Net return 159.3% · drawdown 24.7% · 37 closed positions
Searching for profit that survives costs
10,790 unique configurations in this batch; 66 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: 5.8%. 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.
#1 · Kalman milestone + Flow: NVI
Net return -20.3% · drawdown 23.5% · 8 closed positions
Net return -31.5% · drawdown 33.8% · 7 closed positions
Variant 2; fixed stop 8.0%; maximum 120 sessions; gate EMA 50; fresh signal only; exit EMA 200 break; trailing arms at 12.0%, distance 3.5%; partial sale at 20.0% (0 = off).
Account reconciliation
Cash৳259,277
Unsettled৳0
Holdings৳0
NAV৳259,277
Realized P&L৳159,277
Unrealized P&L৳0
Fees৳66,213
Friction৳33,015
NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.16e-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 #1
84 fills, including partial sales. Page 1.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2010-12-23 | BUY | 376 | 263.8 | 436.43 | 199.91 | -99,825.14 | 0 |
| 2010-12-28 | SELL | 376 | 251.9 | 416.74 | 190.64 | 94,107.02 | -5,718.12 |
| 2011-07-12 | BUY | 538 | 174 | 411.89 | 190.21 | -94,214.1 | 0 |
| 2011-07-17 | SELL | 538 | 177.1 | 419.23 | 193.2 | 94,667.37 | 453.27 |
| 2011-10-30 | BUY | 606 | 155.2 | 413.83 | 192.2 | -94,657.23 | 0 |
| 2011-11-02 | SELL | 606 | 163 | 434.62 | 201.63 | 98,141.75 | 3,484.53 |
| 2012-04-09 | BUY | 498 | 195.9 | 429.26 | 197.28 | -98,184.73 | 0 |
| 2012-04-16 | SELL | 498 | 212.1 | 464.75 | 213.03 | 104,948.02 | 6,763.28 |
| 2013-02-10 | BUY | 619 | 168.3 | 458.38 | 220.2 | -104,856.28 | 0 |
| 2013-02-13 | SELL | 619 | 166.6 | 453.75 | 216.04 | 102,455.61 | -2,400.67 |
| 2013-05-15 | BUY | 658 | 154.7 | 447.89 | 229.35 | -102,469.84 | 0 |
| 2013-05-20 | SELL | 658 | 166.2 | 481.18 | 242.88 | 108,635.53 | 6,165.69 |
| 2013-05-30 | BUY | 622 | 173.7 | 475.38 | 229.82 | -108,746.6 | 0 |
| 2013-06-27 | SELL | 622 | 184 | 503.57 | 234.87 | 113,709.56 | 4,962.96 |
| 2013-07-14 | BUY | 534 | 211.5 | 496.94 | 229.15 | -113,667.09 | 0 |
| 2013-07-17 | SELL | 534 | 232.5 | 546.28 | 251.06 | 123,357.66 | 9,690.57 |
| 2013-08-27 | BUY | 584 | 209.8 | 539.1 | 249.21 | -123,311.51 | 0 |
| 2013-09-15 | SELL | 584 | 193.02 | 495.97 | 227.62 | 111,997.75 | -11,313.76 |
| 2013-11-13 | BUY | 572 | 194.6 | 489.77 | 231.59 | -112,032.56 | 0 |
| 2013-11-24 | SELL | 572 | 206.6 | 519.97 | 242.12 | 117,413.11 | 5,380.55 |
