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: -25.9%. 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.
#76 · 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 12.0%; maximum 45 sessions; gate None; continuous signal; exit all bearish; trailing arms at 8.0%, distance 3.5%; partial sale at 0.0% (0 = off).
Account reconciliation
Cash৳149
Unsettled৳0
Holdings৳477
NAV৳626
Realized P&L৳-99,364
Unrealized P&L৳-10
Fees৳55,154
Friction৳25,294
NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳9.28e-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 #76
903 fills, including partial sales. Page 3.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2013-12-17 | BUY | 117 | 200.2 | 103.06 | 47.07 | -23,573.53 | 0 |
| 2013-12-22 | SELL | 117 | 202.1 | 104.04 | 47.59 | 23,494.07 | -79.46 |
| 2013-12-30 | BUY | 117 | 200.9 | 103.42 | 47.43 | -23,656.16 | 0 |
| 2014-01-06 | SELL | 117 | 206.4 | 106.25 | 48.71 | 23,993.83 | 337.68 |
| 2014-01-12 | BUY | 113 | 209.9 | 104.36 | 47.83 | -23,870.9 | 0 |
| 2014-01-16 | SELL | 113 | 206 | 102.42 | 46.93 | 23,128.65 | -742.25 |
| 2014-01-21 | BUY | 111 | 207.5 | 101.34 | 46.42 | -23,180.26 | 0 |
| 2014-01-26 | SELL | 111 | 215.3 | 105.15 | 48.13 | 23,745.01 | 564.75 |
| 2014-01-29 | BUY | 112 | 211.5 | 104.23 | 47.68 | -23,839.9 | 0 |
| 2014-02-03 | SELL | 112 | 212.2 | 104.57 | 47.81 | 23,614.02 | -225.88 |
| 2014-02-06 | BUY | 111 | 210 | 102.56 | 46.87 | -23,459.43 | 0 |
| 2014-02-11 | SELL | 111 | 209.3 | 102.22 | 46.7 | 23,083.38 | -376.05 |
| 2014-02-16 | BUY | 112 | 205.6 | 101.32 | 46.27 | -23,174.79 | 0 |
| 2014-02-19 | SELL | 112 | 208.3 | 102.65 | 46.88 | 23,180.07 | 5.28 |
| 2014-02-24 | BUY | 111 | 207.9 | 101.54 | 46.38 | -23,224.82 | 0 |
| 2014-02-27 | SELL | 111 | 214 | 104.52 | 47.74 | 23,601.74 | 376.93 |
| 2014-03-05 | BUY | 109 | 213.7 | 102.49 | 46.77 | -23,442.56 | 0 |
| 2014-03-10 | SELL | 109 | 214.4 | 102.83 | 46.93 | 23,219.84 | -222.72 |
| 2014-03-18 | BUY | 110 | 211.3 | 102.27 | 46.69 | -23,391.96 | 0 |
| 2014-03-23 | SELL | 110 | 209.3 | 101.3 | 46.24 | 22,875.46 | -516.5 |
| 2014-03-30 | BUY | 107 | 211.8 | 99.72 | 45.54 | -22,807.85 | 0 |
| 2014-04-02 | SELL | 107 | 220 | 103.58 | 47.35 | 23,389.07 | 581.22 |
| 2014-04-17 | BUY | 91 | 254.6 | 101.94 | 46.45 | -23,316.99 | 0 |
| 2014-04-22 | SELL | 91 | 251.6 | 100.74 | 45.89 | 22,748.97 | -568.02 |
| 2014-04-28 | BUY | 86 | 262.8 | 99.44 | 45.28 | -22,745.52 | 0 |
| 2014-05-04 | SELL | 86 | 262.9 | 99.48 | 45.29 | 22,464.63 | -280.89 |
| 2014-05-07 | BUY | 81 | 276.4 | 98.51 | 44.85 | -22,531.76 | 0 |
