Net return -99.4% · drawdown 99.4% · 451 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: -25.8%. 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.
#66 · 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 8.0%, distance 3.5%; partial sale at 0.0% (0 = off).
Account reconciliation
Cash৳167
Unsettled৳0
Holdings৳477
NAV৳644
Realized P&L৳-99,347
Unrealized P&L৳-10
Fees৳57,038
Friction৳26,133
NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.79e-10. 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
903 fills, including partial sales. Page 9.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2025-01-20 | BUY | 3 | 333.5 | 4.4 | 2 | -1,006.9 | 0 |
| 2025-01-26 | SELL | 3 | 331.8 | 4.38 | 1.99 | 989.03 | -17.88 |
| 2025-01-29 | BUY | 3 | 331.7 | 4.38 | 1.99 | -1,001.47 | 0 |
| 2025-02-03 | SELL | 3 | 332 | 4.38 | 1.99 | 989.62 | -11.84 |
| 2025-02-12 | BUY | 3 | 336.6 | 4.44 | 2.02 | -1,016.26 | 0 |
| 2025-02-17 | SELL | 3 | 341 | 4.5 | 2.05 | 1,016.45 | 0.19 |
| 2025-02-20 | BUY | 3 | 343.2 | 4.53 | 2.06 | -1,036.19 | 0 |
| 2025-02-25 | SELL | 3 | 345 | 4.55 | 2.07 | 1,028.38 | -7.81 |
| 2025-03-04 | BUY | 3 | 327.1 | 4.32 | 1.96 | -987.58 | 0 |
| 2025-03-09 | SELL | 3 | 325 | 4.29 | 1.95 | 968.76 | -18.82 |
| 2025-03-17 | BUY | 3 | 324.9 | 4.29 | 1.95 | -980.94 | 0 |
| 2025-03-20 | SELL | 3 | 319.6 | 4.22 | 1.92 | 952.66 | -28.28 |
| 2025-04-07 | BUY | 3 | 320.1 | 4.23 | 1.92 | -966.45 | 0 |
| 2025-04-10 | SELL | 3 | 322 | 4.25 | 1.93 | 959.82 | -6.63 |
| 2025-04-16 | BUY | 3 | 321 | 4.24 | 1.93 | -969.16 | 0 |
| 2025-04-21 | SELL | 3 | 321.1 | 4.24 | 1.93 | 957.13 | -12.03 |
| 2025-04-24 | BUY | 3 | 321 | 4.24 | 1.93 | -969.17 | 0 |
| 2025-04-29 | SELL | 3 | 302.9 | 4 | 1.82 | 902.88 | -66.28 |
| 2025-05-05 | BUY | 3 | 300.5 | 3.97 | 1.8 | -907.27 | 0 |
| 2025-05-08 | SELL | 3 | 298 | 3.93 | 1.79 | 888.28 | -18.99 |
| 2025-05-15 | BUY | 3 | 295.4 | 3.9 | 1.77 | -891.87 | 0 |
| 2025-05-19 | SELL | 3 | 297 | 3.92 | 1.78 | 885.3 | -6.58 |
| 2025-05-26 | BUY | 3 | 270.1 | 3.57 | 1.62 | -815.49 | 0 |
| 2025-06-01 | SELL | 3 | 284.68 | 3.76 | 1.71 | 848.56 | 33.07 |
| 2025-06-15 | BUY | 3 | 285 | 3.76 | 1.71 | -860.47 | 0 |
| 2025-06-18 | SELL | 3 | 285 | 3.76 | 1.71 | 849.53 | -10.95 |
| 2025-06-24 | BUY | 3 | 297 | 3.92 | 1.78 | -896.7 | 0 |
| 2025-06-29 | SELL | 3 | 302.7 | 4 | 1.82 | 902.29 | 5.58 |
| 2025-07-03 | BUY | 3 | 300 | 3.96 | 1.8 | -905.76 | 0 |
