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
Cash৳7
Unsettled৳0
Holdings৳477
NAV৳484
Realized P&L৳-99,506
Unrealized P&L৳-10
Fees৳44,847
Friction৳20,530
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 3.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2013-12-08 | BUY | 87 | 207.3 | 79.35 | 36.2 | -18,150.65 | 0 |
| 2013-12-11 | SELL | 87 | 204.3 | 78.21 | 35.67 | 17,660.22 | -490.43 |
| 2013-12-12 | BUY | 1 | 202.1 | 0.89 | 0.4 | -203.39 | 0 |
| 2013-12-19 | SELL | 1 | 199.9 | 0.88 | 0.4 | 198.62 | -4.77 |
| 2013-12-22 | BUY | 86 | 202.1 | 76.47 | 34.92 | -17,491.99 | 0 |
| 2013-12-26 | SELL | 86 | 199.8 | 75.6 | 34.56 | 17,072.64 | -419.36 |
| 2013-12-30 | BUY | 1 | 200.9 | 0.88 | 0.4 | -202.19 | 0 |
| 2014-01-06 | SELL | 1 | 206.4 | 0.91 | 0.41 | 205.08 | 2.89 |
| 2014-01-07 | BUY | 82 | 207.7 | 74.94 | 34.27 | -17,140.61 | 0 |
| 2014-01-12 | SELL | 82 | 209.9 | 75.73 | 34.63 | 17,101.44 | -39.18 |
| 2014-01-15 | BUY | 1 | 204.5 | 0.9 | 0.41 | -205.81 | 0 |
| 2014-01-22 | SELL | 1 | 208.7 | 0.92 | 0.42 | 207.36 | 1.56 |
| 2014-01-26 | BUY | 79 | 215.3 | 74.84 | 34.19 | -17,117.73 | 0 |
| 2014-01-29 | SELL | 79 | 211.5 | 73.52 | 33.57 | 16,601.42 | -516.31 |
| 2014-02-03 | BUY | 79 | 212.2 | 73.76 | 33.66 | -16,871.22 | 0 |
| 2014-02-06 | SELL | 79 | 210 | 73 | 33.31 | 16,483.7 | -387.53 |
| 2014-02-11 | BUY | 78 | 209.3 | 71.83 | 32.76 | -16,430 | 0 |
| 2014-02-16 | SELL | 78 | 205.6 | 70.56 | 32.18 | 15,934.06 | -495.94 |
| 2014-02-24 | BUY | 76 | 207.9 | 69.52 | 31.71 | -15,901.63 | 0 |
| 2014-02-27 | SELL | 76 | 214 | 71.56 | 32.64 | 16,159.8 | 258.17 |
| 2014-03-05 | BUY | 75 | 213.7 | 70.52 | 32.14 | -16,130.16 | 0 |
| 2014-03-10 | SELL | 75 | 214.4 | 70.75 | 32.25 | 15,977 | -153.17 |
| 2014-03-18 | BUY | 75 | 211.3 | 69.73 | 31.79 | -15,949.02 | 0 |
| 2014-03-23 | SELL | 75 | 209.3 | 69.07 | 31.49 | 15,596.94 | -352.07 |
| 2014-03-30 | BUY | 73 | 211.8 | 68.03 | 31.02 | -15,560.45 | 0 |
| 2014-04-02 | SELL | 73 | 220 | 70.66 | 32.25 | 15,957.09 | 396.64 |
| 2014-04-17 | BUY | 63 | 254.6 | 70.58 | 32.13 | -16,142.51 | 0 |
| 2014-04-22 | SELL | 63 | 251.6 | 69.74 | 31.75 | 15,749.31 | -393.2 |
| 2014-04-28 | BUY | 59 | 262.8 | 68.22 | 31.05 | -15,604.47 | 0 |
| 2014-05-04 | SELL | 59 | 262.9 | 68.25 | 31.06 | 15,411.8 | -192.67 |
| 2014-05-07 | BUY | 55 | 276.4 | 66.89 | 30.44 | -15,299.33 | 0 |
