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 6.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2018-08-16 | BUY | 16 | 369.5 | 26.01 | 11.84 | -5,949.86 | 0 |
| 2018-08-26 | SELL | 16 | 375 | 26.4 | 12.03 | 5,961.57 | 11.72 |
| 2018-08-29 | BUY | 15 | 391.5 | 25.84 | 11.77 | -5,910.11 | 0 |
| 2018-09-04 | SELL | 15 | 385.6 | 25.45 | 11.59 | 5,746.96 | -163.16 |
| 2018-09-09 | BUY | 15 | 384 | 25.34 | 11.55 | -5,796.89 | 0 |
| 2018-09-12 | SELL | 15 | 380.2 | 25.09 | 11.43 | 5,666.48 | -130.41 |
| 2018-09-18 | BUY | 15 | 368.1 | 24.29 | 11.07 | -5,556.87 | 0 |
| 2018-09-23 | SELL | 15 | 358.2 | 23.64 | 10.77 | 5,338.59 | -218.28 |
| 2018-09-26 | BUY | 14 | 367 | 22.61 | 10.3 | -5,170.9 | 0 |
| 2018-10-01 | SELL | 14 | 372.4 | 22.94 | 10.45 | 5,180.21 | 9.31 |
| 2018-10-04 | BUY | 14 | 374.9 | 23.09 | 10.52 | -5,282.21 | 0 |
| 2018-10-09 | SELL | 14 | 359.6 | 22.15 | 10.09 | 5,002.16 | -280.05 |
| 2018-10-14 | BUY | 14 | 365.5 | 22.51 | 10.25 | -5,149.77 | 0 |
| 2018-10-17 | SELL | 14 | 362.6 | 22.34 | 10.17 | 5,043.89 | -105.88 |
| 2018-10-24 | BUY | 13 | 372 | 21.28 | 9.69 | -4,866.97 | 0 |
| 2018-10-29 | SELL | 13 | 384 | 21.96 | 10 | 4,960.03 | 93.06 |
| 2018-11-04 | BUY | 13 | 382 | 21.85 | 9.95 | -4,997.8 | 0 |
| 2018-11-07 | SELL | 13 | 375 | 21.45 | 9.77 | 4,843.78 | -154.02 |
| 2018-11-12 | BUY | 13 | 379 | 21.68 | 9.88 | -4,958.56 | 0 |
| 2018-11-15 | SELL | 13 | 368 | 21.05 | 9.59 | 4,753.36 | -205.2 |
| 2018-11-22 | BUY | 13 | 358.2 | 20.49 | 9.33 | -4,686.42 | 0 |
| 2018-11-27 | SELL | 13 | 362.8 | 20.75 | 9.45 | 4,686.19 | -0.23 |
| 2018-12-05 | BUY | 13 | 362.4 | 20.73 | 9.45 | -4,741.38 | 0 |
| 2018-12-10 | SELL | 13 | 362.1 | 20.71 | 9.44 | 4,677.15 | -64.23 |
| 2018-12-17 | BUY | 13 | 356.3 | 20.38 | 9.29 | -4,661.57 | 0 |
| 2018-12-20 | SELL | 13 | 356 | 20.36 | 9.28 | 4,598.36 | -63.21 |
| 2018-12-27 | BUY | 13 | 361 | 20.65 | 9.42 | -4,723.07 | 0 |
| 2019-01-03 | SELL | 13 | 365 | 20.88 | 9.52 | 4,714.6 | -8.46 |
| 2019-01-09 | BUY | 12 | 382 | 20.17 | 9.19 | -4,613.36 | 0 |
| 2019-01-14 | SELL | 12 | 391 | 20.64 | 9.4 | 4,661.95 | 48.6 |
| 2019-01-21 | BUY | 12 | 387 | 20.43 | 9.3 | -4,673.74 | 0 |
| 2019-01-24 | SELL | 12 | 391.3 | 20.66 | 9.4 | 4,665.54 | -8.2 |
