Net return -99.5% · drawdown 99.5% · 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: -27.0%. 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.
#65 · Flow: Range flow
Net return -58.7% · drawdown 65.2% · 77 closed positions
Net return -71.0% · drawdown 72.5% · 57 closed positions
Variant 0; fixed stop 4.0%; maximum 15 sessions; gate None; continuous signal; exit all bearish; trailing arms at 2.0%, distance 3.5%; partial sale at 20.0% (0 = off).
Account reconciliation
NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳7.11e-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 #65
905 fills, including partial sales. Page 1.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2010-12-02 | BUY | 429 | 231.4 | 436.79 | 200.74 | -99,908.14 | 0 |
| 2010-12-07 | SELL | 429 | 222.14 | 419.32 | 192.81 | 94,687.65 | -5,220.49 |
| 2010-12-12 | BUY | 431 | 218 | 413.42 | 190.35 | -94,561.77 | 0 |
| 2010-12-15 | SELL | 431 | 218.6 | 414.55 | 191.16 | 93,610.89 | -950.88 |
| 2010-12-23 | BUY | 353 | 263.8 | 409.73 | 187.59 | -93,718.72 | 0 |
| 2010-12-28 | SELL | 353 | 251.9 | 391.25 | 178.91 | 88,350.54 | -5,368.18 |
| 2011-01-04 | BUY | 371 | 236.5 | 386.06 | 176.49 | -88,304.05 | 0 |
| 2011-01-09 | SELL | 371 | 232.2 | 379.04 | 173.26 | 85,593.9 | -2,710.15 |
| 2011-01-13 | BUY | 362 | 234.8 | 373.99 | 170.84 | -85,542.43 | 0 |
| 2011-01-18 | SELL | 362 | 228.7 | 364.27 | 166.42 | 82,258.7 | -3,283.72 |
| 2011-01-25 | BUY | 362 | 226 | 359.97 | 164.96 | -82,336.93 | 0 |
| 2011-01-30 | SELL | 362 | 225.8 | 359.65 | 164.94 | 81,215 | -1,121.93 |
| 2011-02-02 | BUY | 354 | 228.3 | 355.6 | 162.86 | -81,336.66 | 0 |
| 2011-02-07 | SELL | 354 | 209.7 | 326.63 | 149.44 | 73,757.73 | -7,578.93 |
| 2011-02-10 | BUY | 355 | 206.3 | 322.24 | 147.41 | -73,706.15 | 0 |
| 2011-02-15 | SELL | 355 | 185.5 | 289.75 | 132.54 | 65,430.2 | -8,275.95 |
| 2011-02-27 | BUY | 434 | 149.8 | 286.06 | 130.89 | -65,430.15 | 0 |
| 2011-03-02 | SELL | 434 | 144.4 | 275.75 | 126.12 | 62,267.73 | -3,162.42 |
| 2011-03-14 | BUY | 336 | 184.2 | 272.32 | 124.79 | -62,288.31 | 0 |
| 2011-03-20 | SELL | 336 | 178.3 | 263.6 | 120.81 | 59,524.4 | -2,763.91 |
| 2011-03-24 | BUY | 361 | 163.8 | 260.18 | 119.35 | -59,511.33 | 0 |
| 2011-03-29 | SELL | 361 | 165.5 | 262.88 | 120.64 | 59,361.98 | -149.35 |
| 2011-04-04 | BUY | 347 | 170.1 | 259.71 | 119.2 | -59,403.61 | 0 |
| 2011-04-07 | SELL | 347 | 175.1 | 267.34 | 122.83 | 60,369.53 | 965.92 |
| 2011-04-12 | BUY | 355 | 168.8 | 263.67 | 121.27 | -60,308.93 | 0 |
| 2011-04-18 | SELL | 355 | 167.7 | 261.95 | 120.55 | 59,151 | -1,157.93 |
| 2011-04-21 | BUY | 360 | 163.1 | 258.35 | 118.95 | -59,093.3 | 0 |