| 2014-01-21 | BUY | 562 | 207.5 | 513.11 | 242.26 | -117,370.37 | 0 |
| 2014-04-08 | SELL | 281 | 249 | 307.86 | 141.6 | 69,519.54 | 10,834.36 |
| 2014-04-09 | SELL | 281 | 245.3 | 303.29 | 139.25 | 68,487.6 | 9,802.42 |
| 2014-04-16 | BUY | 536 | 255.8 | 603.28 | 278.24 | -137,990.32 | 0 |
| 2014-06-05 | SELL | 536 | 285.9 | 674.27 | 312.56 | 152,255.57 | 14,265.25 |
| 2014-06-24 | BUY | 503 | 300.9 | 665.95 | 307.39 | -152,326.05 | 0 |
| 2014-08-12 | SELL | 503 | 330.9 | 732.35 | 338.3 | 165,372.06 | 13,046.01 |
| 2014-08-18 | BUY | 489 | 335.8 | 722.51 | 333.04 | -165,261.75 | 0 |
| 2014-09-28 | SELL | 244 | 402.96 | 432.62 | 198.55 | 97,691.08 | 15,229.18 |
| 2014-09-29 | SELL | 245 | 392.2 | 422.79 | 193.93 | 95,472.28 | 12,672.43 |
| 2014-10-01 | BUY | 253 | 384.2 | 427.69 | 196.06 | -97,826.35 | 0 |
| 2014-11-06 | SELL | 253 | 353.3 | 393.29 | 180.36 | 88,811.24 | -9,015.1 |
| 2015-12-02 | BUY | 675 | 271.1 | 805.17 | 407.98 | -184,205.65 | 0 |
| 2015-12-07 | SELL | 675 | 267.4 | 794.18 | 398.75 | 179,302.07 | -4,903.57 |
| 2016-01-19 | BUY | 676 | 263.3 | 783.16 | 407.41 | -179,181.37 | 0 |
| 2016-01-24 | SELL | 676 | 266 | 791.19 | 397.29 | 178,627.52 | -553.85 |
| 2016-11-21 | BUY | 618 | 287.1 | 780.68 | 379.9 | -178,588.39 | 0 |
| 2017-04-03 | SELL | 309 | 344.52 | 468.41 | 220.93 | 105,767.34 | 16,473.14 |
| 2017-04-12 | SELL | 309 | 340.55 | 463.01 | 217.17 | 104,549.3 | 15,255.11 |
| 2017-07-11 | BUY | 600 | 348.3 | 919.51 | 438.38 | -210,337.89 | 0 |
| 2017-09-10 | SELL | 300 | 417.96 | 551.71 | 258.83 | 124,577.46 | 19,408.52 |
| 2017-09-11 | SELL | 300 | 419.78 | 554.1 | 259.02 | 125,119.38 | 19,950.43 |
| 2019-01-01 | BUY | 670 | 370 | 1,090.76 | 574.4 | -249,565.16 | 0 |
| 2019-01-06 | SELL | 670 | 367.7 | 1,083.98 | 569.87 | 244,705.15 | -4,860.01 |
| 2019-01-23 | BUY | 622 | 391 | 1,070.09 | 523.45 | -244,795.54 | 0 |
| 2019-02-13 | SELL | 622 | 388 | 1,061.88 | 501.33 | 239,772.79 | -5,022.75 |
| 2020-07-26 | BUY | 950 | 251 | 1,049.18 | 519.51 | -240,018.69 | 0 |
| 2020-07-29 | SELL | 950 | 255 | 1,065.9 | 519.31 | 240,664.79 | 646.1 |
| 2020-08-09 | BUY | 937 | 255 | 1,051.31 | 501.91 | -240,488.23 | 0 |
| 2020-08-13 | SELL | 937 | 290 | 1,195.61 | 570.88 | 269,963.51 | 29,475.28 |
| 2020-08-18 | BUY | 932 | 288 | 1,181.03 | 561.12 | -270,158.15 | 0 |
| 2020-09-09 | SELL | 466 | 345.6 | 708.62 | 329.29 | 160,011.69 | 24,932.62 |
