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 8.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2021-07-26 | BUY | 5 | 363.5 | 8 | 3.64 | -1,829.13 | 0 |
| 2021-08-03 | SELL | 5 | 372 | 8.18 | 3.72 | 1,848.09 | 18.96 |
| 2021-08-12 | BUY | 5 | 366 | 8.05 | 3.66 | -1,841.71 | 0 |
| 2021-08-18 | SELL | 5 | 359.2 | 7.9 | 3.59 | 1,784.5 | -57.21 |
| 2021-08-23 | BUY | 5 | 364 | 8.01 | 3.64 | -1,831.65 | 0 |
| 2021-08-26 | SELL | 5 | 365.1 | 8.03 | 3.65 | 1,813.81 | -17.84 |
| 2021-09-06 | BUY | 5 | 369.9 | 8.14 | 3.7 | -1,861.34 | 0 |
| 2021-09-13 | SELL | 5 | 389.7 | 8.57 | 3.9 | 1,936.03 | 74.69 |
| 2021-09-16 | BUY | 5 | 379.2 | 8.34 | 3.79 | -1,908.14 | 0 |
| 2021-09-21 | SELL | 5 | 381 | 8.38 | 3.81 | 1,892.81 | -15.33 |
| 2021-09-27 | BUY | 5 | 379.2 | 8.34 | 3.79 | -1,908.14 | 0 |
| 2021-09-30 | SELL | 5 | 380.6 | 8.37 | 3.81 | 1,890.82 | -17.32 |
| 2021-10-06 | BUY | 5 | 384.8 | 8.47 | 3.85 | -1,936.32 | 0 |
| 2021-10-11 | SELL | 5 | 372.4 | 8.19 | 3.73 | 1,850.08 | -86.23 |
| 2021-10-18 | BUY | 5 | 369 | 8.12 | 3.69 | -1,856.81 | 0 |
| 2021-10-24 | SELL | 5 | 363.8 | 8 | 3.64 | 1,807.36 | -49.45 |
| 2021-10-28 | BUY | 5 | 353.9 | 7.79 | 3.54 | -1,780.83 | 0 |
| 2021-11-02 | SELL | 5 | 364 | 8.01 | 3.64 | 1,808.35 | 27.52 |
| 2021-11-09 | BUY | 5 | 355.5 | 7.82 | 3.56 | -1,788.88 | 0 |
| 2021-11-14 | SELL | 5 | 361.9 | 7.96 | 3.62 | 1,797.92 | 9.04 |
| 2021-11-17 | BUY | 5 | 361 | 7.94 | 3.61 | -1,816.56 | 0 |
| 2021-11-22 | SELL | 5 | 360 | 7.92 | 3.6 | 1,788.48 | -28.08 |
| 2021-11-28 | BUY | 5 | 360 | 7.92 | 3.61 | -1,811.53 | 0 |
| 2021-12-01 | SELL | 5 | 359 | 7.9 | 3.6 | 1,783.51 | -28.02 |
| 2021-12-06 | BUY | 5 | 362.8 | 7.98 | 3.63 | -1,825.62 | 0 |
| 2021-12-09 | SELL | 5 | 361.8 | 7.96 | 3.62 | 1,797.42 | -28.2 |
| 2021-12-14 | BUY | 5 | 358 | 7.88 | 3.59 | -1,801.46 | 0 |
| 2021-12-20 | SELL | 5 | 353.2 | 7.77 | 3.54 | 1,754.69 | -46.77 |
| 2021-12-26 | BUY | 5 | 350 | 7.7 | 3.5 | -1,761.2 | 0 |
| 2021-12-29 | SELL | 5 | 350 | 7.7 | 3.5 | 1,738.8 | -22.41 |
| 2022-01-05 | BUY | 5 | 350.3 | 7.71 | 3.51 | -1,762.72 | 0 |
| 2022-01-10 | SELL | 5 | 350.1 | 7.7 | 3.51 | 1,739.29 | -23.42 |
