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 5.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2016-12-14 | BUY | 20 | 283 | 24.9 | 11.34 | -5,696.24 | 0 |
| 2016-12-19 | SELL | 20 | 285.2 | 25.1 | 11.43 | 5,667.47 | -28.77 |
| 2016-12-22 | BUY | 20 | 286.1 | 25.18 | 11.47 | -5,758.65 | 0 |
| 2016-12-28 | SELL | 20 | 283 | 24.9 | 11.35 | 5,623.75 | -134.9 |
| 2017-01-04 | BUY | 20 | 286.1 | 25.18 | 11.47 | -5,758.65 | 0 |
| 2017-01-09 | SELL | 20 | 290 | 25.52 | 11.63 | 5,762.85 | 4.2 |
| 2017-01-12 | BUY | 19 | 290.7 | 24.3 | 11.07 | -5,558.67 | 0 |
| 2017-01-17 | SELL | 19 | 292.1 | 24.42 | 11.12 | 5,514.36 | -44.31 |
| 2017-01-22 | BUY | 19 | 298 | 24.91 | 11.34 | -5,698.26 | 0 |
| 2017-01-25 | SELL | 19 | 306.3 | 25.61 | 11.66 | 5,782.44 | 84.18 |
| 2017-02-01 | BUY | 19 | 301 | 25.16 | 11.45 | -5,755.62 | 0 |
| 2017-02-06 | SELL | 19 | 304 | 25.41 | 11.57 | 5,739.02 | -16.6 |
| 2017-02-09 | BUY | 18 | 308 | 24.39 | 11.1 | -5,579.5 | 0 |
| 2017-02-16 | SELL | 18 | 318 | 25.19 | 11.46 | 5,687.35 | 107.85 |
| 2017-02-26 | BUY | 18 | 315.2 | 24.96 | 11.36 | -5,709.93 | 0 |
| 2017-03-01 | SELL | 18 | 309.2 | 24.49 | 11.15 | 5,529.96 | -179.97 |
| 2017-03-07 | BUY | 18 | 310.6 | 24.6 | 11.2 | -5,626.6 | 0 |
| 2017-03-12 | SELL | 18 | 318.7 | 25.24 | 11.49 | 5,699.87 | 73.27 |
| 2017-03-15 | BUY | 18 | 317.8 | 25.17 | 11.46 | -5,757.03 | 0 |
| 2017-03-21 | SELL | 18 | 316 | 25.03 | 11.4 | 5,651.57 | -105.46 |
| 2017-03-27 | BUY | 17 | 316.1 | 23.64 | 10.77 | -5,408.12 | 0 |
| 2017-04-02 | SELL | 17 | 332.2 | 24.85 | 11.32 | 5,611.23 | 203.12 |
| 2017-04-13 | BUY | 17 | 342 | 25.58 | 11.65 | -5,851.23 | 0 |
| 2017-04-18 | SELL | 17 | 335 | 25.06 | 11.41 | 5,658.53 | -192.7 |
| 2017-05-07 | BUY | 16 | 340 | 23.94 | 10.91 | -5,474.85 | 0 |
| 2017-05-11 | SELL | 16 | 338 | 23.8 | 10.85 | 5,373.36 | -101.49 |
| 2017-05-24 | BUY | 16 | 331.1 | 23.31 | 10.63 | -5,331.54 | 0 |
| 2017-05-29 | SELL | 16 | 331.7 | 23.35 | 10.66 | 5,273.19 | -58.35 |
| 2017-06-01 | BUY | 16 | 329.2 | 23.18 | 10.57 | -5,300.95 | 0 |
| 2017-06-06 | SELL | 16 | 337.1 | 23.73 | 10.83 | 5,359.04 | 58.1 |
| 2017-06-19 | BUY | 16 | 340 | 23.94 | 10.91 | -5,474.85 | 0 |
| 2017-06-22 | SELL | 16 | 338.8 | 23.85 | 10.87 | 5,386.08 | -88.77 |