| 2020-09-16 | SELL | 466 | 342.29 | 701.82 | 327.05 | 158,476.17 | 23,397.09 |
| 2020-12-14 | BUY | 914 | 346 | 1,391.47 | 717.35 | -318,352.83 | 0 |
| 2021-01-06 | SELL | 914 | 374.42 | 1,505.77 | 741.84 | 339,972.27 | 21,619.45 |
| 2021-01-18 | BUY | 896 | 377 | 1,486.28 | 728.35 | -340,006.64 | 0 |
| 2021-02-22 | SELL | 896 | 346.84 | 1,367.38 | 676.46 | 308,724.8 | -31,281.84 |
| 2021-05-12 | BUY | 886 | 346.2 | 1,349.63 | 730.73 | -308,813.55 | 0 |
| 2021-09-13 | SELL | 886 | 382.91 | 1,492.74 | 753.63 | 337,013.66 | 28,200.1 |
| 2022-01-13 | BUY | 937 | 357.1 | 1,472.25 | 825.37 | -336,900.32 | 0 |
| 2022-01-30 | SELL | 647 | 352 | 1,002.07 | 526.92 | 226,215.01 | -6,415.2 |
| 2022-01-31 | SELL | 290 | 356.2 | 454.51 | 221.07 | 102,622.41 | -1,647.7 |
| 2022-02-15 | BUY | 701 | 358 | 1,104.22 | 627.88 | -252,690.1 | 0 |
| 2022-02-22 | SELL | 701 | 355.8 | 1,097.43 | 605.94 | 247,712.43 | -4,977.67 |
| 2024-06-27 | BUY | 1,072 | 236.2 | 1,114.11 | 638.48 | -254,958.99 | 0 |
| 2024-07-03 | SELL | 752 | 239.9 | 793.78 | 418.35 | 179,192.67 | 340.84 |
| 2024-07-04 | SELL | 320 | 240.2 | 338.2 | 164.31 | 76,361.49 | 254.33 |
| 2024-07-08 | BUY | 982 | 251 | 1,084.52 | 593.51 | -248,160.03 | 0 |
| 2024-07-11 | SELL | 913 | 247 | 992.25 | 525.09 | 223,993.66 | -6,729.47 |
| 2024-07-14 | SELL | 69 | 246 | 74.69 | 34.36 | 16,864.95 | -571.96 |
| 2024-08-15 | BUY | 827 | 381 | 1,386.38 | 650.36 | -317,123.74 | 0 |
| 2024-08-20 | SELL | 827 | 350.52 | 1,275.47 | 591.8 | 288,012.77 | -29,110.98 |
| 2025-09-03 | BUY | 868 | 311.5 | 1,189.68 | 621.47 | -272,193.15 | 0 |
| 2025-09-08 | SELL | 860 | 308.5 | 1,167.36 | 618.53 | 263,524.11 | -6,160.35 |
| 2025-09-09 | SELL | 8 | 305.1 | 10.74 | 4.89 | 2,425.17 | -83.52 |
| 2026-02-16 | BUY | 1,007 | 278 | 1,231.76 | 638.04 | -281,815.8 | 0 |
| 2026-02-19 | SELL | 1,007 | 267 | 1,183.02 | 606.85 | 267,079.12 | -14,736.68 |
| 2026-06-22 | BUY | 1,030 | 257.5 | 1,166.99 | 629.26 | -267,021.25 | 0 |
| 2026-06-25 | SELL | 1,030 | 257.5 | 1,166.99 | 614.41 | 263,443.6 | -3,577.65 |
| 2026-07-12 | BUY | 1,020 | 256.6 | 1,151.62 | 589.28 | -263,472.9 | 0 |
| 2026-07-15 | SELL | 1,020 | 259 | 1,162.39 | 592.31 | 262,425.3 | -1,047.6 |
| 2026-07-28 | BUY | 1,003 | 259.8 | 1,146.55 | 598.49 | -262,324.44 | 0 |
| 2026-08-02 | SELL | 965 | 260 | 1,103.96 | 582.85 | 249,213.19 | -3,172.74 |
| 2026-08-03 | SELL | 38 | 259.9 | 43.46 | 19.88 | 9,812.87 | -125.65 |