| 2022-01-13 | BUY | 5 | 357.1 | 7.86 | 3.58 | -1,796.93 | 0 |
| 2022-01-18 | SELL | 5 | 360 | 7.92 | 3.6 | 1,788.48 | -8.46 |
| 2022-01-24 | BUY | 5 | 359.8 | 7.92 | 3.6 | -1,810.52 | 0 |
| 2022-01-27 | SELL | 5 | 351.4 | 7.73 | 3.52 | 1,745.75 | -64.77 |
| 2022-02-01 | BUY | 4 | 356.9 | 6.28 | 2.86 | -1,436.74 | 0 |
| 2022-02-06 | SELL | 4 | 354.5 | 6.24 | 2.84 | 1,408.92 | -27.82 |
| 2022-02-09 | BUY | 4 | 359.5 | 6.33 | 2.88 | -1,447.21 | 0 |
| 2022-02-15 | SELL | 4 | 358 | 6.3 | 2.87 | 1,422.83 | -24.38 |
| 2022-02-20 | BUY | 4 | 358.8 | 6.31 | 2.87 | -1,444.39 | 0 |
| 2022-02-27 | SELL | 4 | 345 | 6.07 | 2.76 | 1,371.17 | -73.22 |
| 2022-03-13 | BUY | 4 | 323 | 5.68 | 2.59 | -1,300.27 | 0 |
| 2022-03-16 | SELL | 4 | 330.1 | 5.81 | 2.64 | 1,311.95 | 11.68 |
| 2022-03-22 | BUY | 4 | 327 | 5.76 | 2.62 | -1,316.37 | 0 |
| 2022-03-27 | SELL | 4 | 325.8 | 5.73 | 2.61 | 1,294.86 | -21.52 |
| 2022-04-03 | BUY | 4 | 328.9 | 5.79 | 2.63 | -1,324.02 | 0 |
| 2022-04-06 | SELL | 4 | 323.3 | 5.69 | 2.59 | 1,284.92 | -39.1 |
| 2022-04-18 | BUY | 4 | 323.1 | 5.69 | 2.59 | -1,300.68 | 0 |
| 2022-04-21 | SELL | 4 | 322.1 | 5.67 | 2.58 | 1,280.15 | -20.52 |
| 2022-04-26 | BUY | 4 | 327 | 5.76 | 2.62 | -1,316.37 | 0 |
| 2022-05-05 | SELL | 4 | 320.1 | 5.63 | 2.56 | 1,272.2 | -44.17 |
| 2022-05-23 | BUY | 4 | 307.5 | 5.41 | 2.46 | -1,237.87 | 0 |
| 2022-05-26 | SELL | 4 | 300.1 | 5.28 | 2.4 | 1,192.72 | -45.16 |
| 2022-06-02 | BUY | 4 | 309.5 | 5.45 | 2.48 | -1,245.93 | 0 |
| 2022-06-07 | SELL | 4 | 307.3 | 5.41 | 2.46 | 1,221.33 | -24.59 |
| 2022-06-13 | BUY | 4 | 307 | 5.4 | 2.46 | -1,235.86 | 0 |
| 2022-06-16 | SELL | 4 | 304.5 | 5.36 | 2.44 | 1,210.2 | -25.66 |
| 2022-06-27 | BUY | 4 | 305.5 | 5.38 | 2.45 | -1,229.82 | 0 |
| 2022-06-30 | SELL | 4 | 294.9 | 5.19 | 2.36 | 1,172.05 | -57.77 |
| 2022-07-05 | BUY | 4 | 277 | 4.88 | 2.22 | -1,115.09 | 0 |
| 2022-07-12 | SELL | 4 | 294 | 5.17 | 2.35 | 1,168.47 | 53.38 |
| 2022-07-17 | BUY | 4 | 289.9 | 5.1 | 2.32 | -1,167.02 | 0 |
| 2022-07-20 | SELL | 4 | 286.3 | 5.04 | 2.29 | 1,137.87 | -29.15 |
| 2022-07-25 | BUY | 4 | 286.9 | 5.05 | 2.3 | -1,154.95 | 0 |
| 2022-07-28 | SELL | 4 | 289.4 | 5.09 | 2.32 | 1,150.19 | -4.76 |
