Net return 60.8% · drawdown 12.6% · 3 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: 2.9%. 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.
#8 · Custom DMI + Support rebound + Flow: Chaikin Oscillator + Flow: Price-volume divergence
Net return 77.0% · drawdown 3.8% · 2 closed positions
Net return 72.5% · drawdown 3.8% · 2 closed positions
Variant 0; fixed stop 8.0%; maximum 45 sessions; gate None; fresh signal only; exit all bearish; trailing arms at 8.0%, distance 6.0%; partial sale at 0.0% (0 = off).
Account reconciliation
Cash৳160,850
Unsettled৳0
Holdings৳0
NAV৳160,850
Realized P&L৳60,850
Unrealized P&L৳0
Fees৳3,281
Friction৳1,606
NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳0.00e+0. 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 #8
6 fills, including partial sales. Page 1.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2014-11-03 | BUY | 274 | 361.6 | 435.94 | 199.89 | -99,714.24 | 0 |
| 2014-11-20 | SELL | 274 | 332.67 | 401.07 | 184.78 | 90,566.27 | -9,147.96 |
| 2024-06-06 | BUY | 401 | 225 | 396.99 | 203.05 | -90,825.04 | 0 |
| 2024-08-15 | SELL | 401 | 381 | 672.24 | 310.31 | 151,798.46 | 60,973.42 |
| 2026-06-01 | BUY | 624 | 241.5 | 663.06 | 349.94 | -151,709 | 0 |
| 2026-08-04 | SELL | 624 | 259.3 | 711.93 | 357.91 | 160,733.35 | 9,024.35 |