Net return -99.3% · drawdown 99.3% · 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: -25.6%. 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.
#74 · 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 10.0%; 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
Cash৳198
Unsettled৳0
Holdings৳477
NAV৳674
Realized P&L৳-99,316
Unrealized P&L৳-10
Fees৳56,825
Friction৳26,057
NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳7.37e-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 #74
903 fills, including partial sales. Page 3.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2013-12-17 | BUY | 116 | 200.2 | 102.18 | 46.67 | -23,372.05 | 0 |
| 2013-12-22 | SELL | 116 | 202.1 | 103.15 | 47.18 | 23,293.27 | -78.78 |
| 2013-12-30 | BUY | 115 | 200.9 | 101.66 | 46.61 | -23,251.77 | 0 |
| 2014-01-06 | SELL | 115 | 206.4 | 104.44 | 47.87 | 23,583.69 | 331.92 |
| 2014-01-12 | BUY | 111 | 209.9 | 102.52 | 46.98 | -23,448.4 | 0 |
| 2014-01-16 | SELL | 111 | 206 | 100.61 | 46.09 | 22,719.3 | -729.1 |
| 2014-01-21 | BUY | 109 | 207.5 | 99.52 | 45.57 | -22,762.59 | 0 |
| 2014-01-26 | SELL | 109 | 215.3 | 103.26 | 47.26 | 23,317.18 | 554.59 |
| 2014-01-29 | BUY | 110 | 211.5 | 102.37 | 46.82 | -23,414.18 | 0 |
| 2014-02-03 | SELL | 110 | 212.2 | 102.7 | 46.95 | 23,192.35 | -221.84 |
| 2014-02-06 | BUY | 110 | 210 | 101.64 | 46.44 | -23,248.08 | 0 |
| 2014-02-11 | SELL | 110 | 209.3 | 101.3 | 46.27 | 22,875.43 | -372.66 |
| 2014-02-16 | BUY | 110 | 205.6 | 99.51 | 45.44 | -22,760.95 | 0 |
| 2014-02-19 | SELL | 110 | 208.3 | 100.82 | 46.04 | 22,766.14 | 5.19 |
| 2014-02-24 | BUY | 109 | 207.9 | 99.71 | 45.54 | -22,806.35 | 0 |
| 2014-02-27 | SELL | 109 | 214 | 102.63 | 46.87 | 23,176.49 | 370.14 |
| 2014-03-05 | BUY | 108 | 213.7 | 101.55 | 46.34 | -23,227.49 | 0 |
| 2014-03-10 | SELL | 108 | 214.4 | 101.88 | 46.5 | 23,006.82 | -220.67 |
| 2014-03-18 | BUY | 108 | 211.3 | 100.41 | 45.83 | -22,966.64 | 0 |
| 2014-03-23 | SELL | 108 | 209.3 | 99.46 | 45.4 | 22,459.54 | -507.1 |
| 2014-03-30 | BUY | 105 | 211.8 | 97.85 | 44.68 | -22,381.53 | 0 |
| 2014-04-02 | SELL | 105 | 220 | 101.64 | 46.46 | 22,951.9 | 570.37 |
| 2014-04-17 | BUY | 90 | 254.6 | 100.82 | 45.93 | -23,060.76 | 0 |
| 2014-04-22 | SELL | 90 | 251.6 | 99.63 | 45.39 | 22,498.98 | -561.78 |
| 2014-04-28 | BUY | 85 | 262.8 | 98.29 | 44.75 | -22,481.04 | 0 |
| 2014-05-04 | SELL | 85 | 262.9 | 98.32 | 44.76 | 22,203.41 | -277.63 |
| 2014-05-07 | BUY | 80 | 276.4 | 97.29 | 44.29 | -22,253.59 | 0 |
