Net return -99.3% · drawdown 99.3% · 454 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: -25.5%. 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.
#68 · 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 6.0%; maximum 15 sessions; gate None; continuous signal; exit all bearish; trailing arms at 5.0%, distance 3.5%; partial sale at 0.0% (0 = off).
Account reconciliation
Cash৳220
Unsettled৳0
Holdings৳477
NAV৳696
Realized P&L৳-99,294
Unrealized P&L৳-10
Fees৳49,140
Friction৳22,487
NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳7.09e-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 #68
909 fills, including partial sales. Page 5.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2017-01-12 | BUY | 26 | 290.7 | 33.26 | 15.16 | -7,606.62 | 0 |
| 2017-01-17 | SELL | 26 | 292.1 | 33.42 | 15.23 | 7,545.96 | -60.66 |
| 2017-01-22 | BUY | 25 | 298 | 32.78 | 14.93 | -7,497.71 | 0 |
| 2017-01-25 | SELL | 25 | 306.3 | 33.69 | 15.35 | 7,608.46 | 110.75 |
| 2017-02-01 | BUY | 25 | 301 | 33.11 | 15.08 | -7,573.19 | 0 |
| 2017-02-06 | SELL | 25 | 304 | 33.44 | 15.23 | 7,551.33 | -21.85 |
| 2017-02-09 | BUY | 25 | 308 | 33.88 | 15.43 | -7,749.31 | 0 |
| 2017-02-16 | SELL | 25 | 318 | 34.98 | 15.93 | 7,899.09 | 149.78 |
| 2017-02-26 | BUY | 24 | 315.2 | 33.29 | 15.16 | -7,613.25 | 0 |
| 2017-03-01 | SELL | 24 | 309.2 | 32.65 | 14.87 | 7,373.27 | -239.97 |
| 2017-03-05 | BUY | 1 | 311.9 | 1.37 | 0.62 | -313.9 | 0 |
| 2017-03-08 | SELL | 1 | 313.1 | 1.38 | 0.63 | 311.1 | -2.8 |
| 2017-03-09 | BUY | 23 | 316.9 | 32.07 | 14.61 | -7,335.38 | 0 |
| 2017-03-14 | SELL | 23 | 317.9 | 32.17 | 14.65 | 7,264.87 | -70.5 |
| 2017-03-15 | BUY | 1 | 317.8 | 1.4 | 0.64 | -319.83 | 0 |
| 2017-03-21 | SELL | 1 | 316 | 1.39 | 0.63 | 313.98 | -5.86 |
| 2017-03-22 | BUY | 23 | 314 | 31.78 | 14.48 | -7,268.26 | 0 |
| 2017-04-02 | SELL | 23 | 332.2 | 33.62 | 15.33 | 7,591.66 | 323.4 |
| 2017-04-03 | BUY | 1 | 338.3 | 1.49 | 0.68 | -340.47 | 0 |
| 2017-04-06 | SELL | 1 | 346.5 | 1.52 | 0.69 | 344.28 | 3.82 |
| 2017-04-13 | BUY | 23 | 342 | 34.61 | 15.77 | -7,916.38 | 0 |
| 2017-04-18 | SELL | 23 | 335 | 33.9 | 15.45 | 7,655.65 | -260.73 |
| 2017-05-07 | BUY | 22 | 340 | 32.91 | 15.02 | -7,527.93 | 0 |
| 2017-05-11 | SELL | 22 | 338 | 32.72 | 14.93 | 7,388.35 | -139.59 |
| 2017-05-24 | BUY | 22 | 331.1 | 32.05 | 14.63 | -7,330.88 | 0 |
| 2017-05-29 | SELL | 22 | 331.7 | 32.11 | 14.68 | 7,250.61 | -80.27 |
| 2017-06-01 | BUY | 22 | 329.2 | 31.87 | 14.55 | -7,288.82 | 0 |