| 2014-05-12 | SELL | 81 | 270.5 | 96.41 | 43.9 | 21,770.2 | -761.56 |
| 2014-05-18 | BUY | 82 | 262.2 | 94.6 | 43.08 | -21,638.09 | 0 |
| 2014-05-21 | SELL | 82 | 260.4 | 93.95 | 42.8 | 21,216.05 | -422.04 |
| 2014-05-28 | BUY | 78 | 269.8 | 92.6 | 42.22 | -21,179.21 | 0 |
| 2014-06-02 | SELL | 78 | 281.7 | 96.68 | 44.09 | 21,831.84 | 652.62 |
| 2014-06-08 | BUY | 77 | 284 | 96.22 | 43.87 | -22,008.09 | 0 |
| 2014-06-11 | SELL | 77 | 295.1 | 99.98 | 45.59 | 22,577.13 | 569.05 |
| 2014-06-17 | BUY | 74 | 303.7 | 98.88 | 45.06 | -22,617.75 | 0 |
| 2014-06-22 | SELL | 74 | 296.5 | 96.54 | 43.99 | 21,800.47 | -817.27 |
| 2014-06-25 | BUY | 71 | 301.4 | 94.16 | 42.89 | -21,536.45 | 0 |
| 2014-07-02 | SELL | 71 | 296.1 | 92.5 | 42.14 | 20,888.46 | -647.99 |
| 2014-07-03 | BUY | 1 | 294.9 | 1.3 | 0.59 | -296.79 | 0 |
| 2014-07-08 | SELL | 1 | 297.9 | 1.31 | 0.6 | 295.99 | -0.79 |
| 2014-07-13 | BUY | 71 | 294.1 | 91.88 | 41.89 | -21,014.86 | 0 |
| 2014-07-22 | SELL | 71 | 293.5 | 91.69 | 41.83 | 20,704.98 | -309.88 |
| 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 |
| 2014-11-05 | BUY | 1 | 358.5 | 1.58 | 0.72 | -360.79 | 0 |
| 2014-11-11 | SELL | 1 | 351.4 | 1.55 | 0.7 | 349.15 | -11.64 |
| 2014-11-12 | BUY | 54 | 354.2 | 84.16 | 38.34 | -19,249.3 | 0 |
| 2014-11-17 | SELL | 54 | 344.3 | 81.81 | 37.28 | 18,473.12 | -776.18 |
| 2014-11-19 | BUY | 1 | 339 | 1.49 | 0.68 | -341.17 | 0 |
| 2014-11-24 | SELL | 1 | 316.7 | 1.39 | 0.63 | 314.67 | -26.5 |
| 2014-11-25 | BUY | 58 | 315.6 | 80.54 | 36.72 | -18,422.06 | 0 |
| 2014-11-30 | SELL | 58 | 318.7 | 81.33 | 37.1 | 18,366.16 | -55.89 |
| 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 | 48 | 368.6 | 77.85 | 35.58 | -17,806.23 | 0 |
| 2015-01-11 | SELL | 48 | 364.1 | 76.9 | 35.18 | 17,364.73 | -441.5 |
| 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 | 46 | 352.5 | 71.35 | 32.6 | -16,318.95 | 0 |
| 2015-02-17 | SELL | 46 | 347.4 | 70.31 | 32.12 | 15,877.96 | -440.98 |
| 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 | 44 | 352 | 68.15 | 31.06 | -15,587.2 | 0 |
| 2015-04-13 | SELL | 44 | 349.9 | 67.74 | 30.87 | 15,296.99 | -290.21 |
| 2015-04-29 | BUY | 46 | 331.8 | 67.16 | 30.62 | -15,360.57 | 0 |
| 2015-05-05 | SELL | 46 | 327 | 66.18 | 30.2 | 14,945.62 | -414.95 |
| 2015-05-10 | BUY | 45 | 329 | 65.14 | 29.72 | -14,899.87 | 0 |
| 2015-05-13 | SELL | 45 | 326 | 64.55 | 29.46 | 14,575.99 | -323.87 |
| 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 | 43 | 325 | 61.49 | 28.02 | -14,064.51 | 0 |
| 2015-06-16 | SELL | 43 | 332.6 | 62.93 | 28.67 | 14,210.21 | 145.7 |
| 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 |