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.
#69 · 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 90 sessions; gate None; continuous signal; exit all bearish; trailing arms at 8.0%, distance 3.5%; partial sale at 20.0% (0 = off).
Account reconciliation
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 #69
903 fills, including partial sales. Page 1.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2010-12-02 | BUY | 429 | 231.4 | 436.79 | 200.74 | -99,908.14 | 0 |
| 2010-12-07 | SELL | 429 | 222.14 | 419.32 | 192.81 | 94,687.65 | -5,220.49 |
| 2010-12-12 | BUY | 431 | 218 | 413.42 | 190.35 | -94,561.77 | 0 |
| 2010-12-15 | SELL | 431 | 218.6 | 414.55 | 191.16 | 93,610.89 | -950.88 |
| 2010-12-23 | BUY | 353 | 263.8 | 409.73 | 187.59 | -93,718.72 | 0 |
| 2010-12-28 | SELL | 353 | 251.9 | 391.25 | 178.91 | 88,350.54 | -5,368.18 |
| 2011-01-04 | BUY | 371 | 236.5 | 386.06 | 176.49 | -88,304.05 | 0 |
| 2011-01-09 | SELL | 371 | 232.2 | 379.04 | 173.26 | 85,593.9 | -2,710.15 |
| 2011-01-13 | BUY | 362 | 234.8 | 373.99 | 170.84 | -85,542.43 | 0 |
| 2011-01-18 | SELL | 362 | 228.7 | 364.27 | 166.42 | 82,258.7 | -3,283.72 |
| 2011-01-25 | BUY | 362 | 226 | 359.97 | 164.96 | -82,336.93 | 0 |
| 2011-01-30 | SELL | 362 | 225.8 | 359.65 | 164.94 | 81,215 | -1,121.93 |
| 2011-02-02 | BUY | 354 | 228.3 | 355.6 | 162.86 | -81,336.66 | 0 |
| 2011-02-07 | SELL | 354 | 209.7 | 326.63 | 149.44 | 73,757.73 | -7,578.93 |
| 2011-02-10 | BUY | 355 | 206.3 | 322.24 | 147.41 | -73,706.15 | 0 |
| 2011-02-15 | SELL | 355 | 185.5 | 289.75 | 132.54 | 65,430.2 | -8,275.95 |
| 2011-02-27 | BUY | 434 | 149.8 | 286.06 | 130.89 | -65,430.15 | 0 |
| 2011-03-02 | SELL | 434 | 144.4 | 275.75 | 126.12 | 62,267.73 | -3,162.42 |
| 2011-03-14 | BUY | 336 | 184.2 | 272.32 | 124.79 | -62,288.31 | 0 |
| 2011-03-20 | SELL | 336 | 178.3 | 263.6 | 120.81 | 59,524.4 | -2,763.91 |
| 2011-03-24 | BUY | 361 | 163.8 | 260.18 | 119.35 | -59,511.33 | 0 |
| 2011-03-29 | SELL | 361 | 165.5 | 262.88 | 120.64 | 59,361.98 | -149.35 |
| 2011-04-04 | BUY | 347 | 170.1 | 259.71 | 119.2 | -59,403.61 | 0 |
| 2011-04-07 | SELL | 347 | 175.1 | 267.34 | 122.83 | 60,369.53 | 965.92 |
| 2011-04-12 | BUY | 355 | 168.8 | 263.67 | 121.27 | -60,308.93 | 0 |
| 2011-04-18 | SELL | 355 | 167.7 | 261.95 | 120.55 | 59,151 | -1,157.93 |
| 2011-04-21 | BUY | 360 | 163.1 | 258.35 | 118.95 | -59,093.3 | 0 |
| 2011-04-26 | SELL | 360 | 154 | 243.94 | 112.27 | 55,083.8 | -4,009.5 |
| 2011-05-05 | BUY | 355 | 154.2 | 240.86 | 111.01 | -55,092.87 | 0 |