| 2014-05-12 | SELL | 80 | 270.5 | 95.22 | 43.35 | 21,501.43 | -752.16 |
| 2014-05-18 | BUY | 81 | 262.2 | 93.45 | 42.56 | -21,374.21 | 0 |
| 2014-05-21 | SELL | 81 | 260.4 | 92.81 | 42.27 | 20,957.32 | -416.89 |
| 2014-05-28 | BUY | 77 | 269.8 | 91.41 | 41.67 | -20,907.68 | 0 |
| 2014-06-02 | SELL | 77 | 281.7 | 95.44 | 43.52 | 21,551.94 | 644.26 |
| 2014-06-08 | BUY | 76 | 284 | 94.97 | 43.3 | -21,722.26 | 0 |
| 2014-06-11 | SELL | 76 | 295.1 | 98.68 | 45 | 22,283.92 | 561.66 |
| 2014-06-17 | BUY | 72 | 303.7 | 96.21 | 43.84 | -22,006.45 | 0 |
| 2014-06-22 | SELL | 72 | 296.5 | 93.93 | 42.79 | 21,211.27 | -795.18 |
| 2014-06-25 | BUY | 70 | 301.4 | 92.83 | 42.29 | -21,233.12 | 0 |
| 2014-07-02 | SELL | 70 | 296.1 | 91.2 | 41.55 | 20,594.25 | -638.86 |
| 2014-07-07 | BUY | 70 | 293.3 | 90.34 | 41.17 | -20,662.5 | 0 |
| 2014-07-10 | SELL | 70 | 297.3 | 91.57 | 41.74 | 20,677.69 | 15.19 |
| 2014-07-15 | BUY | 71 | 291.7 | 91.13 | 41.57 | -20,843.39 | 0 |
| 2014-07-22 | SELL | 71 | 293.5 | 91.69 | 41.83 | 20,704.98 | -138.41 |
| 2014-08-04 | BUY | 66 | 310.8 | 90.26 | 41.14 | -20,644.2 | 0 |
| 2014-08-07 | SELL | 66 | 323.9 | 94.06 | 42.86 | 21,240.48 | 596.28 |
| 2014-08-12 | BUY | 64 | 330.9 | 93.18 | 42.44 | -21,313.22 | 0 |
| 2014-08-18 | SELL | 64 | 335.8 | 94.56 | 43.06 | 21,353.58 | 40.35 |
| 2014-08-24 | BUY | 65 | 325.3 | 93.04 | 42.36 | -21,279.89 | 0 |
| 2014-08-27 | SELL | 65 | 325.5 | 93.09 | 42.38 | 21,022.03 | -257.87 |
| 2014-09-03 | BUY | 62 | 337.9 | 92.18 | 41.97 | -21,083.95 | 0 |
| 2014-09-08 | SELL | 62 | 333.2 | 90.9 | 41.4 | 20,526.11 | -557.84 |
| 2014-09-11 | BUY | 60 | 337.8 | 89.18 | 40.62 | -20,397.8 | 0 |
| 2014-09-16 | SELL | 60 | 345.7 | 91.26 | 41.58 | 20,609.15 | 211.35 |
| 2014-09-24 | BUY | 54 | 379.7 | 90.22 | 41.1 | -20,635.11 | 0 |
| 2014-09-29 | SELL | 54 | 392.2 | 93.19 | 42.44 | 21,043.17 | 408.06 |
| 2014-10-14 | BUY | 56 | 372.6 | 91.81 | 41.8 | -20,999.21 | 0 |
| 2014-10-19 | SELL | 56 | 371.8 | 91.61 | 41.71 | 20,687.48 | -311.73 |
| 2014-10-28 | BUY | 54 | 379.7 | 90.22 | 41.08 | -20,635.09 | 0 |
| 2014-11-03 | SELL | 54 | 361.6 | 85.92 | 39.12 | 19,401.36 | -1,233.73 |
| 2014-11-09 | BUY | 56 | 344.9 | 84.98 | 38.71 | -19,438.09 | 0 |
| 2014-11-12 | SELL | 56 | 354.2 | 87.27 | 39.76 | 19,708.16 | 270.07 |
| 2014-11-17 | BUY | 57 | 344.3 | 86.35 | 39.35 | -19,750.8 | 0 |
| 2014-11-20 | SELL | 57 | 334 | 83.77 | 38.18 | 18,916.05 | -834.76 |
| 2014-11-25 | BUY | 60 | 315.6 | 83.32 | 37.99 | -19,057.3 | 0 |
