369
Unrealized P&L৳-10
Fees৳57,036
Friction৳26,132
NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.79e-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 #61
905 fills, including partial sales. Page 10.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2026-09-03 | BUY | 2 | 245.4 | 2.16 | 0.98 | -493.94 | 0 |
| 2026-09-08 | SELL | 2 | 244.4 | 2.15 | 0.98 | 485.67 | -8.27 |
| 2026-09-16 | BUY | 2 | 240 | 2.11 | 0.96 | -483.07 | 0 |
| 2026-09-22 | SELL | 2 | 241.5 | 2.13 | 0.97 | 479.91 | -3.16 |
| 2026-10-12 | BUY | 2 | 241.6 | 2.13 | 0.97 | -486.29 | 0 |