| 2017-07-02 | BUY | 15 | 344.3 | 22.72 | 10.35 | -5,197.57 | 0 |
| 2017-07-05 | SELL | 15 | 355 | 23.43 | 10.67 | 5,290.9 | 93.33 |
| 2017-07-11 | BUY | 16 | 348.3 | 24.52 | 11.16 | -5,608.48 | 0 |
| 2017-07-16 | SELL | 16 | 365.1 | 25.7 | 11.7 | 5,804.2 | 195.72 |
| 2017-07-20 | BUY | 15 | 370 | 24.42 | 11.11 | -5,585.53 | 0 |
| 2017-07-25 | SELL | 15 | 369 | 24.35 | 11.08 | 5,499.57 | -85.96 |
| 2017-07-30 | BUY | 15 | 376.7 | 24.86 | 11.31 | -5,686.67 | 0 |
| 2017-08-06 | SELL | 15 | 373.2 | 24.63 | 11.2 | 5,562.16 | -124.51 |
| 2017-08-10 | BUY | 14 | 376.2 | 23.17 | 10.54 | -5,300.52 | 0 |
| 2017-08-17 | SELL | 14 | 388 | 23.9 | 10.88 | 5,397.22 | 96.71 |
| 2017-08-22 | BUY | 14 | 391.1 | 24.09 | 10.96 | -5,510.45 | 0 |
| 2017-08-27 | SELL | 14 | 390 | 24.02 | 10.93 | 5,425.04 | -85.41 |
| 2017-08-31 | BUY | 14 | 391 | 24.09 | 10.96 | -5,509.05 | 0 |
| 2017-09-06 | SELL | 14 | 401.7 | 24.74 | 11.27 | 5,587.79 | 78.74 |
| 2017-09-11 | BUY | 13 | 430 | 24.6 | 11.19 | -5,625.79 | 0 |
| 2017-09-14 | SELL | 13 | 423.1 | 24.2 | 11.01 | 5,465.09 | -160.7 |
| 2017-09-20 | BUY | 13 | 412 | 23.57 | 10.72 | -5,390.29 | 0 |
| 2017-09-25 | SELL | 13 | 410.4 | 23.47 | 10.68 | 5,301.04 | -89.25 |
| 2017-09-28 | BUY | 13 | 415 | 23.74 | 10.8 | -5,429.54 | 0 |
| 2017-10-04 | SELL | 13 | 415 | 23.74 | 10.8 | 5,360.46 | -69.08 |
| 2017-10-10 | BUY | 12 | 422 | 22.28 | 10.14 | -5,096.42 | 0 |
| 2017-10-15 | SELL | 12 | 429 | 22.65 | 10.31 | 5,115.04 | 18.62 |
| 2017-10-22 | BUY | 12 | 430 | 22.7 | 10.34 | -5,193.04 | 0 |
| 2017-10-25 | SELL | 12 | 440 | 23.23 | 10.57 | 5,246.2 | 53.16 |
| 2017-11-05 | BUY | 12 | 440.8 | 23.27 | 10.59 | -5,323.47 | 0 |
| 2017-11-08 | SELL | 12 | 442 | 23.34 | 10.62 | 5,270.04 | -53.43 |
| 2017-11-13 | BUY | 11 | 472.9 | 22.89 | 10.42 | -5,235.2 | 0 |
| 2017-11-16 | SELL | 11 | 484 | 23.43 | 10.66 | 5,289.92 | 54.71 |
| 2017-11-23 | BUY | 11 | 483 | 23.38 | 10.63 | -5,347.01 | 0 |
| 2017-11-28 | SELL | 11 | 471 | 22.8 | 10.37 | 5,147.83 | -199.18 |
| 2017-12-04 | BUY | 10 | 477 | 20.99 | 9.55 | -4,800.53 | 0 |
| 2017-12-07 | SELL | 10 | 480.8 | 21.16 | 9.62 | 4,777.22 | -23.31 |
| 2017-12-19 | BUY | 11 | 468.2 | 22.66 | 10.31 | -5,183.17 | 0 |
| 2017-12-24 | SELL | 11 | 460.1 | 22.27 | 10.13 | 5,028.7 | -154.47 |
