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 7.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2020-01-21 | BUY | 7 | 279.9 | 8.62 | 3.92 | -1,971.84 | 0 |
| 2020-01-26 | SELL | 7 | 274 | 8.44 | 3.84 | 1,905.72 | -66.12 |
| 2020-01-29 | BUY | 7 | 269.7 | 8.31 | 3.78 | -1,899.99 | 0 |
| 2020-02-03 | SELL | 7 | 258.5 | 7.96 | 3.62 | 1,797.92 | -102.07 |
| 2020-02-09 | BUY | 7 | 260.7 | 8.03 | 3.65 | -1,836.58 | 0 |
| 2020-02-12 | SELL | 7 | 261.9 | 8.07 | 3.67 | 1,821.57 | -15.02 |
| 2020-02-20 | BUY | 6 | 280 | 7.39 | 3.36 | -1,690.75 | 0 |
| 2020-02-25 | SELL | 6 | 292 | 7.71 | 3.51 | 1,740.79 | 50.03 |
| 2020-03-09 | BUY | 7 | 262.1 | 8.07 | 3.67 | -1,846.44 | 0 |
| 2020-03-12 | SELL | 7 | 258.5 | 7.96 | 3.62 | 1,797.92 | -48.53 |
| 2020-03-22 | BUY | 8 | 239 | 8.41 | 3.83 | -1,924.24 | 0 |
| 2020-05-31 | SELL | 8 | 239.1 | 8.42 | 3.83 | 1,900.56 | -23.68 |
| 2020-06-11 | BUY | 8 | 238.8 | 8.41 | 3.82 | -1,922.63 | 0 |
| 2020-07-09 | SELL | 8 | 238.8 | 8.41 | 3.84 | 1,898.15 | -24.48 |
| 2020-07-20 | BUY | 7 | 244.5 | 7.53 | 3.43 | -1,722.46 | 0 |
| 2020-07-23 | SELL | 7 | 246.1 | 7.58 | 3.45 | 1,711.67 | -10.78 |
| 2020-07-30 | BUY | 7 | 255 | 7.85 | 3.57 | -1,796.43 | 0 |
| 2020-08-09 | SELL | 7 | 255 | 7.85 | 3.57 | 1,773.57 | -22.85 |
| 2020-08-13 | BUY | 6 | 290 | 7.66 | 3.48 | -1,751.14 | 0 |
| 2020-08-18 | SELL | 6 | 288 | 7.6 | 3.46 | 1,716.94 | -34.2 |
| 2020-08-24 | BUY | 6 | 295 | 7.79 | 3.54 | -1,781.33 | 0 |
| 2020-08-27 | SELL | 6 | 317 | 8.37 | 3.81 | 1,889.83 | 108.5 |
| 2020-09-03 | BUY | 6 | 322 | 8.5 | 3.87 | -1,944.37 | 0 |
| 2020-09-08 | SELL | 6 | 326.9 | 8.63 | 3.92 | 1,948.85 | 4.48 |
| 2020-09-13 | BUY | 5 | 347.6 | 7.65 | 3.48 | -1,749.12 | 0 |
| 2020-09-16 | SELL | 5 | 345 | 7.59 | 3.45 | 1,713.96 | -35.17 |
| 2020-09-24 | BUY | 5 | 337.8 | 7.43 | 3.38 | -1,699.81 | 0 |
| 2020-09-29 | SELL | 5 | 330.2 | 7.26 | 3.3 | 1,640.43 | -59.38 |
| 2020-10-04 | BUY | 5 | 331.7 | 7.3 | 3.32 | -1,669.12 | 0 |
| 2020-10-07 | SELL | 5 | 328.8 | 7.23 | 3.29 | 1,633.48 | -35.64 |
| 2020-10-12 | BUY | 5 | 330.9 | 7.28 | 3.31 | -1,665.09 | 0 |
| 2020-10-15 | SELL | 5 | 335 | 7.37 | 3.35 | 1,664.28 | -0.81 |
