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 9.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2024-12-30 | BUY | 2 | 320.1 | 2.82 | 1.28 | -644.3 | 0 |
| 2025-01-05 | SELL | 2 | 321.5 | 2.83 | 1.29 | 638.88 | -5.41 |
| 2025-01-09 | BUY | 2 | 327.8 | 2.88 | 1.31 | -659.8 | 0 |
| 2025-01-15 | SELL | 2 | 334.3 | 2.94 | 1.34 | 664.32 | 4.52 |
| 2025-01-20 | BUY | 2 | 333.5 | 2.93 | 1.33 | -671.27 | 0 |
| 2025-01-26 | SELL | 2 | 331.8 | 2.92 | 1.33 | 659.35 | -11.92 |
| 2025-01-29 | BUY | 2 | 331.7 | 2.92 | 1.33 | -667.65 | 0 |
| 2025-02-03 | SELL | 2 | 332 | 2.92 | 1.33 | 659.75 | -7.9 |
| 2025-02-12 | BUY | 2 | 336.6 | 2.96 | 1.35 | -677.51 | 0 |
| 2025-02-17 | SELL | 2 | 341 | 3 | 1.36 | 677.63 | 0.13 |
| 2025-02-20 | BUY | 2 | 343.2 | 3.02 | 1.37 | -690.79 | 0 |
| 2025-02-25 | SELL | 2 | 345 | 3.04 | 1.38 | 685.58 | -5.21 |
| 2025-03-04 | BUY | 2 | 327.1 | 2.88 | 1.31 | -658.39 | 0 |
| 2025-03-09 | SELL | 2 | 325 | 2.86 | 1.3 | 645.84 | -12.55 |
| 2025-03-17 | BUY | 2 | 324.9 | 2.86 | 1.3 | -653.96 | 0 |
| 2025-03-20 | SELL | 2 | 319.6 | 2.81 | 1.28 | 635.11 | -18.85 |
| 2025-04-07 | BUY | 2 | 320.1 | 2.82 | 1.28 | -644.3 | 0 |
| 2025-04-10 | SELL | 2 | 322 | 2.83 | 1.29 | 639.88 | -4.42 |
| 2025-04-16 | BUY | 2 | 321 | 2.82 | 1.28 | -646.11 | 0 |
| 2025-04-21 | SELL | 2 | 321.1 | 2.83 | 1.29 | 638.09 | -8.02 |
| 2025-04-24 | BUY | 2 | 321 | 2.82 | 1.28 | -646.11 | 0 |
| 2025-04-29 | SELL | 2 | 302.9 | 2.67 | 1.21 | 601.92 | -44.19 |
| 2025-05-05 | BUY | 2 | 300.5 | 2.64 | 1.2 | -604.85 | 0 |
| 2025-05-08 | SELL | 2 | 298 | 2.62 | 1.19 | 592.18 | -12.66 |
| 2025-05-15 | BUY | 2 | 295.4 | 2.6 | 1.18 | -594.58 | 0 |
| 2025-05-19 | SELL | 2 | 297 | 2.61 | 1.19 | 590.2 | -4.38 |
| 2025-05-26 | BUY | 2 | 270.1 | 2.38 | 1.08 | -543.66 | 0 |
| 2025-06-01 | SELL | 2 | 284.68 | 2.51 | 1.14 | 565.71 | 22.05 |
| 2025-06-15 | BUY | 2 | 285 | 2.51 | 1.14 | -573.65 | 0 |
| 2025-06-18 | SELL | 2 | 285 | 2.51 | 1.14 | 566.35 | -7.3 |
| 2025-06-24 | BUY | 2 | 297 | 2.61 | 1.19 | -597.8 | 0 |
| 2025-06-29 | SELL | 2 | 302.7 | 2.66 | 1.21 | 601.52 | 3.72 |
