Net return 53.0% · drawdown 16.8% · 3 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: 2.5%. 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.
#10 · Custom DMI + Support rebound + Flow: Chaikin Oscillator + Flow: Price-volume divergence
Net return 77.0% · drawdown 3.8% · 2 closed positions
Net return 72.5% · drawdown 3.8% · 2 closed positions
Variant 0; fixed stop 10.0%; maximum 45 sessions; gate None; fresh signal only; exit stop/time only; trailing arms at 12.0%, distance 6.0%; partial sale at 0.0% (0 = off).
Account reconciliation
Cash৳153,032
Unsettled৳0
Holdings৳0
NAV৳153,032
Realized P&L৳53,032
Unrealized P&L৳0
Fees৳3,143
Friction৳1,532
NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳0.00e+0. 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 #10
6 fills, including partial sales. Page 1.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2014-11-03 | BUY | 274 | 361.6 | 435.94 | 199.89 | -99,714.24 | 0 |
| 2014-11-24 | SELL | 274 | 316.7 | 381.81 | 175.86 | 86,218.12 | -13,496.12 |
| 2024-06-06 | BUY | 381 | 225 | 377.19 | 191.85 | -86,294.04 | 0 |
| 2024-08-15 | SELL | 381 | 381 | 638.71 | 294.61 | 144,227.69 | 57,933.64 |
| 2026-06-01 | BUY | 594 | 241.5 | 631.18 | 330.89 | -144,413.08 | 0 |
| 2026-08-04 | SELL | 594 | 259.3 | 677.71 | 339.14 | 153,007.36 | 8,594.28 |