| 2025-07-09 | SELL | 3 | 299 | 3.95 | 1.8 | 891.26 | -14.51 |
| 2025-07-14 | BUY | 3 | 298.6 | 3.94 | 1.79 | -901.54 | 0 |
| 2025-07-17 | SELL | 3 | 298.9 | 3.95 | 1.8 | 890.96 | -10.58 |
| 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 | 3 | 298 | 3.93 | 1.79 | -899.72 | 0 |
| 2025-09-02 | SELL | 3 | 309 | 4.08 | 1.85 | 921.07 | 21.34 |
| 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 |
| 2025-09-14 | BUY | 1 | 301 | 1.32 | 0.6 | -302.93 | 0 |
| 2025-09-17 | SELL | 1 | 301.1 | 1.32 | 0.6 | 299.17 | -3.75 |
| 2025-09-18 | BUY | 2 | 302.7 | 2.66 | 1.21 | -609.28 | 0 |
| 2025-09-23 | SELL | 2 | 300 | 2.64 | 1.2 | 596.16 | -13.12 |
| 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 | 3 | 287.1 | 3.79 | 1.73 | -866.81 | 0 |
| 2025-10-23 | SELL | 3 | 286.5 | 3.78 | 1.72 | 854 | -12.82 |
| 2025-11-02 | BUY | 3 | 283.4 | 3.74 | 1.7 | -855.64 | 0 |
| 2025-11-05 | SELL | 3 | 286 | 3.78 | 1.72 | 852.51 | -3.14 |
| 2025-11-12 | BUY | 3 | 278.7 | 3.68 | 1.68 | -841.45 | 0 |
| 2025-11-17 | SELL | 3 | 270 | 3.56 | 1.62 | 804.81 | -36.64 |
| 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 | 3 | 264.8 | 3.5 | 1.59 | -799.49 | 0 |
| 2025-12-18 | SELL | 3 | 260.3 | 3.44 | 1.56 | 775.9 | -23.59 |
| 2025-12-23 | BUY | 3 | 259.2 | 3.42 | 1.56 | -782.58 | 0 |
| 2025-12-29 | SELL | 3 | 260.3 | 3.44 | 1.56 | 775.9 | -6.68 |
| 2026-01-05 | BUY | 3 | 253.3 | 3.34 | 1.52 | -764.76 | 0 |
| 2026-01-08 | SELL | 3 | 254 | 3.35 | 1.53 | 757.12 | -7.64 |
| 2026-01-14 | BUY | 3 | 251.2 | 3.32 | 1.51 | -758.42 | 0 |
| 2026-02-01 | SELL | 3 | 267.1 | 3.53 | 1.6 | 796.17 | 37.75 |
| 2026-02-05 | BUY | 3 | 263 | 3.47 | 1.58 | -794.05 | 0 |
| 2026-02-10 | SELL | 3 | 265.5 | 3.5 | 1.59 | 791.4 | -2.65 |
| 2026-02-24 | BUY | 3 | 266.4 | 3.52 | 1.6 | -804.32 | 0 |
| 2026-03-01 | SELL | 3 | 262 | 3.46 | 1.57 | 780.97 | -23.35 |
| 2026-03-05 | BUY | 3 | 245.3 | 3.24 | 1.47 | -740.61 | 0 |
| 2026-03-10 | SELL | 3 | 240.5 | 3.17 | 1.44 | 716.88 | -23.73 |
| 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 | 3 | 244 | 3.22 | 1.46 | -736.69 | 0 |
| 2026-04-07 | SELL | 3 | 239.3 | 3.16 | 1.44 | 713.3 | -23.38 |
| 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 | 3 | 241.4 | 3.19 | 1.45 | -728.84 | 0 |
| 2026-06-03 | SELL | 3 | 241 | 3.18 | 1.45 | 718.37 | -10.46 |
| 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 |
| 2026-09-03 | BUY | 2 | 245.4 | 2.16 | 0.98 | -493.94 | 0 |
| 2026-09-08 | SELL | 2 | 244.4 | 2.15 | 0.98 | 485.67 | -8.27 |