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.
#77 · 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 20 sessions; gate None; continuous signal; exit all bearish; trailing arms at 8.0%, distance 3.5%; partial sale at 15.0% (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 #77
903 fills, including partial sales. Page 8.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2021-12-21 | BUY | 1 | 350.5 | 1.54 | 0.7 | -352.74 | 0 |
| 2021-12-26 | SELL | 1 | 350 | 1.54 | 0.7 | 347.76 | -4.98 |
| 2021-12-27 | BUY | 4 | 348.5 | 6.13 | 2.79 | -1,402.92 | 0 |
| 2021-12-30 | SELL | 4 | 348.5 | 6.13 | 2.79 | 1,385.07 | -17.85 |
| 2022-01-05 | BUY | 4 | 350.3 | 6.17 | 2.81 | -1,410.17 | 0 |
| 2022-01-10 | SELL | 4 | 350.1 | 6.16 | 2.8 | 1,391.43 | -18.74 |
| 2022-01-13 | BUY | 4 | 357.1 | 6.28 | 2.86 | -1,437.54 | 0 |
| 2022-01-18 | SELL | 4 | 360 | 6.34 | 2.88 | 1,430.78 | -6.76 |
| 2022-01-24 | BUY | 4 | 359.8 | 6.33 | 2.88 | -1,448.41 | 0 |
| 2022-01-27 | SELL | 4 | 351.4 | 6.18 | 2.81 | 1,396.6 | -51.81 |
| 2022-02-01 | BUY | 4 | 356.9 | 6.28 | 2.86 | -1,436.74 | 0 |
| 2022-02-06 | SELL | 4 | 354.5 | 6.24 | 2.84 | 1,408.92 | -27.82 |
| 2022-02-09 | BUY | 4 | 359.5 | 6.33 | 2.88 | -1,447.21 | 0 |
| 2022-02-15 | SELL | 4 | 358 | 6.3 | 2.87 | 1,422.83 | -24.38 |
| 2022-02-20 | BUY | 4 | 358.8 | 6.31 | 2.87 | -1,444.39 | 0 |
| 2022-02-27 | SELL | 4 | 345 | 6.07 | 2.76 | 1,371.17 | -73.22 |
| 2022-03-13 | BUY | 4 | 323 | 5.68 | 2.59 | -1,300.27 | 0 |
| 2022-03-16 | SELL | 4 | 330.1 | 5.81 | 2.64 | 1,311.95 | 11.68 |
| 2022-03-22 | BUY | 4 | 327 | 5.76 | 2.62 | -1,316.37 | 0 |
| 2022-03-27 | SELL | 4 | 325.8 | 5.73 | 2.61 | 1,294.86 | -21.52 |
| 2022-04-03 | BUY | 4 | 328.9 | 5.79 | 2.63 | -1,324.02 | 0 |
| 2022-04-06 | SELL | 4 | 323.3 | 5.69 | 2.59 | 1,284.92 | -39.1 |
| 2022-04-18 | BUY | 4 | 323.1 | 5.69 | 2.59 | -1,300.68 | 0 |
| 2022-04-21 | SELL | 4 | 322.1 | 5.67 | 2.58 | 1,280.15 | -20.52 |
| 2022-04-26 | BUY | 4 | 327 | 5.76 | 2.62 | -1,316.37 | 0 |
| 2022-05-05 | SELL | 4 | 320.1 | 5.63 | 2.56 | 1,272.2 | -44.17 |
| 2022-05-23 | BUY | 4 | 307.5 | 5.41 | 2.46 | -1,237.87 | 0 |
| 2022-05-26 | SELL | 4 | 300.1 | 5.28 | 2.4 | 1,192.72 | -45.16 |
| 2022-06-02 | BUY | 4 | 309.5 | 5.45 | 2.48 | -1,245.93 | 0 |