| 2019-01-29 | BUY | 11 | 411 | 19.89 | 9.05 | -4,549.94 | 0 |
| 2019-02-03 | SELL | 11 | 398.2 | 19.27 | 8.77 | 4,352.16 | -197.78 |
| 2019-02-06 | BUY | 11 | 403.6 | 19.53 | 8.89 | -4,468.02 | 0 |
| 2019-02-11 | SELL | 11 | 405 | 19.6 | 8.92 | 4,426.48 | -41.54 |
| 2019-02-14 | BUY | 11 | 395 | 19.12 | 8.7 | -4,372.81 | 0 |
| 2019-02-19 | SELL | 11 | 376 | 18.2 | 8.28 | 4,109.52 | -263.29 |
| 2019-02-25 | BUY | 10 | 386.8 | 17.02 | 7.74 | -3,892.76 | 0 |
| 2019-03-03 | SELL | 10 | 393.5 | 17.31 | 7.87 | 3,909.81 | 17.05 |
| 2019-03-06 | BUY | 10 | 391.6 | 17.23 | 7.84 | -3,941.07 | 0 |
| 2019-03-11 | SELL | 10 | 385.8 | 16.98 | 7.72 | 3,833.3 | -107.77 |
| 2019-03-19 | BUY | 10 | 389 | 17.12 | 7.79 | -3,914.9 | 0 |
| 2019-03-24 | SELL | 10 | 398 | 17.51 | 7.97 | 3,954.52 | 39.62 |
| 2019-03-28 | BUY | 10 | 410 | 18.04 | 8.21 | -4,126.25 | 0 |
| 2019-04-02 | SELL | 10 | 417 | 18.35 | 8.35 | 4,143.3 | 17.05 |
| 2019-04-09 | BUY | 11 | 373 | 18.05 | 8.21 | -4,129.27 | 0 |
| 2019-04-15 | SELL | 11 | 369.8 | 17.9 | 8.14 | 4,041.76 | -87.51 |
| 2019-04-18 | BUY | 11 | 372.5 | 18.03 | 8.2 | -4,123.73 | 0 |
| 2019-04-24 | SELL | 11 | 374.8 | 18.14 | 8.25 | 4,096.41 | -27.32 |
| 2019-04-29 | BUY | 11 | 365.5 | 17.69 | 8.05 | -4,046.24 | 0 |
| 2019-05-05 | SELL | 11 | 361.9 | 17.52 | 7.97 | 3,955.41 | -90.83 |
| 2019-05-15 | BUY | 11 | 346 | 16.75 | 7.63 | -3,830.37 | 0 |
| 2019-05-20 | SELL | 11 | 350.1 | 16.94 | 7.72 | 3,826.44 | -3.94 |
| 2019-05-28 | BUY | 11 | 341.8 | 16.54 | 7.54 | -3,783.88 | 0 |
| 2019-06-13 | SELL | 11 | 360.3 | 17.44 | 7.95 | 3,937.91 | 154.03 |
| 2019-06-19 | BUY | 11 | 363.9 | 17.61 | 8.03 | -4,028.54 | 0 |
| 2019-06-24 | SELL | 11 | 359.2 | 17.39 | 7.92 | 3,925.89 | -102.65 |
| 2019-06-27 | BUY | 11 | 363.5 | 17.59 | 8.02 | -4,024.11 | 0 |
| 2019-07-03 | SELL | 11 | 364.9 | 17.66 | 8.05 | 3,988.19 | -35.92 |
| 2019-07-08 | BUY | 11 | 351.7 | 17.02 | 7.76 | -3,893.48 | 0 |
| 2019-07-11 | SELL | 11 | 333 | 16.12 | 7.34 | 3,639.54 | -253.94 |
| 2019-07-17 | BUY | 11 | 330 | 15.97 | 7.27 | -3,653.24 | 0 |
| 2019-07-22 | SELL | 11 | 325.3 | 15.74 | 7.17 | 3,555.39 | -97.86 |
| 2019-07-25 | BUY | 11 | 323 | 15.63 | 7.12 | -3,575.75 | 0 |
| 2019-07-30 | SELL | 11 | 326.8 | 15.82 | 7.2 | 3,571.78 | -3.97 |
