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 6.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2018-08-07 | BUY | 15 | 376 | 24.82 | 11.3 | -5,676.11 | 0 |
| 2018-08-12 | SELL | 15 | 364 | 24.02 | 10.94 | 5,425.04 | -251.07 |
| 2018-08-16 | BUY | 14 | 369.5 | 22.76 | 10.36 | -5,206.12 | 0 |
| 2018-08-26 | SELL | 14 | 375 | 23.1 | 10.52 | 5,216.38 | 10.26 |
| 2018-08-29 | BUY | 14 | 391.5 | 24.12 | 10.99 | -5,516.1 | 0 |
| 2018-09-04 | SELL | 14 | 385.6 | 23.75 | 10.82 | 5,363.83 | -152.27 |
| 2018-09-09 | BUY | 13 | 384 | 21.96 | 10 | -5,023.97 | 0 |
| 2018-09-12 | SELL | 13 | 380.2 | 21.75 | 9.9 | 4,910.95 | -113.02 |
| 2018-09-18 | BUY | 14 | 368.1 | 22.67 | 10.33 | -5,186.41 | 0 |
| 2018-09-23 | SELL | 14 | 358.2 | 22.07 | 10.05 | 4,982.68 | -203.72 |
| 2018-09-26 | BUY | 13 | 367 | 20.99 | 9.56 | -4,801.55 | 0 |
| 2018-10-01 | SELL | 13 | 372.4 | 21.3 | 9.7 | 4,810.2 | 8.64 |
| 2018-10-04 | BUY | 13 | 374.9 | 21.44 | 9.77 | -4,904.91 | 0 |
| 2018-10-09 | SELL | 13 | 359.6 | 20.57 | 9.37 | 4,644.87 | -260.05 |
| 2018-10-14 | BUY | 13 | 365.5 | 20.91 | 9.52 | -4,781.93 | 0 |
| 2018-10-17 | SELL | 13 | 362.6 | 20.74 | 9.44 | 4,683.62 | -98.31 |
| 2018-10-24 | BUY | 12 | 372 | 19.64 | 8.95 | -4,492.59 | 0 |
| 2018-10-29 | SELL | 12 | 384 | 20.28 | 9.23 | 4,578.49 | 85.91 |
| 2018-11-04 | BUY | 12 | 382 | 20.17 | 9.18 | -4,613.35 | 0 |
| 2018-11-07 | SELL | 12 | 375 | 19.8 | 9.02 | 4,471.18 | -142.17 |
| 2018-11-12 | BUY | 12 | 379 | 20.01 | 9.12 | -4,577.13 | 0 |
| 2018-11-15 | SELL | 12 | 368 | 19.43 | 8.85 | 4,387.72 | -189.41 |
| 2018-11-22 | BUY | 12 | 358.2 | 18.91 | 8.61 | -4,325.93 | 0 |
| 2018-11-27 | SELL | 12 | 362.8 | 19.16 | 8.73 | 4,325.72 | -0.21 |
| 2018-12-05 | BUY | 12 | 362.4 | 19.13 | 8.72 | -4,376.65 | 0 |
| 2018-12-10 | SELL | 12 | 362.1 | 19.12 | 8.71 | 4,317.37 | -59.28 |
| 2018-12-17 | BUY | 12 | 356.3 | 18.81 | 8.57 | -4,302.98 | 0 |
| 2018-12-20 | SELL | 12 | 356 | 18.8 | 8.57 | 4,244.64 | -58.35 |
| 2018-12-27 | BUY | 11 | 361 | 17.47 | 7.96 | -3,996.44 | 0 |
| 2019-01-03 | SELL | 11 | 365 | 17.67 | 8.05 | 3,989.28 | -7.15 |
| 2019-01-09 | BUY | 11 | 382 | 18.49 | 8.42 | -4,228.91 | 0 |
| 2019-01-14 | SELL | 11 | 391 | 18.92 | 8.62 | 4,273.46 | 44.55 |