| 2025-07-03 | BUY | 2 | 300 | 2.64 | 1.2 | -603.84 | 0 |
| 2025-07-09 | SELL | 2 | 299 | 2.63 | 1.2 | 594.17 | -9.67 |
| 2025-07-14 | BUY | 2 | 298.6 | 2.63 | 1.2 | -601.02 | 0 |
| 2025-07-17 | SELL | 2 | 298.9 | 2.63 | 1.2 | 593.97 | -7.05 |
| 2025-07-22 | BUY | 2 | 310.1 | 2.73 | 1.24 | -624.17 | 0 |
| 2025-07-27 | SELL | 2 | 319 | 2.81 | 1.28 | 633.92 | 9.75 |
| 2025-07-31 | BUY | 2 | 312.7 | 2.75 | 1.25 | -629.4 | 0 |
| 2025-08-06 | SELL | 2 | 320 | 2.82 | 1.28 | 635.9 | 6.5 |
| 2025-08-11 | BUY | 2 | 314 | 2.76 | 1.26 | -632.02 | 0 |
| 2025-08-17 | SELL | 2 | 306 | 2.69 | 1.22 | 608.08 | -23.94 |
| 2025-08-26 | BUY | 2 | 298 | 2.62 | 1.19 | -599.81 | 0 |
| 2025-09-02 | SELL | 2 | 309 | 2.72 | 1.24 | 614.04 | 14.23 |
| 2025-09-08 | BUY | 2 | 308.5 | 2.71 | 1.23 | -620.95 | 0 |
| 2025-09-11 | SELL | 2 | 303 | 2.67 | 1.21 | 602.12 | -18.83 |
| 2025-09-17 | BUY | 2 | 301.1 | 2.65 | 1.2 | -606.05 | 0 |
| 2025-09-22 | SELL | 2 | 300.3 | 2.64 | 1.2 | 596.76 | -9.3 |
| 2025-09-29 | BUY | 2 | 299.2 | 2.63 | 1.2 | -602.23 | 0 |
| 2025-10-06 | SELL | 2 | 302 | 2.66 | 1.21 | 600.13 | -2.1 |
| 2025-10-12 | BUY | 2 | 296.4 | 2.61 | 1.19 | -596.6 | 0 |
| 2025-10-15 | SELL | 2 | 292.4 | 2.57 | 1.17 | 581.06 | -15.54 |
| 2025-10-20 | BUY | 2 | 287.1 | 2.53 | 1.15 | -577.88 | 0 |
| 2025-10-23 | SELL | 2 | 286.5 | 2.52 | 1.15 | 569.33 | -8.54 |
| 2025-11-02 | BUY | 2 | 283.4 | 2.49 | 1.13 | -570.43 | 0 |
| 2025-11-05 | SELL | 2 | 286 | 2.52 | 1.15 | 568.34 | -2.09 |
| 2025-11-12 | BUY | 2 | 278.7 | 2.45 | 1.12 | -560.97 | 0 |
| 2025-11-17 | SELL | 2 | 270 | 2.38 | 1.08 | 536.54 | -24.43 |
| 2025-11-20 | BUY | 2 | 277.4 | 2.44 | 1.11 | -558.35 | 0 |
| 2025-11-25 | SELL | 2 | 277.7 | 2.44 | 1.11 | 551.84 | -6.51 |
| 2025-11-30 | BUY | 2 | 278.4 | 2.45 | 1.11 | -560.36 | 0 |
| 2025-12-03 | SELL | 2 | 280 | 2.46 | 1.12 | 556.41 | -3.95 |
| 2025-12-14 | BUY | 2 | 264.8 | 2.33 | 1.06 | -532.99 | 0 |
| 2025-12-18 | SELL | 2 | 260.3 | 2.29 | 1.04 | 517.27 | -15.72 |
| 2025-12-23 | BUY | 2 | 259.2 | 2.28 | 1.04 | -521.72 | 0 |
| 2025-12-29 | SELL | 2 | 260.3 | 2.29 | 1.04 | 517.27 | -4.45 |
