Net return 114.8% · drawdown 28.8% · 41 closed positions
Searching for profit that survives costs
77,233 unique configurations in this batch; 70 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: 4.6%. This annualized figure describes the historical raw-price simulation.
Selection used earlier periods; 2024–2026 was replayed afterward. That period was already exposed in earlier research, so it is not a pristine holdout. 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 · MACD
Net return -24.7% · drawdown 26.8% · 8 closed positions
Net return -41.3% · drawdown 42.6% · 8 closed positions
Variant 1; fixed stop 6.0%; maximum 90 sessions; gate EMA 50; fresh signal only; exit EMA 200 break; trailing arms at 18.0%, distance 1.0%; partial sale at 15.0% (0 = off).
Account reconciliation
Cash৳214,829
Unsettled৳0
Holdings৳0
NAV৳214,829
Realized P&L৳114,829
Unrealized P&L৳0
Fees৳63,763
Friction৳31,199
NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.16e-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 #8
94 fills, including partial sales. Page 1.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2011-01-13 | BUY | 423 | 234.8 | 437.01 | 199.79 | -99,957.2 | 0 |
| 2011-01-18 | SELL | 423 | 228.7 | 425.66 | 194.63 | 96,119.81 | -3,837.39 |
| 2011-11-21 | BUY | 581 | 164.3 | 420.02 | 194.31 | -96,072.62 | 0 |
| 2011-11-24 | SELL | 581 | 166.3 | 425.13 | 196.08 | 95,999.09 | -73.53 |
| 2011-12-26 | BUY | 593 | 160.8 | 419.56 | 196.57 | -95,970.53 | 0 |
| 2011-12-29 | SELL | 593 | 163.5 | 426.6 | 200.69 | 96,328.21 | 357.67 |
| 2012-06-04 | BUY | 470 | 203.6 | 421.04 | 195.13 | -96,308.17 | 0 |
| 2012-07-11 | SELL | 470 | 191.38 | 395.78 | 184.2 | 89,370.5 | -6,937.67 |
| 2012-07-22 | BUY | 446 | 199.4 | 391.3 | 181.52 | -89,505.22 | 0 |
| 2012-07-25 | SELL | 446 | 205.5 | 403.27 | 186.81 | 91,062.92 | 1,557.7 |
| 2012-12-03 | BUY | 538 | 168.1 | 397.93 | 188.27 | -91,023.99 | 0 |
| 2012-12-06 | SELL | 538 | 167.6 | 396.74 | 187.75 | 89,584.31 | -1,439.69 |
| 2013-06-12 | BUY | 500 | 178.1 | 391.82 | 182.99 | -89,624.81 | 0 |
| 2013-07-10 | SELL | 250 | 220.7 | 242.77 | 111.44 | 54,820.79 | 10,008.38 |
| 2013-07-11 | SELL | 250 | 217 | 238.7 | 109.33 | 53,901.97 | 9,089.56 |
| 2013-12-10 | BUY | 528 | 204.6 | 475.33 | 220.52 | -108,724.64 | 0 |
| 2014-04-07 | SELL | 264 | 240.7 | 279.6 | 128.74 | 63,136.47 | 8,774.14 |
| 2014-04-09 | SELL | 264 | 247.9 | 287.96 | 132.14 | 65,025.5 | 10,663.18 |
| 2014-04-27 | BUY | 479 | 265.8 | 560.2 | 257.12 | -128,135.52 | 0 |
| 2014-06-15 | SELL | 239 | 307.9 | 323.79 | 148.54 | 73,115.77 | 9,181.77 |
| 2014-08-04 | SELL | 240 | 310.8 | 328.2 | 150.76 | 74,113.03 | 9,911.52 |
