Net return -99.5% · drawdown 99.5% · 461 closed positions
Searching for profit that survives costs
10,790 unique configurations in this batch; 66 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: -26.8%. This annualized figure describes the historical raw-price simulation.
Selection used earlier periods; 2024–2026 was replayed afterward. That period was already exposed in earlier research, so it is not a pristine holdout. 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.
#66 · Flow: Range flow
Net return -69.0% · drawdown 69.0% · 75 closed positions
Net return -66.9% · drawdown 71.2% · 55 closed positions
Variant 0; fixed stop 10.0%; maximum 60 sessions; gate None; continuous signal; exit all bearish; trailing arms at 2.0%, distance 4.5%; partial sale at 0.0% (0 = off).
Account reconciliation
Cash৳37
Unsettled৳0
Holdings৳477
NAV৳514
Realized P&L৳-99,477
Unrealized P&L৳-10
Fees৳54,607
Friction৳25,022
NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳7.64e-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 #66
923 fills, including partial sales. Page 6.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2018-03-15 | BUY | 15 | 482 | 31.81 | 14.49 | -7,276.3 | 0 |
| 2018-03-22 | SELL | 15 | 477 | 31.48 | 14.34 | 7,109.17 | -167.13 |
| 2018-04-02 | BUY | 15 | 474.9 | 31.34 | 14.28 | -7,169.12 | 0 |
| 2018-04-05 | SELL | 15 | 477 | 31.48 | 14.34 | 7,109.17 | -59.95 |
| 2018-04-11 | BUY | 14 | 483.2 | 29.77 | 13.56 | -6,808.12 | 0 |
| 2018-04-16 | SELL | 14 | 484.2 | 29.83 | 13.59 | 6,735.39 | -72.74 |
| 2018-04-19 | BUY | 14 | 493 | 30.37 | 13.83 | -6,946.2 | 0 |
| 2018-04-24 | SELL | 14 | 485 | 29.88 | 13.61 | 6,746.52 | -199.68 |
| 2018-05-09 | BUY | 14 | 459 | 28.27 | 12.87 | -6,467.14 | 0 |
| 2018-05-15 | SELL | 14 | 466 | 28.71 | 13.07 | 6,482.23 | 15.08 |
| 2018-05-24 | BUY | 15 | 429.9 | 28.37 | 12.91 | -6,489.79 | 0 |
| 2018-05-29 | SELL | 15 | 432 | 28.51 | 12.98 | 6,438.51 | -51.28 |
| 2018-06-05 | BUY | 16 | 409 | 28.79 | 13.11 | -6,585.91 | 0 |
| 2018-06-10 | SELL | 16 | 395 | 27.81 | 12.66 | 6,279.53 | -306.38 |
| 2018-06-19 | BUY | 16 | 382.6 | 26.94 | 12.26 | -6,160.8 | 0 |
| 2018-06-24 | SELL | 16 | 405 | 28.51 | 12.98 | 6,438.51 | 277.72 |
| 2018-07-08 | BUY | 17 | 387 | 28.95 | 13.17 | -6,621.12 | 0 |
| 2018-07-11 | SELL | 17 | 380 | 28.42 | 12.93 | 6,418.64 | -202.48 |
| 2018-07-18 | BUY | 16 | 401.9 | 28.29 | 12.88 | -6,471.57 | 0 |
| 2018-07-23 | SELL | 16 | 396.9 | 27.94 | 12.72 | 6,309.74 | -161.83 |
| 2018-07-30 | BUY | 16 | 390.2 | 27.47 | 12.51 | -6,283.18 | 0 |
| 2018-08-02 | SELL | 16 | 390 | 27.46 | 12.5 | 6,200.04 | -83.14 |