| 2022-06-07 | SELL | 4 | 307.3 | 5.41 | 2.46 | 1,221.33 | -24.59 |
| 2022-06-13 | BUY | 4 | 307 | 5.4 | 2.46 | -1,235.86 | 0 |
| 2022-06-16 | SELL | 4 | 304.5 | 5.36 | 2.44 | 1,210.2 | -25.66 |
| 2022-06-27 | BUY | 4 | 305.5 | 5.38 | 2.45 | -1,229.82 | 0 |
| 2022-06-30 | SELL | 4 | 294.9 | 5.19 | 2.36 | 1,172.05 | -57.77 |
| 2022-07-05 | BUY | 4 | 277 | 4.88 | 2.22 | -1,115.09 | 0 |
| 2022-07-12 | SELL | 4 | 294 | 5.17 | 2.35 | 1,168.47 | 53.38 |
| 2022-07-17 | BUY | 4 | 289.9 | 5.1 | 2.32 | -1,167.02 | 0 |
| 2022-07-20 | SELL | 4 | 286.3 | 5.04 | 2.29 | 1,137.87 | -29.15 |
| 2022-07-25 | BUY | 4 | 286.9 | 5.05 | 2.3 | -1,154.95 | 0 |
| 2022-07-28 | SELL | 4 | 289.4 | 5.09 | 2.32 | 1,150.19 | -4.76 |
| 2022-08-02 | BUY | 4 | 298.9 | 5.26 | 2.39 | -1,203.25 | 0 |
| 2022-08-07 | SELL | 4 | 300 | 5.28 | 2.4 | 1,192.32 | -10.93 |
| 2022-08-28 | BUY | 4 | 289 | 5.09 | 2.31 | -1,163.4 | 0 |
| 2022-08-31 | SELL | 4 | 295.7 | 5.2 | 2.37 | 1,175.23 | 11.83 |
| 2022-09-25 | BUY | 4 | 286.6 | 5.04 | 2.29 | -1,153.74 | 0 |
| 2022-10-02 | SELL | 4 | 286.6 | 5.04 | 2.29 | 1,139.06 | -14.68 |
| 2024-03-05 | BUY | 4 | 257.2 | 4.53 | 2.06 | -1,035.39 | 0 |
| 2024-03-10 | SELL | 4 | 255 | 4.49 | 2.04 | 1,013.47 | -21.92 |
| 2024-03-18 | BUY | 5 | 240 | 5.28 | 2.4 | -1,207.68 | 0 |
| 2024-03-21 | SELL | 5 | 241 | 5.3 | 2.41 | 1,197.29 | -10.39 |
| 2024-04-03 | BUY | 5 | 239.9 | 5.28 | 2.4 | -1,207.18 | 0 |
| 2024-04-09 | SELL | 5 | 241 | 5.3 | 2.41 | 1,197.29 | -9.89 |
| 2024-04-28 | BUY | 5 | 235 | 5.17 | 2.35 | -1,182.52 | 0 |
| 2024-05-02 | SELL | 5 | 236 | 5.19 | 2.36 | 1,172.45 | -10.08 |
| 2024-05-14 | BUY | 5 | 239 | 5.26 | 2.39 | -1,202.65 | 0 |
| 2024-05-19 | SELL | 5 | 232.3 | 5.11 | 2.33 | 1,154.06 | -48.59 |
| 2024-05-27 | BUY | 5 | 226 | 4.97 | 2.26 | -1,137.23 | 0 |
| 2024-05-30 | SELL | 5 | 228 | 5.02 | 2.28 | 1,132.7 | -4.53 |
| 2024-06-04 | BUY | 5 | 228 | 5.02 | 2.28 | -1,147.3 | 0 |
| 2024-06-09 | SELL | 5 | 225.6 | 4.96 | 2.26 | 1,120.78 | -26.52 |
| 2024-06-23 | BUY | 4 | 228.8 | 4.03 | 1.83 | -921.06 | 0 |
| 2024-07-03 | SELL | 4 | 239.71 | 4.22 | 1.92 | 952.69 | 31.63 |
| 2024-07-08 | BUY | 4 | 251 | 4.42 | 2.01 | -1,010.43 | 0 |
| 2024-07-11 | SELL | 4 | 247 | 4.35 | 1.98 | 981.68 | -28.75 |
