Net return 100.5% · drawdown 8.2% · 4 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: 4.2%. 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.
#1 · Custom DMI + Support rebound + Flow: Chaikin Oscillator + Flow: Gap pressure
Net return 77.0% · drawdown 3.8% · 2 closed positions
Net return 72.5% · drawdown 3.8% · 2 closed positions
Variant 0; fixed stop 22.0%; maximum 45 sessions; gate None; fresh signal only; exit stop/time only; trailing arms at 18.0%, distance 4.5%; partial sale at 0.0% (0 = off).
Account reconciliation
Cash৳200,544
Unsettled৳0
Holdings৳0
NAV৳200,544
Realized P&L৳100,544
Unrealized P&L৳0
Fees৳4,903
Friction৳2,425
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 #1
8 fills, including partial sales. Page 1.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2013-12-22 | BUY | 491 | 202.1 | 436.62 | 203.65 | -99,871.36 | 0 |
| 2014-02-27 | SELL | 491 | 214 | 462.33 | 214.64 | 104,397.04 | 4,525.67 |
| 2016-12-21 | BUY | 361 | 287 | 455.87 | 215.01 | -104,277.89 | 0 |
| 2017-02-26 | SELL | 361 | 315.2 | 500.66 | 234.7 | 113,051.83 | 8,773.95 |
| 2024-06-06 | BUY | 500 | 225 | 495 | 260.14 | -113,255.14 | 0 |
| 2024-08-15 | SELL | 500 | 381 | 838.2 | 388.38 | 189,273.42 | 76,018.29 |
| 2026-06-01 | BUY | 778 | 241.5 | 826.7 | 451.24 | -189,164.94 | 0 |
| 2026-08-04 | SELL | 778 | 259.3 | 887.64 | 456.8 | 200,390.96 | 11,226.02 |