| 2014-09-04 | BUY | 432 | 338.1 | 642.66 | 295.64 | -146,997.5 | 0 |
| 2014-09-22 | SELL | 216 | 388.82 | 369.53 | 169.51 | 83,445 | 9,946.25 |
| 2014-09-28 | SELL | 216 | 395.8 | 376.17 | 172.42 | 84,944.64 | 11,445.89 |
| 2014-10-29 | BUY | 447 | 374.6 | 736.76 | 339.49 | -168,522.45 | 0 |
| 2014-11-06 | SELL | 447 | 352.12 | 692.56 | 319.74 | 156,387.13 | -12,135.33 |
| 2014-12-29 | BUY | 436 | 356.5 | 683.91 | 325.55 | -156,443.46 | 0 |
| 2015-01-25 | SELL | 436 | 335.11 | 642.88 | 307.62 | 145,157.47 | -11,286 |
| 2015-06-14 | BUY | 430 | 335 | 633.82 | 294.79 | -144,978.61 | 0 |
| 2015-06-22 | SELL | 430 | 328.9 | 622.28 | 289.04 | 140,515.68 | -4,462.93 |
| 2015-07-02 | BUY | 423 | 330.1 | 614.38 | 286.38 | -140,533.06 | 0 |
| 2015-07-08 | SELL | 423 | 328 | 610.47 | 284.57 | 137,848.96 | -2,684.1 |
| 2016-05-10 | BUY | 541 | 253.4 | 603.19 | 302.48 | -137,995.08 | 0 |
| 2016-05-15 | SELL | 541 | 251.1 | 597.72 | 297.85 | 134,949.54 | -3,045.54 |
| 2016-05-24 | BUY | 522 | 256.7 | 589.59 | 293.96 | -134,880.95 | 0 |
| 2016-05-29 | SELL | 522 | 255.2 | 586.14 | 293.85 | 132,334.41 | -2,546.54 |
| 2016-06-30 | BUY | 522 | 251.7 | 578.1 | 292.29 | -132,257.79 | 0 |
| 2016-07-12 | SELL | 522 | 255.8 | 587.52 | 296.27 | 132,643.81 | 386.02 |
| 2016-09-06 | BUY | 492 | 268 | 580.17 | 285.74 | -132,721.91 | 0 |
| 2016-09-20 | SELL | 492 | 262 | 567.18 | 286.74 | 128,050.08 | -4,671.83 |
| 2016-09-25 | BUY | 476 | 267.1 | 559.41 | 284.23 | -127,983.24 | 0 |
| 2017-01-24 | SELL | 238 | 307.17 | 321.66 | 149.31 | 72,634.3 | 8,642.68 |
| 2017-02-02 | SELL | 238 | 306.5 | 320.97 | 148.43 | 72,477.61 | 8,485.98 |
| 2017-02-12 | BUY | 470 | 307.1 | 635.08 | 299.62 | -145,271.7 | 0 |
| 2017-06-22 | SELL | 470 | 338.8 | 700.64 | 343.57 | 158,191.79 | 12,920.09 |
| 2017-07-16 | BUY | 430 | 365.1 | 690.77 | 322.65 | -158,006.42 | 0 |
| 2017-09-10 | SELL | 215 | 419.87 | 397.19 | 184.72 | 89,689.07 | 10,685.86 |
| 2017-09-11 | SELL | 215 | 430 | 406.78 | 188.76 | 91,854.46 | 12,851.26 |
| 2017-10-10 | BUY | 428 | 422 | 794.71 | 375.71 | -181,786.43 | 0 |
| 2017-11-13 | SELL | 214 | 485.3 | 456.96 | 212.33 | 103,184.91 | 12,291.7 |
| 2017-11-15 | SELL | 214 | 500 | 470.8 | 217.8 | 106,311.4 | 15,418.18 |
| 2017-12-06 | BUY | 427 | 487 | 914.98 | 426.64 | -209,290.61 | 0 |
| 2018-04-17 | SELL | 427 | 485 | 911.22 | 442.04 | 205,741.74 | -3,548.87 |
| 2019-01-24 | BUY | 522 | 391.3 | 898.74 | 432.99 | -205,590.33 | 0 |
| 2019-02-13 | SELL | 522 | 388 | 891.16 | 418.22 | 201,226.63 | -4,363.7 |
| 2019-02-27 | BUY | 507 | 394.5 | 880.05 | 410.94 | -201,302.49 | 0 |
| 2019-03-05 | SELL | 505 | 394 | 875.47 | 411.5 | 197,683.03 | -2,825.36 |
| 2019-03-06 | SELL | 2 | 391.6 | 3.45 | 1.57 | 778.19 | -15.91 |