| 2011-05-10 | SELL | 355 | 146.2 | 228.36 | 105.36 | 51,567.28 | -3,525.59 |
| 2011-05-16 | BUY | 338 | 151.6 | 225.46 | 104.39 | -51,570.65 | 0 |
| 2011-05-22 | SELL | 338 | 144 | 214.16 | 99.23 | 48,358.61 | -3,212.04 |
| 2011-05-25 | BUY | 346 | 139.1 | 211.77 | 98.32 | -48,438.68 | 0 |
| 2011-05-30 | SELL | 346 | 147.7 | 224.86 | 104.73 | 50,774.62 | 2,335.94 |
| 2011-06-02 | BUY | 342 | 147.6 | 222.11 | 103.39 | -50,804.7 | 0 |
| 2011-06-08 | SELL | 342 | 146.8 | 220.9 | 103.05 | 49,881.65 | -923.05 |
| 2011-06-13 | BUY | 343 | 144.4 | 217.93 | 101.33 | -49,848.46 | 0 |
| 2011-06-16 | SELL | 343 | 140.9 | 212.65 | 98.78 | 48,017.27 | -1,831.19 |
| 2011-06-23 | BUY | 329 | 144.9 | 209.76 | 97.26 | -47,979.12 | 0 |
| 2011-06-28 | SELL | 329 | 154.5 | 223.65 | 103.37 | 50,503.47 | 2,524.35 |
| 2011-07-05 | BUY | 307 | 163.2 | 220.45 | 101.31 | -50,424.16 | 0 |
| 2011-07-10 | SELL | 307 | 175.2 | 236.66 | 108.7 | 53,441.04 | 3,016.87 |
| 2011-07-13 | BUY | 297 | 179.3 | 234.31 | 107.43 | -53,593.84 | 0 |
| 2011-07-19 | SELL | 297 | 195 | 254.83 | 116.76 | 57,543.41 | 3,949.57 |
| 2011-07-25 | BUY | 278 | 205.6 | 251.49 | 114.85 | -57,523.14 | 0 |
| 2011-08-01 | SELL | 278 | 181.6 | 222.13 | 101.31 | 50,161.36 | -7,361.78 |
| 2011-08-07 | BUY | 286 | 174 | 218.96 | 99.85 | -50,082.82 | 0 |
| 2011-08-10 | SELL | 286 | 184.7 | 232.43 | 106.03 | 52,485.74 | 2,402.92 |
| 2011-08-16 | BUY | 288 | 181.1 | 229.49 | 104.69 | -52,490.98 | 0 |
| 2011-08-21 | SELL | 288 | 177.6 | 225.05 | 102.71 | 50,821.03 | -1,669.95 |
| 2011-08-25 | BUY | 281 | 179.7 | 222.18 | 101.55 | -50,819.43 | 0 |
| 2011-09-06 | SELL | 281 | 171.8 | 212.41 | 97.28 | 47,966.1 | -2,853.33 |
| 2011-09-11 | BUY | 281 | 169.5 | 209.57 | 96.23 | -47,935.3 | 0 |
| 2011-09-18 | SELL | 281 | 161.4 | 199.55 | 91.7 | 45,062.14 | -2,873.15 |
| 2011-09-21 | BUY | 286 | 157 | 197.57 | 91.01 | -45,190.58 | 0 |
| 2011-09-26 | SELL | 286 | 168.4 | 211.91 | 97.76 | 47,852.72 | 2,662.14 |
| 2011-10-03 | BUY | 297 | 159.8 | 208.83 | 96.3 | -47,765.73 | 0 |
| 2011-10-09 | SELL | 297 | 147.7 | 193.01 | 88.86 | 43,585.03 | -4,180.7 |
| 2011-10-12 | BUY | 303 | 143.2 | 190.91 | 87.83 | -43,668.34 | 0 |
| 2011-10-17 | SELL | 303 | 143.7 | 191.58 | 88.21 | 43,261.31 | -407.04 |
| 2011-10-20 | BUY | 297 | 144.5 | 188.83 | 86.98 | -43,192.32 | 0 |
| 2011-10-25 | SELL | 297 | 167 | 218.24 | 100.56 | 49,280.2 | 6,087.89 |
| 2011-10-31 | BUY | 307 | 159.3 | 215.18 | 98.89 | -49,219.17 | 0 |
| 2011-11-03 | SELL | 307 | 162.9 | 220.05 | 101.04 | 49,689.22 | 470.05 |
| 2011-11-15 | BUY | 336 | 147.3 | 217.77 | 100 | -49,810.57 | 0 |