| 2011-04-26 | SELL | 360 | 154 | 243.94 | 112.27 | 55,083.8 | -4,009.5 |
| 2011-05-05 | BUY | 355 | 154.2 | 240.86 | 111.01 | -55,092.87 | 0 |
| 2011-05-10 | SELL | 355 | 146.2 | 228.36 | 105.36 | 51,567.28 | -3,525.59 |
| 2011-05-16 | BUY | 338 | 151.6 | 225.46 | 104.39 | -51,570.65 | 0 |
| 2011-05-22 | SELL | 338 | 144 | 214.16 | 99.23 | 48,358.61 | -3,212.04 |
| 2011-05-25 | BUY | 346 | 139.1 | 211.77 | 98.32 | -48,438.68 | 0 |
| 2011-05-30 | SELL | 346 | 147.7 | 224.86 | 104.73 | 50,774.62 | 2,335.94 |
| 2011-06-02 | BUY | 342 | 147.6 | 222.11 | 103.39 | -50,804.7 | 0 |
| 2011-06-08 | SELL | 342 | 146.8 | 220.9 | 103.05 | 49,881.65 | -923.05 |
| 2011-06-13 | BUY | 343 | 144.4 | 217.93 | 101.33 | -49,848.46 | 0 |
| 2011-06-16 | SELL | 343 | 140.9 | 212.65 | 98.78 | 48,017.27 | -1,831.19 |
| 2011-06-23 | BUY | 329 | 144.9 | 209.76 | 97.26 | -47,979.12 | 0 |
| 2011-06-28 | SELL | 329 | 154.5 | 223.65 | 103.37 | 50,503.47 | 2,524.35 |
| 2011-07-05 | BUY | 307 | 163.2 | 220.45 | 101.31 | -50,424.16 | 0 |
| 2011-07-10 | SELL | 307 | 175.2 | 236.66 | 108.7 | 53,441.04 | 3,016.87 |
| 2011-07-13 | BUY | 297 | 179.3 | 234.31 | 107.43 | -53,593.84 | 0 |
| 2011-07-19 | SELL | 297 | 195 | 254.83 | 116.76 | 57,543.41 | 3,949.57 |
| 2011-07-25 | BUY | 278 | 205.6 | 251.49 | 114.85 | -57,523.14 | 0 |
| 2011-08-01 | SELL | 278 | 181.6 | 222.13 | 101.31 | 50,161.36 | -7,361.78 |
| 2011-08-07 | BUY | 286 | 174 | 218.96 | 99.85 | -50,082.82 | 0 |
| 2011-08-10 | SELL | 286 | 184.7 | 232.43 | 106.03 | 52,485.74 | 2,402.92 |
| 2011-08-16 | BUY | 288 | 181.1 | 229.49 | 104.69 | -52,490.98 | 0 |
| 2011-08-21 | SELL | 288 | 177.6 | 225.05 | 102.71 | 50,821.03 | -1,669.95 |
| 2011-08-25 | BUY | 281 | 179.7 | 222.18 | 101.55 | -50,819.43 | 0 |
| 2011-09-06 | SELL | 281 | 171.8 | 212.41 | 97.28 | 47,966.1 | -2,853.33 |
| 2011-09-11 | BUY | 281 | 169.5 | 209.57 | 96.23 | -47,935.3 | 0 |
| 2011-09-14 | SELL | 281 | 168.1 | 207.84 | 95.53 | 46,932.74 | -1,002.56 |
| 2011-09-19 | BUY | 286 | 163.5 | 205.75 | 94.69 | -47,061.44 | 0 |
| 2011-09-22 | SELL | 286 | 157.7 | 198.45 | 91.43 | 44,812.32 | -2,249.13 |
| 2011-09-28 | BUY | 273 | 163 | 195.8 | 90.17 | -44,784.96 | 0 |
| 2011-10-03 | SELL | 273 | 159.8 | 191.95 | 88.42 | 43,345.03 | -1,439.93 |
| 2011-10-09 | BUY | 291 | 147.7 | 189.12 | 87.04 | -43,256.85 | 0 |
| 2011-10-12 | SELL | 291 | 143.2 | 183.35 | 84.31 | 41,403.53 | -1,853.32 |
| 2011-10-17 | BUY | 287 | 143.7 | 181.46 | 83.5 | -41,506.86 | 0 |
| 2011-10-20 | SELL | 287 | 144.5 | 182.47 | 84.02 | 41,205.01 | -301.85 |
| 2011-10-27 | BUY | 251 | 162.8 | 179.8 | 82.54 | -41,125.13 | 0 |
