Net return -99.3% · drawdown 99.4% · 463 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: -25.7%. 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.
#80 · 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 15.0%; maximum 30 sessions; gate None; continuous signal; exit all bearish; trailing arms at 2.0%, distance 3.5%; partial sale at 20.0% (0 = off).
Account reconciliation
Cash৳177
Unsettled৳0
Holdings৳477
NAV৳654
Realized P&L৳-99,337
Unrealized P&L৳-10
Fees৳57,809
Friction৳26,496
NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳2.38e-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 #80
927 fills, including partial sales. Page 7.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 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 | 12 | 311.5 | 16.45 | 7.49 | -3,761.94 | 0 |
| 2019-11-24 | SELL | 12 | 321.34 | 16.97 | 7.72 | 3,831.45 | 69.51 |
| 2019-11-28 | BUY | 12 | 320 | 16.9 | 7.69 | -3,864.59 | 0 |
| 2019-12-03 | SELL | 12 | 311.4 | 16.44 | 7.48 | 3,712.87 | -151.71 |
| 2019-12-08 | BUY | 12 | 309.8 | 16.36 | 7.44 | -3,741.4 | 0 |
| 2019-12-11 | SELL | 12 | 298.4 | 15.76 | 7.17 | 3,557.87 | -183.53 |
| 2019-12-17 | BUY | 12 | 297.2 | 15.69 | 7.14 | -3,589.23 | 0 |
| 2019-12-22 | SELL | 12 | 293 | 15.47 | 7.05 | 3,493.48 | -95.75 |
| 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 | 11 | 279.9 | 13.55 | 6.17 | -3,098.61 | 0 |
| 2020-01-26 | SELL | 11 | 274 | 13.26 | 6.04 | 2,994.7 | -103.91 |
| 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 |
| 2020-02-09 | BUY | 10 | 260.7 | 11.47 | 5.22 | -2,623.69 | 0 |
| 2020-02-12 | SELL | 10 | 261.9 | 11.52 | 5.24 | 2,602.23 | -21.45 |
| 2020-02-20 | BUY | 10 | 280 | 12.32 | 5.6 | -2,817.92 | 0 |
| 2020-02-25 | SELL | 10 | 292 | 12.85 | 5.84 | 2,901.31 | 83.38 |
| 2020-03-09 | BUY | 11 | 262.1 | 12.69 | 5.77 | -2,901.55 | 0 |
| 2020-03-12 | SELL | 11 | 258.5 | 12.51 | 5.69 | 2,825.3 | -76.26 |
| 2020-03-22 | BUY | 11 | 239 | 11.57 | 5.26 | -2,645.83 | 0 |
| 2020-05-31 | SELL | 11 | 239.1 | 11.57 | 5.26 | 2,613.26 | -32.57 |
| 2020-06-11 | BUY | 11 | 238.8 | 11.56 | 5.26 | -2,643.62 | 0 |
| 2020-07-09 | SELL | 11 | 238.8 | 11.56 | 5.29 | 2,609.95 | -33.67 |
| 2020-07-20 | BUY | 11 | 244.5 | 11.83 | 5.39 | -2,706.72 | 0 |
| 2020-07-23 | SELL | 11 | 246.1 | 11.91 | 5.42 | 2,689.77 | -16.95 |
| 2020-07-30 | BUY | 10 | 255 | 11.22 | 5.1 | -2,566.32 | 0 |
| 2020-08-09 | SELL | 10 | 255 | 11.22 | 5.1 | 2,533.68 | -32.65 |
| 2020-08-13 | BUY | 9 | 290 | 11.48 | 5.22 | -2,626.71 | 0 |
| 2020-08-18 | SELL | 9 | 288 | 11.4 | 5.19 | 2,575.41 | -51.3 |
| 2020-08-24 | BUY | 9 | 295 | 11.68 | 5.31 | -2,671.99 | 0 |
| 2020-08-27 | SELL | 9 | 317 | 12.55 | 5.71 | 2,834.74 | 162.74 |
| 2020-09-03 | BUY | 8 | 322 | 11.33 | 5.15 | -2,592.49 | 0 |
| 2020-09-08 | SELL | 8 | 326.9 | 11.51 | 5.23 | 2,598.46 | 5.97 |
| 2020-09-13 | BUY | 8 | 347.6 | 12.24 | 5.56 | -2,798.6 | 0 |
| 2020-09-16 | SELL | 8 | 345 | 12.14 | 5.52 | 2,742.33 | -56.27 |
| 2020-09-24 | BUY | 8 | 337.8 | 11.89 | 5.41 | -2,719.7 | 0 |
| 2020-09-29 | SELL | 8 | 330.2 | 11.62 | 5.29 | 2,624.69 | -95.01 |
| 2020-10-04 | BUY | 8 | 331.7 | 11.68 | 5.31 | -2,670.59 | 0 |
| 2020-10-07 | SELL | 8 | 328.8 | 11.57 | 5.26 | 2,613.56 | -57.03 |