| 2014-05-12 | SELL | 55 | 270.5 | 65.46 | 29.79 | 14,782.25 | -517.08 |
| 2014-05-15 | BUY | 1 | 264.5 | 1.16 | 0.53 | -266.19 | 0 |
| 2014-05-20 | SELL | 1 | 261.3 | 1.15 | 0.52 | 259.63 | -6.57 |
| 2014-05-22 | BUY | 57 | 255.3 | 64.03 | 29.15 | -14,645.28 | 0 |
| 2014-05-27 | SELL | 57 | 266 | 66.71 | 30.39 | 15,064.9 | 419.62 |
| 2014-05-28 | BUY | 1 | 269.8 | 1.19 | 0.54 | -271.53 | 0 |
| 2014-06-02 | SELL | 1 | 281.7 | 1.24 | 0.56 | 279.9 | 8.37 |
| 2014-06-08 | BUY | 54 | 284 | 67.48 | 30.74 | -15,434.21 | 0 |
| 2014-06-11 | SELL | 54 | 295.1 | 70.12 | 31.94 | 15,833.34 | 399.13 |
| 2014-06-17 | BUY | 51 | 303.7 | 68.15 | 31.03 | -15,587.88 | 0 |
| 2014-06-22 | SELL | 51 | 296.5 | 66.53 | 30.29 | 15,024.67 | -563.21 |
| 2014-06-25 | BUY | 50 | 301.4 | 66.31 | 30.19 | -15,166.49 | 0 |
| 2014-07-02 | SELL | 50 | 296.1 | 65.14 | 29.66 | 14,710.2 | -456.29 |
| 2014-07-07 | BUY | 50 | 293.3 | 64.53 | 29.38 | -14,758.91 | 0 |
| 2014-07-10 | SELL | 50 | 297.3 | 65.41 | 29.79 | 14,769.81 | 10.89 |
| 2014-07-15 | BUY | 50 | 291.7 | 64.17 | 29.24 | -14,678.42 | 0 |
| 2014-07-20 | SELL | 50 | 279.3 | 61.45 | 28 | 13,875.56 | -802.86 |
| 2014-08-04 | BUY | 44 | 310.8 | 60.17 | 27.4 | -13,762.77 | 0 |
| 2014-08-07 | SELL | 44 | 323.9 | 62.71 | 28.55 | 14,160.34 | 397.57 |
| 2014-08-12 | BUY | 43 | 330.9 | 62.61 | 28.5 | -14,319.8 | 0 |
| 2014-08-18 | SELL | 43 | 335.8 | 63.53 | 28.91 | 14,346.95 | 27.15 |
| 2014-08-24 | BUY | 44 | 325.3 | 62.98 | 28.66 | -14,404.84 | 0 |
| 2014-08-27 | SELL | 44 | 325.5 | 63.02 | 28.67 | 14,230.31 | -174.53 |
| 2014-09-03 | BUY | 42 | 337.9 | 62.44 | 28.42 | -14,282.66 | 0 |
| 2014-09-08 | SELL | 42 | 333.2 | 61.58 | 28.02 | 13,904.8 | -377.86 |
| 2014-09-11 | BUY | 40 | 337.8 | 59.45 | 27.06 | -13,598.52 | 0 |
| 2014-09-16 | SELL | 40 | 345.7 | 60.84 | 27.7 | 13,739.46 | 140.94 |
| 2014-09-24 | BUY | 36 | 379.7 | 60.14 | 27.38 | -13,756.72 | 0 |
| 2014-09-29 | SELL | 36 | 392.2 | 62.12 | 28.28 | 14,028.8 | 272.08 |
| 2014-10-14 | BUY | 38 | 372.6 | 62.3 | 28.35 | -14,249.45 | 0 |
| 2014-10-19 | SELL | 38 | 371.8 | 62.16 | 28.29 | 14,037.95 | -211.5 |
| 2014-10-28 | BUY | 36 | 379.7 | 60.14 | 27.37 | -13,756.71 | 0 |
| 2014-11-02 | SELL | 36 | 370.7 | 58.72 | 26.72 | 13,259.76 | -496.95 |
| 2014-11-05 | BUY | 1 | 358.5 | 1.58 | 0.72 | -360.79 | 0 |