| 2018-08-07 | BUY | 16 | 376 | 26.47 | 12.05 | -6,054.52 | 0 |
| 2018-08-12 | SELL | 16 | 364 | 25.63 | 11.67 | 5,786.71 | -267.81 |
| 2018-08-16 | BUY | 16 | 369.5 | 26.01 | 11.84 | -5,949.86 | 0 |
| 2018-08-26 | SELL | 16 | 375 | 26.4 | 12.03 | 5,961.57 | 11.72 |
| 2018-08-29 | BUY | 15 | 391.5 | 25.84 | 11.77 | -5,910.11 | 0 |
| 2018-09-04 | SELL | 15 | 385.6 | 25.45 | 11.59 | 5,746.96 | -163.16 |
| 2018-09-09 | BUY | 15 | 384 | 25.34 | 11.55 | -5,796.89 | 0 |
| 2018-09-12 | SELL | 15 | 380.2 | 25.09 | 11.43 | 5,666.48 | -130.41 |
| 2018-09-18 | BUY | 15 | 368.1 | 24.29 | 11.07 | -5,556.87 | 0 |
| 2018-09-23 | SELL | 15 | 358.2 | 23.64 | 10.77 | 5,338.59 | -218.28 |
| 2018-09-26 | BUY | 15 | 367 | 24.22 | 11.03 | -5,540.26 | 0 |
| 2018-10-01 | SELL | 15 | 372.4 | 24.58 | 11.2 | 5,550.22 | 9.97 |
| 2018-10-04 | BUY | 14 | 374.9 | 23.09 | 10.52 | -5,282.21 | 0 |
| 2018-10-09 | SELL | 14 | 359.6 | 22.15 | 10.09 | 5,002.16 | -280.05 |
| 2018-10-14 | BUY | 14 | 365.5 | 22.51 | 10.25 | -5,149.77 | 0 |
| 2018-10-17 | SELL | 14 | 362.6 | 22.34 | 10.17 | 5,043.89 | -105.88 |
| 2018-10-24 | BUY | 13 | 372 | 21.28 | 9.69 | -4,866.97 | 0 |
| 2018-10-29 | SELL | 13 | 384 | 21.96 | 10 | 4,960.03 | 93.06 |
| 2018-11-04 | BUY | 13 | 382 | 21.85 | 9.95 | -4,997.8 | 0 |
| 2018-11-07 | SELL | 13 | 375 | 21.45 | 9.77 | 4,843.78 | -154.02 |
| 2018-11-12 | BUY | 13 | 379 | 21.68 | 9.88 | -4,958.56 | 0 |
| 2018-11-15 | SELL | 13 | 368 | 21.05 | 9.59 | 4,753.36 | -205.2 |
| 2018-11-22 | BUY | 13 | 358.2 | 20.49 | 9.33 | -4,686.42 | 0 |
| 2018-11-27 | SELL | 13 | 362.8 | 20.75 | 9.45 | 4,686.19 | -0.23 |
| 2018-12-05 | BUY | 13 | 362.4 | 20.73 | 9.45 | -4,741.38 | 0 |
| 2018-12-10 | SELL | 13 | 362.1 | 20.71 | 9.44 | 4,677.15 | -64.23 |
| 2018-12-17 | BUY | 13 | 356.3 | 20.38 | 9.29 | -4,661.57 | 0 |
| 2018-12-20 | SELL | 13 | 356 | 20.36 | 9.28 | 4,598.36 | -63.21 |
| 2018-12-27 | BUY | 13 | 361 | 20.65 | 9.42 | -4,723.07 | 0 |
| 2019-01-03 | SELL | 13 | 365 | 20.88 | 9.52 | 4,714.6 | -8.46 |
| 2019-01-09 | BUY | 12 | 382 | 20.17 | 9.19 | -4,613.36 | 0 |
| 2019-01-14 | SELL | 12 | 391 | 20.64 | 9.4 | 4,661.95 | 48.6 |
| 2019-01-21 | BUY | 12 | 387 | 20.43 | 9.3 | -4,673.74 | 0 |
| 2019-01-24 | SELL | 12 | 391.3 | 20.66 | 9.4 | 4,665.54 | -8.2 |
| 2019-01-29 | BUY | 11 | 411 | 19.89 | 9.05 | -4,549.94 | 0 |
| 2019-02-03 | SELL | 11 | 398.2 | 19.27 | 8.77 | 4,352.16 | -197.78 |
| 2019-02-06 | BUY | 11 | 403.6 | 19.53 | 8.89 | -4,468.02 | 0 |
| 2019-02-11 | SELL | 11 | 405 | 19.6 | 8.92 | 4,426.48 | -41.54 |
| 2019-02-14 | BUY | 11 | 395 | 19.12 | 8.7 | -4,372.81 | 0 |