| 2020-10-12 | BUY | 7 | 330.9 | 10.19 | 4.64 | -2,331.13 | 0 |
| 2020-10-15 | SELL | 7 | 335 | 10.32 | 4.69 | 2,329.99 | -1.14 |
| 2020-10-27 | BUY | 7 | 332.2 | 10.23 | 4.66 | -2,340.29 | 0 |
| 2020-11-01 | SELL | 7 | 329.7 | 10.15 | 4.62 | 2,293.12 | -47.16 |
| 2020-11-08 | BUY | 7 | 336.2 | 10.35 | 4.71 | -2,368.47 | 0 |
| 2020-11-11 | SELL | 7 | 332 | 10.23 | 4.65 | 2,309.12 | -59.35 |
| 2020-11-18 | BUY | 7 | 329.7 | 10.15 | 4.62 | -2,322.68 | 0 |
| 2020-11-23 | SELL | 7 | 323.1 | 9.95 | 4.53 | 2,247.22 | -75.46 |
| 2020-11-30 | BUY | 7 | 318.2 | 9.8 | 4.46 | -2,241.66 | 0 |
| 2020-12-03 | SELL | 7 | 318 | 9.79 | 4.46 | 2,211.75 | -29.91 |
| 2020-12-08 | BUY | 7 | 327.8 | 10.1 | 4.59 | -2,309.29 | 0 |
| 2020-12-17 | SELL | 7 | 345.37 | 10.64 | 4.84 | 2,402.14 | 92.85 |
| 2020-12-22 | BUY | 7 | 341.4 | 10.52 | 4.78 | -2,405.1 | 0 |
| 2020-12-27 | SELL | 7 | 344 | 10.6 | 4.82 | 2,392.58 | -12.51 |
| 2021-01-04 | BUY | 6 | 360.1 | 9.51 | 4.32 | -2,174.43 | 0 |
| 2021-01-07 | SELL | 6 | 376 | 9.93 | 4.51 | 2,241.56 | 67.13 |
| 2021-01-13 | BUY | 6 | 374.5 | 9.89 | 4.5 | -2,261.38 | 0 |
| 2021-01-18 | SELL | 6 | 377 | 9.95 | 4.53 | 2,247.52 | -13.86 |
| 2021-01-26 | BUY | 6 | 369 | 9.74 | 4.43 | -2,228.17 | 0 |
| 2021-01-31 | SELL | 6 | 380 | 10.03 | 4.56 | 2,265.41 | 37.23 |
| 2021-02-04 | BUY | 6 | 379.9 | 10.03 | 4.56 | -2,293.99 | 0 |
| 2021-02-09 | SELL | 6 | 367.7 | 9.71 | 4.41 | 2,192.08 | -101.91 |
| 2021-02-15 | BUY | 6 | 374 | 9.87 | 4.49 | -2,258.36 | 0 |
| 2021-02-22 | SELL | 6 | 359.7 | 9.5 | 4.32 | 2,144.38 | -113.98 |
| 2021-03-03 | BUY | 6 | 341.5 | 9.02 | 4.1 | -2,062.12 | 0 |
| 2021-03-08 | SELL | 6 | 343.8 | 9.08 | 4.13 | 2,049.6 | -12.52 |
| 2021-03-14 | BUY | 6 | 346.7 | 9.15 | 4.16 | -2,093.52 | 0 |
| 2021-03-18 | SELL | 6 | 344.8 | 9.1 | 4.14 | 2,055.56 | -37.96 |
| 2021-03-23 | BUY | 6 | 341.7 | 9.02 | 4.1 | -2,063.32 | 0 |
| 2021-03-28 | SELL | 6 | 338 | 8.92 | 4.06 | 2,015.02 | -48.31 |
| 2021-04-05 | BUY | 7 | 319.1 | 9.83 | 4.47 | -2,248 | 0 |
| 2021-04-08 | SELL | 7 | 325 | 10.01 | 4.55 | 2,260.44 | 12.44 |
| 2021-04-13 | BUY | 6 | 330 | 8.71 | 3.96 | -1,992.68 | 0 |
| 2021-04-22 | SELL | 6 | 337.1 | 8.9 | 4.05 | 2,009.65 | 16.97 |
| 2021-04-27 | BUY | 6 | 340 | 8.98 | 4.09 | -2,053.06 | 0 |
| 2021-05-02 | SELL | 6 | 341 | 9 | 4.1 | 2,032.9 | -20.16 |
| 2021-05-11 | BUY | 6 | 340 | 8.98 | 4.09 | -2,053.06 | 0 |
| 2021-05-17 | SELL | 6 | 344.5 | 9.09 | 4.14 | 2,053.77 | 0.7 |
| 2021-05-25 | BUY | 6 | 341.1 | 9.01 | 4.1 | -2,059.7 | 0 |
| 2021-05-31 | SELL | 6 | 345.5 | 9.12 | 4.15 | 2,059.73 | 0.03 |
| 2021-06-03 | BUY | 6 | 346.9 | 9.16 | 4.17 | -2,094.72 | 0 |
| 2021-06-08 | SELL | 6 | 345 | 9.11 | 4.14 | 2,056.75 | -37.98 |
| 2021-06-13 | BUY | 6 | 351 | 9.27 | 4.22 | -2,119.48 | 0 |
| 2021-06-16 | SELL | 6 | 348 | 9.19 | 4.18 | 2,074.63 | -44.85 |
| 2021-06-23 | BUY | 6 | 345.2 | 9.11 | 4.15 | -2,084.46 | 0 |
| 2021-07-07 | SELL | 6 | 347.7 | 9.18 | 4.18 | 2,072.84 | -11.62 |
| 2021-07-13 | BUY | 6 | 357.4 | 9.44 | 4.29 | -2,158.13 | 0 |
| 2021-07-18 | SELL | 6 | 358 | 9.45 | 4.3 | 2,134.25 | -23.88 |
| 2021-07-26 | BUY | 5 | 363.5 | 8 | 3.64 | -1,829.13 | 0 |
| 2021-08-03 | SELL | 5 | 372 | 8.18 | 3.72 | 1,848.09 | 18.96 |