| 2019-01-21 | BUY | 11 | 387 | 18.73 | 8.53 | -4,284.26 | 0 |
| 2019-01-24 | SELL | 11 | 391.3 | 18.94 | 8.62 | 4,276.74 | -7.52 |
| 2019-01-29 | BUY | 10 | 411 | 18.08 | 8.23 | -4,136.31 | 0 |
| 2019-02-03 | SELL | 10 | 398.2 | 17.52 | 7.97 | 3,956.51 | -179.8 |
| 2019-02-06 | BUY | 10 | 403.6 | 17.76 | 8.08 | -4,061.84 | 0 |
| 2019-02-11 | SELL | 10 | 405 | 17.82 | 8.11 | 4,024.07 | -37.76 |
| 2019-02-14 | BUY | 10 | 395 | 17.38 | 7.9 | -3,975.28 | 0 |
| 2019-02-19 | SELL | 10 | 376 | 16.54 | 7.52 | 3,735.93 | -239.35 |
| 2019-02-25 | BUY | 10 | 386.8 | 17.02 | 7.74 | -3,892.76 | 0 |
| 2019-03-03 | SELL | 10 | 393.5 | 17.31 | 7.87 | 3,909.81 | 17.05 |
| 2019-03-06 | BUY | 9 | 391.6 | 15.51 | 7.05 | -3,546.96 | 0 |
| 2019-03-11 | SELL | 9 | 385.8 | 15.28 | 6.95 | 3,449.97 | -96.99 |
| 2019-03-12 | BUY | 1 | 384.3 | 1.69 | 0.77 | -386.76 | 0 |
| 2019-03-18 | SELL | 1 | 385.5 | 1.7 | 0.77 | 383.03 | -3.73 |
| 2019-03-19 | BUY | 8 | 389 | 13.69 | 6.23 | -3,131.92 | 0 |
| 2019-03-24 | SELL | 8 | 398 | 14.01 | 6.37 | 3,163.62 | 31.7 |
| 2019-03-25 | BUY | 1 | 401.4 | 1.77 | 0.8 | -403.97 | 0 |
| 2019-03-31 | SELL | 1 | 407 | 1.79 | 0.81 | 404.4 | 0.43 |
| 2019-04-01 | BUY | 8 | 409.2 | 14.4 | 6.55 | -3,294.56 | 0 |
| 2019-04-04 | SELL | 8 | 399 | 14.04 | 6.39 | 3,171.57 | -122.99 |
| 2019-04-09 | BUY | 9 | 373 | 14.77 | 6.72 | -3,378.49 | 0 |
| 2019-04-15 | SELL | 9 | 369.8 | 14.64 | 6.66 | 3,306.9 | -71.59 |
| 2019-04-18 | BUY | 9 | 372.5 | 14.75 | 6.71 | -3,373.96 | 0 |
| 2019-04-24 | SELL | 9 | 374.8 | 14.84 | 6.75 | 3,351.61 | -22.35 |
| 2019-04-29 | BUY | 9 | 365.5 | 14.47 | 6.58 | -3,310.56 | 0 |
| 2019-05-05 | SELL | 9 | 361.9 | 14.33 | 6.52 | 3,236.25 | -74.31 |
| 2019-05-15 | BUY | 10 | 346 | 15.22 | 6.93 | -3,482.16 | 0 |
| 2019-05-20 | SELL | 10 | 350.1 | 15.4 | 7.02 | 3,478.58 | -3.58 |
| 2019-05-28 | BUY | 10 | 341.8 | 15.04 | 6.85 | -3,439.89 | 0 |
| 2019-06-13 | SELL | 10 | 360.3 | 15.85 | 7.22 | 3,579.92 | 140.03 |
| 2019-06-19 | BUY | 10 | 363.9 | 16.01 | 7.3 | -3,662.31 | 0 |
| 2019-06-24 | SELL | 10 | 359.2 | 15.8 | 7.2 | 3,568.99 | -93.32 |
| 2019-06-27 | BUY | 9 | 363.5 | 14.39 | 6.56 | -3,292.45 | 0 |
| 2019-07-03 | SELL | 9 | 364.9 | 14.45 | 6.58 | 3,263.07 | -29.38 |