| 2017-06-06 | SELL | 22 | 337.1 | 32.63 | 14.91 | 7,368.66 | 79.84 |
| 2017-06-19 | BUY | 22 | 340 | 32.91 | 15.02 | -7,527.94 | 0 |
| 2017-06-22 | SELL | 22 | 338.8 | 32.8 | 14.96 | 7,405.84 | -122.09 |
| 2017-07-02 | BUY | 21 | 344.3 | 31.81 | 14.5 | -7,276.61 | 0 |
| 2017-07-05 | SELL | 21 | 355 | 32.8 | 14.95 | 7,407.25 | 130.64 |
| 2017-07-11 | BUY | 21 | 348.3 | 32.18 | 14.65 | -7,361.14 | 0 |
| 2017-07-16 | SELL | 21 | 365.1 | 33.74 | 15.35 | 7,618.01 | 256.87 |
| 2017-07-20 | BUY | 20 | 370 | 32.56 | 14.82 | -7,447.38 | 0 |
| 2017-07-25 | SELL | 20 | 369 | 32.47 | 14.78 | 7,332.75 | -114.62 |
| 2017-07-30 | BUY | 20 | 376.7 | 33.15 | 15.08 | -7,582.23 | 0 |
| 2017-08-06 | SELL | 20 | 373.2 | 32.84 | 14.94 | 7,416.22 | -166.02 |
| 2017-08-10 | BUY | 19 | 376.2 | 31.45 | 14.31 | -7,193.56 | 0 |
| 2017-08-17 | SELL | 19 | 388 | 32.44 | 14.76 | 7,324.8 | 131.24 |
| 2017-08-22 | BUY | 19 | 391.1 | 32.7 | 14.88 | -7,478.48 | 0 |
| 2017-08-27 | SELL | 19 | 390 | 32.6 | 14.84 | 7,362.55 | -115.93 |
| 2017-08-31 | BUY | 19 | 391 | 32.69 | 14.88 | -7,476.57 | 0 |
| 2017-09-06 | SELL | 19 | 401.7 | 33.58 | 15.3 | 7,583.42 | 106.85 |
| 2017-09-11 | BUY | 17 | 430 | 32.16 | 14.64 | -7,356.81 | 0 |
| 2017-09-14 | SELL | 17 | 423.1 | 31.65 | 14.41 | 7,146.65 | -210.16 |
| 2017-09-20 | BUY | 17 | 412 | 30.82 | 14.03 | -7,048.84 | 0 |
| 2017-09-25 | SELL | 17 | 410.4 | 30.7 | 13.97 | 6,932.13 | -116.72 |
| 2017-09-28 | BUY | 17 | 415 | 31.04 | 14.13 | -7,100.17 | 0 |
| 2017-10-04 | SELL | 17 | 415 | 31.04 | 14.13 | 7,009.83 | -90.34 |
| 2017-10-10 | BUY | 17 | 422 | 31.57 | 14.37 | -7,219.94 | 0 |
| 2017-10-15 | SELL | 17 | 429 | 32.09 | 14.61 | 7,246.3 | 26.36 |
| 2017-10-22 | BUY | 16 | 430 | 30.27 | 13.79 | -6,924.06 | 0 |
| 2017-10-25 | SELL | 16 | 440 | 30.98 | 14.1 | 6,994.92 | 70.86 |
| 2017-11-05 | BUY | 16 | 440.8 | 31.03 | 14.13 | -7,097.96 | 0 |
| 2017-11-08 | SELL | 16 | 442 | 31.12 | 14.17 | 7,026.71 | -71.25 |
| 2017-11-13 | BUY | 15 | 472.9 | 31.21 | 14.21 | -7,138.92 | 0 |
| 2017-11-16 | SELL | 15 | 484 | 31.94 | 14.54 | 7,213.52 | 74.6 |
| 2017-11-23 | BUY | 15 | 483 | 31.88 | 14.51 | -7,291.38 | 0 |
| 2017-11-28 | SELL | 15 | 471 | 31.09 | 14.14 | 7,019.77 | -271.61 |
| 2017-12-04 | BUY | 14 | 477 | 29.38 | 13.37 | -6,720.75 | 0 |
| 2017-12-07 | SELL | 14 | 480.8 | 29.62 | 13.47 | 6,688.11 | -32.64 |
| 2017-12-19 | BUY | 14 | 468.2 | 28.84 | 13.13 | -6,596.77 | 0 |