| 2014-11-30 | SELL | 60 | 318.7 | 84.14 | 38.39 | 18,999.48 | -57.83 |
| 2014-12-04 | BUY | 53 | 352.6 | 82.23 | 37.52 | -18,807.55 | 0 |
| 2014-12-09 | SELL | 53 | 355.3 | 82.86 | 37.83 | 18,710.22 | -97.33 |
| 2014-12-14 | BUY | 52 | 355.8 | 81.41 | 37.17 | -18,620.17 | 0 |
| 2014-12-18 | SELL | 52 | 350.8 | 80.26 | 36.65 | 18,124.69 | -495.48 |
| 2014-12-24 | BUY | 50 | 360.2 | 79.24 | 36.2 | -18,125.45 | 0 |
| 2014-12-30 | SELL | 50 | 361.9 | 79.62 | 36.39 | 17,978.99 | -146.45 |
| 2015-01-06 | BUY | 49 | 368.6 | 79.47 | 36.32 | -18,177.19 | 0 |
| 2015-01-11 | SELL | 49 | 364.1 | 78.5 | 35.91 | 17,726.49 | -450.71 |
| 2015-01-22 | BUY | 50 | 352 | 77.44 | 35.42 | -17,712.86 | 0 |
| 2015-01-27 | SELL | 50 | 329 | 72.38 | 33.1 | 16,344.52 | -1,368.34 |
| 2015-02-03 | BUY | 49 | 330 | 71.15 | 32.52 | -16,273.67 | 0 |
| 2015-02-09 | SELL | 49 | 340 | 73.3 | 33.51 | 16,553.19 | 279.52 |
| 2015-02-12 | BUY | 47 | 352.5 | 72.9 | 33.31 | -16,673.71 | 0 |
| 2015-02-17 | SELL | 47 | 347.4 | 71.84 | 32.82 | 16,223.13 | -450.57 |
| 2015-02-23 | BUY | 47 | 339.6 | 70.23 | 32.08 | -16,063.51 | 0 |
| 2015-02-26 | SELL | 47 | 337.9 | 69.88 | 31.92 | 15,779.5 | -284 |
| 2015-03-04 | BUY | 47 | 332.9 | 68.84 | 31.45 | -15,746.59 | 0 |
| 2015-03-09 | SELL | 47 | 328.1 | 67.85 | 31 | 15,321.85 | -424.74 |
| 2015-03-16 | BUY | 46 | 334 | 67.6 | 30.88 | -15,462.48 | 0 |
| 2015-03-22 | SELL | 46 | 337.5 | 68.31 | 31.18 | 15,425.51 | -36.97 |
| 2015-03-25 | BUY | 45 | 338 | 66.92 | 30.55 | -15,307.47 | 0 |
| 2015-04-02 | SELL | 45 | 353 | 69.89 | 31.86 | 15,783.24 | 475.77 |
| 2015-04-08 | BUY | 45 | 352 | 69.7 | 31.76 | -15,941.46 | 0 |
| 2015-04-13 | SELL | 45 | 349.9 | 69.28 | 31.57 | 15,644.65 | -296.81 |
| 2015-04-29 | BUY | 47 | 331.8 | 68.62 | 31.28 | -15,694.5 | 0 |
| 2015-05-05 | SELL | 47 | 327 | 67.62 | 30.86 | 15,270.52 | -423.98 |
| 2015-05-10 | BUY | 46 | 329 | 66.59 | 30.39 | -15,230.98 | 0 |
| 2015-05-13 | SELL | 46 | 326 | 65.98 | 30.12 | 14,899.9 | -331.08 |
| 2015-05-19 | BUY | 44 | 333.8 | 64.62 | 29.5 | -14,781.32 | 0 |
| 2015-05-24 | SELL | 44 | 326 | 63.11 | 28.81 | 14,252.08 | -529.24 |
| 2015-06-11 | BUY | 44 | 325 | 62.92 | 28.67 | -14,391.59 | 0 |
| 2015-06-16 | SELL | 44 | 332.6 | 64.39 | 29.33 | 14,540.68 | 149.08 |
| 2015-06-28 | BUY | 44 | 326 | 63.11 | 28.75 | -14,435.87 | 0 |
| 2015-07-02 | SELL | 44 | 330.1 | 63.91 | 29.13 | 14,431.37 | -4.5 |
| 2015-07-07 | BUY | 44 | 328.6 | 63.62 | 29 | -14,551.01 | 0 |
| 2015-07-12 | SELL | 44 | 340.1 | 65.84 | 30.01 | 14,868.55 | 317.54 |