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 7.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2020-01-13 | BUY | 11 | 253 | 12.25 | 5.58 | -2,800.82 | 0 |
| 2020-01-16 | SELL | 11 | 231.5 | 11.2 | 5.1 | 2,530.19 | -270.63 |
| 2020-01-21 | BUY | 9 | 279.9 | 11.08 | 5.04 | -2,535.23 | 0 |
| 2020-01-26 | SELL | 9 | 274 | 10.85 | 4.94 | 2,450.21 | -85.02 |
| 2020-01-29 | BUY | 9 | 269.7 | 10.68 | 4.86 | -2,442.84 | 0 |
| 2020-02-03 | SELL | 9 | 258.5 | 10.24 | 4.66 | 2,311.61 | -131.23 |
| 2020-02-09 | BUY | 9 | 260.7 | 10.32 | 4.7 | -2,361.32 | 0 |
| 2020-02-12 | SELL | 9 | 261.9 | 10.37 | 4.72 | 2,342.01 | -19.31 |
| 2020-02-20 | BUY | 8 | 280 | 9.86 | 4.48 | -2,254.34 | 0 |
| 2020-02-25 | SELL | 8 | 292 | 10.28 | 4.67 | 2,321.05 | 66.71 |
| 2020-03-09 | BUY | 9 | 262.1 | 10.38 | 4.72 | -2,374 | 0 |
| 2020-03-12 | SELL | 9 | 258.5 | 10.24 | 4.65 | 2,311.61 | -62.39 |
| 2020-03-22 | BUY | 10 | 239 | 10.52 | 4.78 | -2,405.3 | 0 |
| 2020-05-31 | SELL | 10 | 239.1 | 10.52 | 4.79 | 2,375.69 | -29.6 |
| 2020-06-11 | BUY | 10 | 238.8 | 10.51 | 4.78 | -2,403.29 | 0 |
| 2020-07-09 | SELL | 10 | 238.8 | 10.51 | 4.81 | 2,372.68 | -30.6 |
| 2020-07-20 | BUY | 9 | 244.5 | 9.68 | 4.41 | -2,214.59 | 0 |
| 2020-07-23 | SELL | 9 | 246.1 | 9.75 | 4.43 | 2,200.72 | -13.87 |
| 2020-07-30 | BUY | 9 | 255 | 10.1 | 4.59 | -2,309.69 | 0 |
| 2020-08-09 | SELL | 9 | 255 | 10.1 | 4.59 | 2,280.31 | -29.38 |
| 2020-08-13 | BUY | 8 | 290 | 10.21 | 4.64 | -2,334.85 | 0 |
| 2020-08-18 | SELL | 8 | 288 | 10.14 | 4.61 | 2,289.25 | -45.6 |
| 2020-08-24 | BUY | 7 | 295 | 9.09 | 4.13 | -2,078.22 | 0 |
| 2020-08-27 | SELL | 7 | 317 | 9.76 | 4.44 | 2,204.8 | 126.58 |
| 2020-09-03 | BUY | 7 | 322 | 9.92 | 4.51 | -2,268.43 | 0 |
| 2020-09-08 | SELL | 7 | 326.9 | 10.07 | 4.58 | 2,273.65 | 5.23 |
| 2020-09-13 | BUY | 7 | 347.6 | 10.71 | 4.87 | -2,448.77 | 0 |
| 2020-09-16 | SELL | 7 | 345 | 10.63 | 4.83 | 2,399.54 | -49.23 |
| 2020-09-24 | BUY | 7 | 337.8 | 10.4 | 4.73 | -2,379.74 | 0 |
| 2020-09-29 | SELL | 7 | 330.2 | 10.17 | 4.63 | 2,296.6 | -83.13 |