| 2014-11-10 | SELL | 1 | 348.7 | 1.53 | 0.7 | 346.47 | -14.33 |
| 2014-11-12 | BUY | 37 | 354.2 | 57.66 | 26.25 | -13,189.31 | 0 |
| 2014-11-17 | SELL | 37 | 344.3 | 56.05 | 25.52 | 12,657.53 | -531.79 |
| 2014-11-19 | BUY | 1 | 339 | 1.49 | 0.68 | -341.17 | 0 |
| 2014-11-24 | SELL | 1 | 316.7 | 1.39 | 0.63 | 314.67 | -26.5 |
| 2014-11-25 | BUY | 40 | 315.6 | 55.55 | 25.3 | -12,704.84 | 0 |
| 2014-11-30 | SELL | 40 | 318.7 | 56.09 | 25.56 | 12,666.35 | -38.5 |
| 2014-12-04 | BUY | 36 | 352.6 | 55.85 | 25.46 | -12,774.91 | 0 |
| 2014-12-09 | SELL | 36 | 355.3 | 56.28 | 25.66 | 12,708.86 | -66.05 |
| 2014-12-14 | BUY | 36 | 355.8 | 56.36 | 25.7 | -12,890.86 | 0 |
| 2014-12-18 | SELL | 36 | 350.8 | 55.57 | 25.34 | 12,547.9 | -342.96 |
| 2014-12-24 | BUY | 34 | 360.2 | 53.89 | 24.58 | -12,325.26 | 0 |
| 2014-12-30 | SELL | 34 | 361.9 | 54.14 | 24.7 | 12,225.76 | -99.51 |
| 2015-01-06 | BUY | 33 | 368.6 | 53.52 | 24.42 | -12,241.74 | 0 |
| 2015-01-11 | SELL | 33 | 364.1 | 52.87 | 24.14 | 11,938.3 | -303.44 |
| 2015-01-22 | BUY | 34 | 352 | 52.66 | 24.04 | -12,044.7 | 0 |
| 2015-01-27 | SELL | 34 | 329 | 49.22 | 22.46 | 11,114.32 | -930.38 |
| 2015-02-03 | BUY | 33 | 330 | 47.92 | 21.86 | -10,959.78 | 0 |
| 2015-02-09 | SELL | 33 | 340 | 49.37 | 22.52 | 11,148.11 | 188.33 |
| 2015-02-12 | BUY | 32 | 352.5 | 49.63 | 22.64 | -11,352.27 | 0 |
| 2015-02-17 | SELL | 32 | 347.4 | 48.91 | 22.31 | 11,045.57 | -306.7 |
| 2015-02-23 | BUY | 32 | 339.6 | 47.82 | 21.81 | -10,936.82 | 0 |
| 2015-02-26 | SELL | 32 | 337.9 | 47.58 | 21.7 | 10,743.53 | -193.3 |
| 2015-03-04 | BUY | 32 | 332.9 | 46.87 | 21.38 | -10,721.05 | 0 |
| 2015-03-09 | SELL | 32 | 328.1 | 46.2 | 21.07 | 10,431.93 | -289.12 |
| 2015-03-16 | BUY | 31 | 334 | 45.56 | 20.78 | -10,420.33 | 0 |
| 2015-03-22 | SELL | 31 | 337.5 | 46.04 | 20.99 | 10,395.48 | -24.85 |
| 2015-03-25 | BUY | 31 | 338 | 46.1 | 21.02 | -10,545.12 | 0 |
| 2015-04-02 | SELL | 31 | 353 | 48.15 | 21.93 | 10,872.92 | 327.8 |
| 2015-04-08 | BUY | 31 | 352 | 48.01 | 21.86 | -10,981.88 | 0 |
| 2015-04-13 | SELL | 31 | 349.9 | 47.73 | 21.73 | 10,777.44 | -204.44 |
| 2015-04-29 | BUY | 32 | 331.8 | 46.72 | 21.28 | -10,685.6 | 0 |
| 2015-05-05 | SELL | 32 | 327 | 46.04 | 20.98 | 10,396.98 | -288.62 |
| 2015-05-10 | BUY | 31 | 329 | 44.88 | 20.45 | -10,264.33 | 0 |
| 2015-05-13 | SELL | 31 | 326 | 44.47 | 20.27 | 10,041.27 | -223.06 |