| 2019-03-13 | BUY | 504 | 391.7 | 868.63 | 412.24 | -198,697.68 | 0 |
| 2019-03-19 | SELL | 504 | 389 | 862.65 | 411.54 | 194,781.81 | -3,915.87 |
| 2019-06-27 | BUY | 532 | 363.5 | 850.88 | 432.6 | -194,665.48 | 0 |
| 2019-07-03 | SELL | 532 | 364.9 | 854.16 | 431.41 | 192,841.23 | -1,824.25 |
| 2020-08-09 | BUY | 752 | 255 | 843.74 | 399.01 | -193,002.75 | 0 |
| 2020-08-13 | SELL | 752 | 290 | 959.55 | 453.82 | 216,666.63 | 23,663.88 |
| 2020-08-24 | BUY | 729 | 295 | 946.24 | 444.83 | -216,446.07 | 0 |
| 2020-09-08 | SELL | 364 | 339.25 | 543.34 | 251.21 | 122,692.44 | 14,617.86 |
| 2020-09-14 | SELL | 365 | 350.26 | 562.52 | 260.6 | 127,022.51 | 18,651.02 |
| 2020-10-14 | BUY | 745 | 333 | 1,091.57 | 539.23 | -249,715.8 | 0 |
| 2021-01-05 | SELL | 372 | 382.95 | 626.81 | 295.5 | 141,535.09 | 16,844.78 |
| 2021-02-23 | SELL | 373 | 349 | 572.78 | 269.83 | 129,334.39 | 4,308.89 |
| 2021-05-12 | BUY | 777 | 346.2 | 1,183.59 | 628.18 | -270,809.17 | 0 |
| 2021-10-04 | SELL | 777 | 380 | 1,299.14 | 635.16 | 293,325.69 | 22,516.52 |
| 2021-12-06 | BUY | 435 | 362.8 | 694.4 | 361.95 | -158,874.34 | 0 |
| 2021-12-15 | SELL | 435 | 357.3 | 683.87 | 357.18 | 154,384.44 | -4,489.9 |
| 2022-02-07 | BUY | 808 | 355.3 | 1,263.16 | 714.46 | -289,060.02 | 0 |
| 2022-02-22 | SELL | 808 | 355.8 | 1,264.94 | 717.28 | 285,504.18 | -3,555.84 |
| 2024-07-24 | BUY | 1,142 | 248.2 | 1,247.16 | 677.81 | -285,369.36 | 0 |
| 2024-07-29 | SELL | 1,090 | 257 | 1,232.57 | 663.56 | 278,233.86 | 5,858.55 |
| 2024-07-30 | SELL | 52 | 254.2 | 58.16 | 26.67 | 13,133.57 | 139.52 |
| 2024-08-15 | BUY | 760 | 381 | 1,274.06 | 596.17 | -291,430.23 | 0 |
| 2024-08-20 | SELL | 760 | 353 | 1,180.43 | 546.87 | 266,552.69 | -24,877.54 |
| 2024-09-25 | BUY | 763 | 347.1 | 1,165.28 | 544.66 | -266,547.25 | 0 |
| 2024-10-07 | SELL | 763 | 326.27 | 1,095.37 | 511.4 | 247,340.3 | -19,206.95 |
| 2024-12-18 | BUY | 768 | 320 | 1,081.34 | 550.44 | -247,391.78 | 0 |
| 2025-04-27 | SELL | 709 | 300.8 | 938.38 | 526.62 | 211,802.21 | -16,584.22 |
| 2025-04-28 | SELL | 59 | 309.7 | 80.4 | 37.19 | 18,154.71 | -850.65 |
| 2025-07-21 | BUY | 754 | 303 | 1,005.23 | 542.52 | -230,009.75 | 0 |
| 2025-08-17 | SELL | 754 | 306 | 1,015.19 | 502.15 | 229,206.66 | -803.09 |
| 2025-08-31 | BUY | 741 | 307 | 1,000.94 | 515.17 | -229,003.12 | 0 |
| 2025-09-03 | SELL | 741 | 311.5 | 1,015.61 | 520.46 | 229,285.42 | 282.31 |
| 2026-02-16 | BUY | 820 | 278 | 1,003.02 | 507.74 | -229,470.76 | 0 |
| 2026-02-19 | SELL | 820 | 267 | 963.34 | 483.71 | 217,492.95 | -11,977.81 |
| 2026-07-28 | BUY | 831 | 259.8 | 949.93 | 484.87 | -217,328.6 | 0 |
| 2026-08-02 | SELL | 831 | 260 | 950.66 | 492.23 | 214,617.11 | -2,711.49 |