| 2011-11-20 | SELL | 336 | 166.6 | 246.3 | 113.16 | 55,618.14 | 5,807.57 |
| 2011-11-24 | BUY | 332 | 166.3 | 242.93 | 111.35 | -55,565.88 | 0 |
| 2011-11-29 | SELL | 332 | 160 | 233.73 | 107.1 | 52,779.17 | -2,786.71 |
| 2011-12-04 | BUY | 328 | 160 | 230.91 | 105.92 | -52,816.84 | 0 |
| 2011-12-08 | SELL | 328 | 155.4 | 224.27 | 102.95 | 50,643.98 | -2,172.86 |
| 2011-12-15 | BUY | 321 | 156.7 | 221.32 | 101.68 | -50,623.7 | 0 |
| 2011-12-20 | SELL | 321 | 156.9 | 221.61 | 101.97 | 50,041.32 | -582.38 |
| 2011-12-26 | BUY | 309 | 160.8 | 218.62 | 100.97 | -50,006.79 | 0 |
| 2011-12-29 | SELL | 309 | 163.5 | 222.29 | 102.88 | 50,196.32 | 189.53 |
| 2012-01-08 | BUY | 276 | 180.4 | 219.08 | 100.71 | -50,110.19 | 0 |
| 2012-01-11 | SELL | 276 | 176.5 | 214.34 | 98.28 | 48,401.38 | -1,708.81 |
| 2012-01-16 | BUY | 289 | 166.5 | 211.72 | 97 | -48,427.23 | 0 |
| 2012-01-22 | SELL | 289 | 163 | 207.27 | 94.89 | 46,804.84 | -1,622.39 |
| 2012-01-25 | BUY | 293 | 158.9 | 204.85 | 93.78 | -46,856.33 | 0 |
| 2012-01-30 | SELL | 293 | 157.5 | 203.05 | 92.94 | 45,851.51 | -1,004.82 |
| 2012-02-02 | BUY | 296 | 154 | 200.57 | 91.85 | -45,876.42 | 0 |
| 2012-02-08 | SELL | 296 | 147.1 | 191.58 | 87.77 | 43,262.25 | -2,614.17 |
| 2012-02-15 | BUY | 279 | 153.9 | 188.93 | 86.53 | -43,213.56 | 0 |
| 2012-02-22 | SELL | 279 | 148.2 | 181.93 | 83.29 | 41,082.58 | -2,130.98 |
| 2012-02-28 | BUY | 262 | 155.8 | 179.61 | 82.21 | -41,081.42 | 0 |
| 2012-03-04 | SELL | 262 | 156.2 | 180.07 | 82.4 | 40,661.93 | -419.48 |
| 2012-03-08 | BUY | 261 | 154.8 | 177.77 | 81.39 | -40,661.97 | 0 |
| 2012-03-13 | SELL | 261 | 158.6 | 182.14 | 83.52 | 41,128.94 | 466.98 |
| 2012-03-21 | BUY | 237 | 172.4 | 179.78 | 82.41 | -41,120.99 | 0 |
| 2012-03-27 | SELL | 237 | 184.3 | 192.19 | 88.04 | 43,398.87 | 2,277.88 |
| 2012-04-01 | BUY | 220 | 196 | 189.73 | 86.77 | -43,396.49 | 0 |
| 2012-04-04 | SELL | 220 | 185.5 | 179.56 | 82.04 | 40,548.39 | -2,848.1 |
| 2012-04-16 | BUY | 190 | 212.1 | 177.32 | 80.86 | -40,557.17 | 0 |
| 2012-04-19 | SELL | 190 | 214 | 178.9 | 81.55 | 40,399.54 | -157.63 |
| 2012-04-26 | BUY | 182 | 220.2 | 176.34 | 80.36 | -40,333.1 | 0 |
| 2012-05-02 | SELL | 182 | 219.6 | 175.86 | 80.14 | 39,711.2 | -621.89 |
| 2012-05-08 | BUY | 189 | 209.4 | 174.14 | 79.35 | -39,830.09 | 0 |
| 2012-05-13 | SELL | 189 | 205.2 | 170.64 | 77.78 | 38,534.38 | -1,295.71 |
| 2012-05-23 | BUY | 186 | 205.2 | 167.94 | 76.65 | -38,411.79 | 0 |
| 2012-05-28 | SELL | 186 | 200.4 | 164.01 | 74.97 | 37,035.42 | -1,376.37 |