| 2019-08-18 | BUY | 11 | 318 | 15.39 | 7.01 | -3,520.4 | 0 |
| 2019-08-22 | SELL | 11 | 324 | 15.68 | 7.14 | 3,541.18 | 20.78 |
| 2019-08-27 | BUY | 11 | 314.5 | 15.22 | 6.93 | -3,481.65 | 0 |
| 2019-09-01 | SELL | 11 | 312.1 | 15.11 | 6.88 | 3,411.12 | -70.54 |
| 2019-09-08 | BUY | 12 | 295.5 | 15.6 | 7.1 | -3,568.71 | 0 |
| 2019-09-12 | SELL | 12 | 305.1 | 16.11 | 7.33 | 3,637.76 | 69.05 |
| 2019-09-17 | BUY | 11 | 309.9 | 15 | 6.83 | -3,430.73 | 0 |
| 2019-09-22 | SELL | 11 | 364 | 17.62 | 8.02 | 3,978.36 | 547.63 |
| 2019-09-25 | BUY | 11 | 358 | 17.33 | 7.89 | -3,963.21 | 0 |
| 2019-09-30 | SELL | 11 | 357.9 | 17.32 | 7.88 | 3,911.69 | -51.52 |
| 2019-10-06 | BUY | 12 | 347 | 18.32 | 8.34 | -4,190.66 | 0 |
| 2019-10-10 | SELL | 12 | 333.5 | 17.61 | 8.01 | 3,976.38 | -214.28 |
| 2019-10-20 | BUY | 12 | 317 | 16.74 | 7.62 | -3,828.35 | 0 |
| 2019-10-23 | SELL | 12 | 321.6 | 16.98 | 7.73 | 3,834.49 | 6.13 |
| 2019-10-30 | BUY | 12 | 321.2 | 16.96 | 7.72 | -3,879.08 | 0 |
| 2019-11-04 | SELL | 12 | 315.1 | 16.64 | 7.58 | 3,756.99 | -122.1 |
| 2019-11-11 | BUY | 12 | 315.9 | 16.68 | 7.6 | -3,815.08 | 0 |
| 2019-11-14 | SELL | 12 | 310.1 | 16.37 | 7.46 | 3,697.37 | -117.71 |
| 2019-11-19 | BUY | 11 | 311.5 | 15.08 | 6.87 | -3,448.44 | 0 |
| 2019-11-25 | SELL | 11 | 312 | 15.1 | 6.87 | 3,410.03 | -38.42 |
| 2019-11-26 | BUY | 1 | 306 | 1.35 | 0.61 | -307.96 | 0 |
| 2019-12-01 | SELL | 1 | 318 | 1.4 | 0.64 | 315.96 | 8.01 |
| 2019-12-08 | BUY | 11 | 309.8 | 14.99 | 6.82 | -3,429.62 | 0 |
| 2019-12-11 | SELL | 11 | 298.4 | 14.44 | 6.57 | 3,261.39 | -168.23 |
| 2019-12-17 | BUY | 11 | 297.2 | 14.38 | 6.55 | -3,290.13 | 0 |
| 2019-12-22 | SELL | 11 | 293 | 14.18 | 6.46 | 3,202.36 | -87.77 |
| 2019-12-29 | BUY | 12 | 284.3 | 15.01 | 6.84 | -3,433.45 | 0 |
| 2020-01-02 | SELL | 12 | 281.8 | 14.88 | 6.78 | 3,359.94 | -73.51 |
| 2020-01-13 | BUY | 13 | 253 | 14.47 | 6.59 | -3,310.07 | 0 |
| 2020-01-16 | SELL | 13 | 231.5 | 13.24 | 6.03 | 2,990.23 | -319.84 |
| 2020-01-21 | BUY | 10 | 279.9 | 12.32 | 5.61 | -2,816.92 | 0 |
| 2020-01-26 | SELL | 10 | 274 | 12.06 | 5.49 | 2,722.46 | -94.46 |
| 2020-01-29 | BUY | 11 | 269.7 | 13.05 | 5.94 | -2,985.69 | 0 |
| 2020-02-03 | SELL | 11 | 258.5 | 12.51 | 5.69 | 2,825.3 | -160.4 |