| 2020-10-04 | BUY | 6 | 331.7 | 8.76 | 3.98 | -2,002.94 | 0 |
| 2020-10-07 | SELL | 6 | 328.8 | 8.68 | 3.95 | 1,960.17 | -42.77 |
| 2020-10-11 | BUY | 1 | 327.3 | 1.44 | 0.65 | -329.39 | 0 |
| 2020-10-14 | SELL | 1 | 333 | 1.47 | 0.67 | 330.87 | 1.47 |
| 2020-10-15 | BUY | 5 | 335 | 7.37 | 3.35 | -1,685.72 | 0 |
| 2020-10-20 | SELL | 5 | 336 | 7.39 | 3.36 | 1,669.25 | -16.48 |
| 2020-10-27 | BUY | 6 | 332.2 | 8.77 | 3.99 | -2,005.96 | 0 |
| 2020-11-01 | SELL | 6 | 329.7 | 8.7 | 3.96 | 1,965.54 | -40.42 |
| 2020-11-08 | BUY | 6 | 336.2 | 8.88 | 4.04 | -2,030.11 | 0 |
| 2020-11-11 | SELL | 6 | 332 | 8.76 | 3.99 | 1,979.25 | -50.87 |
| 2020-11-18 | BUY | 6 | 329.7 | 8.7 | 3.96 | -1,990.86 | 0 |
| 2020-11-23 | SELL | 6 | 323.1 | 8.53 | 3.88 | 1,926.19 | -64.68 |
| 2020-11-30 | BUY | 6 | 318.2 | 8.4 | 3.82 | -1,921.42 | 0 |
| 2020-12-03 | SELL | 6 | 318 | 8.4 | 3.82 | 1,895.79 | -25.64 |
| 2020-12-08 | BUY | 6 | 327.8 | 8.65 | 3.94 | -1,979.39 | 0 |
| 2020-12-17 | SELL | 6 | 345.37 | 9.12 | 4.15 | 2,058.98 | 79.58 |
| 2020-12-22 | BUY | 6 | 341.4 | 9.01 | 4.1 | -2,061.51 | 0 |
| 2020-12-27 | SELL | 6 | 344 | 9.08 | 4.13 | 2,050.79 | -10.73 |
| 2021-01-04 | BUY | 5 | 360.1 | 7.92 | 3.6 | -1,812.02 | 0 |
| 2021-01-07 | SELL | 5 | 376 | 8.27 | 3.76 | 1,867.97 | 55.94 |
| 2021-01-13 | BUY | 5 | 374.5 | 8.24 | 3.75 | -1,884.49 | 0 |
| 2021-01-18 | SELL | 5 | 377 | 8.29 | 3.77 | 1,872.93 | -11.55 |
| 2021-01-26 | BUY | 5 | 369 | 8.12 | 3.69 | -1,856.81 | 0 |
| 2021-01-31 | SELL | 5 | 380 | 8.36 | 3.8 | 1,887.84 | 31.03 |
| 2021-02-04 | BUY | 5 | 379.9 | 8.36 | 3.8 | -1,911.66 | 0 |
| 2021-02-09 | SELL | 5 | 367.7 | 8.09 | 3.68 | 1,826.73 | -84.93 |
| 2021-02-15 | BUY | 5 | 374 | 8.23 | 3.74 | -1,881.97 | 0 |
| 2021-02-22 | SELL | 5 | 359.7 | 7.91 | 3.6 | 1,786.99 | -94.98 |
| 2021-03-03 | BUY | 5 | 341.5 | 7.51 | 3.42 | -1,718.43 | 0 |
| 2021-03-08 | SELL | 5 | 343.8 | 7.56 | 3.44 | 1,708 | -10.43 |
| 2021-03-14 | BUY | 5 | 346.7 | 7.63 | 3.47 | -1,744.6 | 0 |
| 2021-03-18 | SELL | 5 | 344.8 | 7.59 | 3.45 | 1,712.96 | -31.63 |