| 2019-02-19 | SELL | 11 | 376 | 18.2 | 8.28 | 4,109.52 | -263.29 |
| 2019-02-25 | BUY | 11 | 386.8 | 18.72 | 8.51 | -4,282.04 | 0 |
| 2019-03-03 | SELL | 11 | 393.5 | 19.05 | 8.66 | 4,300.79 | 18.76 |
| 2019-03-06 | BUY | 11 | 391.6 | 18.95 | 8.62 | -4,335.18 | 0 |
| 2019-03-11 | SELL | 11 | 385.8 | 18.67 | 8.5 | 4,216.63 | -118.54 |
| 2019-03-19 | BUY | 10 | 389 | 17.12 | 7.79 | -3,914.9 | 0 |
| 2019-03-24 | SELL | 10 | 398 | 17.51 | 7.97 | 3,954.52 | 39.62 |
| 2019-03-28 | BUY | 10 | 410 | 18.04 | 8.21 | -4,126.25 | 0 |
| 2019-04-02 | SELL | 10 | 417 | 18.35 | 8.35 | 4,143.3 | 17.05 |
| 2019-04-09 | BUY | 11 | 373 | 18.05 | 8.21 | -4,129.27 | 0 |
| 2019-04-15 | SELL | 11 | 369.8 | 17.9 | 8.14 | 4,041.76 | -87.51 |
| 2019-04-18 | BUY | 11 | 372.5 | 18.03 | 8.2 | -4,123.73 | 0 |
| 2019-04-24 | SELL | 11 | 374.8 | 18.14 | 8.25 | 4,096.41 | -27.32 |
| 2019-04-29 | BUY | 11 | 365.5 | 17.69 | 8.05 | -4,046.24 | 0 |
| 2019-05-05 | SELL | 11 | 361.9 | 17.52 | 7.97 | 3,955.41 | -90.83 |
| 2019-05-15 | BUY | 11 | 346 | 16.75 | 7.63 | -3,830.37 | 0 |
| 2019-05-20 | SELL | 11 | 350.1 | 16.94 | 7.72 | 3,826.44 | -3.94 |
| 2019-05-28 | BUY | 11 | 341.8 | 16.54 | 7.54 | -3,783.88 | 0 |
| 2019-06-13 | SELL | 11 | 360.3 | 17.44 | 7.95 | 3,937.91 | 154.03 |
| 2019-06-19 | BUY | 11 | 363.9 | 17.61 | 8.03 | -4,028.54 | 0 |
| 2019-06-24 | SELL | 11 | 359.2 | 17.39 | 7.92 | 3,925.89 | -102.65 |
| 2019-06-27 | BUY | 11 | 363.5 | 17.59 | 8.02 | -4,024.11 | 0 |
| 2019-07-03 | SELL | 11 | 364.9 | 17.66 | 8.05 | 3,988.19 | -35.92 |
| 2019-07-08 | BUY | 11 | 351.7 | 17.02 | 7.76 | -3,893.48 | 0 |
| 2019-07-11 | SELL | 11 | 333 | 16.12 | 7.34 | 3,639.54 | -253.94 |
| 2019-07-17 | BUY | 11 | 330 | 15.97 | 7.27 | -3,653.24 | 0 |
| 2019-07-22 | SELL | 11 | 325.3 | 15.74 | 7.17 | 3,555.39 | -97.86 |
| 2019-07-25 | BUY | 11 | 323 | 15.63 | 7.12 | -3,575.75 | 0 |
| 2019-07-30 | SELL | 11 | 326.8 | 15.82 | 7.2 | 3,571.78 | -3.97 |
| 2019-08-18 | BUY | 11 | 318 | 15.39 | 7.01 | -3,520.4 | 0 |
| 2019-08-22 | SELL | 11 | 324 | 15.68 | 7.14 | 3,541.18 | 20.78 |
| 2019-08-27 | BUY | 11 | 314.5 | 15.22 | 6.93 | -3,481.65 | 0 |
| 2019-09-01 | SELL | 11 | 312.1 | 15.11 | 6.88 | 3,411.12 | -70.54 |
| 2019-09-08 | BUY | 12 | 295.5 | 15.6 | 7.1 | -3,568.71 | 0 |
| 2019-09-12 | SELL | 12 | 305.1 | 16.11 | 7.33 | 3,637.76 | 69.05 |
| 2019-09-17 | BUY | 12 | 309.9 | 16.36 | 7.45 | -3,742.61 | 0 |
| 2019-09-22 | SELL | 12 | 364 | 19.22 | 8.76 | 4,340.03 | 597.41 |
| 2019-09-25 | BUY | 12 | 358 | 18.9 | 8.6 | -4,323.51 | 0 |
| 2019-09-30 | SELL | 12 | 357.9 | 18.9 | 8.6 | 4,267.3 | -56.2 |