| 2026-01-05 | BUY | 2 | 253.3 | 2.23 | 1.01 | -509.84 | 0 |
| 2026-01-08 | SELL | 2 | 254 | 2.24 | 1.02 | 504.75 | -5.09 |
| 2026-01-14 | BUY | 2 | 251.2 | 2.21 | 1.01 | -505.62 | 0 |
| 2026-02-01 | SELL | 2 | 267.1 | 2.35 | 1.07 | 530.78 | 25.16 |
| 2026-02-05 | BUY | 2 | 263 | 2.31 | 1.05 | -529.37 | 0 |
| 2026-02-10 | SELL | 2 | 265.5 | 2.34 | 1.06 | 527.6 | -1.77 |
| 2026-02-24 | BUY | 2 | 266.4 | 2.34 | 1.07 | -536.21 | 0 |
| 2026-03-01 | SELL | 2 | 262 | 2.31 | 1.05 | 520.65 | -15.56 |
| 2026-03-05 | BUY | 2 | 245.3 | 2.16 | 0.98 | -493.74 | 0 |
| 2026-03-10 | SELL | 2 | 240.5 | 2.12 | 0.96 | 477.92 | -15.82 |
| 2026-03-15 | BUY | 2 | 255 | 2.24 | 1.02 | -513.26 | 0 |
| 2026-03-25 | SELL | 2 | 251.1 | 2.21 | 1 | 498.99 | -14.28 |
| 2026-04-02 | BUY | 2 | 244 | 2.15 | 0.98 | -491.12 | 0 |
| 2026-04-07 | SELL | 2 | 239.3 | 2.11 | 0.96 | 475.54 | -15.59 |
| 2026-04-26 | BUY | 2 | 245.2 | 2.16 | 0.98 | -493.54 | 0 |
| 2026-04-29 | SELL | 2 | 252 | 2.22 | 1.01 | 500.77 | 7.23 |
| 2026-05-24 | BUY | 2 | 241.4 | 2.12 | 0.97 | -485.89 | 0 |
| 2026-06-03 | SELL | 2 | 241 | 2.12 | 0.96 | 478.91 | -6.98 |
| 2026-06-08 | BUY | 2 | 246.8 | 2.17 | 0.99 | -496.76 | 0 |
| 2026-06-14 | SELL | 2 | 248 | 2.18 | 0.99 | 492.83 | -3.93 |
| 2026-06-17 | BUY | 2 | 250.9 | 2.21 | 1 | -505.01 | 0 |
| 2026-06-22 | SELL | 2 | 257.5 | 2.27 | 1.03 | 511.7 | 6.69 |
| 2026-06-25 | BUY | 2 | 257.5 | 2.27 | 1.03 | -518.3 | 0 |
| 2026-07-02 | SELL | 2 | 259.6 | 2.28 | 1.04 | 515.88 | -2.42 |
| 2026-07-07 | BUY | 2 | 259 | 2.28 | 1.04 | -521.32 | 0 |
| 2026-07-12 | SELL | 2 | 256.6 | 2.26 | 1.03 | 509.92 | -11.4 |
| 2026-07-21 | BUY | 2 | 257.5 | 2.27 | 1.03 | -518.3 | 0 |
| 2026-07-26 | SELL | 2 | 258.9 | 2.28 | 1.04 | 514.49 | -3.81 |
| 2026-07-29 | BUY | 2 | 260 | 2.29 | 1.04 | -523.33 | 0 |
| 2026-08-03 | SELL | 2 | 259.9 | 2.29 | 1.04 | 516.47 | -6.86 |
| 2026-08-11 | BUY | 2 | 258 | 2.27 | 1.03 | -519.3 | 0 |
| 2026-08-16 | SELL | 2 | 251.5 | 2.21 | 1.01 | 499.78 | -19.52 |
| 2026-08-20 | BUY | 2 | 249.8 | 2.2 | 1 | -502.8 | 0 |
| 2026-08-25 | SELL | 2 | 244 | 2.15 | 0.98 | 484.88 | -17.92 |