| 2021-03-23 | BUY | 5 | 341.7 | 7.52 | 3.42 | -1,719.44 | 0 |
| 2021-03-28 | SELL | 5 | 338 | 7.44 | 3.38 | 1,679.18 | -40.25 |
| 2021-04-05 | BUY | 6 | 319.1 | 8.42 | 3.83 | -1,926.86 | 0 |
| 2021-04-08 | SELL | 6 | 325 | 8.58 | 3.9 | 1,937.52 | 10.66 |
| 2021-04-13 | BUY | 5 | 330 | 7.26 | 3.3 | -1,660.56 | 0 |
| 2021-04-22 | SELL | 5 | 337.1 | 7.42 | 3.37 | 1,674.71 | 14.15 |
| 2021-04-27 | BUY | 5 | 340 | 7.48 | 3.4 | -1,710.88 | 0 |
| 2021-05-02 | SELL | 5 | 341 | 7.5 | 3.41 | 1,694.08 | -16.8 |
| 2021-05-11 | BUY | 5 | 340 | 7.48 | 3.4 | -1,710.88 | 0 |
| 2021-05-17 | SELL | 5 | 344.5 | 7.58 | 3.45 | 1,711.47 | 0.59 |
| 2021-05-25 | BUY | 5 | 341.1 | 7.5 | 3.41 | -1,716.42 | 0 |
| 2021-05-31 | SELL | 5 | 345.5 | 7.6 | 3.46 | 1,716.44 | 0.02 |
| 2021-06-03 | BUY | 5 | 346.9 | 7.63 | 3.47 | -1,745.6 | 0 |
| 2021-06-08 | SELL | 5 | 345 | 7.59 | 3.45 | 1,713.96 | -31.65 |
| 2021-06-13 | BUY | 5 | 351 | 7.72 | 3.51 | -1,766.23 | 0 |
| 2021-06-16 | SELL | 5 | 348 | 7.66 | 3.48 | 1,728.86 | -37.37 |
| 2021-06-23 | BUY | 5 | 345.2 | 7.59 | 3.45 | -1,737.05 | 0 |
| 2021-07-07 | SELL | 5 | 347.7 | 7.65 | 3.48 | 1,727.37 | -9.68 |
| 2021-07-13 | BUY | 5 | 357.4 | 7.86 | 3.58 | -1,798.44 | 0 |
| 2021-07-18 | SELL | 5 | 358 | 7.88 | 3.58 | 1,778.54 | -19.9 |
| 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 | 4 | 369.9 | 6.51 | 2.96 | -1,489.07 | 0 |
| 2021-09-13 | SELL | 4 | 389.7 | 6.86 | 3.12 | 1,548.82 | 59.75 |
| 2021-09-16 | BUY | 4 | 379.2 | 6.67 | 3.03 | -1,526.51 | 0 |
| 2021-09-21 | SELL | 4 | 381 | 6.71 | 3.05 | 1,514.25 | -12.26 |
| 2021-09-27 | BUY | 4 | 379.2 | 6.67 | 3.03 | -1,526.51 | 0 |
| 2021-09-30 | SELL | 4 | 380.6 | 6.7 | 3.05 | 1,512.66 | -13.85 |
| 2021-10-06 | BUY | 4 | 384.8 | 6.77 | 3.08 | -1,549.05 | 0 |
| 2021-10-11 | SELL | 4 | 372.4 | 6.55 | 2.98 | 1,480.07 | -68.99 |
| 2021-10-18 | BUY | 4 | 369 | 6.49 | 2.95 | -1,485.45 | 0 |
| 2021-10-24 | SELL | 4 | 363.8 | 6.4 | 2.91 | 1,445.89 | -39.56 |
| 2021-10-28 | BUY | 4 | 353.9 | 6.23 | 2.83 | -1,424.66 | 0 |
| 2021-11-02 | SELL | 4 | 364 | 6.41 | 2.91 | 1,446.68 | 22.02 |