| 2019-07-08 | BUY | 10 | 351.7 | 15.47 | 7.05 | -3,539.52 | 0 |
| 2019-07-11 | SELL | 10 | 333 | 14.65 | 6.67 | 3,308.68 | -230.85 |
| 2019-07-17 | BUY | 10 | 330 | 14.52 | 6.61 | -3,321.13 | 0 |
| 2019-07-22 | SELL | 10 | 325.3 | 14.31 | 6.52 | 3,232.17 | -88.96 |
| 2019-07-25 | BUY | 10 | 323 | 14.21 | 6.47 | -3,250.68 | 0 |
| 2019-07-30 | SELL | 10 | 326.8 | 14.38 | 6.55 | 3,247.08 | -3.61 |
| 2019-08-18 | BUY | 10 | 318 | 13.99 | 6.37 | -3,200.36 | 0 |
| 2019-08-22 | SELL | 10 | 324 | 14.26 | 6.49 | 3,219.25 | 18.89 |
| 2019-08-27 | BUY | 10 | 314.5 | 13.84 | 6.3 | -3,165.14 | 0 |
| 2019-09-01 | SELL | 10 | 312.1 | 13.73 | 6.25 | 3,101.02 | -64.12 |
| 2019-09-08 | BUY | 10 | 295.5 | 13 | 5.92 | -2,973.92 | 0 |
| 2019-09-12 | SELL | 10 | 305.1 | 13.42 | 6.11 | 3,031.46 | 57.54 |
| 2019-09-17 | BUY | 10 | 309.9 | 13.64 | 6.21 | -3,118.84 | 0 |
| 2019-09-22 | SELL | 10 | 364 | 16.02 | 7.29 | 3,616.69 | 497.85 |
| 2019-09-25 | BUY | 10 | 358 | 15.75 | 7.17 | -3,602.92 | 0 |
| 2019-09-30 | SELL | 10 | 357.9 | 15.75 | 7.17 | 3,556.09 | -46.83 |
| 2019-10-06 | BUY | 10 | 347 | 15.27 | 6.95 | -3,492.22 | 0 |
| 2019-10-10 | SELL | 10 | 333.5 | 14.67 | 6.68 | 3,313.65 | -178.57 |
| 2019-10-20 | BUY | 11 | 317 | 15.34 | 6.98 | -3,509.32 | 0 |
| 2019-10-23 | SELL | 11 | 321.6 | 15.57 | 7.09 | 3,514.95 | 5.62 |
| 2019-10-30 | BUY | 11 | 321.2 | 15.55 | 7.08 | -3,555.83 | 0 |
| 2019-11-04 | SELL | 11 | 315.1 | 15.25 | 6.94 | 3,443.9 | -111.92 |
| 2019-11-11 | BUY | 10 | 315.9 | 13.9 | 6.33 | -3,179.23 | 0 |
| 2019-11-14 | SELL | 10 | 310.1 | 13.64 | 6.21 | 3,081.14 | -98.09 |
| 2019-11-19 | BUY | 10 | 311.5 | 13.71 | 6.24 | -3,134.95 | 0 |
| 2019-11-24 | SELL | 10 | 321.34 | 14.14 | 6.44 | 3,192.88 | 57.93 |
| 2019-11-28 | BUY | 10 | 320 | 14.08 | 6.41 | -3,220.49 | 0 |
| 2019-12-03 | SELL | 10 | 311.4 | 13.7 | 6.23 | 3,094.06 | -126.42 |
| 2019-12-08 | BUY | 10 | 309.8 | 13.63 | 6.2 | -3,117.83 | 0 |
| 2019-12-11 | SELL | 10 | 298.4 | 13.13 | 5.97 | 2,964.9 | -152.94 |
| 2019-12-17 | BUY | 10 | 297.2 | 13.08 | 5.95 | -2,991.03 | 0 |
| 2019-12-22 | SELL | 10 | 293 | 12.89 | 5.87 | 2,911.24 | -79.79 |
| 2019-12-29 | BUY | 10 | 284.3 | 12.51 | 5.7 | -2,861.21 | 0 |
| 2020-01-02 | SELL | 10 | 281.8 | 12.4 | 5.65 | 2,799.95 | -61.26 |