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: -25.8%. 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.
#78 · 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 4.0%; maximum 30 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৳167
Unsettled৳0
Holdings৳477
NAV৳644
Realized P&L৳-99,347
Unrealized P&L৳-10
Fees৳57,038
Friction৳26,133
NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.79e-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 #78
903 fills, including partial sales. Page 3.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2013-11-24 | BUY | 124 | 206.6 | 112.72 | 51.51 | -25,782.63 | 0 |
| 2013-11-27 | SELL | 124 | 205.6 | 112.18 | 51.23 | 25,331 | -451.63 |
| 2013-12-08 | BUY | 121 | 207.3 | 110.37 | 50.41 | -25,244.08 | 0 |
| 2013-12-11 | SELL | 121 | 204.3 | 108.77 | 49.68 | 24,561.85 | -682.22 |
| 2013-12-17 | BUY | 122 | 200.2 | 107.47 | 49.09 | -24,580.96 | 0 |
| 2013-12-22 | SELL | 122 | 202.1 | 108.49 | 49.63 | 24,498.08 | -82.88 |
| 2013-12-30 | BUY | 122 | 200.9 | 107.84 | 49.48 | -24,667.12 | 0 |
| 2014-01-06 | SELL | 122 | 206.4 | 110.8 | 50.81 | 25,019.19 | 352.07 |
| 2014-01-12 | BUY | 118 | 209.9 | 108.98 | 49.97 | -24,927.15 | 0 |
| 2014-01-16 | SELL | 118 | 206 | 106.96 | 49.02 | 24,152.03 | -775.12 |
| 2014-01-21 | BUY | 116 | 207.5 | 105.91 | 48.52 | -24,224.43 | 0 |
| 2014-01-26 | SELL | 116 | 215.3 | 109.89 | 50.32 | 24,814.59 | 590.16 |
| 2014-01-29 | BUY | 116 | 211.5 | 107.95 | 49.39 | -24,691.34 | 0 |
| 2014-02-03 | SELL | 116 | 212.2 | 108.31 | 49.52 | 24,457.37 | -233.97 |
| 2014-02-06 | BUY | 116 | 210 | 107.18 | 48.99 | -24,516.18 | 0 |
| 2014-02-11 | SELL | 116 | 209.3 | 106.83 | 48.81 | 24,123.16 | -393.01 |
| 2014-02-16 | BUY | 117 | 205.6 | 105.84 | 48.35 | -24,209.39 | 0 |
| 2014-02-19 | SELL | 117 | 208.3 | 107.23 | 48.99 | 24,214.88 | 5.49 |
| 2014-02-24 | BUY | 115 | 207.9 | 105.2 | 48.06 | -24,061.76 | 0 |
| 2014-02-27 | SELL | 115 | 214 | 108.28 | 49.47 | 24,452.25 | 390.49 |
| 2014-03-05 | BUY | 114 | 213.7 | 107.19 | 48.93 | -24,517.92 | 0 |
| 2014-03-10 | SELL | 114 | 214.4 | 107.54 | 49.09 | 24,284.97 | -232.95 |
| 2014-03-18 | BUY | 114 | 211.3 | 105.99 | 48.39 | -24,242.58 | 0 |
| 2014-03-23 | SELL | 114 | 209.3 | 104.98 | 47.93 | 23,707.28 | -535.3 |
| 2014-03-30 | BUY | 111 | 211.8 | 103.44 | 47.25 | -23,660.49 | 0 |
| 2014-04-02 | SELL | 111 | 220 | 107.45 | 49.13 | 24,263.42 | 602.93 |
| 2014-04-17 | BUY | 95 | 254.6 | 106.42 | 48.49 | -24,341.92 | 0 |
| 2014-04-22 | SELL | 95 | 251.6 | 105.17 | 47.91 | 23,748.92 | -593 |
| 2014-04-28 | BUY | 90 | 262.8 | 104.07 | 47.39 | -23,803.46 | 0 |
| 2014-05-04 | SELL | 90 | 262.9 | 104.11 | 47.4 | 23,509.49 | -293.97 |
| 2014-05-07 | BUY | 84 | 276.4 | 102.16 | 46.51 | -23,366.27 | 0 |
| 2014-05-12 | SELL | 84 | 270.5 | 99.98 | 45.53 | 22,576.5 | -789.77 |
| 2014-05-18 | BUY | 86 | 262.2 | 99.22 | 45.19 | -22,693.61 | 0 |
| 2014-05-21 | SELL | 86 | 260.4 | 98.54 | 44.89 | 22,250.98 | -442.63 |
| 2014-05-28 | BUY | 82 | 269.8 | 97.34 | 44.39 | -22,265.33 | 0 |
| 2014-06-02 | SELL | 82 | 281.7 | 101.64 | 46.35 | 22,951.41 | 686.08 |
| 2014-06-08 | BUY | 80 | 284 | 99.97 | 45.58 | -22,865.55 | 0 |
| 2014-06-11 | SELL | 80 | 295.1 | 103.88 | 47.37 | 23,456.75 | 591.2 |
| 2014-06-17 | BUY | 77 | 303.7 | 102.89 | 46.89 | -23,534.69 | 0 |
| 2014-06-22 | SELL | 77 | 296.5 | 100.45 | 45.77 | 22,684.27 | -850.41 |
| 2014-06-25 | BUY | 75 | 301.4 | 99.46 | 45.31 | -22,749.78 | 0 |
| 2014-07-02 | SELL | 75 | 296.1 | 97.71 | 44.52 | 22,065.27 | -684.51 |
| 2014-07-07 | BUY | 74 | 293.3 | 95.5 | 43.53 | -21,843.23 | 0 |
| 2014-07-10 | SELL | 74 | 297.3 | 96.8 | 44.13 | 21,859.27 | 16.04 |
| 2014-07-15 | BUY | 75 | 291.7 | 96.26 | 43.92 | -22,017.68 | 0 |
| 2014-07-20 | SELL | 75 | 279.3 | 92.17 | 42.04 | 20,813.29 | -1,204.39 |
| 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 |
| 2014-11-10 | SELL | 1 | 348.7 | 1.53 | 0.7 | 346.47 | -14.33 |
| 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 |