| 2017-12-24 | SELL | 14 | 460.1 | 28.34 | 12.9 | 6,400.16 | -196.61 |
| 2017-12-28 | BUY | 14 | 469.4 | 28.92 | 13.16 | -6,613.68 | 0 |
| 2018-01-07 | SELL | 14 | 477.2 | 29.4 | 13.38 | 6,638.02 | 24.35 |
| 2018-01-10 | BUY | 14 | 472 | 29.08 | 13.24 | -6,650.31 | 0 |
| 2018-01-16 | SELL | 14 | 475 | 29.26 | 13.32 | 6,607.42 | -42.89 |
| 2018-01-21 | BUY | 13 | 484 | 27.68 | 12.6 | -6,332.29 | 0 |
| 2018-01-29 | SELL | 13 | 505.3 | 28.9 | 13.15 | 6,526.84 | 194.56 |
| 2018-02-01 | BUY | 13 | 504 | 28.83 | 13.12 | -6,593.95 | 0 |
| 2018-02-06 | SELL | 13 | 495 | 28.31 | 12.88 | 6,393.8 | -200.14 |
| 2018-02-11 | BUY | 13 | 501 | 28.66 | 13.04 | -6,554.7 | 0 |
| 2018-02-14 | SELL | 13 | 508.8 | 29.1 | 13.24 | 6,572.06 | 17.36 |
| 2018-02-26 | BUY | 14 | 475.5 | 29.29 | 13.33 | -6,699.62 | 0 |
| 2018-03-01 | SELL | 14 | 478.9 | 29.5 | 13.43 | 6,661.67 | -37.95 |
| 2018-03-07 | BUY | 13 | 487.9 | 27.91 | 12.7 | -6,383.31 | 0 |
| 2018-03-12 | SELL | 13 | 485 | 27.74 | 12.63 | 6,264.63 | -118.69 |
| 2018-03-15 | BUY | 13 | 482 | 27.57 | 12.55 | -6,306.13 | 0 |
| 2018-03-22 | SELL | 13 | 477 | 27.28 | 12.43 | 6,161.29 | -144.84 |
| 2018-04-02 | BUY | 13 | 474.9 | 27.16 | 12.37 | -6,213.24 | 0 |
| 2018-04-05 | SELL | 13 | 477 | 27.28 | 12.43 | 6,161.29 | -51.95 |
| 2018-04-11 | BUY | 13 | 483.2 | 27.64 | 12.59 | -6,321.83 | 0 |
| 2018-04-16 | SELL | 13 | 484.2 | 27.7 | 12.61 | 6,254.29 | -67.54 |
| 2018-04-19 | BUY | 12 | 493 | 26.03 | 11.85 | -5,953.88 | 0 |
| 2018-04-24 | SELL | 12 | 485 | 25.61 | 11.66 | 5,782.73 | -171.15 |
| 2018-05-09 | BUY | 13 | 459 | 26.25 | 11.95 | -6,005.2 | 0 |
| 2018-05-15 | SELL | 13 | 466 | 26.66 | 12.13 | 6,019.21 | 14.01 |
| 2018-05-24 | BUY | 14 | 429.9 | 26.48 | 12.05 | -6,057.13 | 0 |
| 2018-05-29 | SELL | 14 | 432 | 26.61 | 12.12 | 6,009.27 | -47.86 |
| 2018-06-05 | BUY | 15 | 409 | 26.99 | 12.29 | -6,174.29 | 0 |
| 2018-06-10 | SELL | 15 | 395 | 26.07 | 11.87 | 5,887.06 | -287.22 |
| 2018-06-19 | BUY | 15 | 382.6 | 25.25 | 11.49 | -5,775.74 | 0 |
| 2018-06-24 | SELL | 15 | 405 | 26.73 | 12.16 | 6,036.11 | 260.36 |
| 2018-07-08 | BUY | 15 | 387 | 25.54 | 11.62 | -5,842.16 | 0 |
| 2018-07-11 | SELL | 15 | 380 | 25.08 | 11.41 | 5,663.51 | -178.65 |
| 2018-07-18 | BUY | 14 | 401.9 | 24.76 | 11.26 | -5,662.62 | 0 |
| 2018-07-23 | SELL | 14 | 396.9 | 24.45 | 11.13 | 5,521.03 | -141.6 |
| 2018-07-30 | BUY | 14 | 390.2 | 24.04 | 10.94 | -5,497.78 | 0 |
| 2018-08-02 | SELL | 14 | 390 | 24.02 | 10.94 | 5,425.04 | -72.74 |