| 2020-10-27 | BUY | 5 | 332.2 | 7.31 | 3.32 | -1,671.63 | 0 |
| 2020-11-01 | SELL | 5 | 329.7 | 7.25 | 3.3 | 1,637.95 | -33.69 |
| 2020-11-08 | BUY | 5 | 336.2 | 7.4 | 3.36 | -1,691.76 | 0 |
| 2020-11-11 | SELL | 5 | 332 | 7.3 | 3.32 | 1,649.37 | -42.39 |
| 2020-11-18 | BUY | 5 | 329.7 | 7.25 | 3.3 | -1,659.05 | 0 |
| 2020-11-23 | SELL | 5 | 323.1 | 7.11 | 3.23 | 1,605.16 | -53.9 |
| 2020-11-30 | BUY | 5 | 318.2 | 7 | 3.18 | -1,601.19 | 0 |
| 2020-12-03 | SELL | 5 | 318 | 7 | 3.18 | 1,579.82 | -21.36 |
| 2020-12-08 | BUY | 5 | 327.8 | 7.21 | 3.28 | -1,649.49 | 0 |
| 2020-12-17 | SELL | 5 | 345.37 | 7.6 | 3.46 | 1,715.81 | 66.32 |
| 2020-12-22 | BUY | 5 | 341.4 | 7.51 | 3.42 | -1,717.93 | 0 |
| 2020-12-27 | SELL | 5 | 344 | 7.57 | 3.44 | 1,708.99 | -8.94 |
| 2021-01-04 | BUY | 4 | 360.1 | 6.34 | 2.88 | -1,449.62 | 0 |
| 2021-01-07 | SELL | 4 | 376 | 6.62 | 3.01 | 1,494.37 | 44.75 |
| 2021-01-13 | BUY | 4 | 374.5 | 6.59 | 3 | -1,507.59 | 0 |
| 2021-01-18 | SELL | 4 | 377 | 6.64 | 3.02 | 1,498.35 | -9.24 |
| 2021-01-26 | BUY | 4 | 369 | 6.49 | 2.95 | -1,485.45 | 0 |
| 2021-01-31 | SELL | 4 | 380 | 6.69 | 3.04 | 1,510.27 | 24.82 |
| 2021-02-04 | BUY | 4 | 379.9 | 6.69 | 3.04 | -1,529.33 | 0 |
| 2021-02-09 | SELL | 4 | 367.7 | 6.47 | 2.94 | 1,461.39 | -67.94 |
| 2021-02-15 | BUY | 4 | 374 | 6.58 | 2.99 | -1,505.58 | 0 |
| 2021-02-22 | SELL | 4 | 359.7 | 6.33 | 2.88 | 1,429.59 | -75.99 |
| 2021-03-03 | BUY | 4 | 341.5 | 6.01 | 2.73 | -1,374.74 | 0 |
| 2021-03-08 | SELL | 4 | 343.8 | 6.05 | 2.75 | 1,366.4 | -8.35 |
| 2021-03-14 | BUY | 4 | 346.7 | 6.1 | 2.77 | -1,395.68 | 0 |
| 2021-03-18 | SELL | 4 | 344.8 | 6.07 | 2.76 | 1,370.37 | -25.3 |
| 2021-03-23 | BUY | 4 | 341.7 | 6.01 | 2.74 | -1,375.55 | 0 |
| 2021-03-28 | SELL | 4 | 338 | 5.95 | 2.71 | 1,343.35 | -32.2 |
| 2021-04-05 | BUY | 4 | 319.1 | 5.62 | 2.55 | -1,284.57 | 0 |
| 2021-04-08 | SELL | 4 | 325 | 5.72 | 2.6 | 1,291.68 | 7.11 |
| 2021-04-13 | BUY | 4 | 330 | 5.81 | 2.64 | -1,328.45 | 0 |
| 2021-04-22 | SELL | 4 | 337.1 | 5.93 | 2.7 | 1,339.77 | 11.32 |
| 2021-04-27 | BUY | 4 | 340 | 5.98 | 2.72 | -1,368.71 | 0 |
| 2021-05-02 | SELL | 4 | 341 | 6 | 2.73 | 1,355.27 | -13.44 |