| 2022-08-02 | BUY | 4 | 298.9 | 5.26 | 2.39 | -1,203.25 | 0 |
| 2022-08-07 | SELL | 4 | 300 | 5.28 | 2.4 | 1,192.32 | -10.93 |
| 2022-08-28 | BUY | 4 | 289 | 5.09 | 2.31 | -1,163.4 | 0 |
| 2022-08-31 | SELL | 4 | 295.7 | 5.2 | 2.37 | 1,175.23 | 11.83 |
| 2022-09-25 | BUY | 4 | 286.6 | 5.04 | 2.29 | -1,153.74 | 0 |
| 2022-10-02 | SELL | 4 | 286.6 | 5.04 | 2.29 | 1,139.06 | -14.68 |
| 2024-03-05 | BUY | 5 | 257.2 | 5.66 | 2.58 | -1,294.23 | 0 |
| 2024-03-10 | SELL | 5 | 255 | 5.61 | 2.55 | 1,266.84 | -27.4 |
| 2024-03-18 | BUY | 5 | 240 | 5.28 | 2.4 | -1,207.68 | 0 |
| 2024-03-21 | SELL | 5 | 241 | 5.3 | 2.41 | 1,197.29 | -10.39 |
| 2024-04-03 | BUY | 5 | 239.9 | 5.28 | 2.4 | -1,207.18 | 0 |
| 2024-04-09 | SELL | 5 | 241 | 5.3 | 2.41 | 1,197.29 | -9.89 |
| 2024-04-28 | BUY | 5 | 235 | 5.17 | 2.35 | -1,182.52 | 0 |
| 2024-05-02 | SELL | 5 | 236 | 5.19 | 2.36 | 1,172.45 | -10.08 |
| 2024-05-14 | BUY | 5 | 239 | 5.26 | 2.39 | -1,202.65 | 0 |
| 2024-05-19 | SELL | 5 | 232.3 | 5.11 | 2.33 | 1,154.06 | -48.59 |
| 2024-05-27 | BUY | 5 | 226 | 4.97 | 2.26 | -1,137.23 | 0 |
| 2024-05-30 | SELL | 5 | 228 | 5.02 | 2.28 | 1,132.7 | -4.53 |
| 2024-06-04 | BUY | 5 | 228 | 5.02 | 2.28 | -1,147.3 | 0 |
| 2024-06-09 | SELL | 5 | 225.6 | 4.96 | 2.26 | 1,120.78 | -26.52 |
| 2024-06-23 | BUY | 5 | 228.8 | 5.03 | 2.29 | -1,151.32 | 0 |
| 2024-07-04 | SELL | 5 | 240.2 | 5.28 | 2.4 | 1,193.31 | 41.99 |
| 2024-07-10 | BUY | 5 | 250 | 5.5 | 2.5 | -1,258 | 0 |
| 2024-07-15 | SELL | 5 | 245.9 | 5.41 | 2.46 | 1,221.63 | -36.37 |
| 2024-07-28 | BUY | 4 | 254.1 | 4.47 | 2.03 | -1,022.91 | 0 |
| 2024-07-31 | SELL | 4 | 248 | 4.36 | 1.99 | 985.65 | -37.26 |
| 2024-08-15 | BUY | 3 | 381 | 5.03 | 2.29 | -1,150.32 | 0 |
| 2024-08-20 | SELL | 3 | 353 | 4.66 | 2.12 | 1,052.22 | -98.09 |
| 2024-08-25 | BUY | 3 | 354 | 4.67 | 2.12 | -1,068.8 | 0 |
| 2024-08-29 | SELL | 3 | 348.9 | 4.61 | 2.09 | 1,040 | -28.8 |
| 2024-09-03 | BUY | 3 | 342.9 | 4.53 | 2.06 | -1,035.28 | 0 |
| 2024-09-08 | SELL | 3 | 340.9 | 4.5 | 2.05 | 1,016.15 | -19.13 |
| 2024-09-11 | BUY | 3 | 340.3 | 4.49 | 2.04 | -1,027.43 | 0 |
| 2024-09-17 | SELL | 3 | 334.3 | 4.41 | 2.01 | 996.48 | -30.95 |