Net return 119.0% · drawdown 28.7% · 41 closed positions
Searching for profit that survives costs
77,233 unique configurations in this batch; 70 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: 4.7%. This annualized figure describes the historical raw-price simulation.
Selection used earlier periods; 2024–2026 was replayed afterward. That period was already exposed in earlier research, so it is not a pristine holdout. 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.
#9 · MACD
Net return -24.7% · drawdown 26.8% · 8 closed positions
Net return -41.3% · drawdown 42.6% · 8 closed positions
Variant 1; fixed stop 6.0%; maximum 90 sessions; gate EMA 50; fresh signal only; exit EMA 200 break; trailing arms at 18.0%, distance 2.0%; partial sale at 0.0% (0 = off).
Account reconciliation
Cash৳219,013
Unsettled৳0
Holdings৳0
NAV৳219,013
Realized P&L৳119,013
Unrealized P&L৳0
Fees৳66,019
Friction৳32,412
NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳5.82e-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 #9
86 fills, including partial sales. Page 1.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2011-01-13 | BUY | 423 | 234.8 | 437.01 | 199.79 | -99,957.2 | 0 |
| 2011-01-18 | SELL | 423 | 228.7 | 425.66 | 194.63 | 96,119.81 | -3,837.39 |
| 2011-11-21 | BUY | 581 | 164.3 | 420.02 | 194.31 | -96,072.62 | 0 |
| 2011-11-24 | SELL | 581 | 166.3 | 425.13 | 196.08 | 95,999.09 | -73.53 |
| 2011-12-26 | BUY | 593 | 160.8 | 419.56 | 196.57 | -95,970.53 | 0 |
| 2011-12-29 | SELL | 593 | 163.5 | 426.6 | 200.69 | 96,328.21 | 357.67 |
| 2012-06-04 | BUY | 470 | 203.6 | 421.04 | 195.13 | -96,308.17 | 0 |
| 2012-07-11 | SELL | 470 | 191.38 | 395.78 | 184.2 | 89,370.5 | -6,937.67 |
| 2012-07-22 | BUY | 446 | 199.4 | 391.3 | 181.52 | -89,505.22 | 0 |
| 2012-07-25 | SELL | 446 | 205.5 | 403.27 | 186.81 | 91,062.92 | 1,557.7 |
| 2012-12-03 | BUY | 538 | 168.1 | 397.93 | 188.27 | -91,023.99 | 0 |
| 2012-12-06 | SELL | 538 | 167.6 | 396.74 | 187.75 | 89,584.31 | -1,439.69 |
| 2013-06-12 | BUY | 500 | 178.1 | 391.82 | 182.99 | -89,624.81 | 0 |
| 2013-07-11 | SELL | 500 | 216.87 | 477.12 | 220.2 | 107,739.68 | 18,114.87 |
| 2013-12-10 | BUY | 523 | 204.6 | 470.83 | 218.39 | -107,695.01 | 0 |
| 2014-04-09 | SELL | 523 | 247.9 | 570.47 | 264.21 | 128,817.03 | 21,122.01 |
| 2014-04-27 | BUY | 481 | 265.8 | 562.54 | 258.2 | -128,670.54 | 0 |
| 2014-08-07 | SELL | 481 | 323.9 | 685.5 | 317.3 | 154,793.1 | 26,122.55 |
| 2014-09-04 | BUY | 455 | 338.1 | 676.88 | 311.58 | -154,823.95 | 0 |