| 2021-05-11 | BUY | 4 | 340 | 5.98 | 2.72 | -1,368.71 | 0 |
| 2021-05-17 | SELL | 4 | 344.5 | 6.06 | 2.76 | 1,369.18 | 0.47 |
| 2021-05-25 | BUY | 4 | 341.1 | 6 | 2.73 | -1,373.13 | 0 |
| 2021-05-31 | SELL | 4 | 345.5 | 6.08 | 2.77 | 1,373.15 | 0.02 |
| 2021-06-03 | BUY | 4 | 346.9 | 6.11 | 2.78 | -1,396.48 | 0 |
| 2021-06-08 | SELL | 4 | 345 | 6.07 | 2.76 | 1,371.17 | -25.32 |
| 2021-06-13 | BUY | 4 | 351 | 6.18 | 2.81 | -1,412.99 | 0 |
| 2021-06-16 | SELL | 4 | 348 | 6.12 | 2.79 | 1,383.09 | -29.9 |
| 2021-06-23 | BUY | 4 | 345.2 | 6.08 | 2.76 | -1,389.64 | 0 |
| 2021-07-07 | SELL | 4 | 347.7 | 6.12 | 2.78 | 1,381.9 | -7.74 |
| 2021-07-13 | BUY | 4 | 357.4 | 6.29 | 2.86 | -1,438.75 | 0 |
| 2021-07-18 | SELL | 4 | 358 | 6.3 | 2.87 | 1,422.83 | -15.92 |
| 2021-07-26 | BUY | 4 | 363.5 | 6.4 | 2.91 | -1,463.31 | 0 |
| 2021-08-03 | SELL | 4 | 372 | 6.55 | 2.98 | 1,478.48 | 15.17 |
| 2021-08-12 | BUY | 4 | 366 | 6.44 | 2.93 | -1,473.37 | 0 |
| 2021-08-18 | SELL | 4 | 359.2 | 6.32 | 2.87 | 1,427.6 | -45.77 |
| 2021-08-23 | BUY | 4 | 364 | 6.41 | 2.91 | -1,465.32 | 0 |
| 2021-08-26 | SELL | 4 | 365.1 | 6.43 | 2.92 | 1,451.05 | -14.27 |
| 2021-09-06 | BUY | 3 | 369.9 | 4.88 | 2.22 | -1,116.8 | 0 |
| 2021-09-13 | SELL | 3 | 389.7 | 5.14 | 2.34 | 1,161.62 | 44.81 |
| 2021-09-16 | BUY | 3 | 379.2 | 5.01 | 2.28 | -1,144.88 | 0 |
| 2021-09-21 | SELL | 3 | 381 | 5.03 | 2.29 | 1,135.68 | -9.2 |
| 2021-09-27 | BUY | 3 | 379.2 | 5.01 | 2.28 | -1,144.88 | 0 |
| 2021-09-30 | SELL | 3 | 380.6 | 5.02 | 2.28 | 1,134.49 | -10.39 |
| 2021-10-06 | BUY | 3 | 384.8 | 5.08 | 2.31 | -1,161.79 | 0 |
| 2021-10-11 | SELL | 3 | 372.4 | 4.92 | 2.24 | 1,110.05 | -51.74 |
| 2021-10-18 | BUY | 3 | 369 | 4.87 | 2.21 | -1,114.09 | 0 |
| 2021-10-24 | SELL | 3 | 363.8 | 4.8 | 2.18 | 1,084.41 | -29.67 |
| 2021-10-28 | BUY | 3 | 353.9 | 4.67 | 2.12 | -1,068.5 | 0 |
| 2021-11-02 | SELL | 3 | 364 | 4.8 | 2.18 | 1,085.01 | 16.51 |
| 2021-11-09 | BUY | 3 | 355.5 | 4.69 | 2.13 | -1,073.33 | 0 |
| 2021-11-14 | SELL | 3 | 361.9 | 4.78 | 2.17 | 1,078.75 | 5.42 |
| 2021-11-17 | BUY | 3 | 361 | 4.77 | 2.17 | -1,089.93 | 0 |
| 2021-11-22 | SELL | 3 | 360 | 4.75 | 2.16 | 1,073.09 | -16.85 |