| 2024-07-16 | BUY | 4 | 247 | 4.35 | 1.98 | -994.32 | 0 |
| 2024-07-25 | SELL | 4 | 248.1 | 4.37 | 1.99 | 986.05 | -8.28 |
| 2024-08-01 | BUY | 4 | 254.7 | 4.48 | 2.04 | -1,025.32 | 0 |
| 2024-08-11 | SELL | 4 | 345.6 | 6.08 | 2.77 | 1,373.55 | 348.23 |
| 2024-08-15 | BUY | 3 | 381 | 5.03 | 2.29 | -1,150.32 | 0 |
| 2024-08-20 | SELL | 3 | 353 | 4.66 | 2.12 | 1,052.22 | -98.09 |
| 2024-08-25 | BUY | 3 | 354 | 4.67 | 2.12 | -1,068.8 | 0 |
| 2024-08-29 | SELL | 3 | 348.9 | 4.61 | 2.09 | 1,040 | -28.8 |
| 2024-09-03 | BUY | 3 | 342.9 | 4.53 | 2.06 | -1,035.28 | 0 |
| 2024-09-08 | SELL | 3 | 340.9 | 4.5 | 2.05 | 1,016.15 | -19.13 |
| 2024-09-11 | BUY | 3 | 340.3 | 4.49 | 2.04 | -1,027.43 | 0 |
| 2024-09-17 | SELL | 3 | 334.3 | 4.41 | 2.01 | 996.48 | -30.95 |
| 2024-09-22 | BUY | 3 | 346 | 4.57 | 2.08 | -1,044.64 | 0 |
| 2024-09-25 | SELL | 3 | 347.1 | 4.58 | 2.08 | 1,034.64 | -10.01 |
| 2024-10-01 | BUY | 3 | 351.9 | 4.65 | 2.11 | -1,062.46 | 0 |
| 2024-10-06 | SELL | 3 | 338.1 | 4.46 | 2.03 | 1,007.81 | -54.65 |
| 2024-10-09 | BUY | 3 | 331 | 4.37 | 1.99 | -999.36 | 0 |
| 2024-10-16 | SELL | 3 | 335.5 | 4.43 | 2.01 | 1,000.06 | 0.7 |
| 2024-10-23 | BUY | 3 | 330.7 | 4.37 | 1.98 | -998.45 | 0 |
| 2024-10-28 | SELL | 3 | 307 | 4.05 | 1.84 | 915.11 | -83.34 |
| 2024-10-31 | BUY | 3 | 319 | 4.21 | 1.91 | -963.13 | 0 |
| 2024-11-05 | SELL | 3 | 316.6 | 4.18 | 1.9 | 943.72 | -19.4 |
| 2024-11-10 | BUY | 3 | 324 | 4.28 | 1.94 | -978.22 | 0 |
| 2024-11-13 | SELL | 3 | 329.3 | 4.35 | 1.98 | 981.58 | 3.36 |
| 2024-11-20 | BUY | 3 | 321.2 | 4.24 | 1.93 | -969.77 | 0 |
| 2024-11-25 | SELL | 3 | 317 | 4.18 | 1.9 | 944.91 | -24.85 |
| 2024-11-28 | BUY | 3 | 322.9 | 4.26 | 1.94 | -974.9 | 0 |
| 2024-12-03 | SELL | 3 | 319.2 | 4.21 | 1.92 | 951.47 | -23.43 |
| 2024-12-09 | BUY | 3 | 318.2 | 4.2 | 1.91 | -960.71 | 0 |
| 2024-12-12 | SELL | 3 | 312.5 | 4.13 | 1.88 | 931.5 | -29.21 |
| 2024-12-18 | BUY | 3 | 320 | 4.22 | 1.92 | -966.14 | 0 |
| 2024-12-24 | SELL | 3 | 324.2 | 4.28 | 1.95 | 966.37 | 0.23 |
| 2024-12-30 | BUY | 3 | 320.1 | 4.23 | 1.92 | -966.45 | 0 |
| 2025-01-05 | SELL | 3 | 321.5 | 4.24 | 1.93 | 958.33 | -8.12 |
| 2025-01-09 | BUY | 3 | 327.8 | 4.33 | 1.97 | -989.69 | 0 |
| 2025-01-15 | SELL | 3 | 334.3 | 4.41 | 2.01 | 996.48 | 6.79 |