| 2014-09-29 | SELL | 455 | 392.2 | 785.18 | 362.93 | 177,302.89 | 22,478.94 |
| 2014-10-29 | BUY | 470 | 374.6 | 774.67 | 357.21 | -177,193.88 | 0 |
| 2014-11-06 | SELL | 470 | 352.12 | 728.19 | 336.46 | 164,433.63 | -12,760.25 |
| 2014-12-29 | BUY | 459 | 356.5 | 719.99 | 343.54 | -164,697.03 | 0 |
| 2015-01-25 | SELL | 459 | 335.11 | 676.79 | 324.7 | 152,814 | -11,883.03 |
| 2015-06-14 | BUY | 453 | 335 | 667.72 | 310.94 | -152,733.66 | 0 |
| 2015-06-22 | SELL | 453 | 328.9 | 655.56 | 304.85 | 148,031.29 | -4,702.37 |
| 2015-07-02 | BUY | 445 | 330.1 | 646.34 | 301.66 | -147,842.5 | 0 |
| 2015-07-08 | SELL | 445 | 328 | 642.22 | 299.76 | 145,018.02 | -2,824.48 |
| 2016-05-10 | BUY | 569 | 253.4 | 634.41 | 319.68 | -145,138.69 | 0 |
| 2016-05-15 | SELL | 569 | 251.1 | 628.65 | 314.69 | 141,932.56 | -3,206.13 |
| 2016-05-24 | BUY | 549 | 256.7 | 620.08 | 310.58 | -141,858.96 | 0 |
| 2016-05-29 | SELL | 549 | 255.2 | 616.46 | 310.54 | 139,177.8 | -2,681.16 |
| 2016-06-30 | BUY | 550 | 251.7 | 609.11 | 309.64 | -139,353.75 | 0 |
| 2016-07-12 | SELL | 550 | 255.8 | 619.04 | 313.81 | 139,757.15 | 403.41 |
| 2016-09-06 | BUY | 518 | 268 | 610.83 | 302.07 | -139,736.89 | 0 |
| 2016-09-20 | SELL | 518 | 262 | 597.15 | 303.51 | 134,815.34 | -4,921.55 |
| 2016-09-25 | BUY | 501 | 267.1 | 588.8 | 300.81 | -134,706.71 | 0 |
| 2017-02-02 | SELL | 501 | 306.5 | 675.65 | 318.34 | 152,562.51 | 17,855.8 |
| 2017-02-12 | BUY | 494 | 307.1 | 667.51 | 315.5 | -152,690.41 | 0 |
| 2017-06-22 | SELL | 494 | 338.8 | 736.42 | 362.46 | 166,268.32 | 13,577.91 |
| 2017-07-16 | BUY | 452 | 365.1 | 726.11 | 339.62 | -166,090.93 | 0 |
| 2017-09-11 | SELL | 452 | 426.3 | 847.83 | 402.12 | 191,437.65 | 25,346.72 |
| 2017-10-10 | BUY | 451 | 422 | 837.42 | 396.73 | -191,556.14 | 0 |
| 2017-11-15 | SELL | 451 | 496.76 | 985.77 | 464.75 | 222,589.14 | 31,032.99 |
| 2017-12-06 | BUY | 454 | 487 | 972.83 | 454.34 | -222,525.17 | 0 |
| 2018-04-17 | SELL | 454 | 485 | 968.84 | 471.87 | 218,749.3 | -3,775.87 |
| 2019-01-24 | BUY | 555 | 391.3 | 955.55 | 462.01 | -218,589.07 | 0 |
| 2019-02-13 | SELL | 555 | 388 | 947.5 | 445.54 | 213,946.97 | -4,642.1 |
| 2019-02-27 | BUY | 539 | 394.5 | 935.6 | 437.61 | -214,008.71 | 0 |
| 2019-03-05 | SELL | 505 | 394 | 875.47 | 411.5 | 197,683.03 | -2,826.05 |
| 2019-03-06 | SELL | 34 | 391.6 | 58.58 | 26.7 | 13,229.12 | -270.5 |
| 2019-03-13 | BUY | 535 | 391.7 | 922.06 | 438.74 | -210,920.3 | 0 |
| 2019-03-19 | SELL | 535 | 389 | 915.71 | 438.12 | 206,761.17 | -4,159.13 |