| 2017-12-28 | BUY | 10 | 469.4 | 20.65 | 9.4 | -4,724.05 | 0 |
| 2018-01-07 | SELL | 10 | 477.2 | 21 | 9.56 | 4,741.45 | 17.4 |
| 2018-01-10 | BUY | 10 | 472 | 20.77 | 9.45 | -4,750.22 | 0 |
| 2018-01-16 | SELL | 10 | 475 | 20.9 | 9.51 | 4,719.59 | -30.63 |
| 2018-01-21 | BUY | 10 | 484 | 21.3 | 9.69 | -4,870.99 | 0 |
| 2018-01-29 | SELL | 10 | 505.3 | 22.23 | 10.11 | 5,020.65 | 149.67 |
| 2018-02-01 | BUY | 10 | 504 | 22.18 | 10.09 | -5,072.26 | 0 |
| 2018-02-06 | SELL | 10 | 495 | 21.78 | 9.91 | 4,918.31 | -153.95 |
| 2018-02-11 | BUY | 10 | 501 | 22.04 | 10.03 | -5,042.07 | 0 |
| 2018-02-14 | SELL | 10 | 508.8 | 22.39 | 10.18 | 5,055.43 | 13.36 |
| 2018-02-26 | BUY | 10 | 475.5 | 20.92 | 9.52 | -4,785.44 | 0 |
| 2018-03-01 | SELL | 10 | 478.9 | 21.07 | 9.59 | 4,758.34 | -27.1 |
| 2018-03-07 | BUY | 10 | 487.9 | 21.47 | 9.77 | -4,910.24 | 0 |
| 2018-03-12 | SELL | 10 | 485 | 21.34 | 9.71 | 4,818.95 | -91.29 |
| 2018-03-15 | BUY | 10 | 482 | 21.21 | 9.65 | -4,850.86 | 0 |
| 2018-03-22 | SELL | 10 | 477 | 20.99 | 9.56 | 4,739.46 | -111.41 |
| 2018-04-02 | BUY | 10 | 474.9 | 20.9 | 9.51 | -4,779.41 | 0 |
| 2018-04-05 | SELL | 10 | 477 | 20.99 | 9.55 | 4,739.46 | -39.95 |
| 2018-04-11 | BUY | 9 | 483.2 | 19.13 | 8.71 | -4,376.64 | 0 |
| 2018-04-16 | SELL | 9 | 484.2 | 19.17 | 8.73 | 4,329.9 | -46.75 |
| 2018-04-19 | BUY | 9 | 493 | 19.52 | 8.89 | -4,465.41 | 0 |
| 2018-04-24 | SELL | 9 | 485 | 19.21 | 8.74 | 4,337.05 | -128.36 |
| 2018-05-09 | BUY | 10 | 459 | 20.2 | 9.19 | -4,619.38 | 0 |
| 2018-05-15 | SELL | 10 | 466 | 20.5 | 9.33 | 4,630.17 | 10.78 |
| 2018-05-24 | BUY | 10 | 429.9 | 18.92 | 8.61 | -4,326.52 | 0 |
| 2018-05-29 | SELL | 10 | 432 | 19.01 | 8.65 | 4,292.34 | -34.18 |
| 2018-06-05 | BUY | 11 | 409 | 19.8 | 9.01 | -4,527.8 | 0 |
| 2018-06-10 | SELL | 11 | 395 | 19.12 | 8.7 | 4,317.18 | -210.62 |
| 2018-06-19 | BUY | 11 | 382.6 | 18.52 | 8.43 | -4,235.54 | 0 |
| 2018-06-24 | SELL | 11 | 405 | 19.6 | 8.92 | 4,426.48 | 190.94 |
| 2018-07-08 | BUY | 11 | 387 | 18.73 | 8.52 | -4,284.25 | 0 |
| 2018-07-11 | SELL | 11 | 380 | 18.39 | 8.37 | 4,153.24 | -131.01 |
| 2018-07-18 | BUY | 11 | 401.9 | 19.45 | 8.85 | -4,449.2 | 0 |
| 2018-07-23 | SELL | 11 | 396.9 | 19.21 | 8.74 | 4,337.95 | -111.25 |