| 2011-11-01 | SELL | 251 | 164.5 | 181.67 | 83.31 | 41,024.52 | -100.61 |
| 2011-11-13 | BUY | 256 | 159.2 | 179.32 | 82.21 | -41,016.73 | 0 |
| 2011-11-16 | SELL | 256 | 161.7 | 182.14 | 83.5 | 41,129.56 | 112.83 |
| 2011-11-24 | BUY | 246 | 166.3 | 180 | 82.33 | -41,172.13 | 0 |
| 2011-11-29 | SELL | 246 | 160 | 173.18 | 79.19 | 39,107.62 | -2,064.51 |
| 2011-12-04 | BUY | 243 | 160 | 171.07 | 78.29 | -39,129.36 | 0 |
| 2011-12-08 | SELL | 243 | 155.4 | 166.15 | 76.08 | 37,519.97 | -1,609.39 |
| 2011-12-15 | BUY | 238 | 156.7 | 164.1 | 75.18 | -37,533.88 | 0 |
| 2011-12-20 | SELL | 238 | 156.9 | 164.31 | 75.37 | 37,102.53 | -431.35 |
| 2011-12-26 | BUY | 229 | 160.8 | 162.02 | 74.52 | -37,059.74 | 0 |
| 2011-12-29 | SELL | 229 | 163.5 | 164.74 | 75.89 | 37,200.86 | 141.12 |
| 2012-01-08 | BUY | 205 | 180.4 | 162.72 | 74.59 | -37,219.31 | 0 |
| 2012-01-11 | SELL | 205 | 176.5 | 159.2 | 72.84 | 35,950.46 | -1,268.85 |
| 2012-01-16 | BUY | 214 | 166.5 | 156.78 | 71.68 | -35,859.46 | 0 |
| 2012-01-22 | SELL | 214 | 163 | 153.48 | 70.14 | 34,658.38 | -1,201.08 |
| 2012-01-25 | BUY | 217 | 158.9 | 151.72 | 69.33 | -34,702.34 | 0 |
| 2012-01-30 | SELL | 217 | 157.5 | 150.38 | 68.71 | 33,958.41 | -743.93 |
| 2012-02-02 | BUY | 219 | 154 | 148.39 | 67.83 | -33,942.22 | 0 |
| 2012-02-08 | SELL | 219 | 147.1 | 141.75 | 64.8 | 32,008.35 | -1,933.87 |
| 2012-02-15 | BUY | 207 | 153.9 | 140.17 | 64.08 | -32,061.55 | 0 |
| 2012-02-22 | SELL | 207 | 148.2 | 134.98 | 61.68 | 30,480.74 | -1,580.81 |
| 2012-02-28 | BUY | 194 | 155.8 | 132.99 | 60.76 | -30,418.95 | 0 |
| 2012-03-04 | SELL | 194 | 156.2 | 133.33 | 60.91 | 30,108.56 | -310.39 |
| 2012-03-08 | BUY | 194 | 154.8 | 132.14 | 60.39 | -30,223.72 | 0 |
| 2012-03-13 | SELL | 194 | 158.6 | 135.38 | 61.94 | 30,571.08 | 347.35 |
| 2012-03-21 | BUY | 176 | 172.4 | 133.51 | 61.07 | -30,536.97 | 0 |
| 2012-03-27 | SELL | 176 | 184.3 | 142.72 | 65.25 | 32,228.83 | 1,691.86 |
| 2012-04-01 | BUY | 163 | 196 | 140.57 | 64.19 | -32,152.76 | 0 |
| 2012-04-04 | SELL | 163 | 185.5 | 133.04 | 60.7 | 30,042.75 | -2,110 |
| 2012-04-16 | BUY | 141 | 212.1 | 131.59 | 59.95 | -30,097.64 | 0 |
| 2012-04-19 | SELL | 141 | 214 | 132.77 | 60.48 | 29,980.76 | -116.88 |
| 2012-04-26 | BUY | 135 | 220.2 | 130.8 | 59.57 | -29,917.37 | 0 |
| 2012-05-02 | SELL | 135 | 219.6 | 130.44 | 59.41 | 29,456.15 | -461.22 |
| 2012-05-08 | BUY | 140 | 209.4 | 128.99 | 58.74 | -29,503.73 | 0 |
| 2012-05-13 | SELL | 140 | 205.2 | 126.4 | 57.57 | 28,544.02 | -959.71 |
| 2012-05-23 | BUY | 138 | 205.2 | 124.6 | 56.81 | -28,499.01 | 0 |
| 2012-05-28 | SELL | 138 | 200.4 | 121.68 | 55.54 | 27,477.97 | -1,021.03 |