| 2019-06-27 | BUY | 565 | 363.5 | 903.66 | 462.45 | -206,743.61 | 0 |
| 2019-07-03 | SELL | 565 | 364.9 | 907.14 | 461.02 | 204,800.34 | -1,943.27 |
| 2020-08-09 | BUY | 799 | 255 | 896.48 | 424.97 | -205,066.45 | 0 |
| 2020-08-13 | SELL | 799 | 290 | 1,019.52 | 483.36 | 230,207.12 | 25,140.67 |
| 2020-08-24 | BUY | 775 | 295 | 1,005.95 | 473.88 | -230,104.83 | 0 |
| 2020-09-14 | SELL | 775 | 346.72 | 1,182.33 | 559.12 | 266,969.65 | 36,864.81 |
| 2020-10-14 | BUY | 796 | 333 | 1,166.3 | 579.29 | -266,813.59 | 0 |
| 2021-02-23 | SELL | 796 | 349 | 1,222.34 | 598.77 | 275,982.89 | 9,169.3 |
| 2021-05-12 | BUY | 792 | 346.2 | 1,206.44 | 642.08 | -276,038.92 | 0 |
| 2021-10-04 | SELL | 792 | 380 | 1,324.22 | 648.3 | 298,987.47 | 22,948.55 |
| 2021-12-06 | BUY | 435 | 362.8 | 694.4 | 361.95 | -158,874.34 | 0 |
| 2021-12-15 | SELL | 435 | 357.3 | 683.87 | 357.18 | 154,384.44 | -4,489.9 |
| 2022-02-07 | BUY | 823 | 355.3 | 1,286.61 | 730.38 | -294,428.89 | 0 |
| 2022-02-22 | SELL | 815 | 355.8 | 1,275.9 | 724.74 | 287,976.36 | -3,590.52 |
| 2022-02-27 | SELL | 8 | 345 | 12.14 | 5.53 | 2,742.32 | -119.68 |
| 2024-07-24 | BUY | 1,164 | 248.2 | 1,271.18 | 693.04 | -290,869.02 | 0 |
| 2024-07-29 | SELL | 1,090 | 257 | 1,232.57 | 663.56 | 278,233.86 | 5,856.52 |
| 2024-07-30 | SELL | 74 | 254.2 | 82.77 | 38.09 | 18,689.95 | 198.27 |
| 2024-08-15 | BUY | 774 | 381 | 1,297.53 | 607.47 | -296,799 | 0 |
| 2024-08-20 | SELL | 774 | 353 | 1,202.18 | 557.14 | 271,462.68 | -25,336.32 |
| 2024-09-25 | BUY | 777 | 347.1 | 1,186.67 | 554.94 | -271,438.3 | 0 |
| 2024-10-07 | SELL | 777 | 326.27 | 1,115.47 | 521.03 | 251,878.4 | -19,559.9 |
| 2024-12-18 | BUY | 782 | 320 | 1,101.06 | 561.57 | -251,902.62 | 0 |
| 2025-04-27 | SELL | 709 | 300.8 | 938.38 | 526.62 | 211,802.21 | -16,585.21 |
| 2025-04-28 | SELL | 73 | 309.7 | 99.48 | 46.21 | 22,462.42 | -1,052.79 |
| 2025-07-21 | BUY | 768 | 303 | 1,023.9 | 554.21 | -234,282.11 | 0 |
| 2025-08-17 | SELL | 768 | 306 | 1,034.04 | 512.24 | 233,461.72 | -820.39 |
| 2025-08-31 | BUY | 756 | 307 | 1,021.2 | 526.84 | -233,640.05 | 0 |
| 2025-09-03 | SELL | 756 | 311.5 | 1,036.17 | 532.21 | 233,925.61 | 285.56 |
| 2026-02-16 | BUY | 836 | 278 | 1,022.6 | 518.68 | -233,949.27 | 0 |
| 2026-02-19 | SELL | 836 | 267 | 982.13 | 494.06 | 221,735.81 | -12,213.46 |
| 2026-07-28 | BUY | 848 | 259.8 | 969.37 | 495.9 | -221,775.66 | 0 |
| 2026-08-02 | SELL | 848 | 260 | 970.11 | 503.55 | 219,006.34 | -2,769.33 |